Systematic Trader Index For April 2000

Monthly Rankings

Rank CTA/Program Apr 2000 Min Inv Inception
59 DUNN Capital Management
D'Best Futures Fund, L.P.
-13.71 100k 6/1/1994
58 Dreiss Research Corporation
Diversified Program
-12.97 1,000k 5/1/1991
57 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.40 100k 11/1/1984
56 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.35 100k 5/1/1989
55 Hawksbill Capital Management
Global Diversified
-9.80 5,000k 11/1/1988
54 Saxon Investment Corporation
Aggressive Diversified Program
-7.50 2,000k 11/1/1993
53 FORT LP
Fort Global Diversified
-6.38 2,000k 10/1/1993
52 Alee Capital Management, LLC
Mistral Program
-6.22 2,500k 1/1/1999
51 Rabar Market Research
Diversified Program
-5.30 2,000k 1/1/1989
50 Eclipse Capital Management
Global Monetary
-4.25 5,000k 8/1/1990
49 Chesapeake Capital
Diversified (LV)
-3.80 100k 2/1/1988
48 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.74 100k 1/1/2000
47 Clarke Capital Management
Global Basic
-3.55 50k 2/1/1996
46 Saxon Investment Corporation
Diversified Program
-3.51 3,000k 9/1/1988
45 Conquest Capital Group
Conquest Macro
-2.90 250k 5/1/1999
44 Estlander & Partners
Global XL
-2.85 5,000k 8/1/1991
43 Quality Capital Management
Global Diversified Programme
-2.52 10,000k 12/1/1995
42 Estlander & Partners
Global Markets
-1.75 10,000k 8/1/1999
41 Northfield Trading
Diversified
-1.70 2,000k 7/1/1989
40 Witter & Lester, Inc.
Redstone
-1.55 500k 9/1/1994
39 RAM Management Group
MRTP Aggressive
-0.91 1,000k 2/1/1998
38 EMC Capital Advisors, LLC
Classic
-0.80 5,000k 1/1/1985
37 Superfund Group
Superfund Green GCT USD
-0.75 15k 1/1/2000
36 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.71 10,000k 1/1/1991
35 Rivoli Fund Management
Rivoli International Fund (MAP)
-0.47 5,000k 10/1/1996
34 W.G. Wealth Guardian Ltd.
SAFI2 Program
-0.42 1,000k 9/1/1997
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.30 10,000k 8/1/1999
32 Eckhardt Trading Company
Evolution Strategies
-0.29 20,000k 8/1/1991
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.27 100k 5/1/1999
30 Superfund Group
Superfund Green Q-AG
-0.20 2k 3/1/1996
29 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.14 10,000k 10/1/1991
28 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.13 10,000k 2/1/1999
25 Parizek Capital
Futures Trading Program
0.00 500k 4/1/2000
26 Kelly Angle Inc.
Genesis Program
0.00 2,000k 4/1/2000
27 Covenant Capital Management
Original Program
0.00 5,000k 9/1/1999
24 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.14 10,000k 1/1/1995
23 RAM Management Group
RAM MRTP 1X-Conservative
0.37 1,000k 9/1/1993
22 Alee Capital Management, LLC
Poniente Program
0.39 2,500k 1/1/1999
21 Clarke Capital Management
Global Magnum
0.54 100k 8/1/1997
20 Estlander & Partners
Alpha Trend
0.73 30,000k 10/1/1991
19 Millburn Corporation
Diversified Program
0.83 20,000k 2/1/1977
18 Mark J. Walsh Company
Standard Program
1.12 2,000k 9/1/1985
17 Clarke Capital Management
Millennium
1.16 1,000k 1/1/1998
16 Tactical Investment Management
Tactical Institutional Commodity Program
1.34 10,000k 4/1/1993
15 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.40 400k 1/1/1988
14 MERIT Alternative Investments GmbH
Futures Portfolio
1.41 2,000k 6/1/1998
13 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.48 0k 11/1/1996
12 Hyman Beck and Company
Global Portfolio
1.65 1,000k 3/1/1991
11 Winton Capital Management
Diversified
2.06 50,000k 10/1/1997
10 Clarke Capital Management
Worldwide
2.96 250k 1/1/1996
9 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
4.10 1,000k 3/1/1998
8 Mondiale Asset Management
Mondiale Trading Program
4.11 0k 9/1/1997
7 M.S. Capital Management
Global Diversified Program
4.45 2,000k 11/1/1998
6 Abraham Trading Company
Diversified Program
5.48 10,000k 1/1/1988
5 IKOS
The IKOS Hedge Fund
6.96 10,000k 7/1/1998
4 Crabel Capital Management
Crabel Multi-Product
7.50 1,000k 3/1/1998
3 Kinkopf Capital Management
KCM S&P (Proprietary)
10.15 100k 1/1/1999
2 Drury Capital
Diversified Trend-Following Program
11.91 5,000k 5/1/1997
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.17 200k 11/1/1999

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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