Trend Following Strategy Index For February 2002

Monthly Rankings

Rank CTA/Program Feb 2002 Min Inv Inception
53 Hawksbill Capital Management
Global Diversified
-13.18 5,000k 11/1/1988
52 Alee Capital Management, LLC
Mistral Program
-10.64 2,500k 1/1/1999
51 EMC Capital Advisors, LLC
Classic
-9.80 5,000k 1/1/1985
50 John Locke Investments
Cyril Systematic Program
-9.00 8,000k 7/1/2000
49 Saxon Investment Corporation
Aggressive Diversified Program
-8.51 2,000k 11/1/1993
48 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
47 Clarke Capital Management
Global Basic
-8.07 50k 2/1/1996
46 Alee Capital Management, LLC
Poniente Program
-7.90 2,500k 1/1/1999
45 Conquest Capital Group
Conquest Macro
-7.58 250k 5/1/1999
44 Lynx Asset Management AB
Lynx Program
-7.30 75k 5/1/2000
43 RAM Management Group
MRTP Aggressive
-7.16 1,000k 2/1/1998
42 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.15 100k 6/1/1994
41 Clarke Capital Management
Global Magnum
-6.95 100k 8/1/1997
40 Parizek Capital
Futures Trading Program
-6.77 500k 4/1/2000
39 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.74 100k 5/1/1989
38 Quality Capital Management
Global Diversified Programme
-6.54 10,000k 12/1/1995
37 Winton Capital Management
Diversified
-6.04 50,000k 10/1/1997
36 Clarke Capital Management
Millennium
-5.54 1,000k 1/1/1998
35 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.27 10,000k 10/1/1991
34 Kelly Angle Inc.
Genesis Program
-5.21 2,000k 4/1/2000
33 Eckhardt Trading Company
Evolution Strategies
-4.55 20,000k 8/1/1991
32 Saxon Investment Corporation
Diversified Program
-4.22 3,000k 9/1/1988
31 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.04 200k 11/1/1999
30 Rabar Market Research
Diversified Program
-3.96 2,000k 1/1/1989
29 ISAM
ISAM Systematic Trend Fund
-3.84 1,000k 6/1/2001
28 Clarke Capital Management
Worldwide
-3.63 250k 1/1/1996
27 Mark J. Walsh Company
Standard Program
-3.63 2,000k 9/1/1985
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.87 0k 11/1/1996
25 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.86 10,000k 1/1/1991
24 Superfund Group
Superfund Green GCT USD
-2.69 15k 1/1/2000
23 Superfund Group
Superfund Green Q-AG
-2.48 2k 3/1/1996
22 Estlander & Partners
Alpha Trend
-2.22 30,000k 10/1/1991
21 RAM Management Group
RAM MRTP 1X-Conservative
-2.15 1,000k 9/1/1993
20 Alder Capital DAC
Alder Global 20
-1.85 2,500k 2/1/2001
19 Chesapeake Capital
Diversified (LV)
-1.79 100k 2/1/1988
18 Southwest Managed Investments, LLC
Global Diversified
-1.66 200k 1/1/2002
17 Superfund Group
Superfund Green Master
-1.48 2,000k 5/1/2001
16 Hyman Beck and Company
Global Portfolio
-1.45 1,000k 3/1/1991
15 Drury Capital
Diversified Trend-Following Program
-1.32 5,000k 5/1/1997
14 Alder Capital DAC
Alder Global 10
-1.05 2,500k 10/1/2000
13 Eclipse Capital Management
Global Monetary
-0.79 5,000k 8/1/1990
12 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
11 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.44 10,000k 8/1/1999
10 M.S. Capital Management
Global Diversified Program
-0.34 2,000k 11/1/1998
9 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.19 10,000k 2/1/1999
8 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.00 100k 5/1/1999
7 Estlander & Partners
Global Markets
0.10 10,000k 8/1/1999
6 Estlander & Partners
Global XL
0.21 5,000k 8/1/1991
5 Tactical Investment Management
Tactical Institutional Commodity Program
0.90 10,000k 4/1/1993
4 Covenant Capital Management
Original Program
0.95 5,000k 9/1/1999
3 Mobius Asset Management
Custom Trading Program
1.80 100k 1/1/2002
2 Dreiss Research Corporation
Diversified Program
2.60 1,000k 5/1/1991
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.91 100k 1/1/2000

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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