Trend Following Strategy Index For September 1993

Monthly Rankings

Rank CTA/Program Sep 1993 Min Inv Inception
18 Eckhardt Trading Company
Evolution Strategies 1.2X
-7.72 10,000k 10/1/1991
17 Eckhardt Trading Company
Evolution Strategies
-6.67 20,000k 8/1/1991
16 Tactical Investment Management
Tactical Institutional Commodity Program
-6.22 10,000k 4/1/1993
15 Hawksbill Capital Management
Global Diversified
-6.13 5,000k 11/1/1988
14 Dreiss Research Corporation
Diversified Program
-5.62 1,000k 5/1/1991
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.00 100k 11/1/1984
12 Rabar Market Research
Diversified Program
-4.10 2,000k 1/1/1989
11 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
10 Chesapeake Capital
Diversified (LV)
-2.63 100k 2/1/1988
9 Saxon Investment Corporation
Diversified Program
-2.11 3,000k 9/1/1988
8 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.06 100k 5/1/1989
7 Mark J. Walsh Company
Standard Program
-0.85 2,000k 9/1/1985
6 Hyman Beck and Company
Global Portfolio
-0.80 1,000k 3/1/1991
5 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.65 10,000k 1/1/1991
4 RAM Management Group
RAM MRTP 1X-Conservative
0.00 1,000k 9/1/1993
3 Estlander & Partners
Alpha Trend
0.26 30,000k 10/1/1991
2 Estlander & Partners
Global XL
2.57 5,000k 8/1/1991
1 Eclipse Capital Management
Global Monetary
3.61 5,000k 8/1/1990

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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