Systematic Trader Index For March 1992

Monthly Rankings

Rank CTA/Program Mar 1992 Min Inv Inception
20 Eckhardt Trading Company
Evolution Strategies 1.2X
-12.52 10,000k 10/1/1991
19 Mark J. Walsh Company
Standard Program
-9.40 2,000k 9/1/1985
18 Eckhardt Trading Company
Evolution Strategies
-5.70 20,000k 8/1/1991
17 EMC Capital Advisors, LLC
Classic
-5.70 5,000k 1/1/1985
16 Abraham Trading Company
Diversified Program
-5.47 10,000k 1/1/1988
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.01 10,000k 1/1/1991
14 Saxon Investment Corporation
Diversified Program
-4.95 3,000k 9/1/1988
13 Dreiss Research Corporation
Diversified Program
-3.70 1,000k 5/1/1991
12 Estlander & Partners
Global XL
-2.72 5,000k 8/1/1991
11 Northfield Trading
Diversified
-2.30 2,000k 7/1/1989
10 Millburn Corporation
Diversified Program
-0.46 20,000k 2/1/1977
9 Chesapeake Capital
Diversified (LV)
0.53 100k 2/1/1988
8 Rabar Market Research
Diversified Program
0.57 2,000k 1/1/1989
7 Estlander & Partners
Alpha Trend
1.41 30,000k 10/1/1991
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.90 400k 1/1/1988
5 DUNN Capital Management
DUNN Combined Fund (DCF)
2.86 100k 5/1/1989
4 Hyman Beck and Company
Global Portfolio
3.15 1,000k 3/1/1991
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.00 100k 11/1/1984
2 Eclipse Capital Management
Global Monetary
5.51 5,000k 8/1/1990
1 Hawksbill Capital Management
Global Diversified
6.67 5,000k 11/1/1988

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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