Systematic Trader Index For November 1992

Monthly Rankings

Rank CTA/Program Nov 1992 Min Inv Inception
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.30 100k 11/1/1984
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
-3.60 400k 1/1/1988
18 Estlander & Partners
Global XL
-3.52 5,000k 8/1/1991
17 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.17 100k 5/1/1989
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.95 10,000k 1/1/1991
15 Hyman Beck and Company
Global Portfolio
-0.37 1,000k 3/1/1991
14 EMC Capital Advisors, LLC
Classic
0.80 5,000k 1/1/1985
13 Mark J. Walsh Company
Standard Program
1.10 2,000k 9/1/1985
12 Rabar Market Research
Diversified Program
1.45 2,000k 1/1/1989
11 Hawksbill Capital Management
Global Diversified
2.08 5,000k 11/1/1988
10 Chesapeake Capital
Diversified (LV)
2.27 100k 2/1/1988
9 Eclipse Capital Management
Global Monetary
2.33 5,000k 8/1/1990
8 Dreiss Research Corporation
Diversified Program
2.52 1,000k 5/1/1991
7 Millburn Corporation
Diversified Program
2.63 20,000k 2/1/1977
6 Abraham Trading Company
Diversified Program
4.65 10,000k 1/1/1988
5 Estlander & Partners
Alpha Trend
4.91 30,000k 10/1/1991
4 Northfield Trading
Diversified
5.60 2,000k 7/1/1989
3 Eckhardt Trading Company
Evolution Strategies
7.70 20,000k 8/1/1991
2 Eckhardt Trading Company
Evolution Strategies 1.2X
9.76 10,000k 10/1/1991
1 Saxon Investment Corporation
Diversified Program
17.58 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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