Trend Following Strategy Index For February 1996

Monthly Rankings

Rank CTA/Program Feb 1996 Min Inv Inception
24 DUNN Capital Management
D'Best Futures Fund, L.P.
-27.28 100k 6/1/1994
23 DUNN Capital Management
DUNN Combined Fund (DCF)
-18.06 100k 5/1/1989
22 EMC Capital Advisors, LLC
Classic
-16.50 5,000k 1/1/1985
21 Estlander & Partners
Global XL
-15.81 5,000k 8/1/1991
20 Saxon Investment Corporation
Aggressive Diversified Program
-13.44 2,000k 11/1/1993
19 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.30 100k 11/1/1984
18 Dreiss Research Corporation
Diversified Program
-11.64 1,000k 5/1/1991
17 Rabar Market Research
Diversified Program
-9.52 2,000k 1/1/1989
16 Mark J. Walsh Company
Standard Program
-9.36 2,000k 9/1/1985
15 Quality Capital Management
Global Diversified Programme
-8.50 10,000k 12/1/1995
14 Eckhardt Trading Company
Evolution Strategies 1.2X
-8.27 10,000k 10/1/1991
13 Hyman Beck and Company
Global Portfolio
-8.23 1,000k 3/1/1991
12 Saxon Investment Corporation
Diversified Program
-7.22 3,000k 9/1/1988
11 Hawksbill Capital Management
Global Diversified
-7.18 5,000k 11/1/1988
10 Estlander & Partners
Alpha Trend
-6.73 30,000k 10/1/1991
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.65 10,000k 1/1/1995
8 Eckhardt Trading Company
Evolution Strategies
-5.40 20,000k 8/1/1991
7 Chesapeake Capital
Diversified (LV)
-4.26 100k 2/1/1988
6 RAM Management Group
RAM MRTP 1X-Conservative
-3.37 1,000k 9/1/1993
5 Tactical Investment Management
Tactical Institutional Commodity Program
-3.29 10,000k 4/1/1993
4 Clarke Capital Management
Worldwide
-0.90 250k 1/1/1996
3 Eclipse Capital Management
Global Monetary
-0.07 5,000k 8/1/1990
2 Clarke Capital Management
Global Basic
0.00 50k 2/1/1996
1 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.40 10,000k 1/1/1991

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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