Systematic Trader Index For July 2000

Monthly Rankings

Rank CTA/Program Jul 2000 Min Inv Inception
61 Hawksbill Capital Management
Global Diversified
-13.50 5,000k 11/1/1988
60 Clarke Capital Management
Global Magnum
-10.01 100k 8/1/1997
59 Superfund Group
Superfund Green GCT USD
-8.55 15k 1/1/2000
58 Clarke Capital Management
Worldwide
-7.82 250k 1/1/1996
57 Clarke Capital Management
Global Basic
-6.98 50k 2/1/1996
56 Eclipse Capital Management
Global Monetary
-6.56 5,000k 8/1/1990
55 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.54 200k 11/1/1999
54 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
-6.19 1,000k 3/1/1998
53 Abraham Trading Company
Diversified Program
-5.26 10,000k 1/1/1988
52 Winton Capital Management
Diversified
-4.58 50,000k 10/1/1997
51 Superfund Group
Superfund Green Q-AG
-4.08 2k 3/1/1996
50 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.07 100k 6/1/1994
49 Chesapeake Capital
Diversified (LV)
-3.71 100k 2/1/1988
48 Clarke Capital Management
Millennium
-3.26 1,000k 1/1/1998
47 Alee Capital Management, LLC
Poniente Program
-3.17 2,500k 1/1/1999
46 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.01 10,000k 10/1/1991
45 Quality Capital Management
Global Diversified Programme
-3.00 10,000k 12/1/1995
44 EMC Capital Advisors, LLC
Classic
-2.80 5,000k 1/1/1985
43 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
42 Conquest Capital Group
Conquest Macro
-2.60 250k 5/1/1999
41 Dreiss Research Corporation
Diversified Program
-2.59 1,000k 5/1/1991
40 Kelly Angle Inc.
Genesis Program
-2.58 2,000k 4/1/2000
39 Mark J. Walsh Company
Standard Program
-2.19 2,000k 9/1/1985
38 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.15 100k 1/1/2000
37 Hyman Beck and Company
Global Portfolio
-2.02 1,000k 3/1/1991
36 Millburn Corporation
Diversified Program
-1.69 20,000k 2/1/1977
35 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.48 0k 11/1/1996
34 Northfield Trading
Diversified
-1.40 2,000k 7/1/1989
33 Alee Capital Management, LLC
Mistral Program
-1.25 2,500k 1/1/1999
32 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.25 100k 5/1/1999
31 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.24 1,000k 9/1/1997
30 Tactical Investment Management
Tactical Institutional Commodity Program
-1.20 10,000k 4/1/1993
29 Rabar Market Research
Diversified Program
-1.17 2,000k 1/1/1989
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.91 10,000k 8/1/1999
27 Parizek Capital
Futures Trading Program
-0.87 500k 4/1/2000
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.77 10,000k 1/1/1995
25 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.73 100k 1/1/1999
24 Estlander & Partners
Alpha Trend
-0.71 30,000k 10/1/1991
23 M.S. Capital Management
Global Diversified Program
-0.53 2,000k 11/1/1998
22 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.49 10,000k 2/1/1999
21 Estlander & Partners
Global XL
-0.38 5,000k 8/1/1991
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.27 10,000k 1/1/1991
19 FORT LP
Fort Global Diversified
-0.14 2,000k 10/1/1993
18 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.12 100k 5/1/1989
17 John Locke Investments
Cyril Systematic Program
0.00 8,000k 7/1/2000
16 Crabel Capital Management
Crabel Multi-Product
0.21 1,000k 3/1/1998
15 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
14 MERIT Alternative Investments GmbH
Futures Portfolio
0.50 2,000k 6/1/1998
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.56 100k 11/1/1984
12 Rivoli Fund Management
Rivoli International Fund (MAP)
0.85 5,000k 10/1/1996
11 Lynx Asset Management AB
Lynx Program
0.88 75k 5/1/2000
10 Saxon Investment Corporation
Diversified Program
1.08 3,000k 9/1/1988
9 Mondiale Asset Management
Mondiale Trading Program
1.15 0k 9/1/1997
8 Witter & Lester, Inc.
Redstone
1.42 500k 9/1/1994
7 Drury Capital
Diversified Trend-Following Program
1.49 5,000k 5/1/1997
6 Saxon Investment Corporation
Aggressive Diversified Program
1.67 2,000k 11/1/1993
5 Covenant Capital Management
Original Program
3.80 5,000k 9/1/1999
4 IKOS
The IKOS Hedge Fund
4.68 10,000k 7/1/1998
3 RAM Management Group
RAM MRTP 1X-Conservative
5.76 1,000k 9/1/1993
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
7.58 400k 1/1/1988
1 RAM Management Group
MRTP Aggressive
16.51 1,000k 2/1/1998

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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