Systematic Trader Index For April 1991

Monthly Rankings

Rank CTA/Program Apr 1991 Min Inv Inception
15 Abraham Trading Company
Diversified Program
-13.70 10,000k 1/1/1988
14 Hawksbill Capital Management
Global Diversified
-12.86 5,000k 11/1/1988
13 Mark J. Walsh Company
Standard Program
-10.00 2,000k 9/1/1985
12 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.61 100k 5/1/1989
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
-7.40 400k 1/1/1988
10 Saxon Investment Corporation
Diversified Program
-5.70 3,000k 9/1/1988
9 Rabar Market Research
Diversified Program
-5.58 2,000k 1/1/1989
8 EMC Capital Advisors, LLC
-4.80 5,000k 1/1/1985
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.50 100k 11/1/1984
6 Northfield Trading
-3.60 2,000k 7/1/1989
5 Eclipse Capital Management
Global Monetary
-3.29 5,000k 8/1/1990
4 Chesapeake Capital
Diversified (LV)
-2.80 100k 2/1/1988
3 Hyman Beck and Company
Global Portfolio
-0.29 1,000k 3/1/1991
2 Millburn Ridgefield Corporation
Diversified Program
0.16 20,000k 2/1/1977
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.71 10,000k 1/1/1991

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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