IASG CTA Index For January 1993

Monthly Rankings

Rank CTA/Program Jan 1993 Min Inv Inception
25 Saxon Investment Corporation
Diversified Program
-11.78 3,000k 9/1/1988
24 Northfield Trading
Diversified
-9.80 2,000k 7/1/1989
23 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-8.31 1/1/1989
22 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.16 100k 5/1/1989
21 Estlander & Partners
Global XL
-5.72 5,000k 8/1/1991
20 Mark J. Walsh Company
Standard Program
-5.23 2,000k 9/1/1985
19 Estlander & Partners
Alpha Trend
-4.29 30,000k 10/1/1991
18 Abraham Trading Company
Diversified Program
-4.21 10,000k 1/1/1988
17 Hyman Beck and Company
Global Portfolio
-3.97 1,000k 3/1/1991
16 Millburn Corporation
Diversified Program
-2.57 20,000k 2/1/1977
15 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.85 10,000k 10/1/1991
14 Eckhardt Trading Company
Evolution Strategies
-1.38 20,000k 8/1/1991
13 Rabar Market Research
Diversified Program
-0.12 2,000k 1/1/1989
12 Chesapeake Capital
Diversified (LV)
0.42 100k 2/1/1988
11 Range Wise
Investment Program
0.88 250k 2/1/1991
10 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.67 3,000k 10/1/1992
9 Red Oak Commodity Advisors
Investment Program
2.47 5,000k 12/1/1989
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.79 10,000k 1/1/1991
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.00 100k 11/1/1984
6 Hawksbill Capital Management
Global Diversified
3.03 5,000k 11/1/1988
5 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.40 400k 1/1/1988
4 Dreiss Research Corporation
Diversified Program
3.79 1,000k 5/1/1991
3 Eclipse Capital Management
Global Monetary
4.23 5,000k 8/1/1990
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.72 2,000k 7/1/1992
1 EMC Capital Advisors, LLC
Classic
6.90 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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