Trend Following Strategy Index For January 2000

Monthly Rankings

Rank CTA/Program Jan 2000 Min Inv Inception
43 Drury Capital
Diversified Trend-Following Program
-5.58 5,000k 5/1/1997
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.02 100k 5/1/1999
41 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.85 0k 11/1/1996
39 Clarke Capital Management
Global Magnum
-2.69 100k 8/1/1997
38 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
36 Eckhardt Trading Company
Evolution Strategies
-2.14 20,000k 8/1/1991
35 Hyman Beck and Company
Global Portfolio
-1.75 1,000k 3/1/1991
34 Covenant Capital Management
Original Program
-1.69 5,000k 9/1/1999
33 Estlander & Partners
Alpha Trend
-1.02 30,000k 10/1/1991
32 Estlander & Partners
Global XL
-0.99 5,000k 8/1/1991
31 Chesapeake Capital
Diversified (LV)
-0.87 100k 2/1/1988
30 Rabar Market Research
Diversified Program
-0.71 2,000k 1/1/1989
29 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
28 Alee Capital Management, LLC
Mistral Program
-0.48 2,500k 1/1/1999
27 Clarke Capital Management
Global Basic
-0.45 50k 2/1/1996
26 Saxon Investment Corporation
Diversified Program
-0.42 3,000k 9/1/1988
25 Quality Capital Management
Global Diversified Programme
-0.38 10,000k 12/1/1995
24 RAM Management Group
MRTP Aggressive
-0.26 1,000k 2/1/1998
23 Saxon Investment Corporation
Aggressive Diversified Program
-0.26 2,000k 11/1/1993
22 RAM Management Group
RAM MRTP 1X-Conservative
-0.01 1,000k 9/1/1993
20 Superfund Group
Superfund Green GCT USD
0.00 15k 1/1/2000
21 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.00 100k 1/1/2000
19 Estlander & Partners
Global Markets
0.87 10,000k 8/1/1999
18 Eclipse Capital Management
Global Monetary
0.87 5,000k 8/1/1990
17 Transtrend B.V.
DTP – Standard Risk (EUR)
0.90 10,000k 2/1/1999
16 Mark J. Walsh Company
Standard Program
0.92 2,000k 9/1/1985
15 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.31 10,000k 8/1/1999
14 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.55 10,000k 1/1/1995
13 Superfund Group
Superfund Green Q-AG
1.84 2k 3/1/1996
12 Clarke Capital Management
Worldwide
2.85 250k 1/1/1996
11 Clarke Capital Management
Millennium
3.09 1,000k 1/1/1998
10 M.S. Capital Management
Global Diversified Program
3.50 2,000k 11/1/1998
9 DUNN Capital Management
DUNN Combined Fund (DCF)
3.51 100k 5/1/1989
8 Dreiss Research Corporation
Diversified Program
3.63 1,000k 5/1/1991
7 DUNN Capital Management
D'Best Futures Fund, L.P.
3.71 100k 6/1/1994
6 Tactical Investment Management
Tactical Institutional Commodity Program
3.82 10,000k 4/1/1993
5 Alee Capital Management, LLC
Poniente Program
3.89 2,500k 1/1/1999
4 Conquest Capital Group
Conquest Macro
4.25 250k 5/1/1999
3 Hawksbill Capital Management
Global Diversified
4.71 5,000k 11/1/1988
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.90 100k 11/1/1984
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
22.70 200k 11/1/1999

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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