Systematic Trader Index For October 2000

Monthly Rankings

Rank CTA/Program Oct 2000 Min Inv Inception
63 Saxon Investment Corporation
Aggressive Diversified Program
-10.39 2,000k 11/1/1993
62 Clarke Capital Management
Worldwide
-9.34 250k 1/1/1996
61 Crabel Capital Management
Crabel Multi-Product
-8.44 1,000k 3/1/1998
60 Clarke Capital Management
Global Magnum
-7.87 100k 8/1/1997
59 Saxon Investment Corporation
Diversified Program
-4.81 3,000k 9/1/1988
58 Superfund Group
Superfund Green Q-AG
-4.42 2k 3/1/1996
57 Alee Capital Management, LLC
Mistral Program
-3.99 2,500k 1/1/1999
56 Hawksbill Capital Management
Global Diversified
-3.43 5,000k 11/1/1988
55 Clarke Capital Management
Global Basic
-3.31 50k 2/1/1996
54 Superfund Group
Superfund Green GCT USD
-3.09 15k 1/1/2000
53 Estlander & Partners
Alpha Trend
-2.70 30,000k 10/1/1991
52 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.35 0k 11/1/1996
51 John Locke Investments
Cyril Systematic Program
-2.32 8,000k 7/1/2000
50 Clarke Capital Management
Millennium
-2.05 1,000k 1/1/1998
49 Alee Capital Management, LLC
Poniente Program
-1.90 2,500k 1/1/1999
48 IKOS
The IKOS Hedge Fund
-1.88 10,000k 7/1/1998
47 M.S. Capital Management
Global Diversified Program
-1.38 2,000k 11/1/1998
46 Kelly Angle Inc.
Genesis Program
-0.97 2,000k 4/1/2000
45 Eclipse Capital Management
Global Monetary
-0.70 5,000k 8/1/1990
44 Chesapeake Capital
Diversified (LV)
-0.62 100k 2/1/1988
43 Witter & Lester, Inc.
Redstone
-0.53 500k 9/1/1994
42 Mark J. Walsh Company
Standard Program
-0.34 2,000k 9/1/1985
41 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.11 100k 1/1/2000
40 Alder Capital DAC
Alder Global 10
0.00 2,500k 10/1/2000
39 RAM Management Group
RAM MRTP 1X-Conservative
0.02 1,000k 9/1/1993
38 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.24 1,000k 9/1/1997
37 Rabar Market Research
Diversified Program
0.40 2,000k 1/1/1989
36 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.80 1,000k 3/1/1998
35 Eckhardt Trading Company
Evolution Strategies
0.83 20,000k 8/1/1991
34 Hyman Beck and Company
Global Portfolio
0.93 1,000k 3/1/1991
33 Eckhardt Trading Company
Evolution Strategies 1.2X
1.03 10,000k 10/1/1991
32 Rivoli Fund Management
Rivoli International Fund (MAP)
1.20 5,000k 10/1/1996
31 Trigon Investment Advisors, LLC
Foreign Exchange Program
1.57 5,000k 8/1/2000
30 RAM Management Group
MRTP Aggressive
1.60 1,000k 2/1/1998
29 Transtrend B.V.
DTP – Standard Risk (EUR)
1.72 10,000k 2/1/1999
28 Quality Capital Management
Global Diversified Programme
1.94 10,000k 12/1/1995
27 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.96 100k 5/1/1999
26 Winton Capital Management
Diversified
2.09 50,000k 10/1/1997
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.09 10,000k 1/1/1991
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.33 10,000k 8/1/1999
23 Estlander & Partners
Global Markets
2.41 10,000k 8/1/1999
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.54 10,000k 1/1/1995
21 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.67 400k 1/1/1988
20 EMC Capital Advisors, LLC
Classic
2.70 5,000k 1/1/1985
19 Covenant Capital Management
Original Program
2.82 5,000k 9/1/1999
18 Lynx Asset Management AB
Lynx Program
3.09 75k 5/1/2000
17 Parizek Capital
Futures Trading Program
3.11 500k 4/1/2000
16 Drury Capital
Diversified Trend-Following Program
3.26 5,000k 5/1/1997
15 Kinkopf Capital Management
KCM S&P (Proprietary)
3.39 100k 1/1/1999
14 MERIT Alternative Investments GmbH
Futures Portfolio
3.42 2,000k 6/1/1998
13 Dreiss Research Corporation
Diversified Program
3.57 1,000k 5/1/1991
12 Northfield Trading
Diversified
3.70 2,000k 7/1/1989
11 FORT LP
Fort Global Diversified
4.25 2,000k 10/1/1993
10 Mondiale Asset Management
Mondiale Trading Program
4.34 0k 9/1/1997
9 Tactical Investment Management
Tactical Institutional Commodity Program
4.57 10,000k 4/1/1993
8 Conquest Capital Group
Conquest Macro
4.69 250k 5/1/1999
7 Millburn Corporation
Diversified Program
4.79 20,000k 2/1/1977
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.20 200k 11/1/1999
5 Estlander & Partners
Global XL
5.95 5,000k 8/1/1991
4 DUNN Capital Management
D'Best Futures Fund, L.P.
6.50 100k 6/1/1994
3 DUNN Capital Management
DUNN Combined Fund (DCF)
6.92 100k 5/1/1989
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.12 100k 11/1/1984
1 Abraham Trading Company
Diversified Program
9.51 10,000k 1/1/1988

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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