Trend Following Strategy Index For May 1998

Monthly Rankings

Rank CTA/Program May 1998 Min Inv Inception
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.80 100k 11/1/1984
30 Hawksbill Capital Management
Global Diversified
-1.66 5,000k 11/1/1988
29 Quality Capital Management
Global Diversified Programme
-1.35 10,000k 12/1/1995
28 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.95 100k 5/1/1989
27 EMC Capital Advisors, LLC
Classic
-0.60 5,000k 1/1/1985
26 Saxon Investment Corporation
Aggressive Diversified Program
-0.05 2,000k 11/1/1993
25 Saxon Investment Corporation
Diversified Program
0.29 3,000k 9/1/1988
24 DUNN Capital Management
D'Best Futures Fund, L.P.
0.82 100k 6/1/1994
23 Estlander & Partners
Alpha Trend
1.37 30,000k 10/1/1991
22 Eckhardt Trading Company
Evolution Strategies
1.89 20,000k 8/1/1991
21 Eckhardt Trading Company
Evolution Strategies 1.2X
2.28 10,000k 10/1/1991
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.60 10,000k 1/1/1991
19 RAM Management Group
RAM MRTP 1X-Conservative
2.66 1,000k 9/1/1993
18 Eclipse Capital Management
Global Monetary
2.81 5,000k 8/1/1990
17 Mark J. Walsh Company
Standard Program
2.82 2,000k 9/1/1985
16 Hyman Beck and Company
Global Portfolio
3.23 1,000k 3/1/1991
15 Tactical Investment Management
Tactical Institutional Commodity Program
3.27 10,000k 4/1/1993
14 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.51 0k 11/1/1996
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.55 10,000k 1/1/1995
12 Chesapeake Capital
Diversified (LV)
3.62 100k 2/1/1988
11 Rabar Market Research
Diversified Program
4.17 2,000k 1/1/1989
10 RAM Management Group
MRTP Aggressive
4.20 1,000k 2/1/1998
9 Dreiss Research Corporation
Diversified Program
6.34 1,000k 5/1/1991
8 Clarke Capital Management
Worldwide
6.40 250k 1/1/1996
7 Drury Capital
Diversified Trend-Following Program
7.78 5,000k 5/1/1997
6 Winton Capital Management
Diversified
8.53 50,000k 10/1/1997
5 Superfund Group
Superfund Green Q-AG
8.74 2k 3/1/1996
4 Estlander & Partners
Global XL
9.99 5,000k 8/1/1991
3 Clarke Capital Management
Global Basic
12.86 50k 2/1/1996
2 Clarke Capital Management
Global Magnum
16.38 100k 8/1/1997
1 Clarke Capital Management
Millennium
16.89 1,000k 1/1/1998

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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