Trend Following Strategy Index For October 2003

Monthly Rankings

Rank CTA/Program Oct 2003 Min Inv Inception
59 Clarke Capital Management
Global Basic
-14.20 50k 2/1/1996
58 Kelly Angle Inc.
Genesis Program
-10.67 2,000k 4/1/2000
57 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.60 100k 1/1/2000
56 Conquest Capital Group
Conquest Macro
-5.27 250k 5/1/1999
55 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.23 100k 5/1/1989
54 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.23 100k 11/1/1984
53 Alder Capital DAC
Alder Global 20
-3.13 2,500k 2/1/2001
52 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.82 100k 6/1/1994
51 Alee Capital Management, LLC
Poniente Program
-1.80 2,500k 1/1/1999
50 Heyden & Steindl GmbH
TOMAC2
-1.53 5,000k 3/1/2003
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.49 10,000k 1/1/1991
48 Clarke Capital Management
Global Magnum
-1.35 100k 8/1/1997
47 Alder Capital DAC
Alder Global 10
-1.28 2,500k 10/1/2000
46 Hawksbill Capital Management
Global Diversified
-1.19 5,000k 11/1/1988
45 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.70 10,000k 10/1/1991
44 Eckhardt Trading Company
Evolution Strategies
-0.70 20,000k 8/1/1991
43 Eclipse Capital Management
Global Monetary
-0.63 5,000k 8/1/1990
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.53 1,000k 3/1/2003
41 Mobius Asset Management
Custom Trading Program
0.40 100k 1/1/2002
40 ISAM
ISAM Systematic Trend Fund
0.50 1,000k 6/1/2001
39 Dreiss Research Corporation
Diversified Program
1.21 1,000k 5/1/1991
38 Transtrend B.V.
DTP – Standard Risk (EUR)
1.68 10,000k 2/1/1999
37 Mark J. Walsh Company
Standard Program
1.79 2,000k 9/1/1985
36 John Locke Investments
Cyril Systematic Program
2.43 8,000k 7/1/2000
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.46 10,000k 8/1/1999
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.49 10,000k 1/1/1995
33 RAM Management Group
RAM MRTP 1X-Conservative
3.20 1,000k 9/1/1993
32 Clarke Capital Management
Worldwide
3.49 250k 1/1/1996
31 Rabar Market Research
Diversified Program
3.97 2,000k 1/1/1989
30 Superfund Group
Superfund Green L.P. Series A
3.99 5k 10/1/2002
29 Lynx Asset Management AB
Lynx Program
4.29 75k 5/1/2000
28 Winton Capital Management
Diversified
4.72 50,000k 10/1/1997
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.25 0k 11/1/1996
26 Estlander & Partners
Global Markets
5.42 10,000k 8/1/1999
25 Red Rock Capital, LLC
Systematic Global Macro
5.43 500k 9/1/2003
24 Southwest Managed Investments, LLC
Global Diversified
5.49 200k 1/1/2002
23 Superfund Group
Superfund Green L.P. Series B
5.92 5k 10/1/2002
22 Hyman Beck and Company
Global Portfolio
6.22 1,000k 3/1/1991
21 Superfund Group
Superfund Green Q-AG
6.54 2k 3/1/1996
20 EMC Capital Advisors, LLC
Classic
7.20 5,000k 1/1/1985
19 Clarke Capital Management
Millennium
8.23 1,000k 1/1/1998
18 Parizek Capital
Futures Trading Program
8.83 500k 4/1/2000
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.42 200k 11/1/1999
16 Quality Capital Management
Global Diversified Programme
9.70 10,000k 12/1/1995
15 Estlander & Partners
Global XL
9.77 5,000k 8/1/1991
14 RAM Management Group
MRTP Aggressive
10.21 1,000k 2/1/1998
13 Superfund Group
Superfund Green GCT USD
10.23 15k 1/1/2000
12 Estlander & Partners
Alpha Trend
10.37 30,000k 10/1/1991
11 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.38 100k 3/1/2003
10 M.S. Capital Management
Global Diversified Program
10.43 2,000k 11/1/1998
9 Covenant Capital Management
Original Program
11.35 5,000k 9/1/1999
8 Tactical Investment Management
Tactical Institutional Commodity Program
12.69 10,000k 4/1/1993
7 Saxon Investment Corporation
Diversified Program
13.07 3,000k 9/1/1988
6 Alee Capital Management, LLC
Mistral Program
13.27 2,500k 1/1/1999
5 Drury Capital
Diversified Trend-Following Program
13.80 5,000k 5/1/1997
4 Mulvaney Capital Management
The Mulvaney Global Markets Program
15.32 100k 5/1/1999
3 Chesapeake Capital
Diversified (LV)
15.48 100k 2/1/1988
2 Superfund Group
Superfund Green Master
15.63 2,000k 5/1/2001
1 Saxon Investment Corporation
Aggressive Diversified Program
21.16 2,000k 11/1/1993

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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