Trend Following Strategy Index For February 2004

Monthly Rankings

Rank CTA/Program Feb 2004 Min Inv Inception
61 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.01 10,000k 8/1/1999
60 Covenant Capital Management
Aggressive Program
0.00 3,000k 2/1/2004
59 Dreiss Research Corporation
Diversified Program
0.25 1,000k 5/1/1991
58 Southwest Managed Investments, LLC
Global Diversified
0.59 200k 1/1/2002
57 RAM Management Group
RAM MRTP 1X-Conservative
0.74 1,000k 9/1/1993
56 Conquest Capital Group
Conquest Macro
0.76 250k 5/1/1999
55 Alder Capital DAC
Alder Global 10
2.14 2,500k 10/1/2000
54 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.24 10,000k 1/1/1991
53 Covenant Capital Management
Original Program
3.18 5,000k 9/1/1999
52 Transtrend B.V.
DTP – Standard Risk (EUR)
3.28 10,000k 2/1/1999
51 RAM Management Group
MRTP Aggressive
3.73 1,000k 2/1/1998
50 Estlander & Partners
Global Markets
3.82 10,000k 8/1/1999
49 Eckhardt Trading Company
Evolution Strategies
4.28 20,000k 8/1/1991
48 Alder Capital DAC
Alder Global 20
4.33 2,500k 2/1/2001
47 ISAM
ISAM Systematic Trend Fund
4.40 1,000k 6/1/2001
46 Eclipse Capital Management
Global Monetary
4.46 5,000k 8/1/1990
45 Alee Capital Management, LLC
Poniente Program
4.47 2,500k 1/1/1999
44 Lynx Asset Management AB
Lynx Program
4.69 75k 5/1/2000
43 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.94 10,000k 1/1/1995
42 Chesapeake Capital
Diversified (LV)
5.05 100k 2/1/1988
41 Eckhardt Trading Company
Evolution Strategies 1.2X
5.10 10,000k 10/1/1991
40 Mobius Asset Management
Custom Trading Program
5.13 100k 1/1/2002
39 Saxon Investment Corporation
Diversified Program
5.26 3,000k 9/1/1988
38 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.27 100k 3/1/2003
37 Hyman Beck and Company
Global Portfolio
5.54 1,000k 3/1/1991
36 Parizek Capital
Futures Trading Program
5.77 500k 4/1/2000
35 Hawksbill Capital Management
Global Diversified
6.15 5,000k 11/1/1988
34 John Locke Investments
Cyril Systematic Program
6.58 8,000k 7/1/2000
33 Estlander & Partners
Alpha Trend
6.74 30,000k 10/1/1991
32 Clarke Capital Management
Worldwide
6.82 250k 1/1/1996
31 Clarke Capital Management
Millennium
6.96 1,000k 1/1/1998
30 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.07 1,000k 3/1/2003
29 Alee Capital Management, LLC
Mistral Program
7.19 2,500k 1/1/1999
28 Red Rock Capital, LLC
Systematic Global Macro
7.27 500k 9/1/2003
27 Quality Capital Management
Global Diversified Programme
7.33 10,000k 12/1/1995
26 Estlander & Partners
Global XL
7.76 5,000k 8/1/1991
25 Mark J. Walsh Company
Standard Program
8.19 2,000k 9/1/1985
24 Rabar Market Research
Diversified Program
8.34 2,000k 1/1/1989
23 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.38 100k 11/1/1984
22 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.45 100k 5/1/1999
21 Saxon Investment Corporation
Aggressive Diversified Program
8.56 2,000k 11/1/1993
20 Superfund Group
Superfund Green Q-AG
8.69 2k 3/1/1996
19 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.73 0k 11/1/1996
18 Clarke Capital Management
Global Magnum
9.40 100k 8/1/1997
17 EMC Capital Advisors, LLC
Classic
9.60 5,000k 1/1/1985
16 Heyden & Steindl GmbH
TOMAC2
9.61 5,000k 3/1/2003
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.36 100k 1/1/2000
14 Drury Capital
Diversified Trend-Following Program
11.09 5,000k 5/1/1997
13 Winton Capital Management
Diversified
11.56 50,000k 10/1/1997
12 DUNN Capital Management
DUNN Combined Fund (DCF)
11.91 100k 5/1/1989
11 M.S. Capital Management
Global Diversified Program
12.24 2,000k 11/1/1998
10 Superfund Group
Superfund Green L.P. Series A
12.65 5k 10/1/2002
9 Superfund Group
Superfund Green GCT USD
14.05 15k 1/1/2000
8 Tactical Investment Management
Tactical Institutional Commodity Program
14.38 10,000k 4/1/1993
7 Superfund Group
Superfund Green Master
14.98 2,000k 5/1/2001
6 DUNN Capital Management
D'Best Futures Fund, L.P.
17.11 100k 6/1/1994
5 Superfund Group
Superfund Green L.P. Series B
18.63 5k 10/1/2002
4 Kelly Angle Inc.
Genesis Program
18.88 2,000k 4/1/2000
3 Keck Capital Management LLC
The Keck Program
18.97 2,000k 12/1/2003
2 Clarke Capital Management
Global Basic
20.42 50k 2/1/1996
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
22.58 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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