Trend Following Strategy Index For February 1993

Monthly Rankings

Rank CTA/Program Feb 1993 Min Inv Inception
16 Estlander & Partners
Global XL
1.76 5,000k 8/1/1991
15 Dreiss Research Corporation
Diversified Program
1.96 1,000k 5/1/1991
14 Saxon Investment Corporation
Diversified Program
2.74 3,000k 9/1/1988
13 Estlander & Partners
Alpha Trend
3.94 30,000k 10/1/1991
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.43 10,000k 1/1/1991
11 EMC Capital Advisors, LLC
8.50 5,000k 1/1/1985
10 Hyman Beck and Company
Global Portfolio
8.65 1,000k 3/1/1991
9 Eclipse Capital Management
Global Monetary
9.34 5,000k 8/1/1990
8 Eckhardt Trading Company
Evolution Strategies
9.63 20,000k 8/1/1991
7 Hawksbill Capital Management
Global Diversified
11.01 5,000k 11/1/1988
6 Mark J. Walsh Company
Standard Program
11.04 2,000k 9/1/1985
5 Eckhardt Trading Company
Evolution Strategies 1.2X
12.16 10,000k 10/1/1991
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
14.00 100k 11/1/1984
3 Rabar Market Research
Diversified Program
14.17 2,000k 1/1/1989
2 Chesapeake Capital
Diversified (LV)
15.99 100k 2/1/1988
1 DUNN Capital Management
DUNN Combined Fund (DCF)
18.52 100k 5/1/1989

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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