Trend Following Strategy Index For June 1992

Monthly Rankings

Rank CTA/Program Jun 1992 Min Inv Inception
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.04 10,000k 1/1/1991
15 Dreiss Research Corporation
Diversified Program
3.65 1,000k 5/1/1991
14 Saxon Investment Corporation
Diversified Program
4.60 3,000k 9/1/1988
13 EMC Capital Advisors, LLC
Classic
5.40 5,000k 1/1/1985
12 Rabar Market Research
Diversified Program
5.47 2,000k 1/1/1989
11 Estlander & Partners
Alpha Trend
6.44 30,000k 10/1/1991
10 Chesapeake Capital
Diversified (LV)
6.52 100k 2/1/1988
9 Estlander & Partners
Global XL
6.55 5,000k 8/1/1991
8 Mark J. Walsh Company
Standard Program
8.20 2,000k 9/1/1985
7 Eckhardt Trading Company
Evolution Strategies
9.35 20,000k 8/1/1991
6 Eclipse Capital Management
Global Monetary
11.74 5,000k 8/1/1990
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.00 100k 11/1/1984
4 Hyman Beck and Company
Global Portfolio
13.10 1,000k 3/1/1991
3 DUNN Capital Management
DUNN Combined Fund (DCF)
14.29 100k 5/1/1989
2 Eckhardt Trading Company
Evolution Strategies 1.2X
17.69 10,000k 10/1/1991
1 Hawksbill Capital Management
Global Diversified
18.10 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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