IASG CTA Index For September 1991

Monthly Rankings

Rank CTA/Program Sep 1991 Min Inv Inception
21 Range Wise
Investment Program
-6.46 250k 2/1/1991
20 Saxon Investment Corporation
Diversified Program
-3.89 3,000k 9/1/1988
19 Estlander & Partners
Global XL
-3.70 5,000k 8/1/1991
18 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.00 400k 1/1/1988
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.53 10,000k 1/1/1991
16 Dreiss Research Corporation
Diversified Program
0.81 1,000k 5/1/1991
15 Millburn Corporation
Diversified Program
1.07 20,000k 2/1/1977
14 Red Oak Commodity Advisors
Investment Program
1.81 5,000k 12/1/1989
13 Rabar Market Research
Diversified Program
2.43 2,000k 1/1/1989
12 Northfield Trading
Diversified
2.90 2,000k 7/1/1989
11 Eclipse Capital Management
Global Monetary
3.23 5,000k 8/1/1990
10 Chesapeake Capital
Diversified (LV)
4.39 100k 2/1/1988
9 Sunrise Capital Partners
Sunrise Expanded Diversified Program
4.72 1/1/1989
8 Mark J. Walsh Company
Standard Program
5.60 2,000k 9/1/1985
7 Hyman Beck and Company
Global Portfolio
6.32 1,000k 3/1/1991
6 Eckhardt Trading Company
Evolution Strategies
6.64 20,000k 8/1/1991
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.20 100k 11/1/1984
4 Hawksbill Capital Management
Global Diversified
9.69 5,000k 11/1/1988
3 DUNN Capital Management
DUNN Combined Fund (DCF)
10.49 100k 5/1/1989
2 Abraham Trading Company
Diversified Program
11.61 10,000k 1/1/1988
1 EMC Capital Advisors, LLC
Classic
13.40 5,000k 1/1/1985

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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