Systematic Trader Index For November 1994

Monthly Rankings

Rank CTA/Program Nov 1994 Min Inv Inception
26 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.03 100k 5/1/1989
25 Witter & Lester, Inc.
Stock Index Futures Trading Program
-1.98 400k 1/1/1988
24 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.33 10,000k 1/1/1991
23 FORT LP
Fort Global Diversified
0.24 2,000k 10/1/1993
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.70 100k 11/1/1984
21 DUNN Capital Management
D'Best Futures Fund, L.P.
0.77 100k 6/1/1994
20 Witter & Lester, Inc.
Redstone
2.12 500k 9/1/1994
19 Estlander & Partners
Global XL
2.20 5,000k 8/1/1991
18 Hyman Beck and Company
Global Portfolio
3.43 1,000k 3/1/1991
17 Eclipse Capital Management
Global Monetary
4.50 5,000k 8/1/1990
16 Millburn Corporation
Diversified Program
4.61 20,000k 2/1/1977
15 Chesapeake Capital
Diversified (LV)
4.83 100k 2/1/1988
14 Northfield Trading
Diversified
5.70 2,000k 7/1/1989
13 RAM Management Group
RAM MRTP 1X-Conservative
7.07 1,000k 9/1/1993
12 Eckhardt Trading Company
Evolution Strategies
8.74 20,000k 8/1/1991
11 Estlander & Partners
Alpha Trend
9.23 30,000k 10/1/1991
10 Saxon Investment Corporation
Diversified Program
9.41 3,000k 9/1/1988
9 Dreiss Research Corporation
Diversified Program
10.10 1,000k 5/1/1991
8 Rabar Market Research
Diversified Program
10.65 2,000k 1/1/1989
7 Tactical Investment Management
Tactical Institutional Commodity Program
12.71 10,000k 4/1/1993
6 Abraham Trading Company
Diversified Program
14.24 10,000k 1/1/1988
5 EMC Capital Advisors, LLC
Classic
14.40 5,000k 1/1/1985
4 Eckhardt Trading Company
Evolution Strategies 1.2X
14.47 10,000k 10/1/1991
3 Saxon Investment Corporation
Aggressive Diversified Program
15.43 2,000k 11/1/1993
2 Hawksbill Capital Management
Global Diversified
21.50 5,000k 11/1/1988
1 Mark J. Walsh Company
Standard Program
25.83 2,000k 9/1/1985

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan