Trend Following Strategy Index For August 2002

Monthly Rankings

Rank CTA/Program Aug 2002 Min Inv Inception
53 RAM Management Group
MRTP Aggressive
-9.51 1,000k 2/1/1998
52 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.59 100k 1/1/2000
51 RAM Management Group
RAM MRTP 1X-Conservative
-3.00 1,000k 9/1/1993
50 Conquest Capital Group
Conquest Macro
-2.50 250k 5/1/1999
49 Alder Capital DAC
Alder Global 20
-1.64 2,500k 2/1/2001
48 EMC Capital Advisors, LLC
Classic
-1.30 5,000k 1/1/1985
47 Mobius Asset Management
Custom Trading Program
-1.20 100k 1/1/2002
46 John Locke Investments
Cyril Systematic Program
-0.45 8,000k 7/1/2000
45 Alee Capital Management, LLC
Mistral Program
-0.37 2,500k 1/1/1999
44 Eckhardt Trading Company
Evolution Strategies
-0.34 20,000k 8/1/1991
43 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.33 10,000k 10/1/1991
42 Alder Capital DAC
Alder Global 10
-0.24 2,500k 10/1/2000
41 Dreiss Research Corporation
Diversified Program
-0.09 1,000k 5/1/1991
40 Clarke Capital Management
Global Basic
0.58 50k 2/1/1996
39 Parizek Capital
Futures Trading Program
0.61 500k 4/1/2000
38 Hyman Beck and Company
Global Portfolio
1.23 1,000k 3/1/1991
37 Mark J. Walsh Company
Standard Program
1.42 2,000k 9/1/1985
36 Lynx Asset Management AB
Lynx Program
1.48 75k 5/1/2000
35 Estlander & Partners
Alpha Trend
1.49 30,000k 10/1/1991
34 Saxon Investment Corporation
Aggressive Diversified Program
1.50 2,000k 11/1/1993
33 Covenant Capital Management
Original Program
1.54 5,000k 9/1/1999
32 Estlander & Partners
Global Markets
1.75 10,000k 8/1/1999
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
30 Transtrend B.V.
DTP – Standard Risk (EUR)
1.94 10,000k 2/1/1999
29 Clarke Capital Management
Worldwide
2.01 250k 1/1/1996
28 Chesapeake Capital
Diversified (LV)
2.55 100k 2/1/1988
27 Southwest Managed Investments, LLC
Global Diversified
2.73 200k 1/1/2002
26 Alee Capital Management, LLC
Poniente Program
2.74 2,500k 1/1/1999
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.78 10,000k 1/1/1995
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.79 10,000k 8/1/1999
23 Estlander & Partners
Global XL
3.12 5,000k 8/1/1991
22 Rabar Market Research
Diversified Program
3.18 2,000k 1/1/1989
21 Eclipse Capital Management
Global Monetary
3.22 5,000k 8/1/1990
20 Hawksbill Capital Management
Global Diversified
3.45 5,000k 11/1/1988
19 Drury Capital
Diversified Trend-Following Program
3.75 5,000k 5/1/1997
18 Clarke Capital Management
Global Magnum
3.89 100k 8/1/1997
17 ISAM
ISAM Systematic Trend Fund
4.01 1,000k 6/1/2001
16 Quality Capital Management
Global Diversified Programme
4.26 10,000k 12/1/1995
15 Tactical Investment Management
Tactical Institutional Commodity Program
4.48 10,000k 4/1/1993
14 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.44 100k 5/1/1999
13 Winton Capital Management
Diversified
6.04 50,000k 10/1/1997
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.66 0k 11/1/1996
11 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.03 200k 11/1/1999
10 Clarke Capital Management
Millennium
8.14 1,000k 1/1/1998
9 Superfund Group
Superfund Green Q-AG
8.20 2k 3/1/1996
8 M.S. Capital Management
Global Diversified Program
9.00 2,000k 11/1/1998
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.50 100k 11/1/1984
6 Saxon Investment Corporation
Diversified Program
10.88 3,000k 9/1/1988
5 DUNN Capital Management
DUNN Combined Fund (DCF)
11.39 100k 5/1/1989
4 Kelly Angle Inc.
Genesis Program
11.40 2,000k 4/1/2000
3 DUNN Capital Management
D'Best Futures Fund, L.P.
13.19 100k 6/1/1994
2 Superfund Group
Superfund Green Master
13.54 2,000k 5/1/2001
1 Superfund Group
Superfund Green GCT USD
15.23 15k 1/1/2000

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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