Trend Following Strategy Index For July 2002

Monthly Rankings

Rank CTA/Program Jul 2002 Min Inv Inception
53 Mobius Asset Management
Custom Trading Program
-4.50 100k 1/1/2002
52 Covenant Capital Management
Original Program
-4.38 5,000k 9/1/1999
51 Southwest Managed Investments, LLC
Global Diversified
-3.51 200k 1/1/2002
50 Alee Capital Management, LLC
Poniente Program
-2.08 2,500k 1/1/1999
49 M.S. Capital Management
Global Diversified Program
-1.79 2,000k 11/1/1998
48 Alder Capital DAC
Alder Global 10
-0.70 2,500k 10/1/2000
47 Alder Capital DAC
Alder Global 20
-0.57 2,500k 2/1/2001
46 Estlander & Partners
Global XL
0.33 5,000k 8/1/1991
45 Estlander & Partners
Global Markets
0.45 10,000k 8/1/1999
44 Conquest Capital Group
Conquest Macro
1.43 250k 5/1/1999
43 Eckhardt Trading Company
Evolution Strategies
2.24 20,000k 8/1/1991
42 Clarke Capital Management
Global Magnum
2.40 100k 8/1/1997
41 Eckhardt Trading Company
Evolution Strategies 1.2X
2.65 10,000k 10/1/1991
40 Chesapeake Capital
Diversified (LV)
2.84 100k 2/1/1988
39 Transtrend B.V.
DTP – Standard Risk (EUR)
3.39 10,000k 2/1/1999
38 Clarke Capital Management
Global Basic
3.44 50k 2/1/1996
37 RAM Management Group
RAM MRTP 1X-Conservative
3.56 1,000k 9/1/1993
36 Estlander & Partners
Alpha Trend
3.62 30,000k 10/1/1991
35 Tactical Investment Management
Tactical Institutional Commodity Program
3.65 10,000k 4/1/1993
34 John Locke Investments
Cyril Systematic Program
3.66 8,000k 7/1/2000
33 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
32 Eclipse Capital Management
Global Monetary
4.08 5,000k 8/1/1990
31 Alee Capital Management, LLC
Mistral Program
4.23 2,500k 1/1/1999
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.48 10,000k 1/1/1991
29 ISAM
ISAM Systematic Trend Fund
4.65 1,000k 6/1/2001
28 Winton Capital Management
Diversified
4.71 50,000k 10/1/1997
27 Drury Capital
Diversified Trend-Following Program
4.82 5,000k 5/1/1997
26 Quality Capital Management
Global Diversified Programme
4.90 10,000k 12/1/1995
25 Lynx Asset Management AB
Lynx Program
5.27 75k 5/1/2000
24 EMC Capital Advisors, LLC
Classic
5.50 5,000k 1/1/1985
23 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.65 10,000k 8/1/1999
22 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.95 100k 5/1/1999
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.97 10,000k 1/1/1995
20 Saxon Investment Corporation
Diversified Program
6.52 3,000k 9/1/1988
19 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.24 100k 1/1/2000
18 Parizek Capital
Futures Trading Program
7.53 500k 4/1/2000
17 Hyman Beck and Company
Global Portfolio
7.69 1,000k 3/1/1991
16 Rabar Market Research
Diversified Program
7.85 2,000k 1/1/1989
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.07 200k 11/1/1999
14 Saxon Investment Corporation
Aggressive Diversified Program
10.60 2,000k 11/1/1993
13 Clarke Capital Management
Millennium
11.26 1,000k 1/1/1998
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
11.96 0k 11/1/1996
11 RAM Management Group
MRTP Aggressive
12.22 1,000k 2/1/1998
10 Mark J. Walsh Company
Standard Program
12.46 2,000k 9/1/1985
9 Superfund Group
Superfund Green Q-AG
13.78 2k 3/1/1996
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
14.82 100k 11/1/1984
7 Dreiss Research Corporation
Diversified Program
14.86 1,000k 5/1/1991
6 Hawksbill Capital Management
Global Diversified
17.03 5,000k 11/1/1988
5 DUNN Capital Management
DUNN Combined Fund (DCF)
17.34 100k 5/1/1989
4 Superfund Group
Superfund Green GCT USD
17.67 15k 1/1/2000
3 Kelly Angle Inc.
Genesis Program
17.85 2,000k 4/1/2000
2 DUNN Capital Management
D'Best Futures Fund, L.P.
23.49 100k 6/1/1994
1 Superfund Group
Superfund Green Master
24.09 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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