IASG CTA Index For December 1992

Monthly Rankings

Rank CTA/Program Dec 1992 Min Inv Inception
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.10 100k 11/1/1984
24 Hawksbill Capital Management
Global Diversified
-6.59 5,000k 11/1/1988
23 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.70 400k 1/1/1988
22 Eckhardt Trading Company
Evolution Strategies
-4.60 20,000k 8/1/1991
21 Abraham Trading Company
Diversified Program
-4.54 10,000k 1/1/1988
20 EMC Capital Advisors, LLC
Classic
-4.30 5,000k 1/1/1985
19 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.14 10,000k 10/1/1991
18 Rabar Market Research
Diversified Program
-3.93 2,000k 1/1/1989
17 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-3.68 1/1/1989
16 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.22 100k 5/1/1989
15 Estlander & Partners
Alpha Trend
-3.09 30,000k 10/1/1991
14 Northfield Trading
Diversified
-2.50 2,000k 7/1/1989
13 Eclipse Capital Management
Global Monetary
-2.50 5,000k 8/1/1990
12 Chesapeake Capital
Diversified (LV)
-1.93 100k 2/1/1988
11 Hyman Beck and Company
Global Portfolio
-1.88 1,000k 3/1/1991
10 Mark J. Walsh Company
Standard Program
-1.80 2,000k 9/1/1985
9 Millburn Corporation
Diversified Program
-0.44 20,000k 2/1/1977
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.44 10,000k 1/1/1991
7 Estlander & Partners
Global XL
0.45 5,000k 8/1/1991
6 Red Oak Commodity Advisors
Investment Program
1.17 5,000k 12/1/1989
5 Dreiss Research Corporation
Diversified Program
1.45 1,000k 5/1/1991
4 Range Wise
Investment Program
2.10 250k 2/1/1991
3 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.13 3,000k 10/1/1992
2 Saxon Investment Corporation
Diversified Program
5.40 3,000k 9/1/1988
1 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
5.40 2,000k 7/1/1992

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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