Trend Following Strategy Index For November 1997

Monthly Rankings

Rank CTA/Program Nov 1997 Min Inv Inception
29 Dreiss Research Corporation
Diversified Program
-6.70 1,000k 5/1/1991
28 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.08 10,000k 10/1/1991
27 Saxon Investment Corporation
Aggressive Diversified Program
-4.69 2,000k 11/1/1993
26 Eckhardt Trading Company
Evolution Strategies
-3.54 20,000k 8/1/1991
25 Saxon Investment Corporation
Diversified Program
-2.43 3,000k 9/1/1988
24 Eclipse Capital Management
Global Monetary
-1.63 5,000k 8/1/1990
23 Estlander & Partners
Alpha Trend
-1.27 30,000k 10/1/1991
22 Quality Capital Management
Global Diversified Programme
-1.25 10,000k 12/1/1995
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.35 10,000k 1/1/1991
20 Tactical Investment Management
Tactical Institutional Commodity Program
0.13 10,000k 4/1/1993
19 Rabar Market Research
Diversified Program
0.51 2,000k 1/1/1989
18 RAM Management Group
RAM MRTP 1X-Conservative
0.53 1,000k 9/1/1993
17 Estlander & Partners
Global XL
0.67 5,000k 8/1/1991
16 Hawksbill Capital Management
Global Diversified
0.95 5,000k 11/1/1988
15 EMC Capital Advisors, LLC
Classic
1.00 5,000k 1/1/1985
14 Superfund Group
Superfund Green Q-AG
1.60 2k 3/1/1996
13 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.61 0k 11/1/1996
12 Clarke Capital Management
Worldwide
1.61 250k 1/1/1996
11 Hyman Beck and Company
Global Portfolio
1.65 1,000k 3/1/1991
10 Chesapeake Capital
Diversified (LV)
1.70 100k 2/1/1988
9 DUNN Capital Management
D'Best Futures Fund, L.P.
1.99 100k 6/1/1994
8 Clarke Capital Management
Global Magnum
3.60 100k 8/1/1997
7 Mark J. Walsh Company
Standard Program
5.52 2,000k 9/1/1985
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.72 10,000k 1/1/1995
5 DUNN Capital Management
DUNN Combined Fund (DCF)
5.93 100k 5/1/1989
4 Clarke Capital Management
Global Basic
8.01 50k 2/1/1996
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.80 100k 11/1/1984
2 Winton Capital Management
Diversified
9.96 50,000k 10/1/1997
1 Drury Capital
Diversified Trend-Following Program
17.34 5,000k 5/1/1997

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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