IASG CTA Index For October 1993

Monthly Rankings

Rank CTA/Program Oct 1993 Min Inv Inception
28 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-11.83 1/1/1989
27 Abraham Trading Company
Diversified Program
-6.59 10,000k 1/1/1988
26 Rabar Market Research
Diversified Program
-6.03 2,000k 1/1/1989
25 Estlander & Partners
Alpha Trend
-4.86 30,000k 10/1/1991
24 Tactical Investment Management
Tactical Institutional Commodity Program
-3.53 10,000k 4/1/1993
23 Range Wise
Investment Program
-2.69 250k 2/1/1991
22 Mark J. Walsh Company
Standard Program
-2.64 2,000k 9/1/1985
21 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
20 Saxon Investment Corporation
Diversified Program
-1.10 3,000k 9/1/1988
19 Hyman Beck and Company
Global Portfolio
-0.63 1,000k 3/1/1991
18 Millburn Corporation
Diversified Program
-0.27 20,000k 2/1/1977
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.10 400k 1/1/1988
16 Chesapeake Capital
Diversified (LV)
-0.06 100k 2/1/1988
15 FORT LP
Fort Global Diversified
0.00 2,000k 10/1/1993
14 DUNN Capital Management
DUNN Combined Fund (DCF)
0.25 100k 5/1/1989
13 Estlander & Partners
Global XL
0.38 5,000k 8/1/1991
12 Red Oak Commodity Advisors
Investment Program
0.51 5,000k 12/1/1989
11 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
1.29 3,000k 10/1/1992
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.60 100k 11/1/1984
9 Eckhardt Trading Company
Evolution Strategies
1.74 20,000k 8/1/1991
8 Eclipse Capital Management
Global Monetary
2.06 5,000k 8/1/1990
7 RAM Management Group
RAM MRTP 1X-Conservative
2.64 1,000k 9/1/1993
6 Hawksbill Capital Management
Global Diversified
2.65 5,000k 11/1/1988
5 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
2.70 2,000k 7/1/1992
4 Eckhardt Trading Company
Evolution Strategies 1.2X
2.90 10,000k 10/1/1991
3 Dreiss Research Corporation
Diversified Program
3.67 1,000k 5/1/1991
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.62 10,000k 1/1/1991
1 Northfield Trading
Diversified
11.40 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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