Trend Following Strategy Index For June 1998

Monthly Rankings

Rank CTA/Program Jun 1998 Min Inv Inception
31 Estlander & Partners
Global XL
-10.78 5,000k 8/1/1991
30 RAM Management Group
MRTP Aggressive
-7.57 1,000k 2/1/1998
29 Clarke Capital Management
Millennium
-7.02 1,000k 1/1/1998
28 EMC Capital Advisors, LLC
Classic
-6.30 5,000k 1/1/1985
27 Saxon Investment Corporation
Aggressive Diversified Program
-6.06 2,000k 11/1/1993
26 Hawksbill Capital Management
Global Diversified
-3.86 5,000k 11/1/1988
25 Clarke Capital Management
Global Magnum
-3.28 100k 8/1/1997
24 Saxon Investment Corporation
Diversified Program
-3.19 3,000k 9/1/1988
23 Clarke Capital Management
Worldwide
-3.17 250k 1/1/1996
22 RAM Management Group
RAM MRTP 1X-Conservative
-2.73 1,000k 9/1/1993
21 Hyman Beck and Company
Global Portfolio
-2.28 1,000k 3/1/1991
20 Eclipse Capital Management
Global Monetary
-2.19 5,000k 8/1/1990
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.20 10,000k 1/1/1991
18 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.75 100k 5/1/1989
17 Chesapeake Capital
Diversified (LV)
-0.67 100k 2/1/1988
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.40 100k 11/1/1984
15 Clarke Capital Management
Global Basic
0.47 50k 2/1/1996
14 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.36 10,000k 1/1/1995
13 Eckhardt Trading Company
Evolution Strategies
1.57 20,000k 8/1/1991
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.73 0k 11/1/1996
11 Estlander & Partners
Alpha Trend
1.77 30,000k 10/1/1991
10 Superfund Group
Superfund Green Q-AG
1.96 2k 3/1/1996
9 Eckhardt Trading Company
Evolution Strategies 1.2X
2.04 10,000k 10/1/1991
8 Rabar Market Research
Diversified Program
2.12 2,000k 1/1/1989
7 Drury Capital
Diversified Trend-Following Program
2.20 5,000k 5/1/1997
6 Winton Capital Management
Diversified
2.97 50,000k 10/1/1997
5 DUNN Capital Management
D'Best Futures Fund, L.P.
3.39 100k 6/1/1994
4 Mark J. Walsh Company
Standard Program
3.43 2,000k 9/1/1985
3 Quality Capital Management
Global Diversified Programme
3.72 10,000k 12/1/1995
2 Dreiss Research Corporation
Diversified Program
3.77 1,000k 5/1/1991
1 Tactical Investment Management
Tactical Institutional Commodity Program
4.67 10,000k 4/1/1993

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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