Trend Following Strategy Index For December 2002

Monthly Rankings

Rank CTA/Program Dec 2002 Min Inv Inception
55 Alee Capital Management, LLC
Mistral Program
-2.23 2,500k 1/1/1999
54 Dreiss Research Corporation
Diversified Program
0.37 1,000k 5/1/1991
53 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.76 100k 1/1/2000
52 Estlander & Partners
Alpha Trend
1.11 30,000k 10/1/1991
51 Parizek Capital
Futures Trading Program
2.50 500k 4/1/2000
50 EMC Capital Advisors, LLC
Classic
2.90 5,000k 1/1/1985
49 Covenant Capital Management
Original Program
3.08 5,000k 9/1/1999
48 Alder Capital DAC
Alder Global 10
3.24 2,500k 10/1/2000
47 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.26 0k 11/1/1996
46 Chesapeake Capital
Diversified (LV)
4.31 100k 2/1/1988
45 Transtrend B.V.
DTP – Standard Risk (EUR)
4.49 10,000k 2/1/1999
44 Lynx Asset Management AB
Lynx Program
4.73 75k 5/1/2000
43 M.S. Capital Management
Global Diversified Program
4.82 2,000k 11/1/1998
42 RAM Management Group
RAM MRTP 1X-Conservative
4.86 1,000k 9/1/1993
41 Rabar Market Research
Diversified Program
4.87 2,000k 1/1/1989
40 Estlander & Partners
Global Markets
4.94 10,000k 8/1/1999
39 Alder Capital DAC
Alder Global 20
5.94 2,500k 2/1/2001
38 Alee Capital Management, LLC
Poniente Program
5.99 2,500k 1/1/1999
37 Conquest Capital Group
Conquest Macro
6.50 250k 5/1/1999
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.58 10,000k 1/1/1995
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
6.68 10,000k 8/1/1999
34 Eclipse Capital Management
Global Monetary
6.90 5,000k 8/1/1990
33 Saxon Investment Corporation
Diversified Program
7.07 3,000k 9/1/1988
32 Quality Capital Management
Global Diversified Programme
7.50 10,000k 12/1/1995
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.80 100k 5/1/1999
30 Southwest Managed Investments, LLC
Global Diversified
8.55 200k 1/1/2002
29 John Locke Investments
Cyril Systematic Program
8.80 8,000k 7/1/2000
28 Hyman Beck and Company
Global Portfolio
9.13 1,000k 3/1/1991
27 Tactical Investment Management
Tactical Institutional Commodity Program
9.58 10,000k 4/1/1993
26 Hawksbill Capital Management
Global Diversified
9.82 5,000k 11/1/1988
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
10.11 10,000k 1/1/1991
24 Drury Capital
Diversified Trend-Following Program
10.19 5,000k 5/1/1997
23 Eckhardt Trading Company
Evolution Strategies
10.79 20,000k 8/1/1991
22 Estlander & Partners
Global XL
11.05 5,000k 8/1/1991
21 Saxon Investment Corporation
Aggressive Diversified Program
11.89 2,000k 11/1/1993
20 Eckhardt Trading Company
Evolution Strategies 1.2X
13.20 10,000k 10/1/1991
19 Superfund Group
Superfund Green L.P. Series A
13.65 5k 10/1/2002
18 Winton Capital Management
Diversified
14.16 50,000k 10/1/1997
17 DUNN Capital Management
DUNN Combined Fund (DCF)
14.21 100k 5/1/1989
16 ISAM
ISAM Systematic Trend Fund
14.80 1,000k 6/1/2001
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
15.16 200k 11/1/1999
14 Clarke Capital Management
Worldwide
16.57 250k 1/1/1996
13 Superfund Group
Superfund Green Q-AG
16.58 2k 3/1/1996
12 Mark J. Walsh Company
Standard Program
17.23 2,000k 9/1/1985
11 RAM Management Group
MRTP Aggressive
20.11 1,000k 2/1/1998
10 DUNN Capital Management
D'Best Futures Fund, L.P.
20.47 100k 6/1/1994
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
21.34 100k 11/1/1984
8 Superfund Group
Superfund Green L.P. Series B
23.18 5k 10/1/2002
7 Kelly Angle Inc.
Genesis Program
24.09 2,000k 4/1/2000
6 Superfund Group
Superfund Green GCT USD
24.42 15k 1/1/2000
5 Clarke Capital Management
Millennium
27.63 1,000k 1/1/1998
4 Mobius Asset Management
Custom Trading Program
28.20 100k 1/1/2002
3 Clarke Capital Management
Global Magnum
28.51 100k 8/1/1997
2 Superfund Group
Superfund Green Master
32.70 2,000k 5/1/2001
1 Clarke Capital Management
Global Basic
45.54 50k 2/1/1996

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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