Trend Following Strategy Index For December 2003

Monthly Rankings

Rank CTA/Program Dec 2003 Min Inv Inception
60 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.47 100k 11/1/1984
59 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.25 100k 5/1/1989
58 Mobius Asset Management
Custom Trading Program
-2.20 100k 1/1/2002
57 Kelly Angle Inc.
Genesis Program
-0.72 2,000k 4/1/2000
56 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.50 100k 6/1/1994
55 Keck Capital Management LLC
The Keck Program
0.00 2,000k 12/1/2003
54 Transtrend B.V.
DTP – Standard Risk (EUR)
0.14 10,000k 2/1/1999
53 Dreiss Research Corporation
Diversified Program
0.14 1,000k 5/1/1991
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.15 10,000k 8/1/1999
51 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.22 10,000k 1/1/1995
50 Conquest Capital Group
Conquest Macro
0.23 250k 5/1/1999
49 Alee Capital Management, LLC
Poniente Program
1.19 2,500k 1/1/1999
48 M.S. Capital Management
Global Diversified Program
1.94 2,000k 11/1/1998
47 RAM Management Group
RAM MRTP 1X-Conservative
2.22 1,000k 9/1/1993
46 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
45 Estlander & Partners
Global Markets
2.91 10,000k 8/1/1999
44 Eckhardt Trading Company
Evolution Strategies 1.2X
3.35 10,000k 10/1/1991
43 Mark J. Walsh Company
Standard Program
3.56 2,000k 9/1/1985
42 Alder Capital DAC
Alder Global 10
3.57 2,500k 10/1/2000
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.66 10,000k 1/1/1991
40 Lynx Asset Management AB
Lynx Program
3.69 75k 5/1/2000
39 John Locke Investments
Cyril Systematic Program
4.15 8,000k 7/1/2000
38 Covenant Capital Management
Original Program
4.65 5,000k 9/1/1999
37 ISAM
ISAM Systematic Trend Fund
4.78 1,000k 6/1/2001
36 Estlander & Partners
Alpha Trend
4.89 30,000k 10/1/1991
35 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.89 100k 3/1/2003
34 Quality Capital Management
Global Diversified Programme
4.99 10,000k 12/1/1995
33 Eclipse Capital Management
Global Monetary
5.01 5,000k 8/1/1990
32 Clarke Capital Management
Worldwide
5.27 250k 1/1/1996
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.35 100k 5/1/1999
30 Hyman Beck and Company
Global Portfolio
5.60 1,000k 3/1/1991
29 Estlander & Partners
Global XL
5.73 5,000k 8/1/1991
28 Parizek Capital
Futures Trading Program
6.13 500k 4/1/2000
27 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.43 1,000k 3/1/2003
26 Chesapeake Capital
Diversified (LV)
6.61 100k 2/1/1988
25 Drury Capital
Diversified Trend-Following Program
6.64 5,000k 5/1/1997
24 Tactical Investment Management
Tactical Institutional Commodity Program
6.75 10,000k 4/1/1993
23 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.89 0k 11/1/1996
22 Saxon Investment Corporation
Diversified Program
7.26 3,000k 9/1/1988
21 Alder Capital DAC
Alder Global 20
7.36 2,500k 2/1/2001
20 RAM Management Group
MRTP Aggressive
7.57 1,000k 2/1/1998
19 Alee Capital Management, LLC
Mistral Program
7.96 2,500k 1/1/1999
18 Clarke Capital Management
Millennium
8.11 1,000k 1/1/1998
17 Red Rock Capital, LLC
Systematic Global Macro
8.32 500k 9/1/2003
16 EMC Capital Advisors, LLC
Classic
8.60 5,000k 1/1/1985
15 Rabar Market Research
Diversified Program
9.45 2,000k 1/1/1989
14 Winton Capital Management
Diversified
10.27 50,000k 10/1/1997
13 Hawksbill Capital Management
Global Diversified
10.57 5,000k 11/1/1988
12 Clarke Capital Management
Global Magnum
10.92 100k 8/1/1997
11 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
12.33 100k 1/1/2000
10 Saxon Investment Corporation
Aggressive Diversified Program
12.34 2,000k 11/1/1993
9 Heyden & Steindl GmbH
TOMAC2
12.36 5,000k 3/1/2003
8 Superfund Group
Superfund Green Q-AG
12.86 2k 3/1/1996
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.46 200k 11/1/1999
6 Superfund Group
Superfund Green GCT USD
16.28 15k 1/1/2000
5 Clarke Capital Management
Global Basic
17.71 50k 2/1/1996
4 Southwest Managed Investments, LLC
Global Diversified
18.80 200k 1/1/2002
3 Superfund Group
Superfund Green L.P. Series A
19.45 5k 10/1/2002
2 Superfund Group
Superfund Green Master
24.60 2,000k 5/1/2001
1 Superfund Group
Superfund Green L.P. Series B
27.33 5k 10/1/2002

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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