Trend Following Strategy Index For July 1988

Monthly Rankings

Rank CTA/Program Jul 1988 Min Inv Inception
4 EMC Capital Advisors, LLC
-19.60 5,000k 1/1/1985
3 Mark J. Walsh Company
Standard Program
-10.70 2,000k 9/1/1985
2 Chesapeake Capital
Diversified (LV)
-9.41 100k 2/1/1988
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.80 100k 11/1/1984

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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