Trend Following Strategy Index For January 1993

Monthly Rankings

Rank CTA/Program Jan 1993 Min Inv Inception
16 Saxon Investment Corporation
Diversified Program
-11.78 3,000k 9/1/1988
15 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.16 100k 5/1/1989
14 Estlander & Partners
Global XL
-5.72 5,000k 8/1/1991
13 Mark J. Walsh Company
Standard Program
-5.23 2,000k 9/1/1985
12 Estlander & Partners
Alpha Trend
-4.29 30,000k 10/1/1991
11 Hyman Beck and Company
Global Portfolio
-3.97 1,000k 3/1/1991
10 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.85 10,000k 10/1/1991
9 Eckhardt Trading Company
Evolution Strategies
-1.38 20,000k 8/1/1991
8 Rabar Market Research
Diversified Program
-0.12 2,000k 1/1/1989
7 Chesapeake Capital
Diversified (LV)
0.42 100k 2/1/1988
6 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.79 10,000k 1/1/1991
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.00 100k 11/1/1984
4 Hawksbill Capital Management
Global Diversified
3.03 5,000k 11/1/1988
3 Dreiss Research Corporation
Diversified Program
3.79 1,000k 5/1/1991
2 Eclipse Capital Management
Global Monetary
4.23 5,000k 8/1/1990
1 EMC Capital Advisors, LLC
Classic
6.90 5,000k 1/1/1985

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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