Trend Following Strategy Index For December 2000

Monthly Rankings

Rank CTA/Program Dec 2000 Min Inv Inception
48 Covenant Capital Management
Original Program
-3.52 5,000k 9/1/1999
47 Drury Capital
Diversified Trend-Following Program
-0.12 5,000k 5/1/1997
46 Transtrend B.V.
DTP – Standard Risk (EUR)
2.13 10,000k 2/1/1999
45 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.60 10,000k 8/1/1999
44 Quality Capital Management
Global Diversified Programme
4.12 10,000k 12/1/1995
43 Estlander & Partners
Global Markets
4.20 10,000k 8/1/1999
42 Alder Capital DAC
Alder Global 10
4.46 2,500k 10/1/2000
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.47 10,000k 1/1/1995
40 M.S. Capital Management
Global Diversified Program
5.37 2,000k 11/1/1998
39 RAM Management Group
RAM MRTP 1X-Conservative
5.97 1,000k 9/1/1993
38 Rabar Market Research
Diversified Program
6.53 2,000k 1/1/1989
37 Lynx Asset Management AB
Lynx Program
7.54 75k 5/1/2000
36 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.82 200k 11/1/1999
35 Parizek Capital
Futures Trading Program
8.19 500k 4/1/2000
34 Tactical Investment Management
Tactical Institutional Commodity Program
8.64 10,000k 4/1/1993
33 Chesapeake Capital
Diversified (LV)
8.80 100k 2/1/1988
32 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.82 10,000k 1/1/1991
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.90 100k 5/1/1999
30 EMC Capital Advisors, LLC
Classic
9.00 5,000k 1/1/1985
29 Saxon Investment Corporation
Diversified Program
9.06 3,000k 9/1/1988
28 Estlander & Partners
Global XL
9.28 5,000k 8/1/1991
27 Eckhardt Trading Company
Evolution Strategies
10.02 20,000k 8/1/1991
26 Alee Capital Management, LLC
Poniente Program
10.14 2,500k 1/1/1999
25 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.28 0k 11/1/1996
24 Clarke Capital Management
Worldwide
10.48 250k 1/1/1996
23 Estlander & Partners
Alpha Trend
10.78 30,000k 10/1/1991
22 Eckhardt Trading Company
Evolution Strategies 1.2X
11.28 10,000k 10/1/1991
21 Hyman Beck and Company
Global Portfolio
13.23 1,000k 3/1/1991
20 John Locke Investments
Cyril Systematic Program
13.83 8,000k 7/1/2000
19 Eclipse Capital Management
Global Monetary
14.12 5,000k 8/1/1990
18 Dreiss Research Corporation
Diversified Program
14.71 1,000k 5/1/1991
17 Clarke Capital Management
Millennium
16.11 1,000k 1/1/1998
16 Alee Capital Management, LLC
Mistral Program
16.80 2,500k 1/1/1999
15 Winton Capital Management
Diversified
16.81 50,000k 10/1/1997
14 Clarke Capital Management
Global Basic
17.29 50k 2/1/1996
13 Saxon Investment Corporation
Aggressive Diversified Program
17.55 2,000k 11/1/1993
12 Conquest Capital Group
Conquest Macro
17.93 250k 5/1/1999
11 Clarke Capital Management
Global Magnum
18.88 100k 8/1/1997
10 Superfund Group
Superfund Green Q-AG
18.96 2k 3/1/1996
9 RAM Management Group
MRTP Aggressive
20.05 1,000k 2/1/1998
8 Mark J. Walsh Company
Standard Program
22.84 2,000k 9/1/1985
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
25.60 100k 1/1/2000
6 Superfund Group
Superfund Green GCT USD
26.19 15k 1/1/2000
5 Kelly Angle Inc.
Genesis Program
26.50 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
27.00 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
29.39 100k 11/1/1984
2 DUNN Capital Management
D'Best Futures Fund, L.P.
34.42 100k 6/1/1994
1 Hawksbill Capital Management
Global Diversified
39.51 5,000k 11/1/1988

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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