Trend Following Strategy Index For September 2000

Monthly Rankings

Rank CTA/Program Sep 2000 Min Inv Inception
47 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.70 100k 11/1/1984
46 Hawksbill Capital Management
Global Diversified
-8.51 5,000k 11/1/1988
45 Winton Capital Management
Diversified
-7.76 50,000k 10/1/1997
44 Eclipse Capital Management
Global Monetary
-7.34 5,000k 8/1/1990
43 RAM Management Group
MRTP Aggressive
-7.32 1,000k 2/1/1998
42 Chesapeake Capital
Diversified (LV)
-7.30 100k 2/1/1988
41 M.S. Capital Management
Global Diversified Program
-6.98 2,000k 11/1/1998
40 Superfund Group
Superfund Green GCT USD
-6.91 15k 1/1/2000
39 Superfund Group
Superfund Green Q-AG
-6.29 2k 3/1/1996
38 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.99 100k 5/1/1989
37 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
36 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.50 100k 6/1/1994
35 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.94 200k 11/1/1999
34 Estlander & Partners
Global XL
-4.70 5,000k 8/1/1991
33 Mark J. Walsh Company
Standard Program
-4.66 2,000k 9/1/1985
32 Estlander & Partners
Alpha Trend
-4.50 30,000k 10/1/1991
31 Hyman Beck and Company
Global Portfolio
-4.50 1,000k 3/1/1991
30 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.36 100k 5/1/1999
29 Alee Capital Management, LLC
Mistral Program
-4.13 2,500k 1/1/1999
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.10 0k 11/1/1996
27 John Locke Investments
Cyril Systematic Program
-3.05 8,000k 7/1/2000
26 Conquest Capital Group
Conquest Macro
-3.03 250k 5/1/1999
25 Parizek Capital
Futures Trading Program
-2.59 500k 4/1/2000
24 Clarke Capital Management
Millennium
-2.17 1,000k 1/1/1998
23 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
22 RAM Management Group
RAM MRTP 1X-Conservative
-1.80 1,000k 9/1/1993
21 Drury Capital
Diversified Trend-Following Program
-1.70 5,000k 5/1/1997
20 Estlander & Partners
Global Markets
-1.42 10,000k 8/1/1999
19 Lynx Asset Management AB
Lynx Program
-1.34 75k 5/1/2000
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.26 10,000k 1/1/1991
17 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
16 Kelly Angle Inc.
Genesis Program
-1.14 2,000k 4/1/2000
15 Tactical Investment Management
Tactical Institutional Commodity Program
-1.01 10,000k 4/1/1993
14 Alee Capital Management, LLC
Poniente Program
-0.93 2,500k 1/1/1999
13 Dreiss Research Corporation
Diversified Program
-0.84 1,000k 5/1/1991
12 Saxon Investment Corporation
Diversified Program
-0.46 3,000k 9/1/1988
11 Quality Capital Management
Global Diversified Programme
-0.34 10,000k 12/1/1995
10 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
9 Covenant Capital Management
Original Program
0.42 5,000k 9/1/1999
8 Clarke Capital Management
Worldwide
0.47 250k 1/1/1996
7 Transtrend B.V.
DTP – Standard Risk (EUR)
0.56 10,000k 2/1/1999
6 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.62 10,000k 1/1/1995
5 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.91 10,000k 8/1/1999
4 Eckhardt Trading Company
Evolution Strategies
1.48 20,000k 8/1/1991
3 Eckhardt Trading Company
Evolution Strategies 1.2X
1.65 10,000k 10/1/1991
2 Clarke Capital Management
Global Basic
3.80 50k 2/1/1996
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
11.86 100k 1/1/2000

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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