Trend Following Strategy Index For June 1996

Monthly Rankings

Rank CTA/Program Jun 1996 Min Inv Inception
25 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.92 10,000k 10/1/1991
24 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.62 100k 5/1/1989
23 Eckhardt Trading Company
Evolution Strategies
-3.32 20,000k 8/1/1991
22 Hawksbill Capital Management
Global Diversified
-3.30 5,000k 11/1/1988
21 RAM Management Group
RAM MRTP 1X-Conservative
-1.94 1,000k 9/1/1993
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.93 10,000k 1/1/1991
19 Estlander & Partners
Global XL
-0.49 5,000k 8/1/1991
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.30 10,000k 1/1/1995
17 Quality Capital Management
Global Diversified Programme
-0.14 10,000k 12/1/1995
16 Superfund Group
Superfund Green Q-AG
-0.05 2k 3/1/1996
15 Eclipse Capital Management
Global Monetary
0.11 5,000k 8/1/1990
14 Tactical Investment Management
Tactical Institutional Commodity Program
0.52 10,000k 4/1/1993
13 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.60 100k 11/1/1984
12 Estlander & Partners
Alpha Trend
0.91 30,000k 10/1/1991
11 Mark J. Walsh Company
Standard Program
0.94 2,000k 9/1/1985
10 Hyman Beck and Company
Global Portfolio
1.38 1,000k 3/1/1991
9 Clarke Capital Management
Global Basic
1.49 50k 2/1/1996
8 Rabar Market Research
Diversified Program
1.54 2,000k 1/1/1989
7 DUNN Capital Management
D'Best Futures Fund, L.P.
3.06 100k 6/1/1994
6 Chesapeake Capital
Diversified (LV)
3.27 100k 2/1/1988
5 EMC Capital Advisors, LLC
Classic
4.10 5,000k 1/1/1985
4 Saxon Investment Corporation
Diversified Program
6.19 3,000k 9/1/1988
3 Clarke Capital Management
Worldwide
6.87 250k 1/1/1996
2 Dreiss Research Corporation
Diversified Program
10.60 1,000k 5/1/1991
1 Saxon Investment Corporation
Aggressive Diversified Program
11.65 2,000k 11/1/1993

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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