Systematic Trader Index For July 1999

Monthly Rankings

Rank CTA/Program Jul 1999 Min Inv Inception
51 FORT LP
Fort Global Diversified
-7.88 2,000k 10/1/1993
50 Hawksbill Capital Management
Global Diversified
-7.05 5,000k 11/1/1988
49 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.93 100k 6/1/1994
48 Estlander & Partners
Global XL
-6.91 5,000k 8/1/1991
47 EMC Capital Advisors, LLC
Classic
-6.30 5,000k 1/1/1985
46 Chesapeake Capital
Diversified (LV)
-4.80 100k 2/1/1988
45 M.S. Capital Management
Global Diversified Program
-4.71 2,000k 11/1/1998
44 Drury Capital
Diversified Trend-Following Program
-4.43 5,000k 5/1/1997
43 Kinkopf Capital Management
KCM S&P (Proprietary)
-3.94 100k 1/1/1999
42 Dreiss Research Corporation
Diversified Program
-3.31 1,000k 5/1/1991
41 Millburn Corporation
Diversified Program
-3.25 20,000k 2/1/1977
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.98 0k 11/1/1996
39 Rabar Market Research
Diversified Program
-2.89 2,000k 1/1/1989
38 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.64 100k 5/1/1989
37 Mulvaney Capital Management
The Mulvaney Global Markets Program
-2.22 100k 5/1/1999
36 Winton Capital Management
Diversified
-2.01 50,000k 10/1/1997
35 Conquest Capital Group
Conquest Macro
-1.74 250k 5/1/1999
34 Saxon Investment Corporation
Aggressive Diversified Program
-0.92 2,000k 11/1/1993
33 Abraham Trading Company
Diversified Program
-0.83 10,000k 1/1/1988
32 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.45 10,000k 1/1/1991
31 Mondiale Asset Management
Mondiale Trading Program
-0.36 0k 9/1/1997
30 Hyman Beck and Company
Global Portfolio
-0.14 1,000k 3/1/1991
29 Saxon Investment Corporation
Diversified Program
-0.13 3,000k 9/1/1988
28 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.50 100k 11/1/1984
27 Quality Capital Management
Global Diversified Programme
0.51 10,000k 12/1/1995
26 IKOS
The IKOS Hedge Fund
0.70 10,000k 7/1/1998
25 Tactical Investment Management
Tactical Institutional Commodity Program
0.75 10,000k 4/1/1993
24 Rivoli Fund Management
Rivoli International Fund (MAP)
0.82 5,000k 10/1/1996
23 Mark J. Walsh Company
Standard Program
0.87 2,000k 9/1/1985
22 Transtrend B.V.
DTP – Standard Risk (EUR)
0.97 10,000k 2/1/1999
21 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.03 1,000k 9/1/1997
20 Superfund Group
Superfund Green Q-AG
1.13 2k 3/1/1996
19 MERIT Alternative Investments GmbH
Futures Portfolio
1.88 2,000k 6/1/1998
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.95 10,000k 1/1/1995
17 Witter & Lester, Inc.
Redstone
2.14 500k 9/1/1994
16 Clarke Capital Management
Global Magnum
2.30 100k 8/1/1997
15 Eclipse Capital Management
Global Monetary
2.35 5,000k 8/1/1990
14 Alee Capital Management, LLC
Poniente Program
2.59 2,500k 1/1/1999
13 Estlander & Partners
Alpha Trend
2.94 30,000k 10/1/1991
12 Clarke Capital Management
Global Basic
3.18 50k 2/1/1996
11 RAM Management Group
RAM MRTP 1X-Conservative
3.25 1,000k 9/1/1993
10 Northfield Trading
Diversified
3.80 2,000k 7/1/1989
9 Clarke Capital Management
Worldwide
4.61 250k 1/1/1996
8 Clarke Capital Management
Millennium
4.74 1,000k 1/1/1998
7 Alee Capital Management, LLC
Mistral Program
4.89 2,500k 1/1/1999
6 Eckhardt Trading Company
Evolution Strategies
5.18 20,000k 8/1/1991
5 Eckhardt Trading Company
Evolution Strategies 1.2X
6.30 10,000k 10/1/1991
4 Witter & Lester, Inc.
Stock Index Futures Trading Program
8.57 400k 1/1/1988
3 RAM Management Group
MRTP Aggressive
8.63 1,000k 2/1/1998
2 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
9.20 1,000k 3/1/1998
1 Crabel Capital Management
Crabel Multi-Product
18.18 1,000k 3/1/1998

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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