Trend Following Strategy Index For February 2003

Monthly Rankings

Rank CTA/Program Feb 2003 Min Inv Inception
55 Alder Capital DAC
Alder Global 20
-2.48 2,500k 2/1/2001
54 RAM Management Group
MRTP Aggressive
-2.15 1,000k 2/1/1998
53 Alder Capital DAC
Alder Global 10
-1.37 2,500k 10/1/2000
52 RAM Management Group
RAM MRTP 1X-Conservative
-0.13 1,000k 9/1/1993
51 Dreiss Research Corporation
Diversified Program
-0.06 1,000k 5/1/1991
50 Covenant Capital Management
Original Program
0.38 5,000k 9/1/1999
49 Mobius Asset Management
Custom Trading Program
0.50 100k 1/1/2002
48 Southwest Managed Investments, LLC
Global Diversified
1.35 200k 1/1/2002
47 Conquest Capital Group
Conquest Macro
1.42 250k 5/1/1999
46 Hyman Beck and Company
Global Portfolio
2.19 1,000k 3/1/1991
45 Saxon Investment Corporation
Diversified Program
2.41 3,000k 9/1/1988
44 John Locke Investments
Cyril Systematic Program
2.69 8,000k 7/1/2000
43 Transtrend B.V.
DTP – Standard Risk (EUR)
2.75 10,000k 2/1/1999
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.31 10,000k 1/1/1991
41 Chesapeake Capital
Diversified (LV)
3.61 100k 2/1/1988
40 Saxon Investment Corporation
Aggressive Diversified Program
3.87 2,000k 11/1/1993
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.98 10,000k 8/1/1999
38 Lynx Asset Management AB
Lynx Program
3.99 75k 5/1/2000
37 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.03 10,000k 1/1/1995
36 M.S. Capital Management
Global Diversified Program
4.11 2,000k 11/1/1998
35 Estlander & Partners
Global Markets
4.13 10,000k 8/1/1999
34 Mark J. Walsh Company
Standard Program
4.35 2,000k 9/1/1985
33 Quality Capital Management
Global Diversified Programme
4.44 10,000k 12/1/1995
32 Alee Capital Management, LLC
Mistral Program
4.68 2,500k 1/1/1999
31 Eclipse Capital Management
Global Monetary
5.16 5,000k 8/1/1990
30 Rabar Market Research
Diversified Program
5.21 2,000k 1/1/1989
29 Estlander & Partners
Alpha Trend
5.21 30,000k 10/1/1991
28 Hawksbill Capital Management
Global Diversified
5.48 5,000k 11/1/1988
27 ISAM
ISAM Systematic Trend Fund
5.56 1,000k 6/1/2001
26 Clarke Capital Management
Worldwide
6.21 250k 1/1/1996
25 Parizek Capital
Futures Trading Program
6.22 500k 4/1/2000
24 Drury Capital
Diversified Trend-Following Program
6.94 5,000k 5/1/1997
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.22 100k 5/1/1999
22 Eckhardt Trading Company
Evolution Strategies
7.26 20,000k 8/1/1991
21 Estlander & Partners
Global XL
7.35 5,000k 8/1/1991
20 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.05 100k 1/1/2000
19 Eckhardt Trading Company
Evolution Strategies 1.2X
8.82 10,000k 10/1/1991
18 Tactical Investment Management
Tactical Institutional Commodity Program
9.08 10,000k 4/1/1993
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
9.39 0k 11/1/1996
16 EMC Capital Advisors, LLC
Classic
10.30 5,000k 1/1/1985
15 Winton Capital Management
Diversified
11.95 50,000k 10/1/1997
14 Superfund Group
Superfund Green L.P. Series A
12.00 5k 10/1/2002
13 Superfund Group
Superfund Green Q-AG
12.04 2k 3/1/1996
12 Alee Capital Management, LLC
Poniente Program
12.46 2,500k 1/1/1999
11 Clarke Capital Management
Global Magnum
12.52 100k 8/1/1997
10 DUNN Capital Management
DUNN Combined Fund (DCF)
13.17 100k 5/1/1989
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.83 100k 11/1/1984
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.17 200k 11/1/1999
7 Superfund Group
Superfund Green GCT USD
15.52 15k 1/1/2000
6 Clarke Capital Management
Millennium
16.15 1,000k 1/1/1998
5 DUNN Capital Management
D'Best Futures Fund, L.P.
16.62 100k 6/1/1994
4 Kelly Angle Inc.
Genesis Program
16.71 2,000k 4/1/2000
3 Superfund Group
Superfund Green L.P. Series B
17.07 5k 10/1/2002
2 Clarke Capital Management
Global Basic
18.33 50k 2/1/1996
1 Superfund Group
Superfund Green Master
20.27 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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