Trend Following Strategy Index For August 1995

Monthly Rankings

Rank CTA/Program Aug 1995 Min Inv Inception
21 Saxon Investment Corporation
Aggressive Diversified Program
-19.52 2,000k 11/1/1993
20 EMC Capital Advisors, LLC
Classic
-13.30 5,000k 1/1/1985
19 Saxon Investment Corporation
Diversified Program
-10.11 3,000k 9/1/1988
18 Rabar Market Research
Diversified Program
-8.66 2,000k 1/1/1989
17 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.95 10,000k 10/1/1991
16 Mark J. Walsh Company
Standard Program
-5.55 2,000k 9/1/1985
15 Estlander & Partners
Alpha Trend
-4.89 30,000k 10/1/1991
14 Tactical Investment Management
Tactical Institutional Commodity Program
-4.53 10,000k 4/1/1993
13 Eckhardt Trading Company
Evolution Strategies
-3.27 20,000k 8/1/1991
12 Chesapeake Capital
Diversified (LV)
-2.66 100k 2/1/1988
11 Hyman Beck and Company
Global Portfolio
-1.80 1,000k 3/1/1991
10 Estlander & Partners
Global XL
-1.38 5,000k 8/1/1991
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.58 10,000k 1/1/1995
8 RAM Management Group
RAM MRTP 1X-Conservative
1.53 1,000k 9/1/1993
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.74 10,000k 1/1/1991
6 Dreiss Research Corporation
Diversified Program
4.72 1,000k 5/1/1991
5 Eclipse Capital Management
Global Monetary
6.80 5,000k 8/1/1990
4 DUNN Capital Management
DUNN Combined Fund (DCF)
11.88 100k 5/1/1989
3 DUNN Capital Management
D'Best Futures Fund, L.P.
13.60 100k 6/1/1994
2 Hawksbill Capital Management
Global Diversified
14.48 5,000k 11/1/1988
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
18.50 100k 11/1/1984

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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