Trend Following Strategy Index For March 2001

Monthly Rankings

Rank CTA/Program Mar 2001 Min Inv Inception
49 Saxon Investment Corporation
Aggressive Diversified Program
-2.87 2,000k 11/1/1993
48 Saxon Investment Corporation
Diversified Program
-1.23 3,000k 9/1/1988
47 RAM Management Group
RAM MRTP 1X-Conservative
-0.09 1,000k 9/1/1993
46 Eckhardt Trading Company
Evolution Strategies
0.40 20,000k 8/1/1991
45 Eckhardt Trading Company
Evolution Strategies 1.2X
0.65 10,000k 10/1/1991
44 Hawksbill Capital Management
Global Diversified
2.25 5,000k 11/1/1988
43 Alee Capital Management, LLC
Poniente Program
2.62 2,500k 1/1/1999
42 Eclipse Capital Management
Global Monetary
2.63 5,000k 8/1/1990
41 RAM Management Group
MRTP Aggressive
3.24 1,000k 2/1/1998
40 Transtrend B.V.
DTP – Standard Risk (EUR)
3.86 10,000k 2/1/1999
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.25 10,000k 1/1/1991
38 Rabar Market Research
Diversified Program
4.79 2,000k 1/1/1989
37 Chesapeake Capital
Diversified (LV)
4.98 100k 2/1/1988
36 Clarke Capital Management
Worldwide
5.25 250k 1/1/1996
35 Alder Capital DAC
Alder Global 10
5.39 2,500k 10/1/2000
34 Estlander & Partners
Alpha Trend
5.97 30,000k 10/1/1991
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
6.05 10,000k 8/1/1999
32 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.07 200k 11/1/1999
31 John Locke Investments
Cyril Systematic Program
6.10 8,000k 7/1/2000
30 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.26 100k 11/1/1984
29 DUNN Capital Management
DUNN Combined Fund (DCF)
6.32 100k 5/1/1989
28 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.75 10,000k 1/1/1995
27 Winton Capital Management
Diversified
7.09 50,000k 10/1/1997
26 Lynx Asset Management AB
Lynx Program
7.09 75k 5/1/2000
25 Dreiss Research Corporation
Diversified Program
8.51 1,000k 5/1/1991
24 Clarke Capital Management
Millennium
8.60 1,000k 1/1/1998
23 Estlander & Partners
Global Markets
8.72 10,000k 8/1/1999
22 Superfund Group
Superfund Green GCT USD
9.95 15k 1/1/2000
21 Hyman Beck and Company
Global Portfolio
10.24 1,000k 3/1/1991
20 M.S. Capital Management
Global Diversified Program
10.43 2,000k 11/1/1998
19 Quality Capital Management
Global Diversified Programme
10.51 10,000k 12/1/1995
18 Alder Capital DAC
Alder Global 20
10.78 2,500k 2/1/2001
17 Covenant Capital Management
Original Program
11.16 5,000k 9/1/1999
16 Conquest Capital Group
Conquest Macro
11.99 250k 5/1/1999
15 Mark J. Walsh Company
Standard Program
12.14 2,000k 9/1/1985
14 Superfund Group
Superfund Green Q-AG
12.76 2k 3/1/1996
13 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
12.93 0k 11/1/1996
12 Alee Capital Management, LLC
Mistral Program
13.19 2,500k 1/1/1999
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.46 100k 5/1/1999
10 Clarke Capital Management
Global Basic
13.88 50k 2/1/1996
9 Tactical Investment Management
Tactical Institutional Commodity Program
13.89 10,000k 4/1/1993
8 Parizek Capital
Futures Trading Program
14.02 500k 4/1/2000
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
14.40 100k 1/1/2000
6 Clarke Capital Management
Global Magnum
14.95 100k 8/1/1997
5 DUNN Capital Management
D'Best Futures Fund, L.P.
15.01 100k 6/1/1994
4 Drury Capital
Diversified Trend-Following Program
15.48 5,000k 5/1/1997
3 Kelly Angle Inc.
Genesis Program
15.95 2,000k 4/1/2000
2 EMC Capital Advisors, LLC
Classic
17.00 5,000k 1/1/1985
1 Estlander & Partners
Global XL
17.30 5,000k 8/1/1991

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan