Trend Following Strategy Index For April 2002

Monthly Rankings

Rank CTA/Program Apr 2002 Min Inv Inception
53 Saxon Investment Corporation
Aggressive Diversified Program
-15.01 2,000k 11/1/1993
52 RAM Management Group
MRTP Aggressive
-12.33 1,000k 2/1/1998
51 Clarke Capital Management
Global Magnum
-9.40 100k 8/1/1997
50 Quality Capital Management
Global Diversified Programme
-8.43 10,000k 12/1/1995
49 Saxon Investment Corporation
Diversified Program
-8.43 3,000k 9/1/1988
48 Kelly Angle Inc.
Genesis Program
-8.32 2,000k 4/1/2000
47 Clarke Capital Management
Global Basic
-8.17 50k 2/1/1996
46 Hawksbill Capital Management
Global Diversified
-8.14 5,000k 11/1/1988
45 Clarke Capital Management
Millennium
-8.12 1,000k 1/1/1998
44 Hyman Beck and Company
Global Portfolio
-6.80 1,000k 3/1/1991
43 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.25 200k 11/1/1999
42 Rabar Market Research
Diversified Program
-5.98 2,000k 1/1/1989
41 Superfund Group
Superfund Green Master
-5.98 2,000k 5/1/2001
40 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.93 100k 6/1/1994
39 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.71 100k 11/1/1984
38 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.45 100k 5/1/1989
37 Covenant Capital Management
Original Program
-5.32 5,000k 9/1/1999
36 Southwest Managed Investments, LLC
Global Diversified
-5.19 200k 1/1/2002
35 M.S. Capital Management
Global Diversified Program
-4.48 2,000k 11/1/1998
34 EMC Capital Advisors, LLC
Classic
-4.10 5,000k 1/1/1985
33 Winton Capital Management
Diversified
-3.76 50,000k 10/1/1997
32 RAM Management Group
RAM MRTP 1X-Conservative
-3.72 1,000k 9/1/1993
31 Drury Capital
Diversified Trend-Following Program
-3.68 5,000k 5/1/1997
30 Tactical Investment Management
Tactical Institutional Commodity Program
-3.55 10,000k 4/1/1993
29 Mark J. Walsh Company
Standard Program
-3.49 2,000k 9/1/1985
28 Estlander & Partners
Alpha Trend
-3.29 30,000k 10/1/1991
27 Chesapeake Capital
Diversified (LV)
-3.27 100k 2/1/1988
26 Superfund Group
Superfund Green Q-AG
-2.99 2k 3/1/1996
25 Clarke Capital Management
Worldwide
-2.94 250k 1/1/1996
24 Dreiss Research Corporation
Diversified Program
-2.87 1,000k 5/1/1991
23 Alee Capital Management, LLC
Mistral Program
-2.72 2,500k 1/1/1999
22 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.79 100k 1/1/2000
21 John Locke Investments
Cyril Systematic Program
-1.78 8,000k 7/1/2000
20 Estlander & Partners
Global XL
-1.25 5,000k 8/1/1991
19 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.07 10,000k 8/1/1999
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.99 10,000k 1/1/1995
17 Superfund Group
Superfund Green GCT USD
-0.64 15k 1/1/2000
16 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.59 10,000k 2/1/1999
15 Alder Capital DAC
Alder Global 10
-0.45 2,500k 10/1/2000
14 Estlander & Partners
Global Markets
-0.41 10,000k 8/1/1999
13 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.19 10,000k 1/1/1991
12 Alder Capital DAC
Alder Global 20
-0.11 2,500k 2/1/2001
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.07 0k 11/1/1996
10 Eclipse Capital Management
Global Monetary
0.52 5,000k 8/1/1990
9 Parizek Capital
Futures Trading Program
0.57 500k 4/1/2000
8 ISAM
ISAM Systematic Trend Fund
1.47 1,000k 6/1/2001
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.55 100k 5/1/1999
6 Lynx Asset Management AB
Lynx Program
1.60 75k 5/1/2000
5 Alee Capital Management, LLC
Poniente Program
2.72 2,500k 1/1/1999
4 Conquest Capital Group
Conquest Macro
2.93 250k 5/1/1999
3 Eckhardt Trading Company
Evolution Strategies
3.92 20,000k 8/1/1991
2 Mobius Asset Management
Custom Trading Program
4.10 100k 1/1/2002
1 Eckhardt Trading Company
Evolution Strategies 1.2X
4.68 10,000k 10/1/1991

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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