Trend Following Strategy Index For August 1999

Monthly Rankings

Rank CTA/Program Aug 1999 Min Inv Inception
39 RAM Management Group
MRTP Aggressive
-16.76 1,000k 2/1/1998
38 Hawksbill Capital Management
Global Diversified
-8.89 5,000k 11/1/1988
37 Mark J. Walsh Company
Standard Program
-8.04 2,000k 9/1/1985
36 Clarke Capital Management
Global Basic
-7.14 50k 2/1/1996
35 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.42 10,000k 10/1/1991
34 Eckhardt Trading Company
Evolution Strategies
-5.62 20,000k 8/1/1991
33 RAM Management Group
RAM MRTP 1X-Conservative
-5.14 1,000k 9/1/1993
32 Clarke Capital Management
Global Magnum
-4.78 100k 8/1/1997
31 Alee Capital Management, LLC
Mistral Program
-3.69 2,500k 1/1/1999
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.51 10,000k 1/1/1991
29 Winton Capital Management
Diversified
-3.47 50,000k 10/1/1997
28 Superfund Group
Superfund Green Q-AG
-2.71 2k 3/1/1996
27 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.51 10,000k 1/1/1995
26 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.90 10,000k 2/1/1999
25 Alee Capital Management, LLC
Poniente Program
-1.76 2,500k 1/1/1999
24 Conquest Capital Group
Conquest Macro
-1.73 250k 5/1/1999
23 EMC Capital Advisors, LLC
Classic
-0.80 5,000k 1/1/1985
22 Estlander & Partners
Global XL
-0.50 5,000k 8/1/1991
21 Rabar Market Research
Diversified Program
-0.42 2,000k 1/1/1989
20 Clarke Capital Management
Millennium
-0.08 1,000k 1/1/1998
18 Estlander & Partners
Global Markets
0.00 10,000k 8/1/1999
19 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.00 10,000k 8/1/1999
17 DUNN Capital Management
DUNN Combined Fund (DCF)
0.70 100k 5/1/1989
16 M.S. Capital Management
Global Diversified Program
0.82 2,000k 11/1/1998
15 Clarke Capital Management
Worldwide
1.04 250k 1/1/1996
14 Hyman Beck and Company
Global Portfolio
1.22 1,000k 3/1/1991
13 Eclipse Capital Management
Global Monetary
1.49 5,000k 8/1/1990
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.55 0k 11/1/1996
11 Estlander & Partners
Alpha Trend
1.61 30,000k 10/1/1991
10 Quality Capital Management
Global Diversified Programme
1.74 10,000k 12/1/1995
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.13 100k 5/1/1999
8 Tactical Investment Management
Tactical Institutional Commodity Program
2.46 10,000k 4/1/1993
7 Chesapeake Capital
Diversified (LV)
3.37 100k 2/1/1988
6 DUNN Capital Management
D'Best Futures Fund, L.P.
4.13 100k 6/1/1994
5 Dreiss Research Corporation
Diversified Program
5.33 1,000k 5/1/1991
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.80 100k 11/1/1984
3 Drury Capital
Diversified Trend-Following Program
8.54 5,000k 5/1/1997
2 Saxon Investment Corporation
Diversified Program
11.06 3,000k 9/1/1988
1 Saxon Investment Corporation
Aggressive Diversified Program
23.01 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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