Trend Following Strategy Index For October 1998

Monthly Rankings

Rank CTA/Program Oct 1998 Min Inv Inception
31 Dreiss Research Corporation
Diversified Program
-10.09 1,000k 5/1/1991
30 RAM Management Group
MRTP Aggressive
-9.51 1,000k 2/1/1998
29 EMC Capital Advisors, LLC
Classic
-8.80 5,000k 1/1/1985
28 Hawksbill Capital Management
Global Diversified
-8.16 5,000k 11/1/1988
27 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.36 100k 6/1/1994
26 Clarke Capital Management
Millennium
-6.90 1,000k 1/1/1998
25 Clarke Capital Management
Worldwide
-6.10 250k 1/1/1996
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.75 0k 11/1/1996
23 Winton Capital Management
Diversified
-5.70 50,000k 10/1/1997
22 Estlander & Partners
Global XL
-5.20 5,000k 8/1/1991
21 Clarke Capital Management
Global Basic
-4.28 50k 2/1/1996
20 Rabar Market Research
Diversified Program
-4.05 2,000k 1/1/1989
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.02 10,000k 1/1/1991
18 Clarke Capital Management
Global Magnum
-3.29 100k 8/1/1997
17 Superfund Group
Superfund Green Q-AG
-3.21 2k 3/1/1996
16 Chesapeake Capital
Diversified (LV)
-3.21 100k 2/1/1988
15 Hyman Beck and Company
Global Portfolio
-2.94 1,000k 3/1/1991
14 Drury Capital
Diversified Trend-Following Program
-2.74 5,000k 5/1/1997
13 RAM Management Group
RAM MRTP 1X-Conservative
-2.62 1,000k 9/1/1993
12 Estlander & Partners
Alpha Trend
-2.14 30,000k 10/1/1991
11 Mark J. Walsh Company
Standard Program
-1.81 2,000k 9/1/1985
10 Tactical Investment Management
Tactical Institutional Commodity Program
-1.66 10,000k 4/1/1993
9 Quality Capital Management
Global Diversified Programme
-1.51 10,000k 12/1/1995
8 Eckhardt Trading Company
Evolution Strategies
0.39 20,000k 8/1/1991
7 Eckhardt Trading Company
Evolution Strategies 1.2X
0.57 10,000k 10/1/1991
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.86 10,000k 1/1/1995
5 Saxon Investment Corporation
Diversified Program
1.38 3,000k 9/1/1988
4 Eclipse Capital Management
Global Monetary
1.78 5,000k 8/1/1990
3 Saxon Investment Corporation
Aggressive Diversified Program
2.19 2,000k 11/1/1993
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.80 100k 11/1/1984
1 DUNN Capital Management
DUNN Combined Fund (DCF)
6.07 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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