Systematic Trader Index For May 1994

Monthly Rankings

Rank CTA/Program May 1994 Min Inv Inception
24 Eclipse Capital Management
Global Monetary
-2.91 5,000k 8/1/1990
23 Eckhardt Trading Company
Evolution Strategies
0.00 20,000k 8/1/1991
22 DUNN Capital Management
DUNN Combined Fund (DCF)
1.14 100k 5/1/1989
21 FORT LP
Fort Global Diversified
2.08 2,000k 10/1/1993
20 Northfield Trading
Diversified
2.70 2,000k 7/1/1989
19 Hyman Beck and Company
Global Portfolio
4.22 1,000k 3/1/1991
18 Millburn Corporation
Diversified Program
4.89 20,000k 2/1/1977
17 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.20 100k 11/1/1984
16 Estlander & Partners
Global XL
6.47 5,000k 8/1/1991
15 Mark J. Walsh Company
Standard Program
7.00 2,000k 9/1/1985
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.99 10,000k 1/1/1991
13 Tactical Investment Management
Tactical Institutional Commodity Program
8.46 10,000k 4/1/1993
12 Witter & Lester, Inc.
Stock Index Futures Trading Program
8.59 400k 1/1/1988
11 Chesapeake Capital
Diversified (LV)
9.06 100k 2/1/1988
10 Estlander & Partners
Alpha Trend
9.25 30,000k 10/1/1991
9 Eckhardt Trading Company
Evolution Strategies 1.2X
9.48 10,000k 10/1/1991
8 Rabar Market Research
Diversified Program
11.40 2,000k 1/1/1989
7 EMC Capital Advisors, LLC
Classic
11.90 5,000k 1/1/1985
6 RAM Management Group
RAM MRTP 1X-Conservative
12.99 1,000k 9/1/1993
5 Dreiss Research Corporation
Diversified Program
13.87 1,000k 5/1/1991
4 Abraham Trading Company
Diversified Program
15.01 10,000k 1/1/1988
3 Hawksbill Capital Management
Global Diversified
17.96 5,000k 11/1/1988
2 Saxon Investment Corporation
Diversified Program
19.42 3,000k 9/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
41.14 2,000k 11/1/1993

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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