Systematic Trader Index For December 1992

Monthly Rankings

Rank CTA/Program Dec 1992 Min Inv Inception
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.10 100k 11/1/1984
19 Hawksbill Capital Management
Global Diversified
-6.59 5,000k 11/1/1988
18 Witter & Lester, Inc.
Stock Index Futures Trading Program
-4.70 400k 1/1/1988
17 Eckhardt Trading Company
Evolution Strategies
-4.60 20,000k 8/1/1991
16 Abraham Trading Company
Diversified Program
-4.54 10,000k 1/1/1988
15 EMC Capital Advisors, LLC
Classic
-4.30 5,000k 1/1/1985
14 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.14 10,000k 10/1/1991
13 Rabar Market Research
Diversified Program
-3.93 2,000k 1/1/1989
12 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.22 100k 5/1/1989
11 Estlander & Partners
Alpha Trend
-3.09 30,000k 10/1/1991
10 Northfield Trading
Diversified
-2.50 2,000k 7/1/1989
9 Eclipse Capital Management
Global Monetary
-2.50 5,000k 8/1/1990
8 Chesapeake Capital
Diversified (LV)
-1.93 100k 2/1/1988
7 Hyman Beck and Company
Global Portfolio
-1.88 1,000k 3/1/1991
6 Mark J. Walsh Company
Standard Program
-1.80 2,000k 9/1/1985
5 Millburn Corporation
Diversified Program
-0.44 20,000k 2/1/1977
4 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.44 10,000k 1/1/1991
3 Estlander & Partners
Global XL
0.45 5,000k 8/1/1991
2 Dreiss Research Corporation
Diversified Program
1.45 1,000k 5/1/1991
1 Saxon Investment Corporation
Diversified Program
5.40 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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