Trend Following Strategy Index For May 1997

Monthly Rankings

Rank CTA/Program May 1997 Min Inv Inception
27 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.76 100k 5/1/1989
26 Dreiss Research Corporation
Diversified Program
-7.40 1,000k 5/1/1991
25 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.31 100k 6/1/1994
24 Clarke Capital Management
Global Basic
-7.12 50k 2/1/1996
23 Saxon Investment Corporation
Aggressive Diversified Program
-7.10 2,000k 11/1/1993
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.90 100k 11/1/1984
21 Saxon Investment Corporation
Diversified Program
-3.57 3,000k 9/1/1988
20 Mark J. Walsh Company
Standard Program
-2.58 2,000k 9/1/1985
19 Chesapeake Capital
Diversified (LV)
-2.28 100k 2/1/1988
18 Rabar Market Research
Diversified Program
-2.10 2,000k 1/1/1989
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.01 0k 11/1/1996
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.62 10,000k 1/1/1995
15 Estlander & Partners
Alpha Trend
-0.36 30,000k 10/1/1991
14 Clarke Capital Management
Worldwide
-0.13 250k 1/1/1996
13 Drury Capital
Diversified Trend-Following Program
0.00 5,000k 5/1/1997
12 Hyman Beck and Company
Global Portfolio
0.20 1,000k 3/1/1991
11 RAM Management Group
RAM MRTP 1X-Conservative
0.44 1,000k 9/1/1993
10 EMC Capital Advisors, LLC
Classic
1.10 5,000k 1/1/1985
9 Eckhardt Trading Company
Evolution Strategies
1.89 20,000k 8/1/1991
8 Eckhardt Trading Company
Evolution Strategies 1.2X
2.47 10,000k 10/1/1991
7 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.72 10,000k 1/1/1991
6 Eclipse Capital Management
Global Monetary
4.01 5,000k 8/1/1990
5 Estlander & Partners
Global XL
4.21 5,000k 8/1/1991
4 Quality Capital Management
Global Diversified Programme
5.56 10,000k 12/1/1995
3 Tactical Investment Management
Tactical Institutional Commodity Program
6.84 10,000k 4/1/1993
2 Hawksbill Capital Management
Global Diversified
6.86 5,000k 11/1/1988
1 Superfund Group
Superfund Green Q-AG
7.94 2k 3/1/1996

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan