Trend Following Strategy Index For July 1992

Monthly Rankings

Rank CTA/Program Jul 1992 Min Inv Inception
16 Saxon Investment Corporation
Diversified Program
3.11 3,000k 9/1/1988
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.81 10,000k 1/1/1991
14 Estlander & Partners
Alpha Trend
6.48 30,000k 10/1/1991
13 EMC Capital Advisors, LLC
9.40 5,000k 1/1/1985
12 Estlander & Partners
Global XL
10.99 5,000k 8/1/1991
11 Hawksbill Capital Management
Global Diversified
11.18 5,000k 11/1/1988
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.40 100k 11/1/1984
9 Eckhardt Trading Company
Evolution Strategies
11.43 20,000k 8/1/1991
8 Rabar Market Research
Diversified Program
12.93 2,000k 1/1/1989
7 Chesapeake Capital
Diversified (LV)
12.96 100k 2/1/1988
6 Mark J. Walsh Company
Standard Program
13.60 2,000k 9/1/1985
5 Eclipse Capital Management
Global Monetary
16.56 5,000k 8/1/1990
4 Dreiss Research Corporation
Diversified Program
16.60 1,000k 5/1/1991
3 Hyman Beck and Company
Global Portfolio
18.27 1,000k 3/1/1991
2 DUNN Capital Management
DUNN Combined Fund (DCF)
19.77 100k 5/1/1989
1 Eckhardt Trading Company
Evolution Strategies 1.2X
25.69 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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