Trend Following Strategy Index For April 1992

Monthly Rankings

Rank CTA/Program Apr 1992 Min Inv Inception
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-15.10 100k 11/1/1984
15 Hawksbill Capital Management
Global Diversified
-6.82 5,000k 11/1/1988
14 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.15 100k 5/1/1989
13 Dreiss Research Corporation
Diversified Program
-5.48 1,000k 5/1/1991
12 Eclipse Capital Management
Global Monetary
-5.29 5,000k 8/1/1990
11 EMC Capital Advisors, LLC
-4.80 5,000k 1/1/1985
10 Mark J. Walsh Company
Standard Program
-4.20 2,000k 9/1/1985
9 Saxon Investment Corporation
Diversified Program
-3.66 3,000k 9/1/1988
8 Hyman Beck and Company
Global Portfolio
-3.38 1,000k 3/1/1991
7 Rabar Market Research
Diversified Program
-2.13 2,000k 1/1/1989
6 Chesapeake Capital
Diversified (LV)
-0.44 100k 2/1/1988
5 Estlander & Partners
Global XL
0.25 5,000k 8/1/1991
4 Estlander & Partners
Alpha Trend
1.30 30,000k 10/1/1991
3 Eckhardt Trading Company
Evolution Strategies
2.22 20,000k 8/1/1991
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.75 10,000k 1/1/1991
1 Eckhardt Trading Company
Evolution Strategies 1.2X
6.65 10,000k 10/1/1991

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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