IASG CTA Index For November 1991

Monthly Rankings

Rank CTA/Program Nov 1991 Min Inv Inception
23 Witter & Lester, Inc.
Stock Index Futures Trading Program
-9.70 400k 1/1/1988
22 Northfield Trading
Diversified
-5.30 2,000k 7/1/1989
21 Chesapeake Capital
Diversified (LV)
-4.68 100k 2/1/1988
20 Saxon Investment Corporation
Diversified Program
-4.13 3,000k 9/1/1988
19 EMC Capital Advisors, LLC
Classic
-2.60 5,000k 1/1/1985
18 Abraham Trading Company
Diversified Program
-2.09 10,000k 1/1/1988
17 Red Oak Commodity Advisors
Investment Program
-1.66 5,000k 12/1/1989
16 Rabar Market Research
Diversified Program
-0.27 2,000k 1/1/1989
15 Millburn Corporation
Diversified Program
0.31 20,000k 2/1/1977
14 Hawksbill Capital Management
Global Diversified
0.42 5,000k 11/1/1988
13 Mark J. Walsh Company
Standard Program
1.10 2,000k 9/1/1985
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.20 100k 11/1/1984
11 Estlander & Partners
Alpha Trend
1.30 30,000k 10/1/1991
10 Estlander & Partners
Global XL
1.87 5,000k 8/1/1991
9 Dreiss Research Corporation
Diversified Program
2.04 1,000k 5/1/1991
8 Eckhardt Trading Company
Evolution Strategies
2.09 20,000k 8/1/1991
7 DUNN Capital Management
DUNN Combined Fund (DCF)
2.40 100k 5/1/1989
6 Eclipse Capital Management
Global Monetary
2.50 5,000k 8/1/1990
5 Eckhardt Trading Company
Evolution Strategies 1.2X
3.25 10,000k 10/1/1991
4 Hyman Beck and Company
Global Portfolio
6.07 1,000k 3/1/1991
3 Range Wise
Investment Program
7.46 250k 2/1/1991
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.87 10,000k 1/1/1991
1 Sunrise Capital Partners
Sunrise Expanded Diversified Program
8.45 1/1/1989

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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