Systematic Trader Index For July 1995

Monthly Rankings

Rank CTA/Program Jul 1995 Min Inv Inception
27 Saxon Investment Corporation
Aggressive Diversified Program
-34.45 2,000k 11/1/1993
26 EMC Capital Advisors, LLC
Classic
-19.30 5,000k 1/1/1985
25 Saxon Investment Corporation
Diversified Program
-19.22 3,000k 9/1/1988
24 Eckhardt Trading Company
Evolution Strategies 1.2X
-16.91 10,000k 10/1/1991
23 Mark J. Walsh Company
Standard Program
-15.50 2,000k 9/1/1985
22 Hawksbill Capital Management
Global Diversified
-11.32 5,000k 11/1/1988
21 Eckhardt Trading Company
Evolution Strategies
-10.31 20,000k 8/1/1991
20 Rabar Market Research
Diversified Program
-9.28 2,000k 1/1/1989
19 Abraham Trading Company
Diversified Program
-8.75 10,000k 1/1/1988
18 Dreiss Research Corporation
Diversified Program
-6.00 1,000k 5/1/1991
17 Tactical Investment Management
Tactical Institutional Commodity Program
-5.94 10,000k 4/1/1993
16 Estlander & Partners
Alpha Trend
-5.68 30,000k 10/1/1991
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.23 10,000k 1/1/1991
14 FORT LP
Fort Global Diversified
-4.94 2,000k 10/1/1993
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.70 10,000k 1/1/1995
12 Chesapeake Capital
Diversified (LV)
-3.09 100k 2/1/1988
11 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.01 100k 6/1/1994
10 Millburn Corporation
Diversified Program
-2.04 20,000k 2/1/1977
9 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.97 100k 5/1/1989
8 RAM Management Group
RAM MRTP 1X-Conservative
-1.75 1,000k 9/1/1993
7 Hyman Beck and Company
Global Portfolio
-1.68 1,000k 3/1/1991
6 Witter & Lester, Inc.
Redstone
-0.33 500k 9/1/1994
5 Estlander & Partners
Global XL
0.29 5,000k 8/1/1991
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.60 100k 11/1/1984
3 Northfield Trading
Diversified
0.80 2,000k 7/1/1989
2 Eclipse Capital Management
Global Monetary
1.04 5,000k 8/1/1990
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.38 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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