IASG CTA Index For October 1992

Monthly Rankings

Rank CTA/Program Oct 1992 Min Inv Inception
25 Northfield Trading
Diversified
-8.80 2,000k 7/1/1989
24 Estlander & Partners
Alpha Trend
-7.39 30,000k 10/1/1991
23 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-6.13 2,000k 7/1/1992
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.40 100k 11/1/1984
21 Dreiss Research Corporation
Diversified Program
-5.10 1,000k 5/1/1991
20 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.51 10,000k 10/1/1991
19 Eckhardt Trading Company
Evolution Strategies
-4.35 20,000k 8/1/1991
18 Mark J. Walsh Company
Standard Program
-4.20 2,000k 9/1/1985
17 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.56 100k 5/1/1989
16 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.42 1/1/1989
15 Abraham Trading Company
Diversified Program
-3.31 10,000k 1/1/1988
14 Millburn Corporation
Diversified Program
-3.25 20,000k 2/1/1977
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.80 400k 1/1/1988
12 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
11 Rabar Market Research
Diversified Program
-0.69 2,000k 1/1/1989
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
0.00 3,000k 10/1/1992
9 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.01 10,000k 1/1/1991
8 Range Wise
Investment Program
0.84 250k 2/1/1991
7 Eclipse Capital Management
Global Monetary
1.88 5,000k 8/1/1990
6 Estlander & Partners
Global XL
1.88 5,000k 8/1/1991
5 Hyman Beck and Company
Global Portfolio
3.39 1,000k 3/1/1991
4 Chesapeake Capital
Diversified (LV)
5.21 100k 2/1/1988
3 Hawksbill Capital Management
Global Diversified
5.90 5,000k 11/1/1988
2 Red Oak Commodity Advisors
Investment Program
6.44 5,000k 12/1/1989
1 Saxon Investment Corporation
Diversified Program
10.65 3,000k 9/1/1988

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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