Trend Following Strategy Index For July 2003

Monthly Rankings

Rank CTA/Program Jul 2003 Min Inv Inception
58 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-17.76 200k 11/1/1999
57 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-15.70 100k 3/1/2003
56 Superfund Group
Superfund Green L.P. Series B
-11.95 5k 10/1/2002
55 Superfund Group
Superfund Green L.P. Series A
-8.77 5k 10/1/2002
54 Tactical Investment Management
Tactical Institutional Commodity Program
-7.00 10,000k 4/1/1993
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.58 1,000k 3/1/2003
52 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.33 100k 5/1/1999
51 Alder Capital DAC
Alder Global 20
-5.38 2,500k 2/1/2001
50 Lynx Asset Management AB
Lynx Program
-5.32 75k 5/1/2000
49 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.30 100k 6/1/1994
48 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.75 100k 11/1/1984
47 Drury Capital
Diversified Trend-Following Program
-4.41 5,000k 5/1/1997
46 Clarke Capital Management
Millennium
-4.13 1,000k 1/1/1998
45 Covenant Capital Management
Original Program
-3.86 5,000k 9/1/1999
44 ISAM
ISAM Systematic Trend Fund
-3.65 1,000k 6/1/2001
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.45 10,000k 1/1/1991
42 Superfund Group
Superfund Green GCT USD
-3.14 15k 1/1/2000
41 Estlander & Partners
Global XL
-2.92 5,000k 8/1/1991
40 M.S. Capital Management
Global Diversified Program
-2.73 2,000k 11/1/1998
39 Alee Capital Management, LLC
Poniente Program
-2.71 2,500k 1/1/1999
38 Mobius Asset Management
Custom Trading Program
-2.70 100k 1/1/2002
37 Clarke Capital Management
Global Magnum
-2.56 100k 8/1/1997
36 Alder Capital DAC
Alder Global 10
-2.47 2,500k 10/1/2000
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.36 10,000k 1/1/1995
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.20 10,000k 8/1/1999
33 Hyman Beck and Company
Global Portfolio
-2.13 1,000k 3/1/1991
32 Alee Capital Management, LLC
Mistral Program
-2.08 2,500k 1/1/1999
31 Chesapeake Capital
Diversified (LV)
-1.85 100k 2/1/1988
30 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.83 10,000k 10/1/1991
29 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.75 100k 5/1/1989
28 Eckhardt Trading Company
Evolution Strategies
-1.55 20,000k 8/1/1991
27 Estlander & Partners
Global Markets
-1.43 10,000k 8/1/1999
26 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.39 10,000k 2/1/1999
25 Eclipse Capital Management
Global Monetary
-1.22 5,000k 8/1/1990
24 Superfund Group
Superfund Green Q-AG
-1.02 2k 3/1/1996
23 Superfund Group
Superfund Green Master
-0.98 2,000k 5/1/2001
22 Clarke Capital Management
Global Basic
-0.96 50k 2/1/1996
21 Winton Capital Management
Diversified
-0.68 50,000k 10/1/1997
20 Clarke Capital Management
Worldwide
-0.55 250k 1/1/1996
19 Quality Capital Management
Global Diversified Programme
-0.46 10,000k 12/1/1995
18 Rabar Market Research
Diversified Program
-0.39 2,000k 1/1/1989
17 Dreiss Research Corporation
Diversified Program
-0.24 1,000k 5/1/1991
16 Mark J. Walsh Company
Standard Program
-0.06 2,000k 9/1/1985
15 Southwest Managed Investments, LLC
Global Diversified
0.23 200k 1/1/2002
14 Saxon Investment Corporation
Diversified Program
0.52 3,000k 9/1/1988
13 Kelly Angle Inc.
Genesis Program
0.67 2,000k 4/1/2000
12 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
11 Saxon Investment Corporation
Aggressive Diversified Program
1.43 2,000k 11/1/1993
10 Hawksbill Capital Management
Global Diversified
1.52 5,000k 11/1/1988
9 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.84 0k 11/1/1996
8 Estlander & Partners
Alpha Trend
2.18 30,000k 10/1/1991
7 EMC Capital Advisors, LLC
Classic
2.40 5,000k 1/1/1985
6 RAM Management Group
RAM MRTP 1X-Conservative
3.80 1,000k 9/1/1993
5 John Locke Investments
Cyril Systematic Program
4.98 8,000k 7/1/2000
4 Parizek Capital
Futures Trading Program
6.06 500k 4/1/2000
3 RAM Management Group
MRTP Aggressive
8.20 1,000k 2/1/1998
2 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
14.14 100k 1/1/2000
1 Heyden & Steindl GmbH
TOMAC2
24.24 5,000k 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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