Trend Following Strategy Index For November 2000

Monthly Rankings

Rank CTA/Program Nov 2000 Min Inv Inception
48 RAM Management Group
MRTP Aggressive
-5.09 1,000k 2/1/1998
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.50 100k 1/1/2000
46 RAM Management Group
RAM MRTP 1X-Conservative
-2.40 1,000k 9/1/1993
45 Parizek Capital
Futures Trading Program
0.71 500k 4/1/2000
44 Alder Capital DAC
Alder Global 10
0.82 2,500k 10/1/2000
43 M.S. Capital Management
Global Diversified Program
0.85 2,000k 11/1/1998
42 Estlander & Partners
Global Markets
1.44 10,000k 8/1/1999
41 Estlander & Partners
Alpha Trend
1.79 30,000k 10/1/1991
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.09 0k 11/1/1996
39 Transtrend B.V.
DTP – Standard Risk (EUR)
3.47 10,000k 2/1/1999
38 Estlander & Partners
Global XL
3.53 5,000k 8/1/1991
37 Covenant Capital Management
Original Program
3.64 5,000k 9/1/1999
36 Hyman Beck and Company
Global Portfolio
3.83 1,000k 3/1/1991
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.14 10,000k 8/1/1999
34 Alee Capital Management, LLC
Poniente Program
4.44 2,500k 1/1/1999
33 Clarke Capital Management
Worldwide
4.68 250k 1/1/1996
32 Alee Capital Management, LLC
Mistral Program
4.77 2,500k 1/1/1999
31 John Locke Investments
Cyril Systematic Program
4.97 8,000k 7/1/2000
30 Superfund Group
Superfund Green Q-AG
5.06 2k 3/1/1996
29 Rabar Market Research
Diversified Program
5.60 2,000k 1/1/1989
28 Lynx Asset Management AB
Lynx Program
5.69 75k 5/1/2000
27 Quality Capital Management
Global Diversified Programme
5.81 10,000k 12/1/1995
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.97 10,000k 1/1/1995
25 Mark J. Walsh Company
Standard Program
6.10 2,000k 9/1/1985
24 Drury Capital
Diversified Trend-Following Program
6.33 5,000k 5/1/1997
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.81 10,000k 1/1/1991
22 EMC Capital Advisors, LLC
Classic
7.20 5,000k 1/1/1985
21 Winton Capital Management
Diversified
7.33 50,000k 10/1/1997
20 Chesapeake Capital
Diversified (LV)
7.42 100k 2/1/1988
19 Conquest Capital Group
Conquest Macro
7.81 250k 5/1/1999
18 Saxon Investment Corporation
Diversified Program
8.14 3,000k 9/1/1988
17 Clarke Capital Management
Global Magnum
8.93 100k 8/1/1997
16 Superfund Group
Superfund Green GCT USD
8.94 15k 1/1/2000
15 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.05 100k 5/1/1999
14 Tactical Investment Management
Tactical Institutional Commodity Program
9.67 10,000k 4/1/1993
13 Clarke Capital Management
Global Basic
9.76 50k 2/1/1996
12 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.84 200k 11/1/1999
11 Kelly Angle Inc.
Genesis Program
11.95 2,000k 4/1/2000
10 Eckhardt Trading Company
Evolution Strategies
12.30 20,000k 8/1/1991
9 Clarke Capital Management
Millennium
12.57 1,000k 1/1/1998
8 Dreiss Research Corporation
Diversified Program
12.62 1,000k 5/1/1991
7 Eclipse Capital Management
Global Monetary
14.25 5,000k 8/1/1990
6 Hawksbill Capital Management
Global Diversified
15.01 5,000k 11/1/1988
5 Eckhardt Trading Company
Evolution Strategies 1.2X
15.98 10,000k 10/1/1991
4 Saxon Investment Corporation
Aggressive Diversified Program
16.46 2,000k 11/1/1993
3 DUNN Capital Management
DUNN Combined Fund (DCF)
20.47 100k 5/1/1989
2 DUNN Capital Management
D'Best Futures Fund, L.P.
27.06 100k 6/1/1994
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
28.04 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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