Trend Following Strategy Index For September 1992

Monthly Rankings

Rank CTA/Program Sep 1992 Min Inv Inception
16 Mark J. Walsh Company
Standard Program
-14.10 2,000k 9/1/1985
15 Saxon Investment Corporation
Diversified Program
-12.10 3,000k 9/1/1988
14 EMC Capital Advisors, LLC
-12.10 5,000k 1/1/1985
13 Eclipse Capital Management
Global Monetary
-10.27 5,000k 8/1/1990
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.20 100k 11/1/1984
11 Rabar Market Research
Diversified Program
-7.12 2,000k 1/1/1989
10 Chesapeake Capital
Diversified (LV)
-6.78 100k 2/1/1988
9 Hyman Beck and Company
Global Portfolio
-6.68 1,000k 3/1/1991
8 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.38 100k 5/1/1989
7 Dreiss Research Corporation
Diversified Program
-2.95 1,000k 5/1/1991
6 Eckhardt Trading Company
Evolution Strategies
-1.18 20,000k 8/1/1991
5 Estlander & Partners
Global XL
0.28 5,000k 8/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
0.50 10,000k 10/1/1991
3 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.60 10,000k 1/1/1991
2 Estlander & Partners
Alpha Trend
0.77 30,000k 10/1/1991
1 Hawksbill Capital Management
Global Diversified
20.40 5,000k 11/1/1988

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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