Systematic Trader Index For May 1993

Monthly Rankings

Rank CTA/Program May 1993 Min Inv Inception
21 EMC Capital Advisors, LLC
Classic
-5.50 5,000k 1/1/1985
20 Northfield Trading
Diversified
-2.20 2,000k 7/1/1989
19 Millburn Corporation
Diversified Program
-1.51 20,000k 2/1/1977
18 Eclipse Capital Management
Global Monetary
-1.02 5,000k 8/1/1990
17 Chesapeake Capital
Diversified (LV)
0.40 100k 2/1/1988
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.43 10,000k 1/1/1991
15 Dreiss Research Corporation
Diversified Program
2.79 1,000k 5/1/1991
14 Estlander & Partners
Alpha Trend
3.24 30,000k 10/1/1991
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.40 100k 11/1/1984
12 Rabar Market Research
Diversified Program
3.45 2,000k 1/1/1989
11 Eckhardt Trading Company
Evolution Strategies
3.81 20,000k 8/1/1991
10 DUNN Capital Management
DUNN Combined Fund (DCF)
4.04 100k 5/1/1989
9 Hyman Beck and Company
Global Portfolio
4.55 1,000k 3/1/1991
8 Hawksbill Capital Management
Global Diversified
4.87 5,000k 11/1/1988
7 Abraham Trading Company
Diversified Program
4.88 10,000k 1/1/1988
6 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.90 400k 1/1/1988
5 Tactical Investment Management
Tactical Institutional Commodity Program
5.47 10,000k 4/1/1993
4 Eckhardt Trading Company
Evolution Strategies 1.2X
6.03 10,000k 10/1/1991
3 Mark J. Walsh Company
Standard Program
7.76 2,000k 9/1/1985
2 Estlander & Partners
Global XL
8.24 5,000k 8/1/1991
1 Saxon Investment Corporation
Diversified Program
13.37 3,000k 9/1/1988

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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