Trend Following Strategy Index For January 1999

Monthly Rankings

Rank CTA/Program Jan 1999 Min Inv Inception
34 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.78 100k 6/1/1994
33 DUNN Capital Management
DUNN Combined Fund (DCF)
-16.34 100k 5/1/1989
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.20 100k 11/1/1984
31 RAM Management Group
MRTP Aggressive
-12.45 1,000k 2/1/1998
30 Tactical Investment Management
Tactical Institutional Commodity Program
-9.34 10,000k 4/1/1993
29 Quality Capital Management
Global Diversified Programme
-7.69 10,000k 12/1/1995
28 Estlander & Partners
Global XL
-5.62 5,000k 8/1/1991
27 Dreiss Research Corporation
Diversified Program
-5.41 1,000k 5/1/1991
26 EMC Capital Advisors, LLC
Classic
-4.80 5,000k 1/1/1985
25 M.S. Capital Management
Global Diversified Program
-4.58 2,000k 11/1/1998
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.15 0k 11/1/1996
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.86 10,000k 1/1/1995
22 RAM Management Group
RAM MRTP 1X-Conservative
-3.84 1,000k 9/1/1993
21 Hyman Beck and Company
Global Portfolio
-3.48 1,000k 3/1/1991
20 Hawksbill Capital Management
Global Diversified
-3.47 5,000k 11/1/1988
19 Clarke Capital Management
Global Magnum
-3.26 100k 8/1/1997
18 Clarke Capital Management
Global Basic
-3.22 50k 2/1/1996
17 Mark J. Walsh Company
Standard Program
-2.96 2,000k 9/1/1985
16 Chesapeake Capital
Diversified (LV)
-2.76 100k 2/1/1988
15 Eclipse Capital Management
Global Monetary
-2.57 5,000k 8/1/1990
14 Estlander & Partners
Alpha Trend
-2.04 30,000k 10/1/1991
13 Rabar Market Research
Diversified Program
-1.92 2,000k 1/1/1989
12 Clarke Capital Management
Millennium
-1.68 1,000k 1/1/1998
11 Winton Capital Management
Diversified
-1.38 50,000k 10/1/1997
10 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.89 10,000k 1/1/1991
8 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
9 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
7 Drury Capital
Diversified Trend-Following Program
0.06 5,000k 5/1/1997
6 Clarke Capital Management
Worldwide
0.87 250k 1/1/1996
5 Eckhardt Trading Company
Evolution Strategies
1.49 20,000k 8/1/1991
4 Eckhardt Trading Company
Evolution Strategies 1.2X
2.01 10,000k 10/1/1991
3 Saxon Investment Corporation
Diversified Program
2.39 3,000k 9/1/1988
2 Superfund Group
Superfund Green Q-AG
4.11 2k 3/1/1996
1 Saxon Investment Corporation
Aggressive Diversified Program
4.35 2,000k 11/1/1993

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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