Systematic Trader Index For August 2000

Monthly Rankings

Rank CTA/Program Aug 2000 Min Inv Inception
62 Lynx Asset Management AB
Lynx Program
-4.29 75k 5/1/2000
61 Eclipse Capital Management
Global Monetary
-1.57 5,000k 8/1/1990
60 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
59 IKOS
The IKOS Hedge Fund
0.27 10,000k 7/1/1998
58 Kinkopf Capital Management
KCM S&P (Proprietary)
0.38 100k 1/1/1999
57 W.G. Wealth Guardian Ltd.
SAFI2 Program
0.40 1,000k 9/1/1997
56 Eckhardt Trading Company
Evolution Strategies
0.43 20,000k 8/1/1991
55 Parizek Capital
Futures Trading Program
0.54 500k 4/1/2000
54 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
0.68 1,000k 3/1/1998
53 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
52 Witter & Lester, Inc.
Redstone
1.11 500k 9/1/1994
51 RAM Management Group
RAM MRTP 1X-Conservative
1.30 1,000k 9/1/1993
50 Transtrend B.V.
DTP – Standard Risk (EUR)
1.61 10,000k 2/1/1999
49 John Locke Investments
Cyril Systematic Program
1.64 8,000k 7/1/2000
48 Hyman Beck and Company
Global Portfolio
1.67 1,000k 3/1/1991
47 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.68 10,000k 8/1/1999
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.81 10,000k 1/1/1995
45 Estlander & Partners
Alpha Trend
1.85 30,000k 10/1/1991
44 Saxon Investment Corporation
Diversified Program
1.86 3,000k 9/1/1988
43 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.88 400k 1/1/1988
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.03 10,000k 1/1/1991
41 FORT LP
Fort Global Diversified
2.05 2,000k 10/1/1993
40 Mondiale Asset Management
Mondiale Trading Program
2.19 0k 9/1/1997
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.23 100k 1/1/2000
38 Rivoli Fund Management
Rivoli International Fund (MAP)
2.51 5,000k 10/1/1996
37 Quality Capital Management
Global Diversified Programme
2.64 10,000k 12/1/1995
36 Alee Capital Management, LLC
Poniente Program
2.99 2,500k 1/1/1999
35 Conquest Capital Group
Conquest Macro
3.02 250k 5/1/1999
34 Winton Capital Management
Diversified
3.23 50,000k 10/1/1997
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.29 100k 11/1/1984
32 Northfield Trading
Diversified
3.30 2,000k 7/1/1989
31 Saxon Investment Corporation
Aggressive Diversified Program
3.34 2,000k 11/1/1993
30 Tactical Investment Management
Tactical Institutional Commodity Program
3.46 10,000k 4/1/1993
29 Millburn Corporation
Diversified Program
3.51 20,000k 2/1/1977
28 M.S. Capital Management
Global Diversified Program
3.74 2,000k 11/1/1998
27 Chesapeake Capital
Diversified (LV)
3.90 100k 2/1/1988
26 RAM Management Group
MRTP Aggressive
3.91 1,000k 2/1/1998
25 MERIT Alternative Investments GmbH
Futures Portfolio
3.97 2,000k 6/1/1998
24 Kelly Angle Inc.
Genesis Program
3.99 2,000k 4/1/2000
23 Crabel Capital Management
Crabel Multi-Product
4.08 1,000k 3/1/1998
22 DUNN Capital Management
DUNN Combined Fund (DCF)
4.50 100k 5/1/1989
21 Alee Capital Management, LLC
Mistral Program
4.51 2,500k 1/1/1999
20 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
19 Rabar Market Research
Diversified Program
4.73 2,000k 1/1/1989
18 Drury Capital
Diversified Trend-Following Program
4.92 5,000k 5/1/1997
17 Mark J. Walsh Company
Standard Program
5.03 2,000k 9/1/1985
16 Estlander & Partners
Global Markets
5.24 10,000k 8/1/1999
15 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.66 0k 11/1/1996
14 Covenant Capital Management
Original Program
5.84 5,000k 9/1/1999
13 Clarke Capital Management
Millennium
5.96 1,000k 1/1/1998
12 Clarke Capital Management
Global Basic
7.14 50k 2/1/1996
11 DUNN Capital Management
D'Best Futures Fund, L.P.
7.91 100k 6/1/1994
10 Clarke Capital Management
Worldwide
9.73 250k 1/1/1996
9 Dreiss Research Corporation
Diversified Program
9.90 1,000k 5/1/1991
8 Superfund Group
Superfund Green Q-AG
10.90 2k 3/1/1996
7 Abraham Trading Company
Diversified Program
11.76 10,000k 1/1/1988
6 Superfund Group
Superfund Green GCT USD
12.32 15k 1/1/2000
5 Estlander & Partners
Global XL
12.40 5,000k 8/1/1991
4 Mulvaney Capital Management
The Mulvaney Global Markets Program
12.68 100k 5/1/1999
3 Hawksbill Capital Management
Global Diversified
14.61 5,000k 11/1/1988
2 Clarke Capital Management
Global Magnum
21.06 100k 8/1/1997
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
27.79 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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