Systematic Trader Index For December 1991

Monthly Rankings

Rank CTA/Program Dec 1991 Min Inv Inception
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.37 10,000k 1/1/1991
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.50 400k 1/1/1988
18 Estlander & Partners
Global XL
5.58 5,000k 8/1/1991
17 Estlander & Partners
Alpha Trend
9.63 30,000k 10/1/1991
16 Dreiss Research Corporation
Diversified Program
9.90 1,000k 5/1/1991
15 Saxon Investment Corporation
Diversified Program
11.33 3,000k 9/1/1988
14 Chesapeake Capital
Diversified (LV)
12.08 100k 2/1/1988
13 Eclipse Capital Management
Global Monetary
16.96 5,000k 8/1/1990
12 Northfield Trading
Diversified
17.00 2,000k 7/1/1989
11 Millburn Corporation
Diversified Program
17.68 20,000k 2/1/1977
10 Hyman Beck and Company
Global Portfolio
19.13 1,000k 3/1/1991
9 Rabar Market Research
Diversified Program
22.14 2,000k 1/1/1989
8 Eckhardt Trading Company
Evolution Strategies
27.92 20,000k 8/1/1991
7 Mark J. Walsh Company
Standard Program
30.40 2,000k 9/1/1985
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
31.20 100k 11/1/1984
5 DUNN Capital Management
DUNN Combined Fund (DCF)
32.02 100k 5/1/1989
4 Abraham Trading Company
Diversified Program
33.75 10,000k 1/1/1988
3 EMC Capital Advisors, LLC
Classic
44.60 5,000k 1/1/1985
2 Eckhardt Trading Company
Evolution Strategies 1.2X
48.70 10,000k 10/1/1991
1 Hawksbill Capital Management
Global Diversified
54.28 5,000k 11/1/1988

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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