Trend Following Strategy Index For March 2002

Monthly Rankings

Rank CTA/Program Mar 2002 Min Inv Inception
53 Estlander & Partners
Global XL
-10.41 5,000k 8/1/1991
52 Dreiss Research Corporation
Diversified Program
-8.85 1,000k 5/1/1991
51 ISAM
ISAM Systematic Trend Fund
-7.75 1,000k 6/1/2001
50 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.52 100k 5/1/1999
49 Superfund Group
Superfund Green GCT USD
-5.46 15k 1/1/2000
48 Estlander & Partners
Global Markets
-5.19 10,000k 8/1/1999
47 Alder Capital DAC
Alder Global 20
-4.85 2,500k 2/1/2001
46 Hyman Beck and Company
Global Portfolio
-4.19 1,000k 3/1/1991
45 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.16 0k 11/1/1996
44 M.S. Capital Management
Global Diversified Program
-3.42 2,000k 11/1/1998
43 Alder Capital DAC
Alder Global 10
-2.50 2,500k 10/1/2000
42 Superfund Group
Superfund Green Master
-2.18 2,000k 5/1/2001
41 Drury Capital
Diversified Trend-Following Program
-2.05 5,000k 5/1/1997
40 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.72 100k 6/1/1994
39 Clarke Capital Management
Millennium
-1.58 1,000k 1/1/1998
38 Superfund Group
Superfund Green Q-AG
-1.44 2k 3/1/1996
37 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.13 200k 11/1/1999
36 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.10 10,000k 10/1/1991
35 Eckhardt Trading Company
Evolution Strategies
-0.99 20,000k 8/1/1991
34 Tactical Investment Management
Tactical Institutional Commodity Program
-0.43 10,000k 4/1/1993
33 Eclipse Capital Management
Global Monetary
-0.29 5,000k 8/1/1990
32 Southwest Managed Investments, LLC
Global Diversified
-0.08 200k 1/1/2002
31 DUNN Capital Management
DUNN Combined Fund (DCF)
0.55 100k 5/1/1989
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.80 10,000k 1/1/1991
29 Transtrend B.V.
DTP – Standard Risk (EUR)
1.11 10,000k 2/1/1999
28 Parizek Capital
Futures Trading Program
1.46 500k 4/1/2000
27 Alee Capital Management, LLC
Mistral Program
1.49 2,500k 1/1/1999
26 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.00 10,000k 1/1/1995
25 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.05 10,000k 8/1/1999
24 Alee Capital Management, LLC
Poniente Program
2.22 2,500k 1/1/1999
23 Rabar Market Research
Diversified Program
2.32 2,000k 1/1/1989
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.39 100k 11/1/1984
21 Chesapeake Capital
Diversified (LV)
2.43 100k 2/1/1988
20 Lynx Asset Management AB
Lynx Program
2.70 75k 5/1/2000
19 Estlander & Partners
Alpha Trend
3.14 30,000k 10/1/1991
18 Mark J. Walsh Company
Standard Program
3.16 2,000k 9/1/1985
17 Clarke Capital Management
Global Magnum
3.69 100k 8/1/1997
16 Saxon Investment Corporation
Diversified Program
3.76 3,000k 9/1/1988
15 Clarke Capital Management
Worldwide
4.00 250k 1/1/1996
14 RAM Management Group
RAM MRTP 1X-Conservative
4.01 1,000k 9/1/1993
13 EMC Capital Advisors, LLC
Classic
5.30 5,000k 1/1/1985
12 Quality Capital Management
Global Diversified Programme
5.70 10,000k 12/1/1995
11 John Locke Investments
Cyril Systematic Program
5.90 8,000k 7/1/2000
10 Saxon Investment Corporation
Aggressive Diversified Program
7.89 2,000k 11/1/1993
9 Covenant Capital Management
Original Program
8.37 5,000k 9/1/1999
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.32 100k 1/1/2000
7 Kelly Angle Inc.
Genesis Program
10.87 2,000k 4/1/2000
6 Clarke Capital Management
Global Basic
11.17 50k 2/1/1996
5 RAM Management Group
MRTP Aggressive
12.37 1,000k 2/1/1998
4 Winton Capital Management
Diversified
12.62 50,000k 10/1/1997
3 Hawksbill Capital Management
Global Diversified
17.07 5,000k 11/1/1988
2 Conquest Capital Group
Conquest Macro
20.63 250k 5/1/1999
1 Mobius Asset Management
Custom Trading Program
25.30 100k 1/1/2002

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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