IASG CTA Index For June 1991

Monthly Rankings

Rank CTA/Program Jun 1991 Min Inv Inception
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.00 400k 1/1/1988
18 Chesapeake Capital
Diversified (LV)
-1.25 100k 2/1/1988
17 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.50 100k 11/1/1984
16 Range Wise
Investment Program
-0.34 250k 2/1/1991
15 Red Oak Commodity Advisors
Investment Program
-0.07 5,000k 12/1/1989
14 Dreiss Research Corporation
Diversified Program
0.91 1,000k 5/1/1991
13 EMC Capital Advisors, LLC
Classic
1.10 5,000k 1/1/1985
12 Hyman Beck and Company
Global Portfolio
1.29 1,000k 3/1/1991
11 Millburn Corporation
Diversified Program
1.98 20,000k 2/1/1977
10 Abraham Trading Company
Diversified Program
2.11 10,000k 1/1/1988
9 Saxon Investment Corporation
Diversified Program
2.20 3,000k 9/1/1988
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.05 10,000k 1/1/1991
7 Rabar Market Research
Diversified Program
3.32 2,000k 1/1/1989
6 Mark J. Walsh Company
Standard Program
6.90 2,000k 9/1/1985
5 DUNN Capital Management
DUNN Combined Fund (DCF)
7.02 100k 5/1/1989
4 Sunrise Capital Partners
Sunrise Expanded Diversified Program
9.61 1/1/1989
3 Eclipse Capital Management
Global Monetary
12.41 5,000k 8/1/1990
2 Hawksbill Capital Management
Global Diversified
12.43 5,000k 11/1/1988
1 Northfield Trading
Diversified
14.40 2,000k 7/1/1989

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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