Systematic Trader Index For August 1993

Monthly Rankings

Rank CTA/Program Aug 1993 Min Inv Inception
21 Saxon Investment Corporation
Diversified Program
-14.33 3,000k 9/1/1988
20 Mark J. Walsh Company
Standard Program
-13.28 2,000k 9/1/1985
19 Millburn Corporation
Diversified Program
-7.06 20,000k 2/1/1977
18 Abraham Trading Company
Diversified Program
-5.28 10,000k 1/1/1988
17 Rabar Market Research
Diversified Program
-3.89 2,000k 1/1/1989
16 Dreiss Research Corporation
Diversified Program
-3.65 1,000k 5/1/1991
15 Estlander & Partners
Alpha Trend
-3.28 30,000k 10/1/1991
14 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.90 400k 1/1/1988
13 Hyman Beck and Company
Global Portfolio
0.51 1,000k 3/1/1991
12 Eclipse Capital Management
Global Monetary
0.81 5,000k 8/1/1990
11 Estlander & Partners
Global XL
2.79 5,000k 8/1/1991
10 DUNN Capital Management
DUNN Combined Fund (DCF)
3.56 100k 5/1/1989
9 Tactical Investment Management
Tactical Institutional Commodity Program
4.84 10,000k 4/1/1993
8 Eckhardt Trading Company
Evolution Strategies
4.85 20,000k 8/1/1991
7 Hawksbill Capital Management
Global Diversified
5.42 5,000k 11/1/1988
6 Chesapeake Capital
Diversified (LV)
5.88 100k 2/1/1988
5 Northfield Trading
Diversified
7.40 2,000k 7/1/1989
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.40 100k 11/1/1984
3 Eckhardt Trading Company
Evolution Strategies 1.2X
8.68 10,000k 10/1/1991
2 EMC Capital Advisors, LLC
Classic
9.50 5,000k 1/1/1985
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
10.10 10,000k 1/1/1991

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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