Trend Following Strategy Index For February 1992

Monthly Rankings

Rank CTA/Program Feb 1992 Min Inv Inception
16 Hawksbill Capital Management
Global Diversified
-13.61 5,000k 11/1/1988
15 Eckhardt Trading Company
Evolution Strategies 1.2X
-12.70 10,000k 10/1/1991
14 Dreiss Research Corporation
Diversified Program
-8.36 1,000k 5/1/1991
13 Eckhardt Trading Company
Evolution Strategies
-7.56 20,000k 8/1/1991
12 Mark J. Walsh Company
Standard Program
-6.30 2,000k 9/1/1985
11 EMC Capital Advisors, LLC
-5.80 5,000k 1/1/1985
10 Eclipse Capital Management
Global Monetary
-5.38 5,000k 8/1/1990
9 Hyman Beck and Company
Global Portfolio
-3.44 1,000k 3/1/1991
8 Rabar Market Research
Diversified Program
-3.31 2,000k 1/1/1989
7 Chesapeake Capital
Diversified (LV)
-2.86 100k 2/1/1988
6 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.67 100k 5/1/1989
5 Estlander & Partners
Alpha Trend
-1.91 30,000k 10/1/1991
4 Saxon Investment Corporation
Diversified Program
-1.07 3,000k 9/1/1988
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.90 100k 11/1/1984
2 Estlander & Partners
Global XL
-0.62 5,000k 8/1/1991
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.68 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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