Systematic Trader Index For June 1993

Monthly Rankings

Rank CTA/Program Jun 1993 Min Inv Inception
21 Estlander & Partners
Global XL
-7.23 5,000k 8/1/1991
20 Hyman Beck and Company
Global Portfolio
-4.95 1,000k 3/1/1991
19 Saxon Investment Corporation
Diversified Program
-2.73 3,000k 9/1/1988
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.56 10,000k 1/1/1991
17 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.35 100k 5/1/1989
16 Millburn Corporation
Diversified Program
-1.94 20,000k 2/1/1977
15 EMC Capital Advisors, LLC
Classic
-1.50 5,000k 1/1/1985
14 Rabar Market Research
Diversified Program
-1.28 2,000k 1/1/1989
13 Abraham Trading Company
Diversified Program
-1.22 10,000k 1/1/1988
12 Estlander & Partners
Alpha Trend
-1.00 30,000k 10/1/1991
11 Mark J. Walsh Company
Standard Program
0.38 2,000k 9/1/1985
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.90 100k 11/1/1984
9 Chesapeake Capital
Diversified (LV)
0.98 100k 2/1/1988
8 Dreiss Research Corporation
Diversified Program
2.19 1,000k 5/1/1991
7 Witter & Lester, Inc.
Stock Index Futures Trading Program
2.70 400k 1/1/1988
6 Eclipse Capital Management
Global Monetary
3.03 5,000k 8/1/1990
5 Tactical Investment Management
Tactical Institutional Commodity Program
3.10 10,000k 4/1/1993
4 Northfield Trading
Diversified
7.10 2,000k 7/1/1989
3 Hawksbill Capital Management
Global Diversified
10.80 5,000k 11/1/1988
2 Eckhardt Trading Company
Evolution Strategies
12.13 20,000k 8/1/1991
1 Eckhardt Trading Company
Evolution Strategies 1.2X
15.00 10,000k 10/1/1991

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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