Systematic Trader Index For October 1991

Monthly Rankings

Rank CTA/Program Oct 1991 Min Inv Inception
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-14.90 100k 11/1/1984
19 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.40 100k 5/1/1989
18 Hawksbill Capital Management
Global Diversified
-5.87 5,000k 11/1/1988
17 EMC Capital Advisors, LLC
Classic
-2.80 5,000k 1/1/1985
16 Mark J. Walsh Company
Standard Program
-2.20 2,000k 9/1/1985
15 Hyman Beck and Company
Global Portfolio
-1.95 1,000k 3/1/1991
14 Dreiss Research Corporation
Diversified Program
-1.05 1,000k 5/1/1991
13 Eclipse Capital Management
Global Monetary
-0.96 5,000k 8/1/1990
12 Saxon Investment Corporation
Diversified Program
-0.60 3,000k 9/1/1988
11 Millburn Corporation
Diversified Program
-0.10 20,000k 2/1/1977
9 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
10 Estlander & Partners
Alpha Trend
0.00 30,000k 10/1/1991
8 Eckhardt Trading Company
Evolution Strategies
0.25 20,000k 8/1/1991
7 Rabar Market Research
Diversified Program
0.66 2,000k 1/1/1989
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.80 400k 1/1/1988
5 Northfield Trading
Diversified
2.60 2,000k 7/1/1989
4 Chesapeake Capital
Diversified (LV)
4.21 100k 2/1/1988
3 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.94 10,000k 1/1/1991
2 Abraham Trading Company
Diversified Program
16.61 10,000k 1/1/1988
1 Estlander & Partners
Global XL
17.54 5,000k 8/1/1991

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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