Trend Following Strategy Index For March 1992

Monthly Rankings

Rank CTA/Program Mar 1992 Min Inv Inception
16 Eckhardt Trading Company
Evolution Strategies 1.2X
-12.52 10,000k 10/1/1991
15 Mark J. Walsh Company
Standard Program
-9.40 2,000k 9/1/1985
14 Eckhardt Trading Company
Evolution Strategies
-5.70 20,000k 8/1/1991
13 EMC Capital Advisors, LLC
-5.70 5,000k 1/1/1985
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.01 10,000k 1/1/1991
11 Saxon Investment Corporation
Diversified Program
-4.95 3,000k 9/1/1988
10 Dreiss Research Corporation
Diversified Program
-3.70 1,000k 5/1/1991
9 Estlander & Partners
Global XL
-2.72 5,000k 8/1/1991
8 Chesapeake Capital
Diversified (LV)
0.53 100k 2/1/1988
7 Rabar Market Research
Diversified Program
0.57 2,000k 1/1/1989
6 Estlander & Partners
Alpha Trend
1.41 30,000k 10/1/1991
5 DUNN Capital Management
DUNN Combined Fund (DCF)
2.86 100k 5/1/1989
4 Hyman Beck and Company
Global Portfolio
3.15 1,000k 3/1/1991
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.00 100k 11/1/1984
2 Eclipse Capital Management
Global Monetary
5.51 5,000k 8/1/1990
1 Hawksbill Capital Management
Global Diversified
6.67 5,000k 11/1/1988

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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