Trend Following Strategy Index For July 1999

Monthly Rankings

Rank CTA/Program Jul 1999 Min Inv Inception
37 Hawksbill Capital Management
Global Diversified
-7.05 5,000k 11/1/1988
36 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.93 100k 6/1/1994
35 Estlander & Partners
Global XL
-6.91 5,000k 8/1/1991
34 EMC Capital Advisors, LLC
Classic
-6.30 5,000k 1/1/1985
33 Chesapeake Capital
Diversified (LV)
-4.80 100k 2/1/1988
32 M.S. Capital Management
Global Diversified Program
-4.71 2,000k 11/1/1998
31 Drury Capital
Diversified Trend-Following Program
-4.43 5,000k 5/1/1997
30 Dreiss Research Corporation
Diversified Program
-3.31 1,000k 5/1/1991
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.98 0k 11/1/1996
28 Rabar Market Research
Diversified Program
-2.89 2,000k 1/1/1989
27 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.64 100k 5/1/1989
26 Mulvaney Capital Management
The Mulvaney Global Markets Program
-2.22 100k 5/1/1999
25 Winton Capital Management
Diversified
-2.01 50,000k 10/1/1997
24 Conquest Capital Group
Conquest Macro
-1.74 250k 5/1/1999
23 Saxon Investment Corporation
Aggressive Diversified Program
-0.92 2,000k 11/1/1993
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.45 10,000k 1/1/1991
21 Hyman Beck and Company
Global Portfolio
-0.14 1,000k 3/1/1991
20 Saxon Investment Corporation
Diversified Program
-0.13 3,000k 9/1/1988
19 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.50 100k 11/1/1984
18 Quality Capital Management
Global Diversified Programme
0.51 10,000k 12/1/1995
17 Tactical Investment Management
Tactical Institutional Commodity Program
0.75 10,000k 4/1/1993
16 Mark J. Walsh Company
Standard Program
0.87 2,000k 9/1/1985
15 Transtrend B.V.
DTP – Standard Risk (EUR)
0.97 10,000k 2/1/1999
14 Superfund Group
Superfund Green Q-AG
1.13 2k 3/1/1996
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.95 10,000k 1/1/1995
12 Clarke Capital Management
Global Magnum
2.30 100k 8/1/1997
11 Eclipse Capital Management
Global Monetary
2.35 5,000k 8/1/1990
10 Alee Capital Management, LLC
Poniente Program
2.59 2,500k 1/1/1999
9 Estlander & Partners
Alpha Trend
2.94 30,000k 10/1/1991
8 Clarke Capital Management
Global Basic
3.18 50k 2/1/1996
7 RAM Management Group
RAM MRTP 1X-Conservative
3.25 1,000k 9/1/1993
6 Clarke Capital Management
Worldwide
4.61 250k 1/1/1996
5 Clarke Capital Management
Millennium
4.74 1,000k 1/1/1998
4 Alee Capital Management, LLC
Mistral Program
4.89 2,500k 1/1/1999
3 Eckhardt Trading Company
Evolution Strategies
5.18 20,000k 8/1/1991
2 Eckhardt Trading Company
Evolution Strategies 1.2X
6.30 10,000k 10/1/1991
1 RAM Management Group
MRTP Aggressive
8.63 1,000k 2/1/1998

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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