Trend Following Strategy Index For August 1998

Monthly Rankings

Rank CTA/Program Aug 1998 Min Inv Inception
31 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.36 0k 11/1/1996
30 Estlander & Partners
Alpha Trend
5.64 30,000k 10/1/1991
29 Chesapeake Capital
Diversified (LV)
7.27 100k 2/1/1988
28 RAM Management Group
RAM MRTP 1X-Conservative
9.14 1,000k 9/1/1993
27 Superfund Group
Superfund Green Q-AG
9.88 2k 3/1/1996
26 Winton Capital Management
Diversified
10.99 50,000k 10/1/1997
25 Eclipse Capital Management
Global Monetary
13.15 5,000k 8/1/1990
24 Hyman Beck and Company
Global Portfolio
13.70 1,000k 3/1/1991
23 Quality Capital Management
Global Diversified Programme
15.43 10,000k 12/1/1995
22 Dreiss Research Corporation
Diversified Program
16.20 1,000k 5/1/1991
21 Tactical Investment Management
Tactical Institutional Commodity Program
16.37 10,000k 4/1/1993
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
16.50 10,000k 1/1/1991
19 Drury Capital
Diversified Trend-Following Program
19.34 5,000k 5/1/1997
18 Rabar Market Research
Diversified Program
19.37 2,000k 1/1/1989
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
19.57 10,000k 1/1/1995
16 DUNN Capital Management
DUNN Combined Fund (DCF)
19.91 100k 5/1/1989
15 Clarke Capital Management
Worldwide
21.67 250k 1/1/1996
14 Eckhardt Trading Company
Evolution Strategies
25.28 20,000k 8/1/1991
13 DUNN Capital Management
D'Best Futures Fund, L.P.
25.46 100k 6/1/1994
12 Saxon Investment Corporation
Diversified Program
27.38 3,000k 9/1/1988
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
27.50 100k 11/1/1984
10 RAM Management Group
MRTP Aggressive
27.79 1,000k 2/1/1998
9 Estlander & Partners
Global XL
28.06 5,000k 8/1/1991
8 Clarke Capital Management
Millennium
29.81 1,000k 1/1/1998
7 Eckhardt Trading Company
Evolution Strategies 1.2X
32.07 10,000k 10/1/1991
6 Clarke Capital Management
Global Basic
32.12 50k 2/1/1996
5 EMC Capital Advisors, LLC
Classic
32.80 5,000k 1/1/1985
4 Clarke Capital Management
Global Magnum
34.46 100k 8/1/1997
3 Mark J. Walsh Company
Standard Program
40.83 2,000k 9/1/1985
2 Saxon Investment Corporation
Aggressive Diversified Program
47.13 2,000k 11/1/1993
1 Hawksbill Capital Management
Global Diversified
80.29 5,000k 11/1/1988

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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