Trend Following Strategy Index For January 2003

Monthly Rankings

Rank CTA/Program Jan 2003 Min Inv Inception
55 Clarke Capital Management
Global Basic
-15.71 50k 2/1/1996
54 Clarke Capital Management
Global Magnum
-6.20 100k 8/1/1997
53 Conquest Capital Group
Conquest Macro
-5.54 250k 5/1/1999
52 Alee Capital Management, LLC
Poniente Program
-2.51 2,500k 1/1/1999
51 RAM Management Group
MRTP Aggressive
-0.64 1,000k 2/1/1998
50 Alee Capital Management, LLC
Mistral Program
-0.26 2,500k 1/1/1999
49 RAM Management Group
RAM MRTP 1X-Conservative
-0.21 1,000k 9/1/1993
48 Dreiss Research Corporation
Diversified Program
0.13 1,000k 5/1/1991
47 Eckhardt Trading Company
Evolution Strategies
1.56 20,000k 8/1/1991
46 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.71 10,000k 1/1/1991
45 Eckhardt Trading Company
Evolution Strategies 1.2X
2.00 10,000k 10/1/1991
44 Southwest Managed Investments, LLC
Global Diversified
2.54 200k 1/1/2002
43 Clarke Capital Management
Worldwide
2.62 250k 1/1/1996
42 Lynx Asset Management AB
Lynx Program
2.99 75k 5/1/2000
41 John Locke Investments
Cyril Systematic Program
2.99 8,000k 7/1/2000
40 Rabar Market Research
Diversified Program
3.36 2,000k 1/1/1989
39 Transtrend B.V.
DTP – Standard Risk (EUR)
3.40 10,000k 2/1/1999
38 Hawksbill Capital Management
Global Diversified
3.52 5,000k 11/1/1988
37 Alder Capital DAC
Alder Global 10
3.92 2,500k 10/1/2000
36 Quality Capital Management
Global Diversified Programme
4.18 10,000k 12/1/1995
35 Parizek Capital
Futures Trading Program
4.35 500k 4/1/2000
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.03 10,000k 8/1/1999
33 EMC Capital Advisors, LLC
Classic
5.10 5,000k 1/1/1985
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.18 10,000k 1/1/1995
31 Mark J. Walsh Company
Standard Program
5.66 2,000k 9/1/1985
30 Winton Capital Management
Diversified
5.95 50,000k 10/1/1997
29 Mobius Asset Management
Custom Trading Program
6.40 100k 1/1/2002
28 Chesapeake Capital
Diversified (LV)
6.52 100k 2/1/1988
27 Estlander & Partners
Global Markets
6.62 10,000k 8/1/1999
26 Hyman Beck and Company
Global Portfolio
6.90 1,000k 3/1/1991
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.94 100k 11/1/1984
24 Estlander & Partners
Alpha Trend
7.16 30,000k 10/1/1991
23 Alder Capital DAC
Alder Global 20
7.16 2,500k 2/1/2001
22 Drury Capital
Diversified Trend-Following Program
7.76 5,000k 5/1/1997
21 Eclipse Capital Management
Global Monetary
7.79 5,000k 8/1/1990
20 DUNN Capital Management
DUNN Combined Fund (DCF)
7.86 100k 5/1/1989
19 M.S. Capital Management
Global Diversified Program
8.56 2,000k 11/1/1998
18 Saxon Investment Corporation
Diversified Program
8.78 3,000k 9/1/1988
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.96 200k 11/1/1999
16 ISAM
ISAM Systematic Trend Fund
9.78 1,000k 6/1/2001
15 Clarke Capital Management
Millennium
10.11 1,000k 1/1/1998
14 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.27 100k 1/1/2000
13 Tactical Investment Management
Tactical Institutional Commodity Program
10.47 10,000k 4/1/1993
12 Kelly Angle Inc.
Genesis Program
11.05 2,000k 4/1/2000
11 Superfund Group
Superfund Green L.P. Series A
11.38 5k 10/1/2002
10 DUNN Capital Management
D'Best Futures Fund, L.P.
12.07 100k 6/1/1994
9 Superfund Group
Superfund Green Q-AG
12.76 2k 3/1/1996
8 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.07 0k 11/1/1996
7 Estlander & Partners
Global XL
13.16 5,000k 8/1/1991
6 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.20 100k 5/1/1999
5 Covenant Capital Management
Original Program
13.66 5,000k 9/1/1999
4 Saxon Investment Corporation
Aggressive Diversified Program
15.21 2,000k 11/1/1993
3 Superfund Group
Superfund Green L.P. Series B
17.59 5k 10/1/2002
2 Superfund Group
Superfund Green GCT USD
19.99 15k 1/1/2000
1 Superfund Group
Superfund Green Master
27.42 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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