Systematic Trader Index For May 1992

Monthly Rankings

Rank CTA/Program May 1992 Min Inv Inception
20 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.37 10,000k 10/1/1991
19 Saxon Investment Corporation
Diversified Program
-7.64 3,000k 9/1/1988
18 Abraham Trading Company
Diversified Program
-5.71 10,000k 1/1/1988
17 Mark J. Walsh Company
Standard Program
-4.40 2,000k 9/1/1985
16 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
15 Chesapeake Capital
Diversified (LV)
-3.66 100k 2/1/1988
14 Eckhardt Trading Company
Evolution Strategies
-3.45 20,000k 8/1/1991
13 Hawksbill Capital Management
Global Diversified
-2.91 5,000k 11/1/1988
12 Northfield Trading
Diversified
-0.80 2,000k 7/1/1989
11 Rabar Market Research
Diversified Program
-0.77 2,000k 1/1/1989
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.40 100k 11/1/1984
9 Eclipse Capital Management
Global Monetary
-0.24 5,000k 8/1/1990
8 Estlander & Partners
Global XL
0.39 5,000k 8/1/1991
7 Dreiss Research Corporation
Diversified Program
0.55 1,000k 5/1/1991
6 Millburn Corporation
Diversified Program
1.05 20,000k 2/1/1977
5 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.09 10,000k 1/1/1991
4 DUNN Capital Management
DUNN Combined Fund (DCF)
1.31 100k 5/1/1989
3 Estlander & Partners
Alpha Trend
2.12 30,000k 10/1/1991
2 Hyman Beck and Company
Global Portfolio
2.51 1,000k 3/1/1991
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
8.20 400k 1/1/1988

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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