Systematic Trader Index For January 1991

Monthly Rankings

Rank CTA/Program Jan 1991 Min Inv Inception
14 Hawksbill Capital Management
Global Diversified
-40.07 5,000k 11/1/1988
13 Abraham Trading Company
Diversified Program
-15.94 10,000k 1/1/1988
12 Saxon Investment Corporation
Diversified Program
-10.90 3,000k 9/1/1988
11 Mark J. Walsh Company
Standard Program
-8.60 2,000k 9/1/1985
10 Rabar Market Research
Diversified Program
-7.43 2,000k 1/1/1989
9 EMC Capital Advisors, LLC
-7.30 5,000k 1/1/1985
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.00 100k 11/1/1984
7 Millburn Ridgefield Corporation
Diversified Program
-5.62 20,000k 2/1/1977
6 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.75 100k 5/1/1989
5 Chesapeake Capital
Diversified (LV)
-1.29 100k 2/1/1988
4 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.00 10,000k 1/1/1991
3 Northfield Trading
0.30 2,000k 7/1/1989
2 Eclipse Capital Management
Global Monetary
1.15 5,000k 8/1/1990
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.30 400k 1/1/1988

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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