Trend Following Strategy Index For February 1998

Monthly Rankings

Rank CTA/Program Feb 1998 Min Inv Inception
31 Clarke Capital Management
Millennium
-6.94 1,000k 1/1/1998
30 Clarke Capital Management
Global Basic
-5.86 50k 2/1/1996
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.30 100k 11/1/1984
28 Estlander & Partners
Global XL
-4.91 5,000k 8/1/1991
27 Clarke Capital Management
Global Magnum
-4.75 100k 8/1/1997
26 Saxon Investment Corporation
Aggressive Diversified Program
-4.55 2,000k 11/1/1993
25 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.97 100k 6/1/1994
24 Tactical Investment Management
Tactical Institutional Commodity Program
-3.36 10,000k 4/1/1993
23 Eclipse Capital Management
Global Monetary
-3.12 5,000k 8/1/1990
22 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.04 100k 5/1/1989
21 Saxon Investment Corporation
Diversified Program
-2.45 3,000k 9/1/1988
20 RAM Management Group
RAM MRTP 1X-Conservative
-1.26 1,000k 9/1/1993
19 Hawksbill Capital Management
Global Diversified
-0.84 5,000k 11/1/1988
18 Hyman Beck and Company
Global Portfolio
-0.41 1,000k 3/1/1991
17 Clarke Capital Management
Worldwide
-0.35 250k 1/1/1996
16 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.25 10,000k 1/1/1991
15 RAM Management Group
MRTP Aggressive
0.00 1,000k 2/1/1998
14 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.21 10,000k 1/1/1995
13 Rabar Market Research
Diversified Program
1.55 2,000k 1/1/1989
12 Dreiss Research Corporation
Diversified Program
1.70 1,000k 5/1/1991
11 Eckhardt Trading Company
Evolution Strategies
2.48 20,000k 8/1/1991
10 Quality Capital Management
Global Diversified Programme
2.69 10,000k 12/1/1995
9 Winton Capital Management
Diversified
3.27 50,000k 10/1/1997
8 EMC Capital Advisors, LLC
Classic
3.30 5,000k 1/1/1985
7 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.46 0k 11/1/1996
6 Eckhardt Trading Company
Evolution Strategies 1.2X
3.70 10,000k 10/1/1991
5 Superfund Group
Superfund Green Q-AG
4.58 2k 3/1/1996
4 Mark J. Walsh Company
Standard Program
4.64 2,000k 9/1/1985
3 Estlander & Partners
Alpha Trend
4.71 30,000k 10/1/1991
2 Chesapeake Capital
Diversified (LV)
6.06 100k 2/1/1988
1 Drury Capital
Diversified Trend-Following Program
6.11 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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