Trend Following Strategy Index For August 1996

Monthly Rankings

Rank CTA/Program Aug 1996 Min Inv Inception
25 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.39 100k 5/1/1989
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.20 100k 11/1/1984
23 Hawksbill Capital Management
Global Diversified
-5.12 5,000k 11/1/1988
22 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.17 100k 6/1/1994
21 RAM Management Group
RAM MRTP 1X-Conservative
-3.13 1,000k 9/1/1993
20 EMC Capital Advisors, LLC
Classic
-2.80 5,000k 1/1/1985
19 Dreiss Research Corporation
Diversified Program
-2.17 1,000k 5/1/1991
18 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.95 10,000k 10/1/1991
17 Clarke Capital Management
Worldwide
-1.94 250k 1/1/1996
16 Rabar Market Research
Diversified Program
-1.30 2,000k 1/1/1989
15 Eckhardt Trading Company
Evolution Strategies
-1.20 20,000k 8/1/1991
14 Hyman Beck and Company
Global Portfolio
-1.15 1,000k 3/1/1991
13 Mark J. Walsh Company
Standard Program
-1.06 2,000k 9/1/1985
12 Clarke Capital Management
Global Basic
-0.90 50k 2/1/1996
11 Estlander & Partners
Alpha Trend
-0.45 30,000k 10/1/1991
10 Quality Capital Management
Global Diversified Programme
0.19 10,000k 12/1/1995
9 Chesapeake Capital
Diversified (LV)
0.57 100k 2/1/1988
8 Superfund Group
Superfund Green Q-AG
0.75 2k 3/1/1996
7 Saxon Investment Corporation
Aggressive Diversified Program
0.97 2,000k 11/1/1993
6 Saxon Investment Corporation
Diversified Program
1.54 3,000k 9/1/1988
5 Estlander & Partners
Global XL
2.36 5,000k 8/1/1991
4 Eclipse Capital Management
Global Monetary
3.04 5,000k 8/1/1990
3 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.05 10,000k 1/1/1991
2 Tactical Investment Management
Tactical Institutional Commodity Program
4.17 10,000k 4/1/1993
1 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.26 10,000k 1/1/1995

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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