IASG CTA Index For September 1993

Monthly Rankings

Rank CTA/Program Sep 1993 Min Inv Inception
27 Eckhardt Trading Company
Evolution Strategies 1.2X
-7.72 10,000k 10/1/1991
26 Eckhardt Trading Company
Evolution Strategies
-6.67 20,000k 8/1/1991
25 Tactical Investment Management
Tactical Institutional Commodity Program
-6.22 10,000k 4/1/1993
24 Hawksbill Capital Management
Global Diversified
-6.13 5,000k 11/1/1988
23 Dreiss Research Corporation
Diversified Program
-5.62 1,000k 5/1/1991
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.00 100k 11/1/1984
21 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-4.64 1/1/1989
20 Rabar Market Research
Diversified Program
-4.10 2,000k 1/1/1989
19 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
18 Chesapeake Capital
Diversified (LV)
-2.63 100k 2/1/1988
17 Saxon Investment Corporation
Diversified Program
-2.11 3,000k 9/1/1988
16 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.06 100k 5/1/1989
15 Red Oak Commodity Advisors
Investment Program
-1.21 5,000k 12/1/1989
14 Mark J. Walsh Company
Standard Program
-0.85 2,000k 9/1/1985
13 Hyman Beck and Company
Global Portfolio
-0.80 1,000k 3/1/1991
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.65 10,000k 1/1/1991
11 Range Wise
Investment Program
-0.54 250k 2/1/1991
10 RAM Management Group
RAM MRTP 1X-Conservative
0.00 1,000k 9/1/1993
9 Estlander & Partners
Alpha Trend
0.26 30,000k 10/1/1991
8 Millburn Corporation
Diversified Program
1.11 20,000k 2/1/1977
7 Abraham Trading Company
Diversified Program
1.16 10,000k 1/1/1988
6 Estlander & Partners
Global XL
2.57 5,000k 8/1/1991
5 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.58 3,000k 10/1/1992
4 Eclipse Capital Management
Global Monetary
3.61 5,000k 8/1/1990
3 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.40 400k 1/1/1988
2 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
4.66 2,000k 7/1/1992
1 Northfield Trading
Diversified
9.30 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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