Trend Following Strategy Index For February 1997

Monthly Rankings

Rank CTA/Program Feb 1997 Min Inv Inception
26 Eclipse Capital Management
Global Monetary
-0.41 5,000k 8/1/1990
25 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.33 100k 6/1/1994
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.20 100k 11/1/1984
23 Estlander & Partners
Global XL
0.78 5,000k 8/1/1991
22 Hyman Beck and Company
Global Portfolio
1.69 1,000k 3/1/1991
21 DUNN Capital Management
DUNN Combined Fund (DCF)
3.05 100k 5/1/1989
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.82 0k 11/1/1996
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.21 10,000k 1/1/1991
18 RAM Management Group
RAM MRTP 1X-Conservative
4.26 1,000k 9/1/1993
17 Quality Capital Management
Global Diversified Programme
4.57 10,000k 12/1/1995
16 Rabar Market Research
Diversified Program
5.07 2,000k 1/1/1989
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.12 10,000k 1/1/1995
14 Chesapeake Capital
Diversified (LV)
5.48 100k 2/1/1988
13 Estlander & Partners
Alpha Trend
6.25 30,000k 10/1/1991
12 Clarke Capital Management
Global Basic
6.43 50k 2/1/1996
11 Eckhardt Trading Company
Evolution Strategies
6.91 20,000k 8/1/1991
10 Superfund Group
Superfund Green Q-AG
8.24 2k 3/1/1996
9 Tactical Investment Management
Tactical Institutional Commodity Program
8.51 10,000k 4/1/1993
8 Clarke Capital Management
Worldwide
8.56 250k 1/1/1996
7 EMC Capital Advisors, LLC
Classic
8.60 5,000k 1/1/1985
6 Eckhardt Trading Company
Evolution Strategies 1.2X
8.97 10,000k 10/1/1991
5 Hawksbill Capital Management
Global Diversified
10.71 5,000k 11/1/1988
4 Saxon Investment Corporation
Diversified Program
10.73 3,000k 9/1/1988
3 Dreiss Research Corporation
Diversified Program
11.39 1,000k 5/1/1991
2 Mark J. Walsh Company
Standard Program
13.73 2,000k 9/1/1985
1 Saxon Investment Corporation
Aggressive Diversified Program
19.29 2,000k 11/1/1993

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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