Trend Following Strategy Index For February 2001

Monthly Rankings

Rank CTA/Program Feb 2001 Min Inv Inception
49 Conquest Capital Group
Conquest Macro
-5.64 250k 5/1/1999
48 Parizek Capital
Futures Trading Program
-4.46 500k 4/1/2000
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.71 100k 1/1/2000
46 Mark J. Walsh Company
Standard Program
-3.67 2,000k 9/1/1985
45 Hawksbill Capital Management
Global Diversified
-3.53 5,000k 11/1/1988
44 Clarke Capital Management
Worldwide
-2.65 250k 1/1/1996
43 RAM Management Group
MRTP Aggressive
-2.20 1,000k 2/1/1998
42 Estlander & Partners
Alpha Trend
-1.61 30,000k 10/1/1991
41 Saxon Investment Corporation
Aggressive Diversified Program
-1.52 2,000k 11/1/1993
40 Eclipse Capital Management
Global Monetary
-1.43 5,000k 8/1/1990
39 Eckhardt Trading Company
Evolution Strategies
-1.07 20,000k 8/1/1991
38 RAM Management Group
RAM MRTP 1X-Conservative
-1.04 1,000k 9/1/1993
37 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.01 10,000k 10/1/1991
36 Saxon Investment Corporation
Diversified Program
-0.63 3,000k 9/1/1988
35 Covenant Capital Management
Original Program
-0.41 5,000k 9/1/1999
34 Alee Capital Management, LLC
Poniente Program
-0.38 2,500k 1/1/1999
33 John Locke Investments
Cyril Systematic Program
-0.15 8,000k 7/1/2000
32 Alder Capital DAC
Alder Global 20
0.00 2,500k 2/1/2001
31 Clarke Capital Management
Global Basic
0.22 50k 2/1/1996
30 Alder Capital DAC
Alder Global 10
0.25 2,500k 10/1/2000
29 Rabar Market Research
Diversified Program
0.27 2,000k 1/1/1989
28 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.55 100k 11/1/1984
27 Winton Capital Management
Diversified
0.56 50,000k 10/1/1997
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.60 10,000k 1/1/1995
25 Clarke Capital Management
Millennium
0.71 1,000k 1/1/1998
24 Transtrend B.V.
DTP – Standard Risk (EUR)
0.79 10,000k 2/1/1999
23 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.18 10,000k 8/1/1999
22 Superfund Group
Superfund Green Q-AG
1.45 2k 3/1/1996
21 Kelly Angle Inc.
Genesis Program
1.61 2,000k 4/1/2000
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
19 EMC Capital Advisors, LLC
Classic
1.80 5,000k 1/1/1985
18 DUNN Capital Management
DUNN Combined Fund (DCF)
1.82 100k 5/1/1989
17 Estlander & Partners
Global Markets
2.19 10,000k 8/1/1999
16 Tactical Investment Management
Tactical Institutional Commodity Program
2.46 10,000k 4/1/1993
15 Alee Capital Management, LLC
Mistral Program
2.49 2,500k 1/1/1999
14 Quality Capital Management
Global Diversified Programme
2.52 10,000k 12/1/1995
13 Lynx Asset Management AB
Lynx Program
2.69 75k 5/1/2000
12 Clarke Capital Management
Global Magnum
2.83 100k 8/1/1997
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.33 0k 11/1/1996
10 DUNN Capital Management
D'Best Futures Fund, L.P.
3.45 100k 6/1/1994
9 Chesapeake Capital
Diversified (LV)
3.75 100k 2/1/1988
8 Estlander & Partners
Global XL
4.19 5,000k 8/1/1991
7 Hyman Beck and Company
Global Portfolio
4.27 1,000k 3/1/1991
6 Dreiss Research Corporation
Diversified Program
4.53 1,000k 5/1/1991
5 Superfund Group
Superfund Green GCT USD
4.57 15k 1/1/2000
4 Drury Capital
Diversified Trend-Following Program
4.95 5,000k 5/1/1997
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.01 200k 11/1/1999
2 M.S. Capital Management
Global Diversified Program
5.34 2,000k 11/1/1998
1 Mulvaney Capital Management
The Mulvaney Global Markets Program
18.76 100k 5/1/1999

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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