Trend Following Strategy Index For May 2002

Monthly Rankings

Rank CTA/Program May 2002 Min Inv Inception
53 Drury Capital
Diversified Trend-Following Program
-5.13 5,000k 5/1/1997
52 Winton Capital Management
Diversified
-3.96 50,000k 10/1/1997
51 Conquest Capital Group
Conquest Macro
-3.67 250k 5/1/1999
50 John Locke Investments
Cyril Systematic Program
-1.60 8,000k 7/1/2000
49 Eckhardt Trading Company
Evolution Strategies
-0.68 20,000k 8/1/1991
48 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.62 10,000k 10/1/1991
47 ISAM
ISAM Systematic Trend Fund
-0.37 1,000k 6/1/2001
46 Southwest Managed Investments, LLC
Global Diversified
0.00 200k 1/1/2002
45 RAM Management Group
MRTP Aggressive
0.30 1,000k 2/1/1998
44 Eclipse Capital Management
Global Monetary
0.37 5,000k 8/1/1990
43 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
42 RAM Management Group
RAM MRTP 1X-Conservative
0.52 1,000k 9/1/1993
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.68 10,000k 1/1/1991
40 Parizek Capital
Futures Trading Program
1.25 500k 4/1/2000
39 Superfund Group
Superfund Green Q-AG
1.31 2k 3/1/1996
38 Quality Capital Management
Global Diversified Programme
1.34 10,000k 12/1/1995
37 Transtrend B.V.
DTP – Standard Risk (EUR)
1.59 10,000k 2/1/1999
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.98 0k 11/1/1996
35 Clarke Capital Management
Millennium
2.06 1,000k 1/1/1998
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.17 10,000k 8/1/1999
33 Chesapeake Capital
Diversified (LV)
2.26 100k 2/1/1988
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.34 10,000k 1/1/1995
31 Alee Capital Management, LLC
Poniente Program
2.35 2,500k 1/1/1999
30 Clarke Capital Management
Worldwide
2.52 250k 1/1/1996
29 Estlander & Partners
Global Markets
2.78 10,000k 8/1/1999
28 Superfund Group
Superfund Green GCT USD
3.56 15k 1/1/2000
27 Superfund Group
Superfund Green Master
3.71 2,000k 5/1/2001
26 Alder Capital DAC
Alder Global 10
3.79 2,500k 10/1/2000
25 Dreiss Research Corporation
Diversified Program
3.84 1,000k 5/1/1991
24 DUNN Capital Management
D'Best Futures Fund, L.P.
4.67 100k 6/1/1994
23 Clarke Capital Management
Global Basic
4.79 50k 2/1/1996
22 DUNN Capital Management
DUNN Combined Fund (DCF)
5.09 100k 5/1/1989
21 Hyman Beck and Company
Global Portfolio
5.11 1,000k 3/1/1991
20 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.41 100k 11/1/1984
19 Estlander & Partners
Global XL
5.54 5,000k 8/1/1991
18 Lynx Asset Management AB
Lynx Program
5.65 75k 5/1/2000
17 M.S. Capital Management
Global Diversified Program
6.06 2,000k 11/1/1998
16 Estlander & Partners
Alpha Trend
6.27 30,000k 10/1/1991
15 Kelly Angle Inc.
Genesis Program
6.44 2,000k 4/1/2000
14 EMC Capital Advisors, LLC
Classic
6.50 5,000k 1/1/1985
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.75 100k 5/1/1999
12 Rabar Market Research
Diversified Program
6.77 2,000k 1/1/1989
11 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.06 100k 1/1/2000
10 Alder Capital DAC
Alder Global 20
8.08 2,500k 2/1/2001
9 Saxon Investment Corporation
Diversified Program
8.20 3,000k 9/1/1988
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.74 200k 11/1/1999
7 Alee Capital Management, LLC
Mistral Program
9.02 2,500k 1/1/1999
6 Hawksbill Capital Management
Global Diversified
9.06 5,000k 11/1/1988
5 Tactical Investment Management
Tactical Institutional Commodity Program
9.92 10,000k 4/1/1993
4 Mark J. Walsh Company
Standard Program
10.10 2,000k 9/1/1985
3 Mobius Asset Management
Custom Trading Program
12.70 100k 1/1/2002
2 Saxon Investment Corporation
Aggressive Diversified Program
14.39 2,000k 11/1/1993
1 Covenant Capital Management
Original Program
25.11 5,000k 9/1/1999

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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