Systematic Trader Index For December 1990

Monthly Rankings

Rank CTA/Program Dec 1990 Min Inv Inception
13 Hawksbill Capital Management
Global Diversified
-6.49 5,000k 11/1/1988
12 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.46 100k 5/1/1989
11 Northfield Trading
Diversified
-4.30 2,000k 7/1/1989
10 Mark J. Walsh Company
Standard Program
-4.30 2,000k 9/1/1985
9 Rabar Market Research
Diversified Program
-2.45 2,000k 1/1/1989
8 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.20 100k 11/1/1984
6 Eclipse Capital Management
Global Monetary
-1.12 5,000k 8/1/1990
5 Abraham Trading Company
Diversified Program
-0.09 10,000k 1/1/1988
4 Chesapeake Capital
Diversified (LV)
0.11 100k 2/1/1988
3 Millburn Corporation
Diversified Program
0.51 20,000k 2/1/1977
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.10 400k 1/1/1988
1 Saxon Investment Corporation
Diversified Program
3.98 3,000k 9/1/1988

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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