Trend Following Strategy Index For December 1992

Monthly Rankings

Rank CTA/Program Dec 1992 Min Inv Inception
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.10 100k 11/1/1984
15 Hawksbill Capital Management
Global Diversified
-6.59 5,000k 11/1/1988
14 Eckhardt Trading Company
Evolution Strategies
-4.60 20,000k 8/1/1991
13 EMC Capital Advisors, LLC
-4.30 5,000k 1/1/1985
12 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.14 10,000k 10/1/1991
11 Rabar Market Research
Diversified Program
-3.93 2,000k 1/1/1989
10 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.22 100k 5/1/1989
9 Estlander & Partners
Alpha Trend
-3.09 30,000k 10/1/1991
8 Eclipse Capital Management
Global Monetary
-2.50 5,000k 8/1/1990
7 Chesapeake Capital
Diversified (LV)
-1.93 100k 2/1/1988
6 Hyman Beck and Company
Global Portfolio
-1.88 1,000k 3/1/1991
5 Mark J. Walsh Company
Standard Program
-1.80 2,000k 9/1/1985
4 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.44 10,000k 1/1/1991
3 Estlander & Partners
Global XL
0.45 5,000k 8/1/1991
2 Dreiss Research Corporation
Diversified Program
1.45 1,000k 5/1/1991
1 Saxon Investment Corporation
Diversified Program
5.40 3,000k 9/1/1988

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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