Trend Following Strategy Index For October 2004

Monthly Rankings

Rank CTA/Program Oct 2004 Min Inv Inception
66 Heyden & Steindl GmbH
TOMAC2
-11.18 5,000k 3/1/2003
65 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.05 100k 3/1/2003
64 Mobius Asset Management
Diversified Program
-4.92 250k 3/1/2004
63 Mobius Asset Management
Custom Trading Program
-1.99 100k 1/1/2002
62 Parizek Capital
Futures Trading Program
-1.97 500k 4/1/2000
61 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.52 100k 1/1/2000
60 Covenant Capital Management
Aggressive Program
-1.51 3,000k 2/1/2004
59 Drury Capital
Diversified Trend-Following Program
-1.13 5,000k 5/1/1997
58 Dreiss Research Corporation
Diversified Program
-1.06 1,000k 5/1/1991
57 Saxon Investment Corporation
Aggressive Diversified Program
-0.77 2,000k 11/1/1993
56 Covenant Capital Management
Original Program
-0.69 5,000k 9/1/1999
55 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
54 M.S. Capital Management
Global Diversified Program
0.08 2,000k 11/1/1998
53 Eclipse Capital Management
Global Monetary
0.24 5,000k 8/1/1990
52 Alder Capital DAC
Alder Global 10
0.36 2,500k 10/1/2000
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.40 10,000k 1/1/1991
50 Red Rock Capital, LLC
Systematic Global Macro
0.46 500k 9/1/2003
49 Alder Capital DAC
Alder Global 20
0.47 2,500k 2/1/2001
48 Clarke Capital Management
Global Basic
0.60 50k 2/1/1996
47 John Locke Investments
Cyril Systematic Program
0.62 8,000k 7/1/2000
46 Estlander & Partners
Alpha Trend
0.67 30,000k 10/1/1991
45 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.71 1,000k 3/1/2003
44 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.76 100k 5/1/1999
43 Clarke Capital Management
Worldwide
0.89 250k 1/1/1996
42 RAM Management Group
RAM MRTP 1X-Conservative
1.28 1,000k 9/1/1993
41 Hawksbill Capital Management
Global Diversified
1.48 5,000k 11/1/1988
40 Alee Capital Management, LLC
Mistral Program
1.53 2,500k 1/1/1999
39 Conquest Capital Group
Conquest Select
1.86 250k 6/1/2004
38 Transtrend B.V.
DTP – Standard Risk (EUR)
1.91 10,000k 2/1/1999
37 Clarke Capital Management
Millennium
1.97 1,000k 1/1/1998
36 Quality Capital Management
Global Diversified Programme
2.24 10,000k 12/1/1995
35 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.26 0k 11/1/1996
34 Chesapeake Capital
Diversified (LV)
2.32 100k 2/1/1988
33 ISAM
ISAM Systematic Trend Fund
2.43 1,000k 6/1/2001
32 Superfund Group
Superfund Green Q-AG
2.58 2k 3/1/1996
31 Welton Investment Partners
Welton Global
2.65 10,000k 6/1/2004
30 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
29 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.03 10,000k 8/1/1999
28 Rabar Market Research
Diversified Program
3.07 2,000k 1/1/1989
27 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.20 10,000k 1/1/1995
26 EMC Capital Advisors, LLC
Classic
3.60 5,000k 1/1/1985
25 Estlander & Partners
Global Markets
3.74 10,000k 8/1/1999
24 Conquest Capital Group
Conquest Macro
3.95 250k 5/1/1999
23 Clarke Capital Management
FX Plus
3.99 1,000k 5/1/2004
22 Tactical Investment Management
Tactical Institutional Commodity Program
4.00 10,000k 4/1/1993
21 Winton Capital Management
Diversified
4.03 50,000k 10/1/1997
20 Alee Capital Management, LLC
Poniente Program
4.25 2,500k 1/1/1999
19 Southwest Managed Investments, LLC
Global Diversified
4.48 200k 1/1/2002
18 RAM Management Group
MRTP Aggressive
4.84 1,000k 2/1/1998
17 Mark J. Walsh Company
Standard Program
4.84 2,000k 9/1/1985
16 Superfund Group
Superfund Green L.P. Series A
4.88 5k 10/1/2002
15 Superfund Group
Superfund Green GCT USD
5.88 15k 1/1/2000
14 Eckhardt Trading Company
Evolution Strategies
5.97 20,000k 8/1/1991
13 Clarke Capital Management
Global Magnum
6.53 100k 8/1/1997
12 Keck Capital Management LLC
The Keck Program
6.63 2,000k 12/1/2003
11 Superfund Group
Superfund Green Master
6.82 2,000k 5/1/2001
10 Eckhardt Trading Company
Evolution Strategies 1.2X
6.92 10,000k 10/1/1991
9 Superfund Group
Superfund Green L.P. Series B
7.01 5k 10/1/2002
8 Lynx Asset Management AB
Lynx Program
7.32 75k 5/1/2000
7 Estlander & Partners
Global XL
7.39 5,000k 8/1/1991
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.93 100k 11/1/1984
5 Hyman Beck and Company
Global Portfolio
8.30 1,000k 3/1/1991
4 DUNN Capital Management
DUNN Combined Fund (DCF)
10.66 100k 5/1/1989
3 DUNN Capital Management
D'Best Futures Fund, L.P.
10.75 100k 6/1/1994
2 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.46 200k 11/1/1999
1 Kelly Angle Inc.
Genesis Program
12.64 2,000k 4/1/2000

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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