Trend Following Strategy Index For December 1996

Monthly Rankings

Rank CTA/Program Dec 1996 Min Inv Inception
26 Hawksbill Capital Management
Global Diversified
-26.29 5,000k 11/1/1988
25 Saxon Investment Corporation
Aggressive Diversified Program
-17.53 2,000k 11/1/1993
24 Clarke Capital Management
Global Basic
-15.76 50k 2/1/1996
23 Saxon Investment Corporation
Diversified Program
-11.53 3,000k 9/1/1988
22 Mark J. Walsh Company
Standard Program
-10.74 2,000k 9/1/1985
21 Hyman Beck and Company
Global Portfolio
-8.71 1,000k 3/1/1991
20 EMC Capital Advisors, LLC
Classic
-8.70 5,000k 1/1/1985
19 Clarke Capital Management
Worldwide
-8.48 250k 1/1/1996
18 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.36 100k 5/1/1989
17 Eckhardt Trading Company
Evolution Strategies 1.2X
-7.64 10,000k 10/1/1991
16 Estlander & Partners
Global XL
-7.39 5,000k 8/1/1991
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.10 100k 11/1/1984
14 Tactical Investment Management
Tactical Institutional Commodity Program
-6.33 10,000k 4/1/1993
13 Superfund Group
Superfund Green Q-AG
-6.07 2k 3/1/1996
12 Eckhardt Trading Company
Evolution Strategies
-5.51 20,000k 8/1/1991
11 Rabar Market Research
Diversified Program
-5.08 2,000k 1/1/1989
10 Chesapeake Capital
Diversified (LV)
-4.30 100k 2/1/1988
9 Estlander & Partners
Alpha Trend
-4.09 30,000k 10/1/1991
8 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.12 10,000k 1/1/1995
7 Eclipse Capital Management
Global Monetary
-2.19 5,000k 8/1/1990
6 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.93 10,000k 1/1/1991
5 RAM Management Group
RAM MRTP 1X-Conservative
-0.90 1,000k 9/1/1993
4 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.25 100k 6/1/1994
3 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.96 0k 11/1/1996
2 Quality Capital Management
Global Diversified Programme
4.64 10,000k 12/1/1995
1 Dreiss Research Corporation
Diversified Program
7.58 1,000k 5/1/1991

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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