Trend Following Strategy Index For September 1997

Monthly Rankings

Rank CTA/Program Sep 1997 Min Inv Inception
28 Quality Capital Management
Global Diversified Programme
-2.83 10,000k 12/1/1995
27 Drury Capital
Diversified Trend-Following Program
-2.08 5,000k 5/1/1997
26 RAM Management Group
RAM MRTP 1X-Conservative
-1.25 1,000k 9/1/1993
25 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.60 0k 11/1/1996
23 Superfund Group
Superfund Green Q-AG
0.80 2k 3/1/1996
22 Estlander & Partners
Alpha Trend
1.19 30,000k 10/1/1991
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.87 10,000k 1/1/1995
20 Hyman Beck and Company
Global Portfolio
2.13 1,000k 3/1/1991
19 Rabar Market Research
Diversified Program
3.11 2,000k 1/1/1989
18 Dreiss Research Corporation
Diversified Program
3.20 1,000k 5/1/1991
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.55 10,000k 1/1/1991
16 Mark J. Walsh Company
Standard Program
3.87 2,000k 9/1/1985
15 Tactical Investment Management
Tactical Institutional Commodity Program
4.03 10,000k 4/1/1993
14 Eclipse Capital Management
Global Monetary
5.00 5,000k 8/1/1990
13 Chesapeake Capital
Diversified (LV)
5.06 100k 2/1/1988
12 Clarke Capital Management
Worldwide
6.11 250k 1/1/1996
11 DUNN Capital Management
DUNN Combined Fund (DCF)
6.20 100k 5/1/1989
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.50 100k 11/1/1984
9 Eckhardt Trading Company
Evolution Strategies
6.51 20,000k 8/1/1991
8 Hawksbill Capital Management
Global Diversified
6.84 5,000k 11/1/1988
7 Eckhardt Trading Company
Evolution Strategies 1.2X
8.00 10,000k 10/1/1991
6 Estlander & Partners
Global XL
8.32 5,000k 8/1/1991
5 DUNN Capital Management
D'Best Futures Fund, L.P.
9.73 100k 6/1/1994
4 Saxon Investment Corporation
Diversified Program
10.85 3,000k 9/1/1988
3 Saxon Investment Corporation
Aggressive Diversified Program
19.32 2,000k 11/1/1993
2 Clarke Capital Management
Global Magnum
20.54 100k 8/1/1997
1 Clarke Capital Management
Global Basic
20.93 50k 2/1/1996

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.

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