IASG CTA Index For August 1994

Monthly Rankings

Rank CTA/Program Aug 1994 Min Inv Inception
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.70 100k 11/1/1984
30 Hawksbill Capital Management
Global Diversified
-16.63 5,000k 11/1/1988
29 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
-15.85 2,000k 7/1/1992
28 DUNN Capital Management
DUNN Combined Fund (DCF)
-14.97 100k 5/1/1989
27 Eckhardt Trading Company
Evolution Strategies 1.2X
-13.18 10,000k 10/1/1991
26 Saxon Investment Corporation
Aggressive Diversified Program
-11.67 2,000k 11/1/1993
25 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.31 100k 6/1/1994
24 Sunrise Capital Partners
Sunrise Expanded Diversified Program
-10.99 1/1/1989
23 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
-9.62 3,000k 10/1/1992
22 Eckhardt Trading Company
Evolution Strategies
-8.59 20,000k 8/1/1991
21 Mark J. Walsh Company
Standard Program
-8.53 2,000k 9/1/1985
20 Northfield Trading
Diversified
-7.50 2,000k 7/1/1989
19 Abraham Trading Company
Diversified Program
-7.38 10,000k 1/1/1988
18 EMC Capital Advisors, LLC
Classic
-7.20 5,000k 1/1/1985
17 Saxon Investment Corporation
Diversified Program
-6.41 3,000k 9/1/1988
16 Tactical Investment Management
Tactical Institutional Commodity Program
-5.64 10,000k 4/1/1993
15 Eclipse Capital Management
Global Monetary
-5.12 5,000k 8/1/1990
14 Millburn Corporation
Diversified Program
-4.95 20,000k 2/1/1977
13 FORT LP
Fort Global Diversified
-4.48 2,000k 10/1/1993
12 Rabar Market Research
Diversified Program
-4.42 2,000k 1/1/1989
11 Hyman Beck and Company
Global Portfolio
-4.40 1,000k 3/1/1991
10 Chesapeake Capital
Diversified (LV)
-2.98 100k 2/1/1988
9 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.40 400k 1/1/1988
8 Estlander & Partners
Global XL
-2.27 5,000k 8/1/1991
7 Estlander & Partners
Alpha Trend
-1.74 30,000k 10/1/1991
6 Red Oak Commodity Advisors
Investment Program
-1.66 5,000k 12/1/1989
5 KMJ Investments
KMJ Investments
0.00 1,000k 8/1/1994
4 Dreiss Research Corporation
Diversified Program
0.41 1,000k 5/1/1991
3 RAM Management Group
RAM MRTP 1X-Conservative
1.28 1,000k 9/1/1993
2 Range Wise
Investment Program
4.08 250k 2/1/1991
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.03 10,000k 1/1/1991

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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