Trend Following Strategy Index For December 1993

Monthly Rankings

Rank CTA/Program Dec 1993 Min Inv Inception
19 Hyman Beck and Company
Global Portfolio
1.34 1,000k 3/1/1991
18 Estlander & Partners
Global XL
2.75 5,000k 8/1/1991
17 Eclipse Capital Management
Global Monetary
2.84 5,000k 8/1/1990
16 Tactical Investment Management
Tactical Institutional Commodity Program
3.49 10,000k 4/1/1993
15 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.68 10,000k 1/1/1991
14 RAM Management Group
RAM MRTP 1X-Conservative
4.68 1,000k 9/1/1993
13 DUNN Capital Management
DUNN Combined Fund (DCF)
4.83 100k 5/1/1989
12 Chesapeake Capital
Diversified (LV)
5.77 100k 2/1/1988
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.00 100k 11/1/1984
10 Hawksbill Capital Management
Global Diversified
7.22 5,000k 11/1/1988
9 Estlander & Partners
Alpha Trend
7.94 30,000k 10/1/1991
8 EMC Capital Advisors, LLC
Classic
8.20 5,000k 1/1/1985
7 Eckhardt Trading Company
Evolution Strategies
9.45 20,000k 8/1/1991
6 Rabar Market Research
Diversified Program
10.07 2,000k 1/1/1989
5 Dreiss Research Corporation
Diversified Program
10.24 1,000k 5/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
14.52 10,000k 10/1/1991
3 Saxon Investment Corporation
Diversified Program
17.07 3,000k 9/1/1988
2 Mark J. Walsh Company
Standard Program
18.42 2,000k 9/1/1985
1 Saxon Investment Corporation
Aggressive Diversified Program
27.47 2,000k 11/1/1993

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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