Trend Following Strategy Index For April 2001

Monthly Rankings

Rank CTA/Program Apr 2001 Min Inv Inception
49 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.08 100k 6/1/1994
48 Dreiss Research Corporation
Diversified Program
-18.44 1,000k 5/1/1991
47 Hawksbill Capital Management
Global Diversified
-16.21 5,000k 11/1/1988
46 Mulvaney Capital Management
The Mulvaney Global Markets Program
-15.25 100k 5/1/1999
45 Estlander & Partners
Global XL
-14.95 5,000k 8/1/1991
44 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-14.63 100k 1/1/2000
43 Kelly Angle Inc.
Genesis Program
-13.61 2,000k 4/1/2000
42 Superfund Group
Superfund Green Q-AG
-12.81 2k 3/1/1996
41 DUNN Capital Management
DUNN Combined Fund (DCF)
-12.81 100k 5/1/1989
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-12.71 0k 11/1/1996
39 Clarke Capital Management
Global Basic
-10.23 50k 2/1/1996
38 Clarke Capital Management
Millennium
-9.51 1,000k 1/1/1998
37 Clarke Capital Management
Worldwide
-9.00 250k 1/1/1996
36 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.96 100k 11/1/1984
35 Hyman Beck and Company
Global Portfolio
-8.86 1,000k 3/1/1991
34 Mark J. Walsh Company
Standard Program
-8.69 2,000k 9/1/1985
33 Superfund Group
Superfund Green GCT USD
-8.61 15k 1/1/2000
32 Tactical Investment Management
Tactical Institutional Commodity Program
-7.74 10,000k 4/1/1993
31 M.S. Capital Management
Global Diversified Program
-7.54 2,000k 11/1/1998
30 Chesapeake Capital
Diversified (LV)
-7.50 100k 2/1/1988
29 Eclipse Capital Management
Global Monetary
-7.35 5,000k 8/1/1990
28 Clarke Capital Management
Global Magnum
-7.26 100k 8/1/1997
27 RAM Management Group
MRTP Aggressive
-6.97 1,000k 2/1/1998
26 Quality Capital Management
Global Diversified Programme
-6.88 10,000k 12/1/1995
25 Estlander & Partners
Global Markets
-6.84 10,000k 8/1/1999
24 EMC Capital Advisors, LLC
Classic
-6.80 5,000k 1/1/1985
23 Alee Capital Management, LLC
Mistral Program
-6.75 2,500k 1/1/1999
22 Conquest Capital Group
Conquest Macro
-5.74 250k 5/1/1999
21 Covenant Capital Management
Original Program
-5.39 5,000k 9/1/1999
20 Winton Capital Management
Diversified
-5.31 50,000k 10/1/1997
19 Lynx Asset Management AB
Lynx Program
-4.66 75k 5/1/2000
18 Rabar Market Research
Diversified Program
-4.64 2,000k 1/1/1989
17 Drury Capital
Diversified Trend-Following Program
-4.19 5,000k 5/1/1997
16 John Locke Investments
Cyril Systematic Program
-3.97 8,000k 7/1/2000
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.56 200k 11/1/1999
14 Estlander & Partners
Alpha Trend
-3.40 30,000k 10/1/1991
13 Saxon Investment Corporation
Aggressive Diversified Program
-3.20 2,000k 11/1/1993
12 Alder Capital DAC
Alder Global 20
-2.98 2,500k 2/1/2001
11 RAM Management Group
RAM MRTP 1X-Conservative
-2.88 1,000k 9/1/1993
10 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.79 10,000k 1/1/1991
9 Alder Capital DAC
Alder Global 10
-2.22 2,500k 10/1/2000
8 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.70 10,000k 8/1/1999
7 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.48 10,000k 1/1/1995
6 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.48 10,000k 2/1/1999
5 Saxon Investment Corporation
Diversified Program
-1.37 3,000k 9/1/1988
4 Eckhardt Trading Company
Evolution Strategies
-0.48 20,000k 8/1/1991
3 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.38 10,000k 10/1/1991
2 Parizek Capital
Futures Trading Program
0.44 500k 4/1/2000
1 Alee Capital Management, LLC
Poniente Program
4.33 2,500k 1/1/1999

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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