Trend Following Strategy Index For October 2000

Monthly Rankings

Rank CTA/Program Oct 2000 Min Inv Inception
48 Saxon Investment Corporation
Aggressive Diversified Program
-10.39 2,000k 11/1/1993
47 Clarke Capital Management
Worldwide
-9.34 250k 1/1/1996
46 Clarke Capital Management
Global Magnum
-7.87 100k 8/1/1997
45 Saxon Investment Corporation
Diversified Program
-4.81 3,000k 9/1/1988
44 Superfund Group
Superfund Green Q-AG
-4.42 2k 3/1/1996
43 Alee Capital Management, LLC
Mistral Program
-3.99 2,500k 1/1/1999
42 Hawksbill Capital Management
Global Diversified
-3.43 5,000k 11/1/1988
41 Clarke Capital Management
Global Basic
-3.31 50k 2/1/1996
40 Superfund Group
Superfund Green GCT USD
-3.09 15k 1/1/2000
39 Estlander & Partners
Alpha Trend
-2.70 30,000k 10/1/1991
38 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.35 0k 11/1/1996
37 John Locke Investments
Cyril Systematic Program
-2.32 8,000k 7/1/2000
36 Clarke Capital Management
Millennium
-2.05 1,000k 1/1/1998
35 Alee Capital Management, LLC
Poniente Program
-1.90 2,500k 1/1/1999
34 M.S. Capital Management
Global Diversified Program
-1.38 2,000k 11/1/1998
33 Kelly Angle Inc.
Genesis Program
-0.97 2,000k 4/1/2000
32 Eclipse Capital Management
Global Monetary
-0.70 5,000k 8/1/1990
31 Chesapeake Capital
Diversified (LV)
-0.62 100k 2/1/1988
30 Mark J. Walsh Company
Standard Program
-0.34 2,000k 9/1/1985
29 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.11 100k 1/1/2000
28 Alder Capital DAC
Alder Global 10
0.00 2,500k 10/1/2000
27 RAM Management Group
RAM MRTP 1X-Conservative
0.02 1,000k 9/1/1993
26 Rabar Market Research
Diversified Program
0.40 2,000k 1/1/1989
25 Eckhardt Trading Company
Evolution Strategies
0.83 20,000k 8/1/1991
24 Hyman Beck and Company
Global Portfolio
0.93 1,000k 3/1/1991
23 Eckhardt Trading Company
Evolution Strategies 1.2X
1.03 10,000k 10/1/1991
22 RAM Management Group
MRTP Aggressive
1.60 1,000k 2/1/1998
21 Transtrend B.V.
DTP – Standard Risk (EUR)
1.72 10,000k 2/1/1999
20 Quality Capital Management
Global Diversified Programme
1.94 10,000k 12/1/1995
19 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.96 100k 5/1/1999
18 Winton Capital Management
Diversified
2.09 50,000k 10/1/1997
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.09 10,000k 1/1/1991
16 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.33 10,000k 8/1/1999
15 Estlander & Partners
Global Markets
2.41 10,000k 8/1/1999
14 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.54 10,000k 1/1/1995
13 EMC Capital Advisors, LLC
Classic
2.70 5,000k 1/1/1985
12 Covenant Capital Management
Original Program
2.82 5,000k 9/1/1999
11 Lynx Asset Management AB
Lynx Program
3.09 75k 5/1/2000
10 Parizek Capital
Futures Trading Program
3.11 500k 4/1/2000
9 Drury Capital
Diversified Trend-Following Program
3.26 5,000k 5/1/1997
8 Dreiss Research Corporation
Diversified Program
3.57 1,000k 5/1/1991
7 Tactical Investment Management
Tactical Institutional Commodity Program
4.57 10,000k 4/1/1993
6 Conquest Capital Group
Conquest Macro
4.69 250k 5/1/1999
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.20 200k 11/1/1999
4 Estlander & Partners
Global XL
5.95 5,000k 8/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
6.50 100k 6/1/1994
2 DUNN Capital Management
DUNN Combined Fund (DCF)
6.92 100k 5/1/1989
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.12 100k 11/1/1984

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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