Trend Following Strategy Index For November 1998

Monthly Rankings

Rank CTA/Program Nov 1998 Min Inv Inception
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.70 100k 11/1/1984
31 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.47 100k 6/1/1994
30 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.96 100k 5/1/1989
29 Dreiss Research Corporation
Diversified Program
-7.87 1,000k 5/1/1991
28 Hyman Beck and Company
Global Portfolio
-5.68 1,000k 3/1/1991
27 Saxon Investment Corporation
Aggressive Diversified Program
-5.56 2,000k 11/1/1993
26 Tactical Investment Management
Tactical Institutional Commodity Program
-5.15 10,000k 4/1/1993
25 Estlander & Partners
Alpha Trend
-4.30 30,000k 10/1/1991
24 Rabar Market Research
Diversified Program
-3.75 2,000k 1/1/1989
23 Saxon Investment Corporation
Diversified Program
-3.08 3,000k 9/1/1988
22 EMC Capital Advisors, LLC
Classic
-3.00 5,000k 1/1/1985
21 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.69 0k 11/1/1996
20 Eclipse Capital Management
Global Monetary
-2.33 5,000k 8/1/1990
19 Clarke Capital Management
Global Magnum
-2.05 100k 8/1/1997
18 Chesapeake Capital
Diversified (LV)
-1.68 100k 2/1/1988
17 Estlander & Partners
Global XL
-1.35 5,000k 8/1/1991
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.06 10,000k 1/1/1995
15 Eckhardt Trading Company
Evolution Strategies
-0.15 20,000k 8/1/1991
13 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
14 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
12 Mark J. Walsh Company
Standard Program
0.58 2,000k 9/1/1985
11 Clarke Capital Management
Global Basic
0.59 50k 2/1/1996
10 Hawksbill Capital Management
Global Diversified
0.92 5,000k 11/1/1988
9 Winton Capital Management
Diversified
1.15 50,000k 10/1/1997
8 Clarke Capital Management
Worldwide
1.33 250k 1/1/1996
7 RAM Management Group
RAM MRTP 1X-Conservative
2.28 1,000k 9/1/1993
6 Quality Capital Management
Global Diversified Programme
2.96 10,000k 12/1/1995
5 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.19 10,000k 1/1/1991
4 Drury Capital
Diversified Trend-Following Program
4.25 5,000k 5/1/1997
3 Clarke Capital Management
Millennium
5.45 1,000k 1/1/1998
2 RAM Management Group
MRTP Aggressive
5.77 1,000k 2/1/1998
1 Superfund Group
Superfund Green Q-AG
13.77 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.

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