Systematic Trader Index For August 1992

Monthly Rankings

Rank CTA/Program Aug 1992 Min Inv Inception
20 Northfield Trading
Diversified
-2.20 2,000k 7/1/1989
19 Dreiss Research Corporation
Diversified Program
0.72 1,000k 5/1/1991
18 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.27 10,000k 1/1/1991
16 Abraham Trading Company
Diversified Program
1.92 10,000k 1/1/1988
15 Mark J. Walsh Company
Standard Program
2.60 2,000k 9/1/1985
14 Chesapeake Capital
Diversified (LV)
3.16 100k 2/1/1988
13 Estlander & Partners
Alpha Trend
3.92 30,000k 10/1/1991
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.90 400k 1/1/1988
11 Hyman Beck and Company
Global Portfolio
6.40 1,000k 3/1/1991
10 Millburn Corporation
Diversified Program
6.92 20,000k 2/1/1977
9 Eckhardt Trading Company
Evolution Strategies
7.51 20,000k 8/1/1991
8 Rabar Market Research
Diversified Program
7.70 2,000k 1/1/1989
7 Eclipse Capital Management
Global Monetary
8.13 5,000k 8/1/1990
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.20 100k 11/1/1984
5 DUNN Capital Management
DUNN Combined Fund (DCF)
10.71 100k 5/1/1989
4 Eckhardt Trading Company
Evolution Strategies 1.2X
11.22 10,000k 10/1/1991
3 Estlander & Partners
Global XL
11.63 5,000k 8/1/1991
2 Saxon Investment Corporation
Diversified Program
12.12 3,000k 9/1/1988
1 Hawksbill Capital Management
Global Diversified
13.20 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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