Trend Following Strategy Index For December 1995

Monthly Rankings

Rank CTA/Program Dec 1995 Min Inv Inception
22 Eclipse Capital Management
Global Monetary
-0.64 5,000k 8/1/1990
21 Quality Capital Management
Global Diversified Programme
0.00 10,000k 12/1/1995
20 Hyman Beck and Company
Global Portfolio
0.80 1,000k 3/1/1991
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.05 10,000k 1/1/1991
18 RAM Management Group
RAM MRTP 1X-Conservative
2.10 1,000k 9/1/1993
17 DUNN Capital Management
DUNN Combined Fund (DCF)
2.74 100k 5/1/1989
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.40 100k 11/1/1984
15 DUNN Capital Management
D'Best Futures Fund, L.P.
5.41 100k 6/1/1994
14 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.70 10,000k 1/1/1995
13 Dreiss Research Corporation
Diversified Program
8.84 1,000k 5/1/1991
12 Chesapeake Capital
Diversified (LV)
9.18 100k 2/1/1988
11 Saxon Investment Corporation
Diversified Program
12.12 3,000k 9/1/1988
10 Eckhardt Trading Company
Evolution Strategies
13.01 20,000k 8/1/1991
9 Estlander & Partners
Global XL
13.19 5,000k 8/1/1991
8 Rabar Market Research
Diversified Program
14.20 2,000k 1/1/1989
7 Estlander & Partners
Alpha Trend
14.40 30,000k 10/1/1991
6 EMC Capital Advisors, LLC
Classic
17.20 5,000k 1/1/1985
5 Saxon Investment Corporation
Aggressive Diversified Program
19.39 2,000k 11/1/1993
4 Eckhardt Trading Company
Evolution Strategies 1.2X
21.57 10,000k 10/1/1991
3 Hawksbill Capital Management
Global Diversified
23.34 5,000k 11/1/1988
2 Tactical Investment Management
Tactical Institutional Commodity Program
26.28 10,000k 4/1/1993
1 Mark J. Walsh Company
Standard Program
43.53 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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