Systematic Trader Index For March 1990

Monthly Rankings

Rank CTA/Program Mar 1990 Min Inv Inception
12 Millburn Ridgefield Corporation
Diversified Program
3.06 20,000k 2/1/1977
11 Saxon Investment Corporation
Diversified Program
3.69 3,000k 9/1/1988
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.70 400k 1/1/1988
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.10 100k 11/1/1984
8 Northfield Trading
7.00 2,000k 7/1/1989
7 Chesapeake Capital
Diversified (LV)
8.62 100k 2/1/1988
6 Abraham Trading Company
Diversified Program
9.45 10,000k 1/1/1988
5 DUNN Capital Management
DUNN Combined Fund (DCF)
11.37 100k 5/1/1989
4 Rabar Market Research
Diversified Program
12.16 2,000k 1/1/1989
3 Hawksbill Capital Management
Global Diversified
12.83 5,000k 11/1/1988
2 Mark J. Walsh Company
Standard Program
13.90 2,000k 9/1/1985
1 EMC Capital Advisors, LLC
36.40 5,000k 1/1/1985

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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