Systematic Trader Index For March 1991

Monthly Rankings

Rank CTA/Program Mar 1991 Min Inv Inception
15 Northfield Trading
-4.80 2,000k 7/1/1989
13 Hyman Beck and Company
Global Portfolio
0.00 1,000k 3/1/1991
14 Saxon Investment Corporation
Diversified Program
0.00 3,000k 9/1/1988
12 EMC Capital Advisors, LLC
0.20 5,000k 1/1/1985
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.60 400k 1/1/1988
10 Rabar Market Research
Diversified Program
2.26 2,000k 1/1/1989
9 Chesapeake Capital
Diversified (LV)
2.32 100k 2/1/1988
8 Abraham Trading Company
Diversified Program
2.43 10,000k 1/1/1988
7 Millburn Ridgefield Corporation
Diversified Program
3.05 20,000k 2/1/1977
6 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.00 10,000k 1/1/1991
5 Mark J. Walsh Company
Standard Program
8.60 2,000k 9/1/1985
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.30 100k 11/1/1984
3 Hawksbill Capital Management
Global Diversified
13.52 5,000k 11/1/1988
2 DUNN Capital Management
DUNN Combined Fund (DCF)
23.40 100k 5/1/1989
1 Eclipse Capital Management
Global Monetary
23.70 5,000k 8/1/1990

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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