Trend Following Strategy Index For April 1998

Monthly Rankings

Rank CTA/Program Apr 1998 Min Inv Inception
31 Hawksbill Capital Management
Global Diversified
-19.50 5,000k 11/1/1988
30 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.26 100k 6/1/1994
29 Estlander & Partners
Global XL
-15.40 5,000k 8/1/1991
28 DUNN Capital Management
DUNN Combined Fund (DCF)
-13.25 100k 5/1/1989
27 Clarke Capital Management
Millennium
-12.67 1,000k 1/1/1998
26 RAM Management Group
MRTP Aggressive
-11.45 1,000k 2/1/1998
25 Mark J. Walsh Company
Standard Program
-11.09 2,000k 9/1/1985
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-11.00 100k 11/1/1984
23 Eclipse Capital Management
Global Monetary
-10.67 5,000k 8/1/1990
22 EMC Capital Advisors, LLC
Classic
-10.60 5,000k 1/1/1985
21 Clarke Capital Management
Global Basic
-8.76 50k 2/1/1996
20 Quality Capital Management
Global Diversified Programme
-8.02 10,000k 12/1/1995
19 Saxon Investment Corporation
Aggressive Diversified Program
-7.84 2,000k 11/1/1993
18 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.55 10,000k 10/1/1991
17 Rabar Market Research
Diversified Program
-6.43 2,000k 1/1/1989
16 Drury Capital
Diversified Trend-Following Program
-5.46 5,000k 5/1/1997
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.43 10,000k 1/1/1995
14 Eckhardt Trading Company
Evolution Strategies
-5.17 20,000k 8/1/1991
13 Superfund Group
Superfund Green Q-AG
-4.81 2k 3/1/1996
12 Clarke Capital Management
Global Magnum
-4.72 100k 8/1/1997
11 RAM Management Group
RAM MRTP 1X-Conservative
-4.55 1,000k 9/1/1993
10 Saxon Investment Corporation
Diversified Program
-4.42 3,000k 9/1/1988
9 Estlander & Partners
Alpha Trend
-4.29 30,000k 10/1/1991
8 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.20 10,000k 1/1/1991
7 Hyman Beck and Company
Global Portfolio
-3.56 1,000k 3/1/1991
6 Tactical Investment Management
Tactical Institutional Commodity Program
-3.55 10,000k 4/1/1993
5 Clarke Capital Management
Worldwide
-3.22 250k 1/1/1996
4 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.78 0k 11/1/1996
3 Chesapeake Capital
Diversified (LV)
-2.16 100k 2/1/1988
2 Winton Capital Management
Diversified
-1.63 50,000k 10/1/1997
1 Dreiss Research Corporation
Diversified Program
0.58 1,000k 5/1/1991

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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