Trend Following Strategy Index For April 2000

Monthly Rankings

Rank CTA/Program Apr 2000 Min Inv Inception
45 DUNN Capital Management
D'Best Futures Fund, L.P.
-13.71 100k 6/1/1994
44 Dreiss Research Corporation
Diversified Program
-12.97 1,000k 5/1/1991
43 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.40 100k 11/1/1984
42 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.35 100k 5/1/1989
41 Hawksbill Capital Management
Global Diversified
-9.80 5,000k 11/1/1988
40 Saxon Investment Corporation
Aggressive Diversified Program
-7.50 2,000k 11/1/1993
39 Alee Capital Management, LLC
Mistral Program
-6.22 2,500k 1/1/1999
38 Rabar Market Research
Diversified Program
-5.30 2,000k 1/1/1989
37 Eclipse Capital Management
Global Monetary
-4.25 5,000k 8/1/1990
36 Chesapeake Capital
Diversified (LV)
-3.80 100k 2/1/1988
35 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.74 100k 1/1/2000
34 Clarke Capital Management
Global Basic
-3.55 50k 2/1/1996
33 Saxon Investment Corporation
Diversified Program
-3.51 3,000k 9/1/1988
32 Conquest Capital Group
Conquest Macro
-2.90 250k 5/1/1999
31 Estlander & Partners
Global XL
-2.85 5,000k 8/1/1991
30 Quality Capital Management
Global Diversified Programme
-2.52 10,000k 12/1/1995
29 Estlander & Partners
Global Markets
-1.75 10,000k 8/1/1999
28 RAM Management Group
MRTP Aggressive
-0.91 1,000k 2/1/1998
27 EMC Capital Advisors, LLC
Classic
-0.80 5,000k 1/1/1985
26 Superfund Group
Superfund Green GCT USD
-0.75 15k 1/1/2000
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.71 10,000k 1/1/1991
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.30 10,000k 8/1/1999
23 Eckhardt Trading Company
Evolution Strategies
-0.29 20,000k 8/1/1991
22 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.27 100k 5/1/1999
21 Superfund Group
Superfund Green Q-AG
-0.20 2k 3/1/1996
20 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.14 10,000k 10/1/1991
19 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.13 10,000k 2/1/1999
16 Kelly Angle Inc.
Genesis Program
0.00 2,000k 4/1/2000
17 Parizek Capital
Futures Trading Program
0.00 500k 4/1/2000
18 Covenant Capital Management
Original Program
0.00 5,000k 9/1/1999
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.14 10,000k 1/1/1995
14 RAM Management Group
RAM MRTP 1X-Conservative
0.37 1,000k 9/1/1993
13 Alee Capital Management, LLC
Poniente Program
0.39 2,500k 1/1/1999
12 Clarke Capital Management
Global Magnum
0.54 100k 8/1/1997
11 Estlander & Partners
Alpha Trend
0.73 30,000k 10/1/1991
10 Mark J. Walsh Company
Standard Program
1.12 2,000k 9/1/1985
9 Clarke Capital Management
Millennium
1.16 1,000k 1/1/1998
8 Tactical Investment Management
Tactical Institutional Commodity Program
1.34 10,000k 4/1/1993
7 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.48 0k 11/1/1996
6 Hyman Beck and Company
Global Portfolio
1.65 1,000k 3/1/1991
5 Winton Capital Management
Diversified
2.06 50,000k 10/1/1997
4 Clarke Capital Management
Worldwide
2.96 250k 1/1/1996
3 M.S. Capital Management
Global Diversified Program
4.45 2,000k 11/1/1998
2 Drury Capital
Diversified Trend-Following Program
11.91 5,000k 5/1/1997
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.17 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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