Trend Following Strategy Index For January 2002

Monthly Rankings

Rank CTA/Program Jan 2002 Min Inv Inception
53 RAM Management Group
MRTP Aggressive
-13.05 1,000k 2/1/1998
52 Winton Capital Management
Diversified
-10.13 50,000k 10/1/1997
51 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.65 100k 1/1/2000
50 Alee Capital Management, LLC
Mistral Program
-6.99 2,500k 1/1/1999
49 Mark J. Walsh Company
Standard Program
-6.57 2,000k 9/1/1985
48 Clarke Capital Management
Global Magnum
-5.85 100k 8/1/1997
47 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.63 0k 11/1/1996
46 Tactical Investment Management
Tactical Institutional Commodity Program
-5.52 10,000k 4/1/1993
45 Estlander & Partners
Global XL
-5.04 5,000k 8/1/1991
44 Hawksbill Capital Management
Global Diversified
-4.97 5,000k 11/1/1988
43 Covenant Capital Management
Original Program
-4.93 5,000k 9/1/1999
42 EMC Capital Advisors, LLC
Classic
-4.70 5,000k 1/1/1985
41 Estlander & Partners
Alpha Trend
-4.60 30,000k 10/1/1991
40 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.38 200k 11/1/1999
39 Saxon Investment Corporation
Aggressive Diversified Program
-4.32 2,000k 11/1/1993
38 RAM Management Group
RAM MRTP 1X-Conservative
-3.57 1,000k 9/1/1993
37 Clarke Capital Management
Global Basic
-3.55 50k 2/1/1996
36 Clarke Capital Management
Millennium
-3.42 1,000k 1/1/1998
35 Dreiss Research Corporation
Diversified Program
-3.28 1,000k 5/1/1991
34 Hyman Beck and Company
Global Portfolio
-2.81 1,000k 3/1/1991
33 Kelly Angle Inc.
Genesis Program
-2.60 2,000k 4/1/2000
32 Quality Capital Management
Global Diversified Programme
-2.49 10,000k 12/1/1995
31 Saxon Investment Corporation
Diversified Program
-2.40 3,000k 9/1/1988
30 Estlander & Partners
Global Markets
-2.28 10,000k 8/1/1999
29 Chesapeake Capital
Diversified (LV)
-2.11 100k 2/1/1988
28 John Locke Investments
Cyril Systematic Program
-2.11 8,000k 7/1/2000
27 M.S. Capital Management
Global Diversified Program
-1.76 2,000k 11/1/1998
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.58 10,000k 1/1/1991
25 Alee Capital Management, LLC
Poniente Program
-1.48 2,500k 1/1/1999
24 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.42 100k 6/1/1994
23 Clarke Capital Management
Worldwide
-1.31 250k 1/1/1996
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.17 10,000k 1/1/1995
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.93 10,000k 8/1/1999
20 Rabar Market Research
Diversified Program
-0.72 2,000k 1/1/1989
19 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.70 10,000k 2/1/1999
18 Superfund Group
Superfund Green Q-AG
-0.59 2k 3/1/1996
17 Superfund Group
Superfund Green Master
-0.02 2,000k 5/1/2001
16 Southwest Managed Investments, LLC
Global Diversified
0.00 200k 1/1/2002
14 Mobius Asset Management
Custom Trading Program
0.00 100k 1/1/2002
15 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
13 Lynx Asset Management AB
Lynx Program
0.40 75k 5/1/2000
12 Eclipse Capital Management
Global Monetary
0.42 5,000k 8/1/1990
11 Drury Capital
Diversified Trend-Following Program
0.52 5,000k 5/1/1997
10 DUNN Capital Management
DUNN Combined Fund (DCF)
0.66 100k 5/1/1989
9 ISAM
ISAM Systematic Trend Fund
0.96 1,000k 6/1/2001
8 Alder Capital DAC
Alder Global 10
0.99 2,500k 10/1/2000
7 Superfund Group
Superfund Green GCT USD
1.06 15k 1/1/2000
6 Parizek Capital
Futures Trading Program
1.78 500k 4/1/2000
5 Alder Capital DAC
Alder Global 20
2.47 2,500k 2/1/2001
4 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.03 100k 11/1/1984
2 Eckhardt Trading Company
Evolution Strategies 1.2X
3.22 10,000k 10/1/1991
1 Conquest Capital Group
Conquest Macro
6.14 250k 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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