Trend Following Strategy Index For June 1997

Monthly Rankings

Rank CTA/Program Jun 1997 Min Inv Inception
27 Dreiss Research Corporation
Diversified Program
-19.13 1,000k 5/1/1991
26 Tactical Investment Management
Tactical Institutional Commodity Program
-9.36 10,000k 4/1/1993
25 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.41 100k 6/1/1994
24 Quality Capital Management
Global Diversified Programme
-3.32 10,000k 12/1/1995
23 Hawksbill Capital Management
Global Diversified
-1.47 5,000k 11/1/1988
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.84 10,000k 1/1/1991
21 Rabar Market Research
Diversified Program
-0.11 2,000k 1/1/1989
20 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.20 10,000k 1/1/1995
19 Eclipse Capital Management
Global Monetary
0.34 5,000k 8/1/1990
18 RAM Management Group
RAM MRTP 1X-Conservative
0.72 1,000k 9/1/1993
17 Clarke Capital Management
Worldwide
0.76 250k 1/1/1996
16 EMC Capital Advisors, LLC
Classic
0.90 5,000k 1/1/1985
15 Estlander & Partners
Alpha Trend
1.42 30,000k 10/1/1991
14 Chesapeake Capital
Diversified (LV)
1.44 100k 2/1/1988
13 Hyman Beck and Company
Global Portfolio
1.79 1,000k 3/1/1991
12 Saxon Investment Corporation
Diversified Program
2.65 3,000k 9/1/1988
11 Mark J. Walsh Company
Standard Program
3.75 2,000k 9/1/1985
10 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.89 0k 11/1/1996
9 Saxon Investment Corporation
Aggressive Diversified Program
4.23 2,000k 11/1/1993
8 Estlander & Partners
Global XL
4.58 5,000k 8/1/1991
7 DUNN Capital Management
DUNN Combined Fund (DCF)
5.22 100k 5/1/1989
6 Eckhardt Trading Company
Evolution Strategies
5.39 20,000k 8/1/1991
5 Eckhardt Trading Company
Evolution Strategies 1.2X
6.35 10,000k 10/1/1991
4 Superfund Group
Superfund Green Q-AG
7.41 2k 3/1/1996
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.40 100k 11/1/1984
2 Clarke Capital Management
Global Basic
10.81 50k 2/1/1996
1 Drury Capital
Diversified Trend-Following Program
14.98 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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