Trend Following Strategy Index For May 1994

Monthly Rankings

Rank CTA/Program May 1994 Min Inv Inception
19 Eclipse Capital Management
Global Monetary
-2.91 5,000k 8/1/1990
18 Eckhardt Trading Company
Evolution Strategies
0.00 20,000k 8/1/1991
17 DUNN Capital Management
DUNN Combined Fund (DCF)
1.14 100k 5/1/1989
16 Hyman Beck and Company
Global Portfolio
4.22 1,000k 3/1/1991
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.20 100k 11/1/1984
14 Estlander & Partners
Global XL
6.47 5,000k 8/1/1991
13 Mark J. Walsh Company
Standard Program
7.00 2,000k 9/1/1985
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.99 10,000k 1/1/1991
11 Tactical Investment Management
Tactical Institutional Commodity Program
8.46 10,000k 4/1/1993
10 Chesapeake Capital
Diversified (LV)
9.06 100k 2/1/1988
9 Estlander & Partners
Alpha Trend
9.25 30,000k 10/1/1991
8 Eckhardt Trading Company
Evolution Strategies 1.2X
9.48 10,000k 10/1/1991
7 Rabar Market Research
Diversified Program
11.40 2,000k 1/1/1989
6 EMC Capital Advisors, LLC
Classic
11.90 5,000k 1/1/1985
5 RAM Management Group
RAM MRTP 1X-Conservative
12.99 1,000k 9/1/1993
4 Dreiss Research Corporation
Diversified Program
13.87 1,000k 5/1/1991
3 Hawksbill Capital Management
Global Diversified
17.96 5,000k 11/1/1988
2 Saxon Investment Corporation
Diversified Program
19.42 3,000k 9/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
41.14 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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