Trend Following Strategy Index For November 2004

Monthly Rankings

Rank CTA/Program Nov 2004 Min Inv Inception
67 Heyden & Steindl GmbH
TOMAC2
-2.81 5,000k 3/1/2003
66 Parizek Capital
Futures Trading Program
-1.47 500k 4/1/2000
65 Briarwood Capital Management, Inc.
Diversified 2XL
0.00 250k 11/1/2004
64 Eclipse Capital Management
Global Monetary
0.13 5,000k 8/1/1990
63 Clarke Capital Management
Global Magnum
0.48 100k 8/1/1997
62 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.45 100k 3/1/2003
61 Mobius Asset Management
Custom Trading Program
2.20 100k 1/1/2002
60 Clarke Capital Management
Global Basic
2.66 50k 2/1/1996
59 Conquest Capital Group
Conquest Macro
2.69 250k 5/1/1999
58 Alee Capital Management, LLC
Poniente Program
3.07 2,500k 1/1/1999
57 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.37 100k 1/1/2000
56 Alder Capital DAC
Alder Global 10
3.90 2,500k 10/1/2000
55 John Locke Investments
Cyril Systematic Program
4.07 8,000k 7/1/2000
54 Eckhardt Trading Company
Evolution Strategies
4.39 20,000k 8/1/1991
53 RAM Management Group
RAM MRTP 1X-Conservative
4.45 1,000k 9/1/1993
52 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.59 10,000k 1/1/1991
51 Quality Capital Management
Global Diversified Programme
4.61 10,000k 12/1/1995
50 M.S. Capital Management
Global Diversified Program
4.69 2,000k 11/1/1998
49 Kelly Angle Inc.
Genesis Program
4.91 2,000k 4/1/2000
48 Estlander & Partners
Alpha Trend
5.06 30,000k 10/1/1991
47 Saxon Investment Corporation
Diversified Program
5.27 3,000k 9/1/1988
46 Eckhardt Trading Company
Evolution Strategies 1.2X
5.28 10,000k 10/1/1991
45 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.32 100k 11/1/1984
44 Mobius Asset Management
Diversified Program
5.66 250k 3/1/2004
43 Transtrend B.V.
DTP – Standard Risk (EUR)
5.67 10,000k 2/1/1999
42 Conquest Capital Group
Conquest Select
5.80 250k 6/1/2004
41 Estlander & Partners
Global Markets
5.99 10,000k 8/1/1999
40 Keck Capital Management LLC
The Keck Program
6.03 2,000k 12/1/2003
39 Clarke Capital Management
Worldwide
6.15 250k 1/1/1996
38 Welton Investment Partners
Welton Global
6.22 10,000k 6/1/2004
37 Winton Capital Management
Diversified
6.37 50,000k 10/1/1997
36 Lynx Asset Management AB
Lynx Program
6.45 75k 5/1/2000
35 Southwest Managed Investments, LLC
Global Diversified
7.01 200k 1/1/2002
34 Drury Capital
Diversified Trend-Following Program
7.20 5,000k 5/1/1997
33 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.45 0k 11/1/1996
32 Hawksbill Capital Management
Global Diversified
8.20 5,000k 11/1/1988
31 Alder Capital DAC
Alder Global 20
8.40 2,500k 2/1/2001
30 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
8.43 1,000k 3/1/2003
29 Alee Capital Management, LLC
Mistral Program
8.53 2,500k 1/1/1999
28 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.65 200k 11/1/1999
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.77 10,000k 8/1/1999
26 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.80 10,000k 8/1/2004
25 Mark J. Walsh Company
Standard Program
8.81 2,000k 9/1/1985
24 Chesapeake Capital
Diversified (LV)
8.89 100k 2/1/1988
23 DUNN Capital Management
DUNN Combined Fund (DCF)
8.93 100k 5/1/1989
22 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.97 10,000k 1/1/1995
21 Superfund Group
Superfund Green Q-AG
8.99 2k 3/1/1996
20 DUNN Capital Management
D'Best Futures Fund, L.P.
9.13 100k 6/1/1994
19 Clarke Capital Management
Millennium
9.39 1,000k 1/1/1998
18 Red Rock Capital, LLC
Systematic Global Macro
9.42 500k 9/1/2003
17 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.63 100k 5/1/1999
16 ISAM
ISAM Systematic Trend Fund
10.28 1,000k 6/1/2001
15 EMC Capital Advisors, LLC
Classic
10.50 5,000k 1/1/1985
14 Saxon Investment Corporation
Aggressive Diversified Program
10.94 2,000k 11/1/1993
13 Dreiss Research Corporation
Diversified Program
10.95 1,000k 5/1/1991
12 Rabar Market Research
Diversified Program
11.94 2,000k 1/1/1989
11 Superfund Group
Superfund Green L.P. Series A
12.30 5k 10/1/2002
10 Estlander & Partners
Global XL
12.38 5,000k 8/1/1991
9 Tactical Investment Management
Tactical Institutional Commodity Program
12.75 10,000k 4/1/1993
8 Hyman Beck and Company
Global Portfolio
12.81 1,000k 3/1/1991
7 RAM Management Group
MRTP Aggressive
13.80 1,000k 2/1/1998
6 Covenant Capital Management
Original Program
14.54 5,000k 9/1/1999
5 Superfund Group
Superfund Green GCT USD
15.42 15k 1/1/2000
4 Superfund Group
Superfund Green L.P. Series B
17.33 5k 10/1/2002
3 Covenant Capital Management
Aggressive Program
23.11 3,000k 2/1/2004
2 Superfund Group
Superfund Green Master
25.74 2,000k 5/1/2001
1 Clarke Capital Management
FX Plus
33.10 1,000k 5/1/2004

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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