Trend Following Strategy Index For July 1998

Monthly Rankings

Rank CTA/Program Jul 1998 Min Inv Inception
31 Hawksbill Capital Management
Global Diversified
-6.24 5,000k 11/1/1988
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.75 10,000k 1/1/1995
29 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
28 Eclipse Capital Management
Global Monetary
-3.46 5,000k 8/1/1990
27 Mark J. Walsh Company
Standard Program
-2.73 2,000k 9/1/1985
26 Clarke Capital Management
Global Magnum
-2.40 100k 8/1/1997
25 Quality Capital Management
Global Diversified Programme
-2.22 10,000k 12/1/1995
24 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.02 10,000k 10/1/1991
23 Hyman Beck and Company
Global Portfolio
-2.01 1,000k 3/1/1991
22 Eckhardt Trading Company
Evolution Strategies
-1.59 20,000k 8/1/1991
21 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.40 100k 11/1/1984
20 Drury Capital
Diversified Trend-Following Program
-1.38 5,000k 5/1/1997
19 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.32 100k 5/1/1989
18 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.30 100k 6/1/1994
17 Clarke Capital Management
Global Basic
-1.27 50k 2/1/1996
16 RAM Management Group
MRTP Aggressive
-1.02 1,000k 2/1/1998
15 Tactical Investment Management
Tactical Institutional Commodity Program
-0.84 10,000k 4/1/1993
14 Clarke Capital Management
Worldwide
-0.56 250k 1/1/1996
13 Estlander & Partners
Global XL
-0.11 5,000k 8/1/1991
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.10 10,000k 1/1/1991
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.68 0k 11/1/1996
10 RAM Management Group
RAM MRTP 1X-Conservative
0.72 1,000k 9/1/1993
9 Saxon Investment Corporation
Aggressive Diversified Program
0.77 2,000k 11/1/1993
8 Saxon Investment Corporation
Diversified Program
0.80 3,000k 9/1/1988
7 Rabar Market Research
Diversified Program
1.16 2,000k 1/1/1989
6 Winton Capital Management
Diversified
1.51 50,000k 10/1/1997
5 Estlander & Partners
Alpha Trend
1.62 30,000k 10/1/1991
4 Chesapeake Capital
Diversified (LV)
3.03 100k 2/1/1988
3 Clarke Capital Management
Millennium
4.13 1,000k 1/1/1998
2 Dreiss Research Corporation
Diversified Program
7.74 1,000k 5/1/1991
1 Superfund Group
Superfund Green Q-AG
10.40 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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