Systematic Trader Index For January 1995

Monthly Rankings

Rank CTA/Program Jan 1995 Min Inv Inception
27 Hawksbill Capital Management
Global Diversified
-28.65 5,000k 11/1/1988
26 Saxon Investment Corporation
Aggressive Diversified Program
-25.79 2,000k 11/1/1993
25 Mark J. Walsh Company
Standard Program
-16.41 2,000k 9/1/1985
24 Saxon Investment Corporation
Diversified Program
-15.59 3,000k 9/1/1988
23 Rabar Market Research
Diversified Program
-9.45 2,000k 1/1/1989
22 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.93 100k 6/1/1994
21 Abraham Trading Company
Diversified Program
-7.91 10,000k 1/1/1988
20 EMC Capital Advisors, LLC
Classic
-7.90 5,000k 1/1/1985
19 Hyman Beck and Company
Global Portfolio
-6.35 1,000k 3/1/1991
18 Tactical Investment Management
Tactical Institutional Commodity Program
-5.92 10,000k 4/1/1993
17 Dreiss Research Corporation
Diversified Program
-4.97 1,000k 5/1/1991
16 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.82 100k 5/1/1989
15 Chesapeake Capital
Diversified (LV)
-3.23 100k 2/1/1988
14 Millburn Corporation
Diversified Program
-2.93 20,000k 2/1/1977
13 Estlander & Partners
Global XL
-2.70 5,000k 8/1/1991
12 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.59 10,000k 10/1/1991
11 Eclipse Capital Management
Global Monetary
-2.28 5,000k 8/1/1990
10 Estlander & Partners
Alpha Trend
-1.56 30,000k 10/1/1991
9 Eckhardt Trading Company
Evolution Strategies
-1.39 20,000k 8/1/1991
8 RAM Management Group
RAM MRTP 1X-Conservative
-1.08 1,000k 9/1/1993
7 FORT LP
Fort Global Diversified
-1.04 2,000k 10/1/1993
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.00 10,000k 1/1/1995
5 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.29 10,000k 1/1/1991
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.50 100k 11/1/1984
3 Northfield Trading
Diversified
0.50 2,000k 7/1/1989
2 Witter & Lester, Inc.
Redstone
2.29 500k 9/1/1994
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.60 400k 1/1/1988

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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