Systematic Trader Index For May 1990

Monthly Rankings

Rank CTA/Program May 1990 Min Inv Inception
12 Mark J. Walsh Company
Standard Program
-20.60 2,000k 9/1/1985
11 EMC Capital Advisors, LLC
-15.90 5,000k 1/1/1985
10 Rabar Market Research
Diversified Program
-13.61 2,000k 1/1/1989
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
-11.90 400k 1/1/1988
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-11.20 100k 11/1/1984
7 Hawksbill Capital Management
Global Diversified
-10.10 5,000k 11/1/1988
6 Abraham Trading Company
Diversified Program
-7.90 10,000k 1/1/1988
5 Millburn Ridgefield Corporation
Diversified Program
-5.21 20,000k 2/1/1977
4 Chesapeake Capital
Diversified (LV)
-4.61 100k 2/1/1988
3 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.96 100k 5/1/1989
2 Saxon Investment Corporation
Diversified Program
-3.47 3,000k 9/1/1988
1 Northfield Trading
-2.40 2,000k 7/1/1989

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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