Trend Following Strategy Index For March 2003

Monthly Rankings

Rank CTA/Program Mar 2003 Min Inv Inception
58 Superfund Group
Superfund Green Master
-31.14 2,000k 5/1/2001
57 Superfund Group
Superfund Green L.P. Series B
-29.11 5k 10/1/2002
56 Kelly Angle Inc.
Genesis Program
-27.65 2,000k 4/1/2000
55 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-25.64 200k 11/1/1999
54 Superfund Group
Superfund Green GCT USD
-23.21 15k 1/1/2000
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-22.44 100k 11/1/1984
52 DUNN Capital Management
D'Best Futures Fund, L.P.
-21.80 100k 6/1/1994
51 DUNN Capital Management
DUNN Combined Fund (DCF)
-20.56 100k 5/1/1989
50 Superfund Group
Superfund Green L.P. Series A
-20.12 5k 10/1/2002
49 Clarke Capital Management
Millennium
-18.26 1,000k 1/1/1998
48 Superfund Group
Superfund Green Q-AG
-16.72 2k 3/1/1996
47 Hawksbill Capital Management
Global Diversified
-15.81 5,000k 11/1/1988
46 Mulvaney Capital Management
The Mulvaney Global Markets Program
-12.83 100k 5/1/1999
45 EMC Capital Advisors, LLC
Classic
-12.60 5,000k 1/1/1985
44 Mark J. Walsh Company
Standard Program
-12.40 2,000k 9/1/1985
43 Parizek Capital
Futures Trading Program
-12.10 500k 4/1/2000
42 Southwest Managed Investments, LLC
Global Diversified
-11.65 200k 1/1/2002
41 Saxon Investment Corporation
Aggressive Diversified Program
-11.59 2,000k 11/1/1993
40 Clarke Capital Management
Global Basic
-11.50 50k 2/1/1996
39 M.S. Capital Management
Global Diversified Program
-10.81 2,000k 11/1/1998
38 Winton Capital Management
Diversified
-10.80 50,000k 10/1/1997
37 Rabar Market Research
Diversified Program
-10.35 2,000k 1/1/1989
36 Chesapeake Capital
Diversified (LV)
-8.76 100k 2/1/1988
35 Clarke Capital Management
Global Magnum
-8.48 100k 8/1/1997
34 Alee Capital Management, LLC
Mistral Program
-8.13 2,500k 1/1/1999
33 Estlander & Partners
Alpha Trend
-7.48 30,000k 10/1/1991
32 Clarke Capital Management
Worldwide
-7.42 250k 1/1/1996
31 Tactical Investment Management
Tactical Institutional Commodity Program
-7.41 10,000k 4/1/1993
30 Covenant Capital Management
Original Program
-7.33 5,000k 9/1/1999
29 Saxon Investment Corporation
Diversified Program
-6.92 3,000k 9/1/1988
28 Drury Capital
Diversified Trend-Following Program
-6.32 5,000k 5/1/1997
27 Estlander & Partners
Global XL
-6.14 5,000k 8/1/1991
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.66 0k 11/1/1996
25 ISAM
ISAM Systematic Trend Fund
-5.56 1,000k 6/1/2001
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-5.23 10,000k 8/1/1999
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.04 10,000k 1/1/1995
22 Alee Capital Management, LLC
Poniente Program
-4.99 2,500k 1/1/1999
21 John Locke Investments
Cyril Systematic Program
-4.65 8,000k 7/1/2000
20 Lynx Asset Management AB
Lynx Program
-4.52 75k 5/1/2000
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.37 10,000k 1/1/1991
18 Hyman Beck and Company
Global Portfolio
-3.98 1,000k 3/1/1991
17 Estlander & Partners
Global Markets
-3.68 10,000k 8/1/1999
16 Eclipse Capital Management
Global Monetary
-3.63 5,000k 8/1/1990
15 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.45 10,000k 2/1/1999
14 RAM Management Group
MRTP Aggressive
-3.09 1,000k 2/1/1998
13 Quality Capital Management
Global Diversified Programme
-2.97 10,000k 12/1/1995
12 RAM Management Group
RAM MRTP 1X-Conservative
-1.02 1,000k 9/1/1993
11 Mobius Asset Management
Custom Trading Program
-0.80 100k 1/1/2002
10 Eckhardt Trading Company
Evolution Strategies
-0.58 20,000k 8/1/1991
9 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.44 10,000k 10/1/1991
8 Dreiss Research Corporation
Diversified Program
-0.03 1,000k 5/1/1991
6 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.00 1,000k 3/1/2003
7 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.00 100k 3/1/2003
5 Heyden & Steindl GmbH
TOMAC2
0.00 5,000k 3/1/2003
4 Alder Capital DAC
Alder Global 10
1.47 2,500k 10/1/2000
3 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.57 100k 1/1/2000
2 Alder Capital DAC
Alder Global 20
3.47 2,500k 2/1/2001
1 Conquest Capital Group
Conquest Macro
6.89 250k 5/1/1999

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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