Systematic Trader Index For October 1992

Monthly Rankings

Rank CTA/Program Oct 1992 Min Inv Inception
20 Northfield Trading
Diversified
-8.80 2,000k 7/1/1989
19 Estlander & Partners
Alpha Trend
-7.39 30,000k 10/1/1991
18 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.40 100k 11/1/1984
17 Dreiss Research Corporation
Diversified Program
-5.10 1,000k 5/1/1991
16 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.51 10,000k 10/1/1991
15 Eckhardt Trading Company
Evolution Strategies
-4.35 20,000k 8/1/1991
14 Mark J. Walsh Company
Standard Program
-4.20 2,000k 9/1/1985
13 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.56 100k 5/1/1989
12 Abraham Trading Company
Diversified Program
-3.31 10,000k 1/1/1988
11 Millburn Corporation
Diversified Program
-3.25 20,000k 2/1/1977
10 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.80 400k 1/1/1988
9 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
8 Rabar Market Research
Diversified Program
-0.69 2,000k 1/1/1989
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.01 10,000k 1/1/1991
6 Eclipse Capital Management
Global Monetary
1.88 5,000k 8/1/1990
5 Estlander & Partners
Global XL
1.88 5,000k 8/1/1991
4 Hyman Beck and Company
Global Portfolio
3.39 1,000k 3/1/1991
3 Chesapeake Capital
Diversified (LV)
5.21 100k 2/1/1988
2 Hawksbill Capital Management
Global Diversified
5.90 5,000k 11/1/1988
1 Saxon Investment Corporation
Diversified Program
10.65 3,000k 9/1/1988

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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