Trend Following Strategy Index For June 2003

Monthly Rankings

Rank CTA/Program Jun 2003 Min Inv Inception
58 DUNN Capital Management
D'Best Futures Fund, L.P.
-14.00 100k 6/1/1994
57 Parizek Capital
Futures Trading Program
-12.09 500k 4/1/2000
56 Superfund Group
Superfund Green L.P. Series B
-11.57 5k 10/1/2002
55 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.23 200k 11/1/1999
54 Estlander & Partners
Global XL
-10.22 5,000k 8/1/1991
53 Clarke Capital Management
Millennium
-10.09 1,000k 1/1/1998
52 Kelly Angle Inc.
Genesis Program
-10.06 2,000k 4/1/2000
51 DUNN Capital Management
DUNN Combined Fund (DCF)
-10.01 100k 5/1/1989
50 Superfund Group
Superfund Green GCT USD
-8.56 15k 1/1/2000
49 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.44 100k 3/1/2003
48 Superfund Group
Superfund Green L.P. Series A
-8.37 5k 10/1/2002
47 Superfund Group
Superfund Green Master
-8.29 2,000k 5/1/2001
46 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.07 100k 11/1/1984
45 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.61 100k 5/1/1999
44 M.S. Capital Management
Global Diversified Program
-7.40 2,000k 11/1/1998
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.52 0k 11/1/1996
42 Tactical Investment Management
Tactical Institutional Commodity Program
-6.42 10,000k 4/1/1993
41 Southwest Managed Investments, LLC
Global Diversified
-6.37 200k 1/1/2002
40 Drury Capital
Diversified Trend-Following Program
-6.35 5,000k 5/1/1997
39 Alee Capital Management, LLC
Poniente Program
-5.86 2,500k 1/1/1999
38 Chesapeake Capital
Diversified (LV)
-5.65 100k 2/1/1988
37 Estlander & Partners
Global Markets
-5.62 10,000k 8/1/1999
36 Clarke Capital Management
Global Magnum
-5.54 100k 8/1/1997
35 Winton Capital Management
Diversified
-5.20 50,000k 10/1/1997
34 Superfund Group
Superfund Green Q-AG
-4.83 2k 3/1/1996
33 Clarke Capital Management
Global Basic
-4.51 50k 2/1/1996
32 Mark J. Walsh Company
Standard Program
-4.18 2,000k 9/1/1985
31 Clarke Capital Management
Worldwide
-3.99 250k 1/1/1996
30 Alder Capital DAC
Alder Global 20
-3.87 2,500k 2/1/2001
29 Saxon Investment Corporation
Aggressive Diversified Program
-3.69 2,000k 11/1/1993
28 Quality Capital Management
Global Diversified Programme
-3.56 10,000k 12/1/1995
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.54 100k 1/1/2000
26 Eclipse Capital Management
Global Monetary
-2.68 5,000k 8/1/1990
25 Rabar Market Research
Diversified Program
-2.58 2,000k 1/1/1989
24 Saxon Investment Corporation
Diversified Program
-2.46 3,000k 9/1/1988
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.45 10,000k 1/1/1995
22 EMC Capital Advisors, LLC
Classic
-2.20 5,000k 1/1/1985
21 ISAM
ISAM Systematic Trend Fund
-2.17 1,000k 6/1/2001
20 Estlander & Partners
Alpha Trend
-2.16 30,000k 10/1/1991
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.16 10,000k 1/1/1991
18 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.09 10,000k 8/1/1999
17 Conquest Capital Group
Conquest Macro
-2.00 250k 5/1/1999
16 Heyden & Steindl GmbH
TOMAC2
-1.99 5,000k 3/1/2003
15 Alder Capital DAC
Alder Global 10
-1.96 2,500k 10/1/2000
14 John Locke Investments
Cyril Systematic Program
-1.93 8,000k 7/1/2000
13 Hyman Beck and Company
Global Portfolio
-1.69 1,000k 3/1/1991
12 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.50 10,000k 2/1/1999
11 Eckhardt Trading Company
Evolution Strategies
-0.80 20,000k 8/1/1991
10 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
9 Mobius Asset Management
Custom Trading Program
-0.40 100k 1/1/2002
8 Dreiss Research Corporation
Diversified Program
-0.34 1,000k 5/1/1991
7 RAM Management Group
RAM MRTP 1X-Conservative
0.61 1,000k 9/1/1993
6 RAM Management Group
MRTP Aggressive
1.13 1,000k 2/1/1998
5 Covenant Capital Management
Original Program
1.56 5,000k 9/1/1999
4 Alee Capital Management, LLC
Mistral Program
1.98 2,500k 1/1/1999
3 Lynx Asset Management AB
Lynx Program
3.25 75k 5/1/2000
2 Hawksbill Capital Management
Global Diversified
4.28 5,000k 11/1/1988
1 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.21 1,000k 3/1/2003

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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