Systematic Trader Index For September 1991

Monthly Rankings

Rank CTA/Program Sep 1991 Min Inv Inception
18 Saxon Investment Corporation
Diversified Program
-3.89 3,000k 9/1/1988
17 Estlander & Partners
Global XL
-3.70 5,000k 8/1/1991
16 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.00 400k 1/1/1988
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.53 10,000k 1/1/1991
14 Dreiss Research Corporation
Diversified Program
0.81 1,000k 5/1/1991
13 Millburn Corporation
Diversified Program
1.07 20,000k 2/1/1977
12 Rabar Market Research
Diversified Program
2.43 2,000k 1/1/1989
11 Northfield Trading
Diversified
2.90 2,000k 7/1/1989
10 Eclipse Capital Management
Global Monetary
3.23 5,000k 8/1/1990
9 Chesapeake Capital
Diversified (LV)
4.39 100k 2/1/1988
8 Mark J. Walsh Company
Standard Program
5.60 2,000k 9/1/1985
7 Hyman Beck and Company
Global Portfolio
6.32 1,000k 3/1/1991
6 Eckhardt Trading Company
Evolution Strategies
6.64 20,000k 8/1/1991
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.20 100k 11/1/1984
4 Hawksbill Capital Management
Global Diversified
9.69 5,000k 11/1/1988
3 DUNN Capital Management
DUNN Combined Fund (DCF)
10.49 100k 5/1/1989
2 Abraham Trading Company
Diversified Program
11.61 10,000k 1/1/1988
1 EMC Capital Advisors, LLC
Classic
13.40 5,000k 1/1/1985

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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