Trend Following Strategy Index For May 2000

Monthly Rankings

Rank CTA/Program May 2000 Min Inv Inception
46 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.60 100k 11/1/1984
45 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.17 100k 5/1/1989
44 Hyman Beck and Company
Global Portfolio
-4.68 1,000k 3/1/1991
43 Parizek Capital
Futures Trading Program
-2.92 500k 4/1/2000
42 Covenant Capital Management
Original Program
-2.69 5,000k 9/1/1999
41 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.14 100k 6/1/1994
40 Winton Capital Management
Diversified
-0.26 50,000k 10/1/1997
39 Rabar Market Research
Diversified Program
-0.05 2,000k 1/1/1989
38 Lynx Asset Management AB
Lynx Program
0.00 75k 5/1/2000
37 Estlander & Partners
Alpha Trend
0.31 30,000k 10/1/1991
36 Estlander & Partners
Global Markets
0.33 10,000k 8/1/1999
35 Chesapeake Capital
Diversified (LV)
0.63 100k 2/1/1988
34 Estlander & Partners
Global XL
0.89 5,000k 8/1/1991
33 Drury Capital
Diversified Trend-Following Program
1.14 5,000k 5/1/1997
32 Transtrend B.V.
DTP – Standard Risk (EUR)
1.64 10,000k 2/1/1999
31 Eckhardt Trading Company
Evolution Strategies
1.88 20,000k 8/1/1991
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.31 10,000k 8/1/1999
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.39 0k 11/1/1996
28 Eckhardt Trading Company
Evolution Strategies 1.2X
2.44 10,000k 10/1/1991
27 Quality Capital Management
Global Diversified Programme
2.46 10,000k 12/1/1995
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.52 10,000k 1/1/1995
25 Alee Capital Management, LLC
Mistral Program
2.92 2,500k 1/1/1999
24 Saxon Investment Corporation
Diversified Program
3.87 3,000k 9/1/1988
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.10 10,000k 1/1/1991
22 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.27 100k 1/1/2000
21 Eclipse Capital Management
Global Monetary
4.53 5,000k 8/1/1990
20 RAM Management Group
RAM MRTP 1X-Conservative
4.65 1,000k 9/1/1993
19 Hawksbill Capital Management
Global Diversified
5.11 5,000k 11/1/1988
18 Mark J. Walsh Company
Standard Program
5.23 2,000k 9/1/1985
17 Clarke Capital Management
Millennium
5.35 1,000k 1/1/1998
16 M.S. Capital Management
Global Diversified Program
5.97 2,000k 11/1/1998
15 Alee Capital Management, LLC
Poniente Program
6.12 2,500k 1/1/1999
14 Superfund Group
Superfund Green Q-AG
6.27 2k 3/1/1996
13 Superfund Group
Superfund Green GCT USD
6.45 15k 1/1/2000
12 Kelly Angle Inc.
Genesis Program
6.75 2,000k 4/1/2000
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.97 100k 5/1/1999
10 Saxon Investment Corporation
Aggressive Diversified Program
7.09 2,000k 11/1/1993
9 Conquest Capital Group
Conquest Macro
8.08 250k 5/1/1999
8 Tactical Investment Management
Tactical Institutional Commodity Program
8.37 10,000k 4/1/1993
7 EMC Capital Advisors, LLC
Classic
8.80 5,000k 1/1/1985
6 Dreiss Research Corporation
Diversified Program
9.18 1,000k 5/1/1991
5 Clarke Capital Management
Worldwide
9.52 250k 1/1/1996
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.58 200k 11/1/1999
3 RAM Management Group
MRTP Aggressive
14.05 1,000k 2/1/1998
2 Clarke Capital Management
Global Magnum
24.18 100k 8/1/1997
1 Clarke Capital Management
Global Basic
30.89 50k 2/1/1996

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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