Trend Following Strategy Index For October 2002

Monthly Rankings

Rank CTA/Program Oct 2002 Min Inv Inception
55 Superfund Group
Superfund Green Master
-28.02 2,000k 5/1/2001
54 DUNN Capital Management
D'Best Futures Fund, L.P.
-17.65 100k 6/1/1994
53 Superfund Group
Superfund Green GCT USD
-17.23 15k 1/1/2000
52 DUNN Capital Management
DUNN Combined Fund (DCF)
-16.40 100k 5/1/1989
51 Kelly Angle Inc.
Genesis Program
-15.89 2,000k 4/1/2000
50 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-15.01 200k 11/1/1999
49 Clarke Capital Management
Global Basic
-14.84 50k 2/1/1996
48 Superfund Group
Superfund Green Q-AG
-13.78 2k 3/1/1996
47 RAM Management Group
MRTP Aggressive
-13.60 1,000k 2/1/1998
46 Parizek Capital
Futures Trading Program
-12.31 500k 4/1/2000
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.27 100k 11/1/1984
44 EMC Capital Advisors, LLC
Classic
-12.00 5,000k 1/1/1985
43 Clarke Capital Management
Global Magnum
-11.24 100k 8/1/1997
42 Mark J. Walsh Company
Standard Program
-9.70 2,000k 9/1/1985
41 Drury Capital
Diversified Trend-Following Program
-9.42 5,000k 5/1/1997
40 Saxon Investment Corporation
Aggressive Diversified Program
-9.14 2,000k 11/1/1993
39 Eclipse Capital Management
Global Monetary
-9.00 5,000k 8/1/1990
38 Winton Capital Management
Diversified
-7.96 50,000k 10/1/1997
37 Hawksbill Capital Management
Global Diversified
-7.95 5,000k 11/1/1988
36 Clarke Capital Management
Worldwide
-7.87 250k 1/1/1996
35 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.73 100k 5/1/1999
34 Clarke Capital Management
Millennium
-7.54 1,000k 1/1/1998
33 Quality Capital Management
Global Diversified Programme
-7.11 10,000k 12/1/1995
32 Alee Capital Management, LLC
Poniente Program
-7.10 2,500k 1/1/1999
31 M.S. Capital Management
Global Diversified Program
-6.56 2,000k 11/1/1998
30 John Locke Investments
Cyril Systematic Program
-6.07 8,000k 7/1/2000
29 ISAM
ISAM Systematic Trend Fund
-5.88 1,000k 6/1/2001
28 Mobius Asset Management
Custom Trading Program
-5.50 100k 1/1/2002
27 Saxon Investment Corporation
Diversified Program
-4.95 3,000k 9/1/1988
26 Lynx Asset Management AB
Lynx Program
-4.56 75k 5/1/2000
25 Estlander & Partners
Alpha Trend
-4.42 30,000k 10/1/1991
24 Alee Capital Management, LLC
Mistral Program
-4.25 2,500k 1/1/1999
23 Estlander & Partners
Global XL
-4.04 5,000k 8/1/1991
22 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.87 0k 11/1/1996
21 Southwest Managed Investments, LLC
Global Diversified
-3.83 200k 1/1/2002
20 RAM Management Group
RAM MRTP 1X-Conservative
-3.75 1,000k 9/1/1993
19 Rabar Market Research
Diversified Program
-3.54 2,000k 1/1/1989
18 Hyman Beck and Company
Global Portfolio
-3.17 1,000k 3/1/1991
17 Tactical Investment Management
Tactical Institutional Commodity Program
-3.01 10,000k 4/1/1993
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.72 10,000k 1/1/1995
15 Chesapeake Capital
Diversified (LV)
-2.63 100k 2/1/1988
14 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.52 10,000k 8/1/1999
13 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.41 10,000k 10/1/1991
12 Estlander & Partners
Global Markets
-1.92 10,000k 8/1/1999
11 Eckhardt Trading Company
Evolution Strategies
-1.90 20,000k 8/1/1991
10 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.77 10,000k 1/1/1991
9 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.57 10,000k 2/1/1999
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.89 100k 1/1/2000
7 Alder Capital DAC
Alder Global 20
-0.76 2,500k 2/1/2001
6 Conquest Capital Group
Conquest Macro
-0.52 250k 5/1/1999
5 Dreiss Research Corporation
Diversified Program
-0.04 1,000k 5/1/1991
3 Superfund Group
Superfund Green L.P. Series A
0.00 5k 10/1/2002
4 Superfund Group
Superfund Green L.P. Series B
0.00 5k 10/1/2002
2 Alder Capital DAC
Alder Global 10
0.15 2,500k 10/1/2000
1 Covenant Capital Management
Original Program
4.42 5,000k 9/1/1999

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan