Trend Following Strategy Index For February 1994

Monthly Rankings

Rank CTA/Program Feb 1994 Min Inv Inception
19 Saxon Investment Corporation
Aggressive Diversified Program
-22.70 2,000k 11/1/1993
18 Saxon Investment Corporation
Diversified Program
-12.57 3,000k 9/1/1988
17 Tactical Investment Management
Tactical Institutional Commodity Program
-11.64 10,000k 4/1/1993
16 EMC Capital Advisors, LLC
Classic
-11.40 5,000k 1/1/1985
15 Hyman Beck and Company
Global Portfolio
-7.45 1,000k 3/1/1991
14 Rabar Market Research
Diversified Program
-6.02 2,000k 1/1/1989
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.30 100k 11/1/1984
12 Chesapeake Capital
Diversified (LV)
-4.88 100k 2/1/1988
11 RAM Management Group
RAM MRTP 1X-Conservative
-4.34 1,000k 9/1/1993
10 Estlander & Partners
Alpha Trend
-4.06 30,000k 10/1/1991
9 Estlander & Partners
Global XL
-2.97 5,000k 8/1/1991
8 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.25 100k 5/1/1989
7 Eckhardt Trading Company
Evolution Strategies
-0.70 20,000k 8/1/1991
6 Eckhardt Trading Company
Evolution Strategies 1.2X
0.11 10,000k 10/1/1991
5 Hawksbill Capital Management
Global Diversified
0.63 5,000k 11/1/1988
4 Dreiss Research Corporation
Diversified Program
1.69 1,000k 5/1/1991
3 Eclipse Capital Management
Global Monetary
3.00 5,000k 8/1/1990
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.07 10,000k 1/1/1991
1 Mark J. Walsh Company
Standard Program
8.00 2,000k 9/1/1985

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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