Systematic Trader Index For August 1991

Monthly Rankings

Rank CTA/Program Aug 1991 Min Inv Inception
18 Hawksbill Capital Management
Global Diversified
-9.18 5,000k 11/1/1988
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
-8.30 400k 1/1/1988
16 Dreiss Research Corporation
Diversified Program
-7.01 1,000k 5/1/1991
15 Abraham Trading Company
Diversified Program
-6.33 10,000k 1/1/1988
14 Millburn Corporation
Diversified Program
-5.97 20,000k 2/1/1977
13 Chesapeake Capital
Diversified (LV)
-3.32 100k 2/1/1988
12 Rabar Market Research
Diversified Program
-2.93 2,000k 1/1/1989
11 EMC Capital Advisors, LLC
Classic
-1.80 5,000k 1/1/1985
10 Saxon Investment Corporation
Diversified Program
-0.51 3,000k 9/1/1988
9 Eclipse Capital Management
Global Monetary
-0.51 5,000k 8/1/1990
8 Estlander & Partners
Global XL
0.00 5,000k 8/1/1991
7 Eckhardt Trading Company
Evolution Strategies
0.00 20,000k 8/1/1991
6 DUNN Capital Management
DUNN Combined Fund (DCF)
1.15 100k 5/1/1989
5 Hyman Beck and Company
Global Portfolio
1.52 1,000k 3/1/1991
4 Mark J. Walsh Company
Standard Program
2.10 2,000k 9/1/1985
3 Northfield Trading
Diversified
4.20 2,000k 7/1/1989
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.21 10,000k 1/1/1991
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.90 100k 11/1/1984

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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