Trend Following Strategy Index For May 2001

Monthly Rankings

Rank CTA/Program May 2001 Min Inv Inception
50 Mark J. Walsh Company
Standard Program
-4.52 2,000k 9/1/1985
49 Alee Capital Management, LLC
Poniente Program
-4.03 2,500k 1/1/1999
48 Winton Capital Management
Diversified
-2.61 50,000k 10/1/1997
47 Rabar Market Research
Diversified Program
-1.98 2,000k 1/1/1989
46 Alder Capital DAC
Alder Global 20
-1.50 2,500k 2/1/2001
45 Chesapeake Capital
Diversified (LV)
-1.43 100k 2/1/1988
44 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.91 100k 11/1/1984
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
42 Alder Capital DAC
Alder Global 10
-0.77 2,500k 10/1/2000
41 EMC Capital Advisors, LLC
Classic
-0.70 5,000k 1/1/1985
40 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.66 100k 5/1/1999
39 Lynx Asset Management AB
Lynx Program
-0.49 75k 5/1/2000
38 Saxon Investment Corporation
Aggressive Diversified Program
-0.42 2,000k 11/1/1993
37 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
36 Quality Capital Management
Global Diversified Programme
-0.27 10,000k 12/1/1995
35 Hawksbill Capital Management
Global Diversified
-0.11 5,000k 11/1/1988
34 Clarke Capital Management
Global Magnum
-0.10 100k 8/1/1997
33 Saxon Investment Corporation
Diversified Program
-0.10 3,000k 9/1/1988
32 Superfund Group
Superfund Green Master
0.00 2,000k 5/1/2001
31 Parizek Capital
Futures Trading Program
0.23 500k 4/1/2000
30 DUNN Capital Management
DUNN Combined Fund (DCF)
0.24 100k 5/1/1989
29 RAM Management Group
RAM MRTP 1X-Conservative
0.48 1,000k 9/1/1993
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.49 0k 11/1/1996
27 DUNN Capital Management
D'Best Futures Fund, L.P.
0.52 100k 6/1/1994
26 Dreiss Research Corporation
Diversified Program
0.55 1,000k 5/1/1991
25 Transtrend B.V.
DTP – Standard Risk (EUR)
0.86 10,000k 2/1/1999
24 Alee Capital Management, LLC
Mistral Program
1.10 2,500k 1/1/1999
23 Estlander & Partners
Alpha Trend
1.26 30,000k 10/1/1991
22 M.S. Capital Management
Global Diversified Program
1.27 2,000k 11/1/1998
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.29 10,000k 1/1/1995
20 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.62 10,000k 8/1/1999
19 Clarke Capital Management
Global Basic
1.68 50k 2/1/1996
18 Estlander & Partners
Global Markets
1.83 10,000k 8/1/1999
17 Superfund Group
Superfund Green GCT USD
1.89 15k 1/1/2000
16 Estlander & Partners
Global XL
2.20 5,000k 8/1/1991
15 Drury Capital
Diversified Trend-Following Program
2.41 5,000k 5/1/1997
14 John Locke Investments
Cyril Systematic Program
2.72 8,000k 7/1/2000
13 Clarke Capital Management
Millennium
2.88 1,000k 1/1/1998
12 Tactical Investment Management
Tactical Institutional Commodity Program
3.04 10,000k 4/1/1993
11 Eckhardt Trading Company
Evolution Strategies
3.40 20,000k 8/1/1991
10 Hyman Beck and Company
Global Portfolio
3.44 1,000k 3/1/1991
9 Conquest Capital Group
Conquest Macro
3.77 250k 5/1/1999
8 Clarke Capital Management
Worldwide
3.83 250k 1/1/1996
7 Covenant Capital Management
Original Program
3.84 5,000k 9/1/1999
6 RAM Management Group
MRTP Aggressive
3.88 1,000k 2/1/1998
5 Eckhardt Trading Company
Evolution Strategies 1.2X
4.11 10,000k 10/1/1991
4 Superfund Group
Superfund Green Q-AG
4.32 2k 3/1/1996
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.89 200k 11/1/1999
2 Kelly Angle Inc.
Genesis Program
6.51 2,000k 4/1/2000
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.19 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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