Trend Following Strategy Index For May 2003

Monthly Rankings

Rank CTA/Program May 2003 Min Inv Inception
58 RAM Management Group
MRTP Aggressive
-1.48 1,000k 2/1/1998
57 RAM Management Group
RAM MRTP 1X-Conservative
-0.53 1,000k 9/1/1993
56 Dreiss Research Corporation
Diversified Program
0.39 1,000k 5/1/1991
55 Southwest Managed Investments, LLC
Global Diversified
2.12 200k 1/1/2002
54 Mobius Asset Management
Custom Trading Program
2.70 100k 1/1/2002
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.98 1,000k 3/1/2003
52 Estlander & Partners
Global Markets
3.39 10,000k 8/1/1999
51 Transtrend B.V.
DTP – Standard Risk (EUR)
3.66 10,000k 2/1/1999
50 Eckhardt Trading Company
Evolution Strategies
4.78 20,000k 8/1/1991
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.84 10,000k 1/1/1991
48 Alder Capital DAC
Alder Global 10
5.13 2,500k 10/1/2000
47 Chesapeake Capital
Diversified (LV)
5.35 100k 2/1/1988
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.47 10,000k 8/1/1999
45 Eckhardt Trading Company
Evolution Strategies 1.2X
5.70 10,000k 10/1/1991
44 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.81 10,000k 1/1/1995
43 Covenant Capital Management
Original Program
6.06 5,000k 9/1/1999
42 Tactical Investment Management
Tactical Institutional Commodity Program
6.11 10,000k 4/1/1993
41 Estlander & Partners
Global XL
6.11 5,000k 8/1/1991
40 Estlander & Partners
Alpha Trend
6.43 30,000k 10/1/1991
39 Hyman Beck and Company
Global Portfolio
7.09 1,000k 3/1/1991
38 Eclipse Capital Management
Global Monetary
7.44 5,000k 8/1/1990
37 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.64 100k 5/1/1999
36 Conquest Capital Group
Conquest Macro
8.63 250k 5/1/1999
35 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.70 0k 11/1/1996
34 Drury Capital
Diversified Trend-Following Program
9.42 5,000k 5/1/1997
33 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.45 100k 11/1/1984
32 Mark J. Walsh Company
Standard Program
9.74 2,000k 9/1/1985
31 John Locke Investments
Cyril Systematic Program
9.74 8,000k 7/1/2000
30 Alder Capital DAC
Alder Global 20
9.83 2,500k 2/1/2001
29 Superfund Group
Superfund Green GCT USD
9.89 15k 1/1/2000
28 Superfund Group
Superfund Green Q-AG
10.04 2k 3/1/1996
27 ISAM
ISAM Systematic Trend Fund
10.16 1,000k 6/1/2001
26 Winton Capital Management
Diversified
10.19 50,000k 10/1/1997
25 Saxon Investment Corporation
Diversified Program
10.47 3,000k 9/1/1988
24 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.47 100k 3/1/2003
23 Lynx Asset Management AB
Lynx Program
10.51 75k 5/1/2000
22 Quality Capital Management
Global Diversified Programme
10.74 10,000k 12/1/1995
21 Rabar Market Research
Diversified Program
10.83 2,000k 1/1/1989
20 DUNN Capital Management
D'Best Futures Fund, L.P.
10.98 100k 6/1/1994
19 DUNN Capital Management
DUNN Combined Fund (DCF)
11.28 100k 5/1/1989
18 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
11.38 100k 1/1/2000
17 M.S. Capital Management
Global Diversified Program
12.11 2,000k 11/1/1998
16 Parizek Capital
Futures Trading Program
12.26 500k 4/1/2000
15 EMC Capital Advisors, LLC
Classic
13.00 5,000k 1/1/1985
14 Alee Capital Management, LLC
Mistral Program
14.39 2,500k 1/1/1999
13 Clarke Capital Management
Worldwide
14.59 250k 1/1/1996
12 Superfund Group
Superfund Green L.P. Series A
15.04 5k 10/1/2002
11 Kelly Angle Inc.
Genesis Program
16.98 2,000k 4/1/2000
10 Hawksbill Capital Management
Global Diversified
17.28 5,000k 11/1/1988
9 Alee Capital Management, LLC
Poniente Program
18.98 2,500k 1/1/1999
8 Saxon Investment Corporation
Aggressive Diversified Program
19.12 2,000k 11/1/1993
7 Superfund Group
Superfund Green L.P. Series B
21.90 5k 10/1/2002
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
24.79 200k 11/1/1999
5 Clarke Capital Management
Millennium
25.01 1,000k 1/1/1998
4 Superfund Group
Superfund Green Master
25.76 2,000k 5/1/2001
3 Heyden & Steindl GmbH
TOMAC2
30.05 5,000k 3/1/2003
2 Clarke Capital Management
Global Magnum
36.65 100k 8/1/1997
1 Clarke Capital Management
Global Basic
46.41 50k 2/1/1996

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan