Trend Following Strategy Index For December 1997

Monthly Rankings

Rank CTA/Program Dec 1997 Min Inv Inception
29 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.91 10,000k 10/1/1991
28 Eckhardt Trading Company
Evolution Strategies
-2.35 20,000k 8/1/1991
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.50 100k 11/1/1984
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.62 10,000k 1/1/1991
25 RAM Management Group
RAM MRTP 1X-Conservative
1.98 1,000k 9/1/1993
24 DUNN Capital Management
DUNN Combined Fund (DCF)
2.04 100k 5/1/1989
23 DUNN Capital Management
D'Best Futures Fund, L.P.
2.48 100k 6/1/1994
22 Saxon Investment Corporation
Diversified Program
2.64 3,000k 9/1/1988
21 Hyman Beck and Company
Global Portfolio
2.75 1,000k 3/1/1991
20 Saxon Investment Corporation
Aggressive Diversified Program
3.56 2,000k 11/1/1993
19 Drury Capital
Diversified Trend-Following Program
3.64 5,000k 5/1/1997
18 Eclipse Capital Management
Global Monetary
3.66 5,000k 8/1/1990
17 Tactical Investment Management
Tactical Institutional Commodity Program
3.93 10,000k 4/1/1993
16 Rabar Market Research
Diversified Program
4.24 2,000k 1/1/1989
15 Dreiss Research Corporation
Diversified Program
4.42 1,000k 5/1/1991
14 Chesapeake Capital
Diversified (LV)
4.88 100k 2/1/1988
13 Estlander & Partners
Global XL
5.32 5,000k 8/1/1991
12 Clarke Capital Management
Worldwide
5.57 250k 1/1/1996
11 Superfund Group
Superfund Green Q-AG
5.58 2k 3/1/1996
10 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.68 0k 11/1/1996
9 EMC Capital Advisors, LLC
Classic
5.90 5,000k 1/1/1985
8 Estlander & Partners
Alpha Trend
6.47 30,000k 10/1/1991
7 Quality Capital Management
Global Diversified Programme
7.56 10,000k 12/1/1995
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.95 10,000k 1/1/1995
5 Winton Capital Management
Diversified
8.14 50,000k 10/1/1997
4 Mark J. Walsh Company
Standard Program
9.59 2,000k 9/1/1985
3 Clarke Capital Management
Global Magnum
12.35 100k 8/1/1997
2 Clarke Capital Management
Global Basic
12.98 50k 2/1/1996
1 Hawksbill Capital Management
Global Diversified
14.80 5,000k 11/1/1988

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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