Trend Following Strategy Index For January 2001

Monthly Rankings

Rank CTA/Program Jan 2001 Min Inv Inception
48 Mulvaney Capital Management
The Mulvaney Global Markets Program
-9.62 100k 5/1/1999
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-8.72 100k 1/1/2000
46 Covenant Capital Management
Original Program
-7.02 5,000k 9/1/1999
45 Alee Capital Management, LLC
Mistral Program
-6.85 2,500k 1/1/1999
44 Drury Capital
Diversified Trend-Following Program
-6.20 5,000k 5/1/1997
43 Conquest Capital Group
Conquest Macro
-5.44 250k 5/1/1999
42 Saxon Investment Corporation
Aggressive Diversified Program
-3.61 2,000k 11/1/1993
41 Clarke Capital Management
Global Basic
-3.33 50k 2/1/1996
40 Tactical Investment Management
Tactical Institutional Commodity Program
-1.79 10,000k 4/1/1993
39 Dreiss Research Corporation
Diversified Program
-1.77 1,000k 5/1/1991
38 Saxon Investment Corporation
Diversified Program
-1.53 3,000k 9/1/1988
37 Clarke Capital Management
Worldwide
-1.32 250k 1/1/1996
36 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.27 100k 6/1/1994
35 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.05 200k 11/1/1999
34 Estlander & Partners
Global XL
-0.91 5,000k 8/1/1991
33 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.50 0k 11/1/1996
32 Estlander & Partners
Global Markets
-0.45 10,000k 8/1/1999
31 Chesapeake Capital
Diversified (LV)
-0.43 100k 2/1/1988
30 Quality Capital Management
Global Diversified Programme
-0.42 10,000k 12/1/1995
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.34 10,000k 8/1/1999
28 EMC Capital Advisors, LLC
Classic
-0.30 5,000k 1/1/1985
27 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.17 10,000k 1/1/1991
26 Alee Capital Management, LLC
Poniente Program
0.12 2,500k 1/1/1999
25 Transtrend B.V.
DTP – Standard Risk (EUR)
0.32 10,000k 2/1/1999
24 Eclipse Capital Management
Global Monetary
0.63 5,000k 8/1/1990
23 Clarke Capital Management
Global Magnum
0.65 100k 8/1/1997
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.72 10,000k 1/1/1995
21 Mark J. Walsh Company
Standard Program
0.88 2,000k 9/1/1985
20 Estlander & Partners
Alpha Trend
1.15 30,000k 10/1/1991
19 Kelly Angle Inc.
Genesis Program
1.16 2,000k 4/1/2000
18 Alder Capital DAC
Alder Global 10
1.27 2,500k 10/1/2000
17 Rabar Market Research
Diversified Program
1.53 2,000k 1/1/1989
16 Superfund Group
Superfund Green Q-AG
1.55 2k 3/1/1996
15 Eckhardt Trading Company
Evolution Strategies
1.63 20,000k 8/1/1991
14 Lynx Asset Management AB
Lynx Program
2.06 75k 5/1/2000
13 Eckhardt Trading Company
Evolution Strategies 1.2X
2.08 10,000k 10/1/1991
12 M.S. Capital Management
Global Diversified Program
2.30 2,000k 11/1/1998
11 Clarke Capital Management
Millennium
2.38 1,000k 1/1/1998
10 Hawksbill Capital Management
Global Diversified
2.91 5,000k 11/1/1988
9 John Locke Investments
Cyril Systematic Program
3.02 8,000k 7/1/2000
8 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
7 Hyman Beck and Company
Global Portfolio
3.57 1,000k 3/1/1991
6 Winton Capital Management
Diversified
4.38 50,000k 10/1/1997
5 DUNN Capital Management
DUNN Combined Fund (DCF)
5.21 100k 5/1/1989
4 Parizek Capital
Futures Trading Program
5.32 500k 4/1/2000
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.72 100k 11/1/1984
2 RAM Management Group
RAM MRTP 1X-Conservative
8.58 1,000k 9/1/1993
1 RAM Management Group
MRTP Aggressive
26.86 1,000k 2/1/1998

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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