Trend Following Strategy Index For September 2001

Monthly Rankings

Rank CTA/Program Sep 2001 Min Inv Inception
51 Alder Capital DAC
Alder Global 20
-6.93 2,500k 2/1/2001
50 Covenant Capital Management
Original Program
-6.92 5,000k 9/1/1999
49 Clarke Capital Management
Global Basic
-5.64 50k 2/1/1996
48 Alder Capital DAC
Alder Global 10
-3.98 2,500k 10/1/2000
47 Alee Capital Management, LLC
Poniente Program
-3.95 2,500k 1/1/1999
46 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.39 10,000k 10/1/1991
45 Eckhardt Trading Company
Evolution Strategies
-3.28 20,000k 8/1/1991
44 Clarke Capital Management
Global Magnum
-1.31 100k 8/1/1997
43 Conquest Capital Group
Conquest Macro
-1.12 250k 5/1/1999
42 Clarke Capital Management
Millennium
-0.23 1,000k 1/1/1998
41 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
40 Clarke Capital Management
Worldwide
0.51 250k 1/1/1996
39 Saxon Investment Corporation
Diversified Program
1.09 3,000k 9/1/1988
38 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.13 100k 11/1/1984
37 Saxon Investment Corporation
Aggressive Diversified Program
1.29 2,000k 11/1/1993
36 Rabar Market Research
Diversified Program
2.02 2,000k 1/1/1989
35 John Locke Investments
Cyril Systematic Program
2.21 8,000k 7/1/2000
34 Kelly Angle Inc.
Genesis Program
2.92 2,000k 4/1/2000
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.92 100k 1/1/2000
32 RAM Management Group
RAM MRTP 1X-Conservative
3.02 1,000k 9/1/1993
31 Winton Capital Management
Diversified
4.64 50,000k 10/1/1997
30 Transtrend B.V.
DTP – Standard Risk (EUR)
5.23 10,000k 2/1/1999
29 Tactical Investment Management
Tactical Institutional Commodity Program
5.29 10,000k 4/1/1993
28 Estlander & Partners
Global Markets
5.34 10,000k 8/1/1999
27 Alee Capital Management, LLC
Mistral Program
5.57 2,500k 1/1/1999
26 Eclipse Capital Management
Global Monetary
5.97 5,000k 8/1/1990
25 Estlander & Partners
Alpha Trend
5.99 30,000k 10/1/1991
24 Drury Capital
Diversified Trend-Following Program
6.23 5,000k 5/1/1997
23 DUNN Capital Management
DUNN Combined Fund (DCF)
6.37 100k 5/1/1989
22 Lynx Asset Management AB
Lynx Program
6.81 75k 5/1/2000
21 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.04 10,000k 1/1/1991
20 Mark J. Walsh Company
Standard Program
7.06 2,000k 9/1/1985
19 Chesapeake Capital
Diversified (LV)
7.15 100k 2/1/1988
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.82 10,000k 1/1/1995
17 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.33 10,000k 8/1/1999
16 ISAM
ISAM Systematic Trend Fund
8.37 1,000k 6/1/2001
15 M.S. Capital Management
Global Diversified Program
8.72 2,000k 11/1/1998
14 RAM Management Group
MRTP Aggressive
8.97 1,000k 2/1/1998
13 Parizek Capital
Futures Trading Program
9.66 500k 4/1/2000
12 Quality Capital Management
Global Diversified Programme
9.84 10,000k 12/1/1995
11 Hawksbill Capital Management
Global Diversified
10.39 5,000k 11/1/1988
10 DUNN Capital Management
D'Best Futures Fund, L.P.
11.19 100k 6/1/1994
9 Estlander & Partners
Global XL
11.42 5,000k 8/1/1991
8 EMC Capital Advisors, LLC
Classic
13.00 5,000k 1/1/1985
7 Hyman Beck and Company
Global Portfolio
13.37 1,000k 3/1/1991
6 Superfund Group
Superfund Green Q-AG
15.41 2k 3/1/1996
5 Dreiss Research Corporation
Diversified Program
16.35 1,000k 5/1/1991
4 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
18.43 0k 11/1/1996
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
20.94 200k 11/1/1999
2 Superfund Group
Superfund Green GCT USD
28.42 15k 1/1/2000
1 Superfund Group
Superfund Green Master
38.38 2,000k 5/1/2001

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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