Trend Following Strategy Index For March 1999

Monthly Rankings

Rank CTA/Program Mar 1999 Min Inv Inception
35 Dreiss Research Corporation
Diversified Program
-21.29 1,000k 5/1/1991
34 Mark J. Walsh Company
Standard Program
-7.88 2,000k 9/1/1985
33 Tactical Investment Management
Tactical Institutional Commodity Program
-7.46 10,000k 4/1/1993
32 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.89 10,000k 10/1/1991
31 Eckhardt Trading Company
Evolution Strategies
-6.18 20,000k 8/1/1991
30 EMC Capital Advisors, LLC
Classic
-6.00 5,000k 1/1/1985
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.87 0k 11/1/1996
28 Estlander & Partners
Global XL
-4.56 5,000k 8/1/1991
27 Rabar Market Research
Diversified Program
-4.33 2,000k 1/1/1989
26 Winton Capital Management
Diversified
-3.98 50,000k 10/1/1997
25 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.55 100k 6/1/1994
24 Saxon Investment Corporation
Aggressive Diversified Program
-3.48 2,000k 11/1/1993
23 Quality Capital Management
Global Diversified Programme
-3.35 10,000k 12/1/1995
22 Drury Capital
Diversified Trend-Following Program
-2.82 5,000k 5/1/1997
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.77 10,000k 1/1/1995
20 Chesapeake Capital
Diversified (LV)
-2.65 100k 2/1/1988
19 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
18 Saxon Investment Corporation
Diversified Program
-1.79 3,000k 9/1/1988
17 Superfund Group
Superfund Green Q-AG
-1.70 2k 3/1/1996
16 Estlander & Partners
Alpha Trend
-1.45 30,000k 10/1/1991
15 Hyman Beck and Company
Global Portfolio
-1.00 1,000k 3/1/1991
14 Alee Capital Management, LLC
Poniente Program
-0.91 2,500k 1/1/1999
13 Clarke Capital Management
Millennium
-0.42 1,000k 1/1/1998
12 Clarke Capital Management
Worldwide
0.61 250k 1/1/1996
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.94 10,000k 1/1/1991
10 M.S. Capital Management
Global Diversified Program
1.30 2,000k 11/1/1998
9 Alee Capital Management, LLC
Mistral Program
1.57 2,500k 1/1/1999
8 RAM Management Group
RAM MRTP 1X-Conservative
2.29 1,000k 9/1/1993
7 Eclipse Capital Management
Global Monetary
2.92 5,000k 8/1/1990
6 DUNN Capital Management
DUNN Combined Fund (DCF)
4.03 100k 5/1/1989
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.20 100k 11/1/1984
4 Hawksbill Capital Management
Global Diversified
4.74 5,000k 11/1/1988
3 Clarke Capital Management
Global Magnum
6.55 100k 8/1/1997
2 RAM Management Group
MRTP Aggressive
8.75 1,000k 2/1/1998
1 Clarke Capital Management
Global Basic
13.02 50k 2/1/1996

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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