Trend Following Strategy Index For December 2004

Monthly Rankings

Rank CTA/Program Dec 2004 Min Inv Inception
67 RAM Management Group
MRTP Aggressive
-10.75 1,000k 2/1/1998
66 Keck Capital Management LLC
The Keck Program
-10.00 2,000k 12/1/2003
65 Alee Capital Management, LLC
Mistral Program
-6.47 2,500k 1/1/1999
64 Briarwood Capital Management, Inc.
Diversified 2XL
-5.80 250k 11/1/2004
63 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
62 Mobius Asset Management
Diversified Program
-5.19 250k 3/1/2004
61 Clarke Capital Management
Millennium
-5.11 1,000k 1/1/1998
60 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.94 100k 5/1/1999
59 Mark J. Walsh Company
Standard Program
-4.70 2,000k 9/1/1985
58 Clarke Capital Management
Worldwide
-4.29 250k 1/1/1996
57 Quality Capital Management
Global Diversified Programme
-3.90 10,000k 12/1/1995
56 Hawksbill Capital Management
Global Diversified
-3.84 5,000k 11/1/1988
55 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.83 100k 3/1/2003
54 EMC Capital Advisors, LLC
Classic
-3.80 5,000k 1/1/1985
53 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.68 100k 5/1/1989
52 RAM Management Group
RAM MRTP 1X-Conservative
-3.48 1,000k 9/1/1993
51 Alee Capital Management, LLC
Poniente Program
-3.48 2,500k 1/1/1999
50 Mobius Asset Management
Custom Trading Program
-3.36 100k 1/1/2002
49 Dreiss Research Corporation
Diversified Program
-3.21 1,000k 5/1/1991
48 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.08 100k 6/1/1994
47 John Locke Investments
Cyril Systematic Program
-2.68 8,000k 7/1/2000
46 Red Rock Capital, LLC
Systematic Global Macro
-2.40 500k 9/1/2003
45 M.S. Capital Management
Global Diversified Program
-2.19 2,000k 11/1/1998
44 Saxon Investment Corporation
Aggressive Diversified Program
-1.64 2,000k 11/1/1993
43 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.37 200k 11/1/1999
42 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.19 10,000k 10/1/1991
41 Eckhardt Trading Company
Evolution Strategies
-1.12 20,000k 8/1/1991
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.08 10,000k 1/1/1991
39 Saxon Investment Corporation
Diversified Program
-0.92 3,000k 9/1/1988
38 Kelly Angle Inc.
Genesis Program
-0.85 2,000k 4/1/2000
37 Rabar Market Research
Diversified Program
-0.84 2,000k 1/1/1989
36 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.69 100k 11/1/1984
35 Conquest Capital Group
Conquest Select
-0.58 250k 6/1/2004
34 Parizek Capital
Futures Trading Program
-0.40 500k 4/1/2000
33 Drury Capital
Diversified Trend-Following Program
-0.36 5,000k 5/1/1997
32 Superfund Group
Superfund Green Master
-0.29 2,000k 5/1/2001
31 Winton Capital Management
Diversified
-0.19 50,000k 10/1/1997
30 Southwest Managed Investments, LLC
Global Diversified
-0.09 200k 1/1/2002
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.07 0k 11/1/1996
28 Superfund Group
Superfund Green L.P. Series A
0.19 5k 10/1/2002
27 Heyden & Steindl GmbH
TOMAC2
0.26 5,000k 3/1/2003
26 Tactical Investment Management
Tactical Institutional Commodity Program
0.39 10,000k 4/1/1993
25 Superfund Group
Superfund Green L.P. Series B
0.41 5k 10/1/2002
24 Eclipse Capital Management
Global Monetary
0.43 5,000k 8/1/1990
23 Superfund Group
Superfund Green GCT USD
0.75 15k 1/1/2000
22 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
21 Lynx Asset Management AB
Lynx Program
1.09 75k 5/1/2000
20 Clarke Capital Management
Global Basic
1.32 50k 2/1/1996
19 Chesapeake Capital
Diversified (LV)
1.53 100k 2/1/1988
18 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.55 10,000k 8/1/2004
17 Clarke Capital Management
FX Plus
1.56 1,000k 5/1/2004
16 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.57 10,000k 8/1/1999
15 Estlander & Partners
Global Markets
1.63 10,000k 8/1/1999
14 Estlander & Partners
Alpha Trend
1.70 30,000k 10/1/1991
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.71 10,000k 1/1/1995
12 Estlander & Partners
Global XL
1.82 5,000k 8/1/1991
11 Alder Capital DAC
Alder Global 10
1.95 2,500k 10/1/2000
10 Welton Investment Partners
Welton Global
2.08 10,000k 6/1/2004
9 Hyman Beck and Company
Global Portfolio
2.63 1,000k 3/1/1991
8 Superfund Group
Superfund Green Q-AG
2.74 2k 3/1/1996
7 Conquest Capital Group
Conquest Macro
3.80 250k 5/1/1999
6 ISAM
ISAM Systematic Trend Fund
4.18 1,000k 6/1/2001
5 Alder Capital DAC
Alder Global 20
4.26 2,500k 2/1/2001
4 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.39 1,000k 3/1/2003
3 Covenant Capital Management
Original Program
6.60 5,000k 9/1/1999
2 Covenant Capital Management
Aggressive Program
10.34 3,000k 2/1/2004
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.69 100k 1/1/2000

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan