Trend Following Strategy Index For May 1995

Monthly Rankings

Rank CTA/Program May 1995 Min Inv Inception
21 Saxon Investment Corporation
Aggressive Diversified Program
-13.59 2,000k 11/1/1993
20 Saxon Investment Corporation
Diversified Program
-7.62 3,000k 9/1/1988
19 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.09 100k 6/1/1994
18 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.60 100k 11/1/1984
17 RAM Management Group
RAM MRTP 1X-Conservative
-1.19 1,000k 9/1/1993
16 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.85 100k 5/1/1989
15 Dreiss Research Corporation
Diversified Program
1.24 1,000k 5/1/1991
14 Estlander & Partners
Alpha Trend
1.82 30,000k 10/1/1991
13 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.75 10,000k 1/1/1991
12 Hyman Beck and Company
Global Portfolio
6.34 1,000k 3/1/1991
11 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.49 10,000k 1/1/1995
10 Chesapeake Capital
Diversified (LV)
6.84 100k 2/1/1988
9 Eclipse Capital Management
Global Monetary
8.09 5,000k 8/1/1990
8 Hawksbill Capital Management
Global Diversified
8.78 5,000k 11/1/1988
7 Rabar Market Research
Diversified Program
8.91 2,000k 1/1/1989
6 Tactical Investment Management
Tactical Institutional Commodity Program
11.17 10,000k 4/1/1993
5 Mark J. Walsh Company
Standard Program
15.79 2,000k 9/1/1985
4 Estlander & Partners
Global XL
17.06 5,000k 8/1/1991
3 Eckhardt Trading Company
Evolution Strategies
20.13 20,000k 8/1/1991
2 EMC Capital Advisors, LLC
Classic
22.80 5,000k 1/1/1985
1 Eckhardt Trading Company
Evolution Strategies 1.2X
26.71 10,000k 10/1/1991

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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