Trend Following Strategy Index For June 2001

Monthly Rankings

Rank CTA/Program Jun 2001 Min Inv Inception
51 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-10.94 100k 1/1/2000
50 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.68 100k 5/1/1989
49 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.31 100k 11/1/1984
48 Clarke Capital Management
Global Basic
-6.54 50k 2/1/1996
47 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.22 100k 6/1/1994
46 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.10 200k 11/1/1999
45 Clarke Capital Management
Worldwide
-5.68 250k 1/1/1996
44 Clarke Capital Management
Millennium
-5.37 1,000k 1/1/1998
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.30 0k 11/1/1996
42 Hyman Beck and Company
Global Portfolio
-4.59 1,000k 3/1/1991
41 Kelly Angle Inc.
Genesis Program
-3.70 2,000k 4/1/2000
40 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.54 10,000k 10/1/1991
39 John Locke Investments
Cyril Systematic Program
-3.39 8,000k 7/1/2000
38 Eckhardt Trading Company
Evolution Strategies
-3.28 20,000k 8/1/1991
37 Mark J. Walsh Company
Standard Program
-3.24 2,000k 9/1/1985
36 Lynx Asset Management AB
Lynx Program
-2.68 75k 5/1/2000
35 Winton Capital Management
Diversified
-2.66 50,000k 10/1/1997
34 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
33 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
32 Estlander & Partners
Alpha Trend
-1.81 30,000k 10/1/1991
31 Alee Capital Management, LLC
Mistral Program
-1.62 2,500k 1/1/1999
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.36 10,000k 1/1/1995
29 Dreiss Research Corporation
Diversified Program
-1.34 1,000k 5/1/1991
28 Quality Capital Management
Global Diversified Programme
-0.92 10,000k 12/1/1995
27 Clarke Capital Management
Global Magnum
-0.71 100k 8/1/1997
26 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.61 10,000k 8/1/1999
25 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.56 10,000k 2/1/1999
24 EMC Capital Advisors, LLC
Classic
-0.20 5,000k 1/1/1985
23 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.05 10,000k 1/1/1991
21 Hawksbill Capital Management
Global Diversified
0.14 5,000k 11/1/1988
20 Chesapeake Capital
Diversified (LV)
0.16 100k 2/1/1988
19 Estlander & Partners
Global Markets
0.37 10,000k 8/1/1999
18 Superfund Group
Superfund Green Q-AG
0.39 2k 3/1/1996
17 Estlander & Partners
Global XL
0.69 5,000k 8/1/1991
16 RAM Management Group
RAM MRTP 1X-Conservative
1.37 1,000k 9/1/1993
15 Alder Capital DAC
Alder Global 10
1.48 2,500k 10/1/2000
14 Eclipse Capital Management
Global Monetary
1.56 5,000k 8/1/1990
13 M.S. Capital Management
Global Diversified Program
1.67 2,000k 11/1/1998
12 Alee Capital Management, LLC
Poniente Program
1.88 2,500k 1/1/1999
11 Covenant Capital Management
Original Program
2.21 5,000k 9/1/1999
10 Parizek Capital
Futures Trading Program
2.22 500k 4/1/2000
9 Superfund Group
Superfund Green Master
2.42 2,000k 5/1/2001
8 Alder Capital DAC
Alder Global 20
2.53 2,500k 2/1/2001
7 Saxon Investment Corporation
Diversified Program
3.05 3,000k 9/1/1988
6 Tactical Investment Management
Tactical Institutional Commodity Program
3.61 10,000k 4/1/1993
5 RAM Management Group
MRTP Aggressive
4.34 1,000k 2/1/1998
4 Saxon Investment Corporation
Aggressive Diversified Program
4.91 2,000k 11/1/1993
3 Drury Capital
Diversified Trend-Following Program
4.97 5,000k 5/1/1997
2 Superfund Group
Superfund Green GCT USD
5.02 15k 1/1/2000
1 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.39 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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