Trend Following Strategy Index For October 1993

Monthly Rankings

Rank CTA/Program Oct 1993 Min Inv Inception
18 Rabar Market Research
Diversified Program
-6.03 2,000k 1/1/1989
17 Estlander & Partners
Alpha Trend
-4.86 30,000k 10/1/1991
16 Tactical Investment Management
Tactical Institutional Commodity Program
-3.53 10,000k 4/1/1993
15 Mark J. Walsh Company
Standard Program
-2.64 2,000k 9/1/1985
14 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
13 Saxon Investment Corporation
Diversified Program
-1.10 3,000k 9/1/1988
12 Hyman Beck and Company
Global Portfolio
-0.63 1,000k 3/1/1991
11 Chesapeake Capital
Diversified (LV)
-0.06 100k 2/1/1988
10 DUNN Capital Management
DUNN Combined Fund (DCF)
0.25 100k 5/1/1989
9 Estlander & Partners
Global XL
0.38 5,000k 8/1/1991
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.60 100k 11/1/1984
7 Eckhardt Trading Company
Evolution Strategies
1.74 20,000k 8/1/1991
6 Eclipse Capital Management
Global Monetary
2.06 5,000k 8/1/1990
5 RAM Management Group
RAM MRTP 1X-Conservative
2.64 1,000k 9/1/1993
4 Hawksbill Capital Management
Global Diversified
2.65 5,000k 11/1/1988
3 Eckhardt Trading Company
Evolution Strategies 1.2X
2.90 10,000k 10/1/1991
2 Dreiss Research Corporation
Diversified Program
3.67 1,000k 5/1/1991
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.62 10,000k 1/1/1991

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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