IASG CTA Index For May 1991

Monthly Rankings

Rank CTA/Program May 1991 Min Inv Inception
19 Eclipse Capital Management
Global Monetary
-13.06 5,000k 8/1/1990
18 Hawksbill Capital Management
Global Diversified
-9.17 5,000k 11/1/1988
17 Northfield Trading
Diversified
-8.50 2,000k 7/1/1989
16 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.41 100k 5/1/1989
15 Mark J. Walsh Company
Standard Program
-7.40 2,000k 9/1/1985
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.02 10,000k 1/1/1991
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.00 100k 11/1/1984
12 EMC Capital Advisors, LLC
Classic
-3.20 5,000k 1/1/1985
11 Saxon Investment Corporation
Diversified Program
-1.52 3,000k 9/1/1988
10 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-1.34 1/1/1989
9 Rabar Market Research
Diversified Program
-1.17 2,000k 1/1/1989
8 Millburn Corporation
Diversified Program
-0.80 20,000k 2/1/1977
7 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
6 Chesapeake Capital
Diversified (LV)
0.27 100k 2/1/1988
5 Red Oak Commodity Advisors
Investment Program
1.38 5,000k 12/1/1989
4 Hyman Beck and Company
Global Portfolio
1.80 1,000k 3/1/1991
3 Abraham Trading Company
Diversified Program
2.94 10,000k 1/1/1988
2 Range Wise
Investment Program
3.46 250k 2/1/1991
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.60 400k 1/1/1988

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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