Trend Following Strategy Index For April 2003

Monthly Rankings

Rank CTA/Program Apr 2003 Min Inv Inception
58 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-17.83 100k 3/1/2003
57 Conquest Capital Group
Conquest Macro
-10.22 250k 5/1/1999
56 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-5.45 100k 1/1/2000
55 John Locke Investments
Cyril Systematic Program
-5.33 8,000k 7/1/2000
54 Drury Capital
Diversified Trend-Following Program
-4.10 5,000k 5/1/1997
53 RAM Management Group
MRTP Aggressive
-3.10 1,000k 2/1/1998
52 M.S. Capital Management
Global Diversified Program
-2.61 2,000k 11/1/1998
51 Quality Capital Management
Global Diversified Programme
-1.60 10,000k 12/1/1995
50 Superfund Group
Superfund Green Q-AG
-1.60 2k 3/1/1996
49 Mobius Asset Management
Custom Trading Program
-1.60 100k 1/1/2002
48 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.25 100k 6/1/1994
47 RAM Management Group
RAM MRTP 1X-Conservative
-1.07 1,000k 9/1/1993
46 Superfund Group
Superfund Green Master
-1.03 2,000k 5/1/2001
45 Estlander & Partners
Global XL
-0.82 5,000k 8/1/1991
44 Estlander & Partners
Global Markets
-0.81 10,000k 8/1/1999
43 Hyman Beck and Company
Global Portfolio
-0.10 1,000k 3/1/1991
42 Dreiss Research Corporation
Diversified Program
0.09 1,000k 5/1/1991
41 ISAM
ISAM Systematic Trend Fund
0.14 1,000k 6/1/2001
40 DUNN Capital Management
DUNN Combined Fund (DCF)
0.17 100k 5/1/1989
39 Chesapeake Capital
Diversified (LV)
0.29 100k 2/1/1988
38 Eckhardt Trading Company
Evolution Strategies
0.31 20,000k 8/1/1991
37 Eckhardt Trading Company
Evolution Strategies 1.2X
0.46 10,000k 10/1/1991
36 Superfund Group
Superfund Green L.P. Series A
0.51 5k 10/1/2002
35 Southwest Managed Investments, LLC
Global Diversified
0.51 200k 1/1/2002
34 Superfund Group
Superfund Green L.P. Series B
0.87 5k 10/1/2002
33 Kelly Angle Inc.
Genesis Program
1.02 2,000k 4/1/2000
32 Superfund Group
Superfund Green GCT USD
1.06 15k 1/1/2000
31 EMC Capital Advisors, LLC
Classic
1.10 5,000k 1/1/1985
30 Alee Capital Management, LLC
Poniente Program
1.16 2,500k 1/1/1999
29 Eclipse Capital Management
Global Monetary
1.27 5,000k 8/1/1990
28 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.45 100k 5/1/1999
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.57 100k 11/1/1984
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.63 10,000k 1/1/1991
25 Mark J. Walsh Company
Standard Program
1.77 2,000k 9/1/1985
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.90 0k 11/1/1996
23 Winton Capital Management
Diversified
2.45 50,000k 10/1/1997
22 Transtrend B.V.
DTP – Standard Risk (EUR)
2.50 10,000k 2/1/1999
21 Alder Capital DAC
Alder Global 10
2.93 2,500k 10/1/2000
20 Clarke Capital Management
Worldwide
3.69 250k 1/1/1996
19 Parizek Capital
Futures Trading Program
3.73 500k 4/1/2000
18 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.77 10,000k 1/1/1995
17 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.83 10,000k 8/1/1999
16 Lynx Asset Management AB
Lynx Program
4.18 75k 5/1/2000
15 Rabar Market Research
Diversified Program
4.18 2,000k 1/1/1989
14 Clarke Capital Management
Millennium
4.31 1,000k 1/1/1998
13 Tactical Investment Management
Tactical Institutional Commodity Program
4.31 10,000k 4/1/1993
12 Heyden & Steindl GmbH
TOMAC2
4.37 5,000k 3/1/2003
11 Saxon Investment Corporation
Diversified Program
4.66 3,000k 9/1/1988
10 Hawksbill Capital Management
Global Diversified
5.05 5,000k 11/1/1988
9 Estlander & Partners
Alpha Trend
5.05 30,000k 10/1/1991
8 Alder Capital DAC
Alder Global 20
5.29 2,500k 2/1/2001
7 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.20 1,000k 3/1/2003
6 Alee Capital Management, LLC
Mistral Program
6.78 2,500k 1/1/1999
5 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.03 200k 11/1/1999
4 Clarke Capital Management
Global Basic
7.91 50k 2/1/1996
3 Saxon Investment Corporation
Aggressive Diversified Program
8.85 2,000k 11/1/1993
2 Clarke Capital Management
Global Magnum
9.97 100k 8/1/1997
1 Covenant Capital Management
Original Program
11.74 5,000k 9/1/1999

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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