Trend Following Strategy Index For November 2002

Monthly Rankings

Rank CTA/Program Nov 2002 Min Inv Inception
55 Saxon Investment Corporation
Aggressive Diversified Program
-20.54 2,000k 11/1/1993
54 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.70 100k 11/1/1984
53 Saxon Investment Corporation
Diversified Program
-11.60 3,000k 9/1/1988
52 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.02 100k 6/1/1994
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.41 200k 11/1/1999
50 Superfund Group
Superfund Green Master
-10.24 2,000k 5/1/2001
49 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.44 100k 5/1/1989
48 Kelly Angle Inc.
Genesis Program
-7.42 2,000k 4/1/2000
47 Superfund Group
Superfund Green Q-AG
-6.38 2k 3/1/1996
46 Drury Capital
Diversified Trend-Following Program
-5.97 5,000k 5/1/1997
45 Superfund Group
Superfund Green GCT USD
-5.94 15k 1/1/2000
44 Superfund Group
Superfund Green L.P. Series B
-5.84 5k 10/1/2002
43 ISAM
ISAM Systematic Trend Fund
-5.54 1,000k 6/1/2001
42 Clarke Capital Management
Millennium
-5.51 1,000k 1/1/1998
41 Quality Capital Management
Global Diversified Programme
-5.49 10,000k 12/1/1995
40 EMC Capital Advisors, LLC
Classic
-5.40 5,000k 1/1/1985
39 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.08 100k 5/1/1999
38 Southwest Managed Investments, LLC
Global Diversified
-4.68 200k 1/1/2002
37 Hawksbill Capital Management
Global Diversified
-4.47 5,000k 11/1/1988
36 Estlander & Partners
Global XL
-4.27 5,000k 8/1/1991
35 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.15 0k 11/1/1996
34 Clarke Capital Management
Global Basic
-4.01 50k 2/1/1996
33 Eclipse Capital Management
Global Monetary
-3.64 5,000k 8/1/1990
32 Superfund Group
Superfund Green L.P. Series A
-3.59 5k 10/1/2002
31 Mark J. Walsh Company
Standard Program
-2.89 2,000k 9/1/1985
30 Lynx Asset Management AB
Lynx Program
-2.85 75k 5/1/2000
29 Parizek Capital
Futures Trading Program
-2.48 500k 4/1/2000
28 Clarke Capital Management
Worldwide
-2.40 250k 1/1/1996
27 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.37 10,000k 1/1/1991
26 Estlander & Partners
Global Markets
-2.09 10,000k 8/1/1999
25 Rabar Market Research
Diversified Program
-2.06 2,000k 1/1/1989
24 John Locke Investments
Cyril Systematic Program
-1.74 8,000k 7/1/2000
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.71 10,000k 1/1/1995
22 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.68 10,000k 8/1/1999
21 Chesapeake Capital
Diversified (LV)
-1.58 100k 2/1/1988
20 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.41 10,000k 10/1/1991
19 Eckhardt Trading Company
Evolution Strategies
-1.40 20,000k 8/1/1991
18 Alee Capital Management, LLC
Mistral Program
-1.24 2,500k 1/1/1999
17 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.92 10,000k 2/1/1999
16 Hyman Beck and Company
Global Portfolio
-0.88 1,000k 3/1/1991
15 Winton Capital Management
Diversified
-0.69 50,000k 10/1/1997
14 Estlander & Partners
Alpha Trend
-0.43 30,000k 10/1/1991
13 Dreiss Research Corporation
Diversified Program
-0.06 1,000k 5/1/1991
12 Alee Capital Management, LLC
Poniente Program
0.23 2,500k 1/1/1999
11 Alder Capital DAC
Alder Global 10
0.33 2,500k 10/1/2000
10 M.S. Capital Management
Global Diversified Program
0.82 2,000k 11/1/1998
9 Alder Capital DAC
Alder Global 20
1.01 2,500k 2/1/2001
8 RAM Management Group
RAM MRTP 1X-Conservative
1.08 1,000k 9/1/1993
7 Mobius Asset Management
Custom Trading Program
1.90 100k 1/1/2002
6 Clarke Capital Management
Global Magnum
2.04 100k 8/1/1997
5 Conquest Capital Group
Conquest Macro
2.08 250k 5/1/1999
4 Tactical Investment Management
Tactical Institutional Commodity Program
2.27 10,000k 4/1/1993
3 Covenant Capital Management
Original Program
2.82 5,000k 9/1/1999
2 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.22 100k 1/1/2000
1 RAM Management Group
MRTP Aggressive
5.30 1,000k 2/1/1998

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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