Systematic Trader Index For May 2000

Monthly Rankings

Rank CTA/Program May 2000 Min Inv Inception
60 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.60 100k 11/1/1984
59 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.17 100k 5/1/1989
58 Hyman Beck and Company
Global Portfolio
-4.68 1,000k 3/1/1991
57 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-3.93 1,000k 3/1/1998
56 Northfield Trading
Diversified
-3.00 2,000k 7/1/1989
55 Parizek Capital
Futures Trading Program
-2.92 500k 4/1/2000
54 Covenant Capital Management
Original Program
-2.69 5,000k 9/1/1999
53 Abraham Trading Company
Diversified Program
-2.58 10,000k 1/1/1988
52 Millburn Corporation
Diversified Program
-1.62 20,000k 2/1/1977
51 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.14 100k 6/1/1994
50 Winton Capital Management
Diversified
-0.26 50,000k 10/1/1997
49 Rabar Market Research
Diversified Program
-0.05 2,000k 1/1/1989
48 Lynx Asset Management AB
Lynx Program
0.00 75k 5/1/2000
47 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.11 400k 1/1/1988
46 Estlander & Partners
Alpha Trend
0.31 30,000k 10/1/1991
45 Estlander & Partners
Global Markets
0.33 10,000k 8/1/1999
44 Chesapeake Capital
Diversified (LV)
0.63 100k 2/1/1988
43 Estlander & Partners
Global XL
0.89 5,000k 8/1/1991
42 Mondiale Asset Management
Mondiale Trading Program
0.93 0k 9/1/1997
41 Drury Capital
Diversified Trend-Following Program
1.14 5,000k 5/1/1997
40 Witter & Lester, Inc.
Redstone
1.15 500k 9/1/1994
39 W.G. Wealth Guardian Ltd.
SAFI2 Program
1.44 1,000k 9/1/1997
38 Transtrend B.V.
DTP – Standard Risk (EUR)
1.64 10,000k 2/1/1999
37 Eckhardt Trading Company
Evolution Strategies
1.88 20,000k 8/1/1991
36 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.31 10,000k 8/1/1999
35 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.39 0k 11/1/1996
34 Eckhardt Trading Company
Evolution Strategies 1.2X
2.44 10,000k 10/1/1991
33 Quality Capital Management
Global Diversified Programme
2.46 10,000k 12/1/1995
32 IKOS
The IKOS Hedge Fund
2.50 10,000k 7/1/1998
31 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.52 10,000k 1/1/1995
30 Alee Capital Management, LLC
Mistral Program
2.92 2,500k 1/1/1999
29 Saxon Investment Corporation
Diversified Program
3.87 3,000k 9/1/1988
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.10 10,000k 1/1/1991
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.27 100k 1/1/2000
26 Eclipse Capital Management
Global Monetary
4.53 5,000k 8/1/1990
25 RAM Management Group
RAM MRTP 1X-Conservative
4.65 1,000k 9/1/1993
24 Hawksbill Capital Management
Global Diversified
5.11 5,000k 11/1/1988
23 Crabel Capital Management
Crabel Multi-Product
5.14 1,000k 3/1/1998
22 Mark J. Walsh Company
Standard Program
5.23 2,000k 9/1/1985
21 Clarke Capital Management
Millennium
5.35 1,000k 1/1/1998
20 M.S. Capital Management
Global Diversified Program
5.97 2,000k 11/1/1998
19 Alee Capital Management, LLC
Poniente Program
6.12 2,500k 1/1/1999
18 Superfund Group
Superfund Green Q-AG
6.27 2k 3/1/1996
17 Superfund Group
Superfund Green GCT USD
6.45 15k 1/1/2000
16 Kelly Angle Inc.
Genesis Program
6.75 2,000k 4/1/2000
15 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.97 100k 5/1/1999
14 Saxon Investment Corporation
Aggressive Diversified Program
7.09 2,000k 11/1/1993
13 FORT LP
Fort Global Diversified
7.21 2,000k 10/1/1993
12 Conquest Capital Group
Conquest Macro
8.08 250k 5/1/1999
11 Tactical Investment Management
Tactical Institutional Commodity Program
8.37 10,000k 4/1/1993
10 MERIT Alternative Investments GmbH
Futures Portfolio
8.46 2,000k 6/1/1998
9 EMC Capital Advisors, LLC
Classic
8.80 5,000k 1/1/1985
8 Dreiss Research Corporation
Diversified Program
9.18 1,000k 5/1/1991
7 Clarke Capital Management
Worldwide
9.52 250k 1/1/1996
6 Rivoli Fund Management
Rivoli International Fund (MAP)
9.85 5,000k 10/1/1996
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.58 200k 11/1/1999
4 Kinkopf Capital Management
KCM S&P (Proprietary)
12.71 100k 1/1/1999
3 RAM Management Group
MRTP Aggressive
14.05 1,000k 2/1/1998
2 Clarke Capital Management
Global Magnum
24.18 100k 8/1/1997
1 Clarke Capital Management
Global Basic
30.89 50k 2/1/1996

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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