Trend Following Strategy Index For December 2001

Monthly Rankings

Rank CTA/Program Dec 2001 Min Inv Inception
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-14.02 200k 11/1/1999
50 RAM Management Group
MRTP Aggressive
-8.45 1,000k 2/1/1998
49 Covenant Capital Management
Original Program
-6.04 5,000k 9/1/1999
48 Superfund Group
Superfund Green Master
-5.44 2,000k 5/1/2001
47 Winton Capital Management
Diversified
-5.15 50,000k 10/1/1997
46 Superfund Group
Superfund Green GCT USD
-4.85 15k 1/1/2000
45 M.S. Capital Management
Global Diversified Program
-4.24 2,000k 11/1/1998
44 Mark J. Walsh Company
Standard Program
-3.78 2,000k 9/1/1985
43 Parizek Capital
Futures Trading Program
-3.69 500k 4/1/2000
42 Dreiss Research Corporation
Diversified Program
-3.43 1,000k 5/1/1991
41 Alee Capital Management, LLC
Poniente Program
-2.77 2,500k 1/1/1999
40 RAM Management Group
RAM MRTP 1X-Conservative
-2.03 1,000k 9/1/1993
39 Chesapeake Capital
Diversified (LV)
-1.92 100k 2/1/1988
38 ISAM
ISAM Systematic Trend Fund
-1.81 1,000k 6/1/2001
37 EMC Capital Advisors, LLC
Classic
-1.70 5,000k 1/1/1985
36 Hyman Beck and Company
Global Portfolio
-1.46 1,000k 3/1/1991
35 Hawksbill Capital Management
Global Diversified
-1.18 5,000k 11/1/1988
34 Clarke Capital Management
Global Basic
-1.04 50k 2/1/1996
33 Superfund Group
Superfund Green Q-AG
-0.98 2k 3/1/1996
32 Clarke Capital Management
Millennium
-0.64 1,000k 1/1/1998
31 Clarke Capital Management
Worldwide
-0.62 250k 1/1/1996
30 John Locke Investments
Cyril Systematic Program
-0.47 8,000k 7/1/2000
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.26 10,000k 1/1/1991
28 Alee Capital Management, LLC
Mistral Program
-0.12 2,500k 1/1/1999
27 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
26 Kelly Angle Inc.
Genesis Program
0.19 2,000k 4/1/2000
25 Clarke Capital Management
Global Magnum
0.19 100k 8/1/1997
24 Quality Capital Management
Global Diversified Programme
0.49 10,000k 12/1/1995
23 DUNN Capital Management
D'Best Futures Fund, L.P.
0.64 100k 6/1/1994
22 Estlander & Partners
Alpha Trend
0.72 30,000k 10/1/1991
21 Eckhardt Trading Company
Evolution Strategies
0.76 20,000k 8/1/1991
20 Eckhardt Trading Company
Evolution Strategies 1.2X
1.00 10,000k 10/1/1991
19 Tactical Investment Management
Tactical Institutional Commodity Program
1.55 10,000k 4/1/1993
18 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.76 0k 11/1/1996
17 Lynx Asset Management AB
Lynx Program
2.36 75k 5/1/2000
16 Eclipse Capital Management
Global Monetary
2.88 5,000k 8/1/1990
15 Transtrend B.V.
DTP – Standard Risk (EUR)
3.23 10,000k 2/1/1999
14 Estlander & Partners
Global Markets
3.64 10,000k 8/1/1999
13 Conquest Capital Group
Conquest Macro
3.87 250k 5/1/1999
12 Saxon Investment Corporation
Diversified Program
3.95 3,000k 9/1/1988
11 Rabar Market Research
Diversified Program
4.20 2,000k 1/1/1989
10 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.86 10,000k 1/1/1995
8 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.03 10,000k 8/1/1999
7 Alder Capital DAC
Alder Global 10
5.77 2,500k 10/1/2000
6 DUNN Capital Management
DUNN Combined Fund (DCF)
6.08 100k 5/1/1989
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.73 100k 11/1/1984
4 Estlander & Partners
Global XL
7.42 5,000k 8/1/1991
3 Saxon Investment Corporation
Aggressive Diversified Program
8.11 2,000k 11/1/1993
2 Alder Capital DAC
Alder Global 20
12.52 2,500k 2/1/2001
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
18.97 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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