Trend Following Strategy Index For August 2000

Monthly Rankings

Rank CTA/Program Aug 2000 Min Inv Inception
47 Lynx Asset Management AB
Lynx Program
-4.29 75k 5/1/2000
46 Eclipse Capital Management
Global Monetary
-1.57 5,000k 8/1/1990
45 Eckhardt Trading Company
Evolution Strategies
0.43 20,000k 8/1/1991
44 Parizek Capital
Futures Trading Program
0.54 500k 4/1/2000
43 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
42 RAM Management Group
RAM MRTP 1X-Conservative
1.30 1,000k 9/1/1993
41 Transtrend B.V.
DTP – Standard Risk (EUR)
1.61 10,000k 2/1/1999
40 John Locke Investments
Cyril Systematic Program
1.64 8,000k 7/1/2000
39 Hyman Beck and Company
Global Portfolio
1.67 1,000k 3/1/1991
38 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.68 10,000k 8/1/1999
37 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.81 10,000k 1/1/1995
36 Estlander & Partners
Alpha Trend
1.85 30,000k 10/1/1991
35 Saxon Investment Corporation
Diversified Program
1.86 3,000k 9/1/1988
34 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.03 10,000k 1/1/1991
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.23 100k 1/1/2000
32 Quality Capital Management
Global Diversified Programme
2.64 10,000k 12/1/1995
31 Alee Capital Management, LLC
Poniente Program
2.99 2,500k 1/1/1999
30 Conquest Capital Group
Conquest Macro
3.02 250k 5/1/1999
29 Winton Capital Management
Diversified
3.23 50,000k 10/1/1997
28 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.29 100k 11/1/1984
27 Saxon Investment Corporation
Aggressive Diversified Program
3.34 2,000k 11/1/1993
26 Tactical Investment Management
Tactical Institutional Commodity Program
3.46 10,000k 4/1/1993
25 M.S. Capital Management
Global Diversified Program
3.74 2,000k 11/1/1998
24 Chesapeake Capital
Diversified (LV)
3.90 100k 2/1/1988
23 RAM Management Group
MRTP Aggressive
3.91 1,000k 2/1/1998
22 Kelly Angle Inc.
Genesis Program
3.99 2,000k 4/1/2000
21 DUNN Capital Management
DUNN Combined Fund (DCF)
4.50 100k 5/1/1989
20 Alee Capital Management, LLC
Mistral Program
4.51 2,500k 1/1/1999
19 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
18 Rabar Market Research
Diversified Program
4.73 2,000k 1/1/1989
17 Drury Capital
Diversified Trend-Following Program
4.92 5,000k 5/1/1997
16 Mark J. Walsh Company
Standard Program
5.03 2,000k 9/1/1985
15 Estlander & Partners
Global Markets
5.24 10,000k 8/1/1999
14 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.66 0k 11/1/1996
13 Covenant Capital Management
Original Program
5.84 5,000k 9/1/1999
12 Clarke Capital Management
Millennium
5.96 1,000k 1/1/1998
11 Clarke Capital Management
Global Basic
7.14 50k 2/1/1996
10 DUNN Capital Management
D'Best Futures Fund, L.P.
7.91 100k 6/1/1994
9 Clarke Capital Management
Worldwide
9.73 250k 1/1/1996
8 Dreiss Research Corporation
Diversified Program
9.90 1,000k 5/1/1991
7 Superfund Group
Superfund Green Q-AG
10.90 2k 3/1/1996
6 Superfund Group
Superfund Green GCT USD
12.32 15k 1/1/2000
5 Estlander & Partners
Global XL
12.40 5,000k 8/1/1991
4 Mulvaney Capital Management
The Mulvaney Global Markets Program
12.68 100k 5/1/1999
3 Hawksbill Capital Management
Global Diversified
14.61 5,000k 11/1/1988
2 Clarke Capital Management
Global Magnum
21.06 100k 8/1/1997
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
27.79 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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