Trend Following Strategy Index For August 2003

Monthly Rankings

Rank CTA/Program Aug 2003 Min Inv Inception
58 Alder Capital DAC
Alder Global 20
-7.73 2,500k 2/1/2001
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.00 1,000k 3/1/2003
56 Alee Capital Management, LLC
Mistral Program
-5.32 2,500k 1/1/1999
55 Mobius Asset Management
Custom Trading Program
-3.80 100k 1/1/2002
54 Estlander & Partners
Global XL
-3.64 5,000k 8/1/1991
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.59 0k 11/1/1996
52 Alder Capital DAC
Alder Global 10
-3.36 2,500k 10/1/2000
51 John Locke Investments
Cyril Systematic Program
-2.74 8,000k 7/1/2000
50 Clarke Capital Management
Global Basic
-2.70 50k 2/1/1996
49 Hyman Beck and Company
Global Portfolio
-2.03 1,000k 3/1/1991
48 Estlander & Partners
Global Markets
-1.93 10,000k 8/1/1999
47 M.S. Capital Management
Global Diversified Program
-1.70 2,000k 11/1/1998
46 RAM Management Group
MRTP Aggressive
-1.47 1,000k 2/1/1998
45 Quality Capital Management
Global Diversified Programme
-1.47 10,000k 12/1/1995
44 Alee Capital Management, LLC
Poniente Program
-1.02 2,500k 1/1/1999
43 ISAM
ISAM Systematic Trend Fund
-1.02 1,000k 6/1/2001
42 Southwest Managed Investments, LLC
Global Diversified
-0.99 200k 1/1/2002
41 RAM Management Group
RAM MRTP 1X-Conservative
-0.89 1,000k 9/1/1993
40 Drury Capital
Diversified Trend-Following Program
-0.87 5,000k 5/1/1997
39 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.84 10,000k 1/1/1991
38 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.76 200k 11/1/1999
37 Eclipse Capital Management
Global Monetary
-0.15 5,000k 8/1/1990
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.10 10,000k 1/1/1995
35 Clarke Capital Management
Global Magnum
-0.05 100k 8/1/1997
34 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.04 10,000k 2/1/1999
33 Clarke Capital Management
Worldwide
-0.03 250k 1/1/1996
32 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
31 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.01 10,000k 8/1/1999
30 Rabar Market Research
Diversified Program
0.03 2,000k 1/1/1989
29 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.07 100k 5/1/1999
28 Estlander & Partners
Alpha Trend
0.09 30,000k 10/1/1991
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.19 100k 1/1/2000
26 Tactical Investment Management
Tactical Institutional Commodity Program
0.34 10,000k 4/1/1993
25 Mark J. Walsh Company
Standard Program
0.40 2,000k 9/1/1985
24 Lynx Asset Management AB
Lynx Program
0.41 75k 5/1/2000
23 Eckhardt Trading Company
Evolution Strategies
0.44 20,000k 8/1/1991
22 Winton Capital Management
Diversified
0.62 50,000k 10/1/1997
21 Saxon Investment Corporation
Diversified Program
0.69 3,000k 9/1/1988
20 Eckhardt Trading Company
Evolution Strategies 1.2X
0.70 10,000k 10/1/1991
19 Saxon Investment Corporation
Aggressive Diversified Program
1.20 2,000k 11/1/1993
18 Superfund Group
Superfund Green Q-AG
1.47 2k 3/1/1996
17 Dreiss Research Corporation
Diversified Program
1.68 1,000k 5/1/1991
16 Hawksbill Capital Management
Global Diversified
2.06 5,000k 11/1/1988
15 Superfund Group
Superfund Green L.P. Series A
2.16 5k 10/1/2002
14 Covenant Capital Management
Original Program
2.17 5,000k 9/1/1999
13 Chesapeake Capital
Diversified (LV)
2.42 100k 2/1/1988
12 Clarke Capital Management
Millennium
2.50 1,000k 1/1/1998
11 Conquest Capital Group
Conquest Macro
2.56 250k 5/1/1999
10 Superfund Group
Superfund Green GCT USD
2.62 15k 1/1/2000
9 Superfund Group
Superfund Green L.P. Series B
3.42 5k 10/1/2002
8 Parizek Capital
Futures Trading Program
3.60 500k 4/1/2000
7 Superfund Group
Superfund Green Master
3.64 2,000k 5/1/2001
6 Heyden & Steindl GmbH
TOMAC2
4.29 5,000k 3/1/2003
5 Kelly Angle Inc.
Genesis Program
4.47 2,000k 4/1/2000
4 DUNN Capital Management
D'Best Futures Fund, L.P.
8.49 100k 6/1/1994
3 DUNN Capital Management
DUNN Combined Fund (DCF)
10.60 100k 5/1/1989
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.70 100k 11/1/1984
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
29.29 100k 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan