Trend Following Strategy Index For September 1995

Monthly Rankings

Rank CTA/Program Sep 1995 Min Inv Inception
21 Estlander & Partners
Global XL
-13.41 5,000k 8/1/1991
20 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.04 100k 6/1/1994
19 EMC Capital Advisors, LLC
Classic
-9.70 5,000k 1/1/1985
18 Rabar Market Research
Diversified Program
-9.11 2,000k 1/1/1989
17 Saxon Investment Corporation
Aggressive Diversified Program
-6.98 2,000k 11/1/1993
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.50 100k 11/1/1984
15 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.40 100k 5/1/1989
14 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.79 10,000k 10/1/1991
13 Saxon Investment Corporation
Diversified Program
-3.74 3,000k 9/1/1988
12 Mark J. Walsh Company
Standard Program
-3.08 2,000k 9/1/1985
11 Eckhardt Trading Company
Evolution Strategies
-2.80 20,000k 8/1/1991
10 Hawksbill Capital Management
Global Diversified
-2.63 5,000k 11/1/1988
9 Tactical Investment Management
Tactical Institutional Commodity Program
-2.33 10,000k 4/1/1993
8 Hyman Beck and Company
Global Portfolio
-2.16 1,000k 3/1/1991
7 Eclipse Capital Management
Global Monetary
-0.57 5,000k 8/1/1990
6 Dreiss Research Corporation
Diversified Program
-0.30 1,000k 5/1/1991
5 Estlander & Partners
Alpha Trend
-0.03 30,000k 10/1/1991
4 Chesapeake Capital
Diversified (LV)
0.20 100k 2/1/1988
3 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.75 10,000k 1/1/1995
2 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.15 10,000k 1/1/1991
1 RAM Management Group
RAM MRTP 1X-Conservative
3.30 1,000k 9/1/1993

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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