Systematic Trader Index For October 1995

Monthly Rankings

Rank CTA/Program Oct 1995 Min Inv Inception
27 Mark J. Walsh Company
Standard Program
-15.57 2,000k 9/1/1985
26 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.45 10,000k 10/1/1991
25 Hawksbill Capital Management
Global Diversified
-8.72 5,000k 11/1/1988
24 Northfield Trading
Diversified
-7.70 2,000k 7/1/1989
23 Abraham Trading Company
Diversified Program
-6.67 10,000k 1/1/1988
22 Eckhardt Trading Company
Evolution Strategies
-5.58 20,000k 8/1/1991
21 EMC Capital Advisors, LLC
Classic
-5.10 5,000k 1/1/1985
20 Saxon Investment Corporation
Aggressive Diversified Program
-4.91 2,000k 11/1/1993
19 Rabar Market Research
Diversified Program
-4.48 2,000k 1/1/1989
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.81 10,000k 1/1/1995
17 RAM Management Group
RAM MRTP 1X-Conservative
-3.09 1,000k 9/1/1993
16 Saxon Investment Corporation
Diversified Program
-2.45 3,000k 9/1/1988
15 Estlander & Partners
Global XL
-1.15 5,000k 8/1/1991
14 Chesapeake Capital
Diversified (LV)
-1.11 100k 2/1/1988
13 Hyman Beck and Company
Global Portfolio
-1.08 1,000k 3/1/1991
12 Estlander & Partners
Alpha Trend
-0.85 30,000k 10/1/1991
11 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.66 400k 1/1/1988
10 FORT LP
Fort Global Diversified
-0.56 2,000k 10/1/1993
9 Millburn Corporation
Diversified Program
-0.18 20,000k 2/1/1977
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.07 10,000k 1/1/1991
7 Eclipse Capital Management
Global Monetary
0.34 5,000k 8/1/1990
6 Witter & Lester, Inc.
Redstone
0.61 500k 9/1/1994
5 Tactical Investment Management
Tactical Institutional Commodity Program
1.62 10,000k 4/1/1993
4 Dreiss Research Corporation
Diversified Program
2.94 1,000k 5/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
4.11 100k 6/1/1994
2 DUNN Capital Management
DUNN Combined Fund (DCF)
7.92 100k 5/1/1989
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.80 100k 11/1/1984

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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