Systematic Trader Index For May 1991

Monthly Rankings

Rank CTA/Program May 1991 Min Inv Inception
16 Eclipse Capital Management
Global Monetary
-13.06 5,000k 8/1/1990
15 Hawksbill Capital Management
Global Diversified
-9.17 5,000k 11/1/1988
14 Northfield Trading
Diversified
-8.50 2,000k 7/1/1989
13 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.41 100k 5/1/1989
12 Mark J. Walsh Company
Standard Program
-7.40 2,000k 9/1/1985
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.02 10,000k 1/1/1991
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.00 100k 11/1/1984
9 EMC Capital Advisors, LLC
Classic
-3.20 5,000k 1/1/1985
8 Saxon Investment Corporation
Diversified Program
-1.52 3,000k 9/1/1988
7 Rabar Market Research
Diversified Program
-1.17 2,000k 1/1/1989
6 Millburn Corporation
Diversified Program
-0.80 20,000k 2/1/1977
5 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
4 Chesapeake Capital
Diversified (LV)
0.27 100k 2/1/1988
3 Hyman Beck and Company
Global Portfolio
1.80 1,000k 3/1/1991
2 Abraham Trading Company
Diversified Program
2.94 10,000k 1/1/1988
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
5.60 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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