Systematic Trader Index For December 2000

Monthly Rankings

Rank CTA/Program Dec 2000 Min Inv Inception
63 Covenant Capital Management
Original Program
-3.52 5,000k 9/1/1999
62 Abraham Trading Company
Diversified Program
-0.18 10,000k 1/1/1988
61 Drury Capital
Diversified Trend-Following Program
-0.12 5,000k 5/1/1997
60 Witter & Lester, Inc.
Redstone
1.04 500k 9/1/1994
59 MERIT Alternative Investments GmbH
Futures Portfolio
1.61 2,000k 6/1/1998
58 Transtrend B.V.
DTP – Standard Risk (EUR)
2.13 10,000k 2/1/1999
57 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.39 400k 1/1/1988
56 W.G. Wealth Guardian Ltd.
SAFI2 Program
2.59 1,000k 9/1/1997
55 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.60 10,000k 8/1/1999
54 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
2.65 1,000k 3/1/1998
53 IKOS
The IKOS Hedge Fund
3.44 10,000k 7/1/1998
52 Quality Capital Management
Global Diversified Programme
4.12 10,000k 12/1/1995
51 Estlander & Partners
Global Markets
4.20 10,000k 8/1/1999
50 Alder Capital DAC
Alder Global 10
4.46 2,500k 10/1/2000
49 Kinkopf Capital Management
KCM S&P (Proprietary)
4.46 100k 1/1/1999
48 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.47 10,000k 1/1/1995
47 Mondiale Asset Management
Mondiale Trading Program
4.88 0k 9/1/1997
46 M.S. Capital Management
Global Diversified Program
5.37 2,000k 11/1/1998
45 Crabel Capital Management
Crabel Multi-Product
5.69 1,000k 3/1/1998
44 RAM Management Group
RAM MRTP 1X-Conservative
5.97 1,000k 9/1/1993
43 Rabar Market Research
Diversified Program
6.53 2,000k 1/1/1989
42 Rivoli Fund Management
Rivoli International Fund (MAP)
7.07 5,000k 10/1/1996
41 Trigon Investment Advisors, LLC
Foreign Exchange Program
7.17 5,000k 8/1/2000
40 Lynx Asset Management AB
Lynx Program
7.54 75k 5/1/2000
39 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.82 200k 11/1/1999
38 Parizek Capital
Futures Trading Program
8.19 500k 4/1/2000
37 Tactical Investment Management
Tactical Institutional Commodity Program
8.64 10,000k 4/1/1993
36 Chesapeake Capital
Diversified (LV)
8.80 100k 2/1/1988
35 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.82 10,000k 1/1/1991
34 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.90 100k 5/1/1999
33 EMC Capital Advisors, LLC
Classic
9.00 5,000k 1/1/1985
32 Saxon Investment Corporation
Diversified Program
9.06 3,000k 9/1/1988
31 Northfield Trading
Diversified
9.10 2,000k 7/1/1989
30 Estlander & Partners
Global XL
9.28 5,000k 8/1/1991
29 Eckhardt Trading Company
Evolution Strategies
10.02 20,000k 8/1/1991
28 Alee Capital Management, LLC
Poniente Program
10.14 2,500k 1/1/1999
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.28 0k 11/1/1996
26 Clarke Capital Management
Worldwide
10.48 250k 1/1/1996
25 Estlander & Partners
Alpha Trend
10.78 30,000k 10/1/1991
24 Eckhardt Trading Company
Evolution Strategies 1.2X
11.28 10,000k 10/1/1991
23 FORT LP
Fort Global Diversified
12.53 2,000k 10/1/1993
22 Hyman Beck and Company
Global Portfolio
13.23 1,000k 3/1/1991
21 Millburn Corporation
Diversified Program
13.60 20,000k 2/1/1977
20 John Locke Investments
Cyril Systematic Program
13.83 8,000k 7/1/2000
19 Eclipse Capital Management
Global Monetary
14.12 5,000k 8/1/1990
18 Dreiss Research Corporation
Diversified Program
14.71 1,000k 5/1/1991
17 Clarke Capital Management
Millennium
16.11 1,000k 1/1/1998
16 Alee Capital Management, LLC
Mistral Program
16.80 2,500k 1/1/1999
15 Winton Capital Management
Diversified
16.81 50,000k 10/1/1997
14 Clarke Capital Management
Global Basic
17.29 50k 2/1/1996
13 Saxon Investment Corporation
Aggressive Diversified Program
17.55 2,000k 11/1/1993
12 Conquest Capital Group
Conquest Macro
17.93 250k 5/1/1999
11 Clarke Capital Management
Global Magnum
18.88 100k 8/1/1997
10 Superfund Group
Superfund Green Q-AG
18.96 2k 3/1/1996
9 RAM Management Group
MRTP Aggressive
20.05 1,000k 2/1/1998
8 Mark J. Walsh Company
Standard Program
22.84 2,000k 9/1/1985
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
25.60 100k 1/1/2000
6 Superfund Group
Superfund Green GCT USD
26.19 15k 1/1/2000
5 Kelly Angle Inc.
Genesis Program
26.50 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
27.00 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
29.39 100k 11/1/1984
2 DUNN Capital Management
D'Best Futures Fund, L.P.
34.42 100k 6/1/1994
1 Hawksbill Capital Management
Global Diversified
39.51 5,000k 11/1/1988

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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