Trend Following Strategy Index For January 1997

Monthly Rankings

Rank CTA/Program Jan 1997 Min Inv Inception
26 Dreiss Research Corporation
Diversified Program
-1.50 1,000k 5/1/1991
25 Chesapeake Capital
Diversified (LV)
1.86 100k 2/1/1988
24 Eclipse Capital Management
Global Monetary
2.07 5,000k 8/1/1990
23 Quality Capital Management
Global Diversified Programme
2.22 10,000k 12/1/1995
22 RAM Management Group
RAM MRTP 1X-Conservative
2.32 1,000k 9/1/1993
21 Estlander & Partners
Global XL
2.54 5,000k 8/1/1991
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.38 0k 11/1/1996
19 Superfund Group
Superfund Green Q-AG
3.46 2k 3/1/1996
18 Clarke Capital Management
Global Basic
3.58 50k 2/1/1996
17 Clarke Capital Management
Worldwide
3.81 250k 1/1/1996
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.12 10,000k 1/1/1991
15 Saxon Investment Corporation
Diversified Program
4.12 3,000k 9/1/1988
14 Estlander & Partners
Alpha Trend
5.04 30,000k 10/1/1991
13 Rabar Market Research
Diversified Program
5.37 2,000k 1/1/1989
12 EMC Capital Advisors, LLC
Classic
5.60 5,000k 1/1/1985
11 Saxon Investment Corporation
Aggressive Diversified Program
6.83 2,000k 11/1/1993
10 Hyman Beck and Company
Global Portfolio
8.76 1,000k 3/1/1991
9 Tactical Investment Management
Tactical Institutional Commodity Program
9.12 10,000k 4/1/1993
8 Transtrend B.V.
DTP – Enhanced Risk (USD)
9.64 10,000k 1/1/1995
7 Mark J. Walsh Company
Standard Program
10.30 2,000k 9/1/1985
6 Hawksbill Capital Management
Global Diversified
10.73 5,000k 11/1/1988
5 DUNN Capital Management
D'Best Futures Fund, L.P.
11.43 100k 6/1/1994
4 Eckhardt Trading Company
Evolution Strategies
12.66 20,000k 8/1/1991
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
17.80 100k 11/1/1984
2 Eckhardt Trading Company
Evolution Strategies 1.2X
18.53 10,000k 10/1/1991
1 DUNN Capital Management
DUNN Combined Fund (DCF)
21.26 100k 5/1/1989

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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