Trend Following Strategy Index For August 2001

Monthly Rankings

Rank CTA/Program Aug 2001 Min Inv Inception
51 Covenant Capital Management
Original Program
-3.60 5,000k 9/1/1999
50 Chesapeake Capital
Diversified (LV)
-3.40 100k 2/1/1988
49 Estlander & Partners
Alpha Trend
-2.89 30,000k 10/1/1991
48 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.78 100k 1/1/2000
47 Saxon Investment Corporation
Aggressive Diversified Program
-2.68 2,000k 11/1/1993
46 Clarke Capital Management
Worldwide
-2.16 250k 1/1/1996
45 Rabar Market Research
Diversified Program
-1.64 2,000k 1/1/1989
44 Saxon Investment Corporation
Diversified Program
-1.51 3,000k 9/1/1988
43 M.S. Capital Management
Global Diversified Program
-1.14 2,000k 11/1/1998
42 Clarke Capital Management
Millennium
-0.26 1,000k 1/1/1998
41 RAM Management Group
RAM MRTP 1X-Conservative
-0.02 1,000k 9/1/1993
40 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
39 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.12 0k 11/1/1996
38 Eclipse Capital Management
Global Monetary
0.38 5,000k 8/1/1990
37 Winton Capital Management
Diversified
0.56 50,000k 10/1/1997
36 Transtrend B.V.
DTP – Standard Risk (EUR)
1.43 10,000k 2/1/1999
35 Quality Capital Management
Global Diversified Programme
1.85 10,000k 12/1/1995
34 RAM Management Group
MRTP Aggressive
1.88 1,000k 2/1/1998
33 Dreiss Research Corporation
Diversified Program
1.90 1,000k 5/1/1991
32 Tactical Investment Management
Tactical Institutional Commodity Program
1.99 10,000k 4/1/1993
31 Drury Capital
Diversified Trend-Following Program
2.03 5,000k 5/1/1997
30 Estlander & Partners
Global Markets
2.16 10,000k 8/1/1999
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.37 10,000k 1/1/1995
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.51 10,000k 8/1/1999
27 Alder Capital DAC
Alder Global 10
3.39 2,500k 10/1/2000
26 Alder Capital DAC
Alder Global 20
3.42 2,500k 2/1/2001
25 Estlander & Partners
Global XL
3.82 5,000k 8/1/1991
24 Parizek Capital
Futures Trading Program
3.97 500k 4/1/2000
23 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.15 10,000k 1/1/1991
22 Alee Capital Management, LLC
Poniente Program
4.19 2,500k 1/1/1999
21 John Locke Investments
Cyril Systematic Program
4.83 8,000k 7/1/2000
20 Conquest Capital Group
Conquest Macro
4.84 250k 5/1/1999
19 Alee Capital Management, LLC
Mistral Program
5.22 2,500k 1/1/1999
18 Eckhardt Trading Company
Evolution Strategies
5.87 20,000k 8/1/1991
17 Superfund Group
Superfund Green Q-AG
6.15 2k 3/1/1996
16 EMC Capital Advisors, LLC
Classic
6.20 5,000k 1/1/1985
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.47 100k 11/1/1984
14 Clarke Capital Management
Global Magnum
6.87 100k 8/1/1997
13 Eckhardt Trading Company
Evolution Strategies 1.2X
7.03 10,000k 10/1/1991
12 ISAM
ISAM Systematic Trend Fund
7.18 1,000k 6/1/2001
11 Mark J. Walsh Company
Standard Program
7.19 2,000k 9/1/1985
10 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.34 200k 11/1/1999
9 Clarke Capital Management
Global Basic
7.39 50k 2/1/1996
8 Kelly Angle Inc.
Genesis Program
7.46 2,000k 4/1/2000
7 Hyman Beck and Company
Global Portfolio
7.90 1,000k 3/1/1991
6 Lynx Asset Management AB
Lynx Program
8.02 75k 5/1/2000
5 Superfund Group
Superfund Green GCT USD
10.27 15k 1/1/2000
4 Superfund Group
Superfund Green Master
11.76 2,000k 5/1/2001
3 DUNN Capital Management
DUNN Combined Fund (DCF)
14.62 100k 5/1/1989
2 Hawksbill Capital Management
Global Diversified
15.06 5,000k 11/1/1988
1 DUNN Capital Management
D'Best Futures Fund, L.P.
15.20 100k 6/1/1994

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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