Systematic Trader Index For June 1992

Monthly Rankings

Rank CTA/Program Jun 1992 Min Inv Inception
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.04 10,000k 1/1/1991
19 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.80 400k 1/1/1988
18 Dreiss Research Corporation
Diversified Program
3.65 1,000k 5/1/1991
17 Saxon Investment Corporation
Diversified Program
4.60 3,000k 9/1/1988
16 Northfield Trading
Diversified
5.10 2,000k 7/1/1989
15 EMC Capital Advisors, LLC
Classic
5.40 5,000k 1/1/1985
14 Rabar Market Research
Diversified Program
5.47 2,000k 1/1/1989
13 Estlander & Partners
Alpha Trend
6.44 30,000k 10/1/1991
12 Chesapeake Capital
Diversified (LV)
6.52 100k 2/1/1988
11 Estlander & Partners
Global XL
6.55 5,000k 8/1/1991
10 Abraham Trading Company
Diversified Program
6.58 10,000k 1/1/1988
9 Mark J. Walsh Company
Standard Program
8.20 2,000k 9/1/1985
8 Eckhardt Trading Company
Evolution Strategies
9.35 20,000k 8/1/1991
7 Eclipse Capital Management
Global Monetary
11.74 5,000k 8/1/1990
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.00 100k 11/1/1984
5 Hyman Beck and Company
Global Portfolio
13.10 1,000k 3/1/1991
4 Millburn Corporation
Diversified Program
13.93 20,000k 2/1/1977
3 DUNN Capital Management
DUNN Combined Fund (DCF)
14.29 100k 5/1/1989
2 Eckhardt Trading Company
Evolution Strategies 1.2X
17.69 10,000k 10/1/1991
1 Hawksbill Capital Management
Global Diversified
18.10 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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