Trend Following Strategy Index For March 1997

Monthly Rankings

Rank CTA/Program Mar 1997 Min Inv Inception
26 Estlander & Partners
Global XL
-6.89 5,000k 8/1/1991
25 Superfund Group
Superfund Green Q-AG
-4.62 2k 3/1/1996
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.39 0k 11/1/1996
23 Dreiss Research Corporation
Diversified Program
-2.66 1,000k 5/1/1991
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.17 10,000k 1/1/1995
21 Tactical Investment Management
Tactical Institutional Commodity Program
-1.67 10,000k 4/1/1993
20 Chesapeake Capital
Diversified (LV)
-1.24 100k 2/1/1988
19 Clarke Capital Management
Worldwide
-1.14 250k 1/1/1996
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.14 10,000k 1/1/1991
17 Rabar Market Research
Diversified Program
-0.64 2,000k 1/1/1989
16 Hyman Beck and Company
Global Portfolio
-0.23 1,000k 3/1/1991
15 Estlander & Partners
Alpha Trend
0.76 30,000k 10/1/1991
14 RAM Management Group
RAM MRTP 1X-Conservative
0.83 1,000k 9/1/1993
13 Eclipse Capital Management
Global Monetary
1.67 5,000k 8/1/1990
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.20 100k 11/1/1984
11 DUNN Capital Management
D'Best Futures Fund, L.P.
2.41 100k 6/1/1994
10 Quality Capital Management
Global Diversified Programme
2.71 10,000k 12/1/1995
9 EMC Capital Advisors, LLC
Classic
4.00 5,000k 1/1/1985
8 Clarke Capital Management
Global Basic
4.03 50k 2/1/1996
7 DUNN Capital Management
DUNN Combined Fund (DCF)
5.26 100k 5/1/1989
6 Saxon Investment Corporation
Diversified Program
5.48 3,000k 9/1/1988
5 Eckhardt Trading Company
Evolution Strategies
6.60 20,000k 8/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
7.72 10,000k 10/1/1991
3 Mark J. Walsh Company
Standard Program
10.61 2,000k 9/1/1985
2 Saxon Investment Corporation
Aggressive Diversified Program
12.09 2,000k 11/1/1993
1 Hawksbill Capital Management
Global Diversified
13.78 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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