Trend Following Strategy Index For July 1997

Monthly Rankings

Rank CTA/Program Jul 1997 Min Inv Inception
27 Dreiss Research Corporation
Diversified Program
-1.83 1,000k 5/1/1991
26 RAM Management Group
RAM MRTP 1X-Conservative
2.25 1,000k 9/1/1993
25 Quality Capital Management
Global Diversified Programme
2.75 10,000k 12/1/1995
24 Clarke Capital Management
Worldwide
4.88 250k 1/1/1996
23 Estlander & Partners
Alpha Trend
5.50 30,000k 10/1/1991
22 Chesapeake Capital
Diversified (LV)
6.24 100k 2/1/1988
21 Saxon Investment Corporation
Diversified Program
6.90 3,000k 9/1/1988
20 EMC Capital Advisors, LLC
Classic
7.50 5,000k 1/1/1985
19 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.86 0k 11/1/1996
18 Eclipse Capital Management
Global Monetary
8.80 5,000k 8/1/1990
17 Eckhardt Trading Company
Evolution Strategies
9.18 20,000k 8/1/1991
16 Saxon Investment Corporation
Aggressive Diversified Program
10.49 2,000k 11/1/1993
15 Hyman Beck and Company
Global Portfolio
10.78 1,000k 3/1/1991
14 Eckhardt Trading Company
Evolution Strategies 1.2X
11.08 10,000k 10/1/1991
13 Superfund Group
Superfund Green Q-AG
11.32 2k 3/1/1996
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
11.36 10,000k 1/1/1991
11 Tactical Investment Management
Tactical Institutional Commodity Program
12.24 10,000k 4/1/1993
10 Drury Capital
Diversified Trend-Following Program
12.49 5,000k 5/1/1997
9 Clarke Capital Management
Global Basic
13.78 50k 2/1/1996
8 Mark J. Walsh Company
Standard Program
14.20 2,000k 9/1/1985
7 Rabar Market Research
Diversified Program
14.84 2,000k 1/1/1989
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.80 100k 11/1/1984
5 Transtrend B.V.
DTP – Enhanced Risk (USD)
19.27 10,000k 1/1/1995
4 Estlander & Partners
Global XL
19.93 5,000k 8/1/1991
3 Hawksbill Capital Management
Global Diversified
26.07 5,000k 11/1/1988
2 DUNN Capital Management
D'Best Futures Fund, L.P.
26.72 100k 6/1/1994
1 DUNN Capital Management
DUNN Combined Fund (DCF)
26.75 100k 5/1/1989

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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