Trend Following Strategy Index For January 2004

Monthly Rankings

Rank CTA/Program Jan 2004 Min Inv Inception
60 Clarke Capital Management
Global Basic
-9.25 50k 2/1/1996
59 Alder Capital DAC
Alder Global 20
-6.86 2,500k 2/1/2001
58 Clarke Capital Management
Global Magnum
-4.99 100k 8/1/1997
57 Clarke Capital Management
Millennium
-4.74 1,000k 1/1/1998
56 Alee Capital Management, LLC
Poniente Program
-3.95 2,500k 1/1/1999
55 Alder Capital DAC
Alder Global 10
-2.91 2,500k 10/1/2000
54 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.86 100k 11/1/1984
53 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.48 10,000k 10/1/1991
52 Eckhardt Trading Company
Evolution Strategies
-2.22 20,000k 8/1/1991
51 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.66 100k 5/1/1989
50 Alee Capital Management, LLC
Mistral Program
-1.56 2,500k 1/1/1999
49 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.24 100k 3/1/2003
48 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
47 Eclipse Capital Management
Global Monetary
-0.99 5,000k 8/1/1990
46 Hyman Beck and Company
Global Portfolio
-0.90 1,000k 3/1/1991
45 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
44 RAM Management Group
MRTP Aggressive
-0.10 1,000k 2/1/1998
43 RAM Management Group
RAM MRTP 1X-Conservative
-0.05 1,000k 9/1/1993
42 Clarke Capital Management
Worldwide
0.03 250k 1/1/1996
41 Estlander & Partners
Global Markets
0.15 10,000k 8/1/1999
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.28 10,000k 1/1/1991
39 Mobius Asset Management
Custom Trading Program
0.30 100k 1/1/2002
38 DUNN Capital Management
D'Best Futures Fund, L.P.
0.50 100k 6/1/1994
37 Estlander & Partners
Global XL
0.57 5,000k 8/1/1991
36 Southwest Managed Investments, LLC
Global Diversified
0.76 200k 1/1/2002
35 Quality Capital Management
Global Diversified Programme
0.82 10,000k 12/1/1995
34 Red Rock Capital, LLC
Systematic Global Macro
0.88 500k 9/1/2003
33 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
32 Hawksbill Capital Management
Global Diversified
1.30 5,000k 11/1/1988
31 Kelly Angle Inc.
Genesis Program
1.37 2,000k 4/1/2000
30 M.S. Capital Management
Global Diversified Program
1.46 2,000k 11/1/1998
29 Transtrend B.V.
DTP – Standard Risk (EUR)
1.47 10,000k 2/1/1999
28 Chesapeake Capital
Diversified (LV)
1.63 100k 2/1/1988
27 Saxon Investment Corporation
Diversified Program
1.71 3,000k 9/1/1988
26 Conquest Capital Group
Conquest Macro
1.79 250k 5/1/1999
25 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.84 0k 11/1/1996
24 Superfund Group
Superfund Green GCT USD
1.96 15k 1/1/2000
23 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.08 100k 1/1/2000
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.08 10,000k 1/1/1995
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.20 10,000k 8/1/1999
20 John Locke Investments
Cyril Systematic Program
2.33 8,000k 7/1/2000
19 Drury Capital
Diversified Trend-Following Program
2.45 5,000k 5/1/1997
18 Superfund Group
Superfund Green L.P. Series A
2.46 5k 10/1/2002
17 Winton Capital Management
Diversified
2.72 50,000k 10/1/1997
16 ISAM
ISAM Systematic Trend Fund
2.73 1,000k 6/1/2001
15 Rabar Market Research
Diversified Program
2.74 2,000k 1/1/1989
14 Superfund Group
Superfund Green Master
2.89 2,000k 5/1/2001
13 Superfund Group
Superfund Green Q-AG
2.97 2k 3/1/1996
12 Saxon Investment Corporation
Aggressive Diversified Program
3.13 2,000k 11/1/1993
11 Estlander & Partners
Alpha Trend
3.43 30,000k 10/1/1991
10 Superfund Group
Superfund Green L.P. Series B
3.49 5k 10/1/2002
9 Heyden & Steindl GmbH
TOMAC2
3.95 5,000k 3/1/2003
8 Keck Capital Management LLC
The Keck Program
3.96 2,000k 12/1/2003
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.19 100k 5/1/1999
6 Tactical Investment Management
Tactical Institutional Commodity Program
4.51 10,000k 4/1/1993
5 Covenant Capital Management
Original Program
4.86 5,000k 9/1/1999
4 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.16 1,000k 3/1/2003
3 Parizek Capital
Futures Trading Program
5.65 500k 4/1/2000
2 Mark J. Walsh Company
Standard Program
5.85 2,000k 9/1/1985
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.79 200k 11/1/1999

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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