Trend Following Strategy Index For August 1994

Monthly Rankings

Rank CTA/Program Aug 1994 Min Inv Inception
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-17.70 100k 11/1/1984
19 Hawksbill Capital Management
Global Diversified
-16.63 5,000k 11/1/1988
18 DUNN Capital Management
DUNN Combined Fund (DCF)
-14.97 100k 5/1/1989
17 Eckhardt Trading Company
Evolution Strategies 1.2X
-13.18 10,000k 10/1/1991
16 Saxon Investment Corporation
Aggressive Diversified Program
-11.67 2,000k 11/1/1993
15 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.31 100k 6/1/1994
14 Eckhardt Trading Company
Evolution Strategies
-8.59 20,000k 8/1/1991
13 Mark J. Walsh Company
Standard Program
-8.53 2,000k 9/1/1985
12 EMC Capital Advisors, LLC
Classic
-7.20 5,000k 1/1/1985
11 Saxon Investment Corporation
Diversified Program
-6.41 3,000k 9/1/1988
10 Tactical Investment Management
Tactical Institutional Commodity Program
-5.64 10,000k 4/1/1993
9 Eclipse Capital Management
Global Monetary
-5.12 5,000k 8/1/1990
8 Rabar Market Research
Diversified Program
-4.42 2,000k 1/1/1989
7 Hyman Beck and Company
Global Portfolio
-4.40 1,000k 3/1/1991
6 Chesapeake Capital
Diversified (LV)
-2.98 100k 2/1/1988
5 Estlander & Partners
Global XL
-2.27 5,000k 8/1/1991
4 Estlander & Partners
Alpha Trend
-1.74 30,000k 10/1/1991
3 Dreiss Research Corporation
Diversified Program
0.41 1,000k 5/1/1991
2 RAM Management Group
RAM MRTP 1X-Conservative
1.28 1,000k 9/1/1993
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.03 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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