Systematic Trader Index For September 1992

Monthly Rankings

Rank CTA/Program Sep 1992 Min Inv Inception
20 Mark J. Walsh Company
Standard Program
-14.10 2,000k 9/1/1985
19 Saxon Investment Corporation
Diversified Program
-12.10 3,000k 9/1/1988
18 EMC Capital Advisors, LLC
Classic
-12.10 5,000k 1/1/1985
17 Northfield Trading
Diversified
-11.60 2,000k 7/1/1989
16 Eclipse Capital Management
Global Monetary
-10.27 5,000k 8/1/1990
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.20 100k 11/1/1984
14 Rabar Market Research
Diversified Program
-7.12 2,000k 1/1/1989
13 Chesapeake Capital
Diversified (LV)
-6.78 100k 2/1/1988
12 Hyman Beck and Company
Global Portfolio
-6.68 1,000k 3/1/1991
11 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.38 100k 5/1/1989
10 Dreiss Research Corporation
Diversified Program
-2.95 1,000k 5/1/1991
9 Eckhardt Trading Company
Evolution Strategies
-1.18 20,000k 8/1/1991
8 Abraham Trading Company
Diversified Program
-0.34 10,000k 1/1/1988
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.03 400k 1/1/1988
6 Millburn Corporation
Diversified Program
0.04 20,000k 2/1/1977
5 Estlander & Partners
Global XL
0.28 5,000k 8/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
0.50 10,000k 10/1/1991
3 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.60 10,000k 1/1/1991
2 Estlander & Partners
Alpha Trend
0.77 30,000k 10/1/1991
1 Hawksbill Capital Management
Global Diversified
20.40 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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