Trend Following Strategy Index For September 2002

Monthly Rankings

Rank CTA/Program Sep 2002 Min Inv Inception
53 Clarke Capital Management
Global Basic
-4.47 50k 2/1/1996
52 Alee Capital Management, LLC
Mistral Program
-3.63 2,500k 1/1/1999
51 Alee Capital Management, LLC
Poniente Program
-3.26 2,500k 1/1/1999
50 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.14 10,000k 10/1/1991
49 Eckhardt Trading Company
Evolution Strategies
-1.01 20,000k 8/1/1991
48 Alder Capital DAC
Alder Global 20
-0.18 2,500k 2/1/2001
47 Dreiss Research Corporation
Diversified Program
0.14 1,000k 5/1/1991
46 Alder Capital DAC
Alder Global 10
0.18 2,500k 10/1/2000
45 Estlander & Partners
Alpha Trend
1.43 30,000k 10/1/1991
44 Conquest Capital Group
Conquest Macro
1.58 250k 5/1/1999
43 Southwest Managed Investments, LLC
Global Diversified
1.58 200k 1/1/2002
42 RAM Management Group
RAM MRTP 1X-Conservative
2.10 1,000k 9/1/1993
41 Mobius Asset Management
Custom Trading Program
2.30 100k 1/1/2002
40 Transtrend B.V.
DTP – Standard Risk (EUR)
2.35 10,000k 2/1/1999
39 Clarke Capital Management
Millennium
2.35 1,000k 1/1/1998
38 Estlander & Partners
Global Markets
3.00 10,000k 8/1/1999
37 Lynx Asset Management AB
Lynx Program
3.35 75k 5/1/2000
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.44 10,000k 1/1/1995
35 John Locke Investments
Cyril Systematic Program
3.49 8,000k 7/1/2000
34 Rabar Market Research
Diversified Program
3.51 2,000k 1/1/1989
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.58 100k 1/1/2000
32 Tactical Investment Management
Tactical Institutional Commodity Program
3.59 10,000k 4/1/1993
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.66 10,000k 8/1/1999
30 Clarke Capital Management
Worldwide
3.80 250k 1/1/1996
29 Chesapeake Capital
Diversified (LV)
3.81 100k 2/1/1988
28 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.87 10,000k 1/1/1991
27 EMC Capital Advisors, LLC
Classic
3.90 5,000k 1/1/1985
26 Drury Capital
Diversified Trend-Following Program
4.35 5,000k 5/1/1997
25 Hyman Beck and Company
Global Portfolio
4.48 1,000k 3/1/1991
24 RAM Management Group
MRTP Aggressive
4.50 1,000k 2/1/1998
23 Clarke Capital Management
Global Magnum
4.65 100k 8/1/1997
22 Eclipse Capital Management
Global Monetary
4.73 5,000k 8/1/1990
21 Hawksbill Capital Management
Global Diversified
4.78 5,000k 11/1/1988
20 Covenant Capital Management
Original Program
4.85 5,000k 9/1/1999
19 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.97 200k 11/1/1999
18 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.13 100k 5/1/1999
17 Parizek Capital
Futures Trading Program
5.53 500k 4/1/2000
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.51 0k 11/1/1996
15 ISAM
ISAM Systematic Trend Fund
6.53 1,000k 6/1/2001
14 Quality Capital Management
Global Diversified Programme
6.92 10,000k 12/1/1995
13 Estlander & Partners
Global XL
7.04 5,000k 8/1/1991
12 Saxon Investment Corporation
Diversified Program
7.07 3,000k 9/1/1988
11 Winton Capital Management
Diversified
7.63 50,000k 10/1/1997
10 M.S. Capital Management
Global Diversified Program
7.76 2,000k 11/1/1998
9 Mark J. Walsh Company
Standard Program
8.19 2,000k 9/1/1985
8 Superfund Group
Superfund Green GCT USD
9.01 15k 1/1/2000
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.10 100k 11/1/1984
6 Superfund Group
Superfund Green Q-AG
11.94 2k 3/1/1996
5 Saxon Investment Corporation
Aggressive Diversified Program
12.61 2,000k 11/1/1993
4 Kelly Angle Inc.
Genesis Program
12.72 2,000k 4/1/2000
3 DUNN Capital Management
DUNN Combined Fund (DCF)
13.67 100k 5/1/1989
2 DUNN Capital Management
D'Best Futures Fund, L.P.
18.10 100k 6/1/1994
1 Superfund Group
Superfund Green Master
21.55 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan