Trend Following Strategy Index For June 2002

Monthly Rankings

Rank CTA/Program Jun 2002 Min Inv Inception
53 Clarke Capital Management
Global Magnum
-1.16 100k 8/1/1997
52 M.S. Capital Management
Global Diversified Program
-0.48 2,000k 11/1/1998
51 RAM Management Group
RAM MRTP 1X-Conservative
1.91 1,000k 9/1/1993
50 Eckhardt Trading Company
Evolution Strategies
2.59 20,000k 8/1/1991
49 Eckhardt Trading Company
Evolution Strategies 1.2X
3.07 10,000k 10/1/1991
48 Clarke Capital Management
Global Basic
3.15 50k 2/1/1996
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.19 100k 1/1/2000
46 Chesapeake Capital
Diversified (LV)
4.19 100k 2/1/1988
45 Covenant Capital Management
Original Program
4.45 5,000k 9/1/1999
44 Alee Capital Management, LLC
Poniente Program
4.61 2,500k 1/1/1999
43 Alder Capital DAC
Alder Global 10
4.70 2,500k 10/1/2000
42 Transtrend B.V.
DTP – Standard Risk (EUR)
4.84 10,000k 2/1/1999
41 Estlander & Partners
Global Markets
5.05 10,000k 8/1/1999
40 Mobius Asset Management
Custom Trading Program
6.00 100k 1/1/2002
39 Clarke Capital Management
Worldwide
6.11 250k 1/1/1996
38 Conquest Capital Group
Conquest Macro
6.16 250k 5/1/1999
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.69 10,000k 1/1/1991
36 Quality Capital Management
Global Diversified Programme
6.93 10,000k 12/1/1995
35 Estlander & Partners
Alpha Trend
7.14 30,000k 10/1/1991
34 Alee Capital Management, LLC
Mistral Program
7.16 2,500k 1/1/1999
33 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.38 100k 5/1/1999
32 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.40 0k 11/1/1996
31 RAM Management Group
MRTP Aggressive
7.69 1,000k 2/1/1998
30 Alder Capital DAC
Alder Global 20
7.73 2,500k 2/1/2001
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.84 10,000k 8/1/1999
28 Winton Capital Management
Diversified
7.95 50,000k 10/1/1997
27 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.41 10,000k 1/1/1995
26 Estlander & Partners
Global XL
9.17 5,000k 8/1/1991
25 Saxon Investment Corporation
Diversified Program
9.74 3,000k 9/1/1988
24 Tactical Investment Management
Tactical Institutional Commodity Program
9.78 10,000k 4/1/1993
23 ISAM
ISAM Systematic Trend Fund
10.72 1,000k 6/1/2001
22 Lynx Asset Management AB
Lynx Program
10.75 75k 5/1/2000
21 Eclipse Capital Management
Global Monetary
11.33 5,000k 8/1/1990
20 Rabar Market Research
Diversified Program
11.41 2,000k 1/1/1989
19 John Locke Investments
Cyril Systematic Program
11.47 8,000k 7/1/2000
18 Drury Capital
Diversified Trend-Following Program
11.62 5,000k 5/1/1997
17 Southwest Managed Investments, LLC
Global Diversified
11.66 200k 1/1/2002
16 Hyman Beck and Company
Global Portfolio
13.18 1,000k 3/1/1991
15 Parizek Capital
Futures Trading Program
13.42 500k 4/1/2000
14 Superfund Group
Superfund Green Q-AG
13.67 2k 3/1/1996
13 EMC Capital Advisors, LLC
Classic
13.70 5,000k 1/1/1985
12 Hawksbill Capital Management
Global Diversified
15.04 5,000k 11/1/1988
11 Clarke Capital Management
Millennium
16.44 1,000k 1/1/1998
10 Dreiss Research Corporation
Diversified Program
16.44 1,000k 5/1/1991
9 Saxon Investment Corporation
Aggressive Diversified Program
16.58 2,000k 11/1/1993
8 Mark J. Walsh Company
Standard Program
16.98 2,000k 9/1/1985
7 DUNN Capital Management
D'Best Futures Fund, L.P.
20.47 100k 6/1/1994
6 DUNN Capital Management
DUNN Combined Fund (DCF)
22.12 100k 5/1/1989
5 Superfund Group
Superfund Green GCT USD
23.54 15k 1/1/2000
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.16 200k 11/1/1999
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
24.24 100k 11/1/1984
2 Kelly Angle Inc.
Genesis Program
28.83 2,000k 4/1/2000
1 Superfund Group
Superfund Green Master
30.37 2,000k 5/1/2001

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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