Trend Following Strategy Index For November 2003

Monthly Rankings

Rank CTA/Program Nov 2003 Min Inv Inception
59 Kelly Angle Inc.
Genesis Program
-10.85 2,000k 4/1/2000
58 Alee Capital Management, LLC
Mistral Program
-9.79 2,500k 1/1/1999
57 Saxon Investment Corporation
Aggressive Diversified Program
-8.70 2,000k 11/1/1993
56 Hawksbill Capital Management
Global Diversified
-8.54 5,000k 11/1/1988
55 RAM Management Group
MRTP Aggressive
-8.02 1,000k 2/1/1998
54 Heyden & Steindl GmbH
TOMAC2
-7.12 5,000k 3/1/2003
53 John Locke Investments
Cyril Systematic Program
-6.73 8,000k 7/1/2000
52 M.S. Capital Management
Global Diversified Program
-6.37 2,000k 11/1/1998
51 Saxon Investment Corporation
Diversified Program
-5.30 3,000k 9/1/1988
50 Parizek Capital
Futures Trading Program
-5.26 500k 4/1/2000
49 Mark J. Walsh Company
Standard Program
-4.94 2,000k 9/1/1985
48 Alee Capital Management, LLC
Poniente Program
-4.73 2,500k 1/1/1999
47 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.58 100k 5/1/1989
46 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.45 100k 11/1/1984
45 Southwest Managed Investments, LLC
Global Diversified
-4.23 200k 1/1/2002
44 Clarke Capital Management
Global Basic
-4.14 50k 2/1/1996
43 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.13 100k 6/1/1994
42 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.80 100k 1/1/2000
41 Estlander & Partners
Alpha Trend
-3.71 30,000k 10/1/1991
40 Clarke Capital Management
Millennium
-3.43 1,000k 1/1/1998
39 Superfund Group
Superfund Green Master
-2.78 2,000k 5/1/2001
38 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
37 Superfund Group
Superfund Green GCT USD
-2.54 15k 1/1/2000
36 Winton Capital Management
Diversified
-2.48 50,000k 10/1/1997
35 RAM Management Group
RAM MRTP 1X-Conservative
-2.35 1,000k 9/1/1993
34 Covenant Capital Management
Original Program
-2.29 5,000k 9/1/1999
33 Superfund Group
Superfund Green Q-AG
-2.25 2k 3/1/1996
32 Tactical Investment Management
Tactical Institutional Commodity Program
-2.04 10,000k 4/1/1993
31 Superfund Group
Superfund Green L.P. Series B
-2.04 5k 10/1/2002
30 Clarke Capital Management
Global Magnum
-1.77 100k 8/1/1997
29 Superfund Group
Superfund Green L.P. Series A
-1.75 5k 10/1/2002
28 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.70 1,000k 3/1/2003
27 Rabar Market Research
Diversified Program
-1.52 2,000k 1/1/1989
26 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
25 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.14 0k 11/1/1996
24 Drury Capital
Diversified Trend-Following Program
-1.03 5,000k 5/1/1997
23 Quality Capital Management
Global Diversified Programme
-0.89 10,000k 12/1/1995
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.69 10,000k 1/1/1995
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.69 10,000k 8/1/1999
20 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.43 10,000k 2/1/1999
19 Conquest Capital Group
Conquest Macro
-0.42 250k 5/1/1999
18 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.27 100k 5/1/1999
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.13 200k 11/1/1999
16 Dreiss Research Corporation
Diversified Program
0.08 1,000k 5/1/1991
15 Hyman Beck and Company
Global Portfolio
0.13 1,000k 3/1/1991
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.21 10,000k 1/1/1991
13 Alder Capital DAC
Alder Global 10
0.51 2,500k 10/1/2000
12 Eclipse Capital Management
Global Monetary
0.52 5,000k 8/1/1990
11 ISAM
ISAM Systematic Trend Fund
0.70 1,000k 6/1/2001
10 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
9 Alder Capital DAC
Alder Global 20
0.97 2,500k 2/1/2001
8 Lynx Asset Management AB
Lynx Program
1.14 75k 5/1/2000
7 Eckhardt Trading Company
Evolution Strategies 1.2X
1.29 10,000k 10/1/1991
6 Estlander & Partners
Global Markets
1.30 10,000k 8/1/1999
5 Mobius Asset Management
Custom Trading Program
1.60 100k 1/1/2002
4 Chesapeake Capital
Diversified (LV)
1.91 100k 2/1/1988
3 Estlander & Partners
Global XL
2.22 5,000k 8/1/1991
2 Red Rock Capital, LLC
Systematic Global Macro
2.99 500k 9/1/2003
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.64 100k 3/1/2003

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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