Trend Following Strategy Index For March 2004

Monthly Rankings

Rank CTA/Program Mar 2004 Min Inv Inception
62 Alee Capital Management, LLC
Mistral Program
-7.14 2,500k 1/1/1999
61 Hyman Beck and Company
Global Portfolio
-6.03 1,000k 3/1/1991
60 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.54 0k 11/1/1996
59 Estlander & Partners
Global XL
-5.13 5,000k 8/1/1991
58 Estlander & Partners
Global Markets
-2.91 10,000k 8/1/1999
57 ISAM
ISAM Systematic Trend Fund
-2.91 1,000k 6/1/2001
56 Chesapeake Capital
Diversified (LV)
-2.70 100k 2/1/1988
55 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.69 100k 3/1/2003
54 Superfund Group
Superfund Green L.P. Series B
-2.59 5k 10/1/2002
53 Quality Capital Management
Global Diversified Programme
-2.39 10,000k 12/1/1995
52 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.18 10,000k 1/1/1995
51 EMC Capital Advisors, LLC
Classic
-2.10 5,000k 1/1/1985
50 Superfund Group
Superfund Green L.P. Series A
-2.10 5k 10/1/2002
49 Superfund Group
Superfund Green Master
-1.71 2,000k 5/1/2001
48 Lynx Asset Management AB
Lynx Program
-1.69 75k 5/1/2000
47 Conquest Capital Group
Conquest Macro
-1.64 250k 5/1/1999
46 Rabar Market Research
Diversified Program
-1.20 2,000k 1/1/1989
45 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.08 10,000k 2/1/1999
44 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.91 10,000k 10/1/1991
43 Hawksbill Capital Management
Global Diversified
-0.87 5,000k 11/1/1988
42 Winton Capital Management
Diversified
-0.80 50,000k 10/1/1997
41 Alee Capital Management, LLC
Poniente Program
-0.77 2,500k 1/1/1999
40 Eckhardt Trading Company
Evolution Strategies
-0.75 20,000k 8/1/1991
39 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.68 100k 5/1/1989
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.58 10,000k 1/1/1991
37 Superfund Group
Superfund Green GCT USD
-0.54 15k 1/1/2000
36 Eclipse Capital Management
Global Monetary
-0.36 5,000k 8/1/1990
35 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
34 Alder Capital DAC
Alder Global 20
0.22 2,500k 2/1/2001
33 Alder Capital DAC
Alder Global 10
0.25 2,500k 10/1/2000
32 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.30 200k 11/1/1999
31 Superfund Group
Superfund Green Q-AG
0.42 2k 3/1/1996
30 Dreiss Research Corporation
Diversified Program
0.56 1,000k 5/1/1991
29 RAM Management Group
RAM MRTP 1X-Conservative
0.69 1,000k 9/1/1993
28 M.S. Capital Management
Global Diversified Program
0.72 2,000k 11/1/1998
27 Parizek Capital
Futures Trading Program
0.72 500k 4/1/2000
26 John Locke Investments
Cyril Systematic Program
0.84 8,000k 7/1/2000
25 Tactical Investment Management
Tactical Institutional Commodity Program
1.44 10,000k 4/1/1993
24 RAM Management Group
MRTP Aggressive
1.56 1,000k 2/1/1998
23 Estlander & Partners
Alpha Trend
1.71 30,000k 10/1/1991
22 Clarke Capital Management
Millennium
1.96 1,000k 1/1/1998
21 Drury Capital
Diversified Trend-Following Program
2.33 5,000k 5/1/1997
20 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.37 100k 5/1/1999
19 Clarke Capital Management
Global Basic
2.41 50k 2/1/1996
18 Saxon Investment Corporation
Diversified Program
2.53 3,000k 9/1/1988
17 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.90 100k 11/1/1984
16 DUNN Capital Management
D'Best Futures Fund, L.P.
3.13 100k 6/1/1994
15 Southwest Managed Investments, LLC
Global Diversified
3.67 200k 1/1/2002
14 Mark J. Walsh Company
Standard Program
4.09 2,000k 9/1/1985
13 Saxon Investment Corporation
Aggressive Diversified Program
4.44 2,000k 11/1/1993
12 Covenant Capital Management
Original Program
4.68 5,000k 9/1/1999
11 Clarke Capital Management
Worldwide
4.88 250k 1/1/1996
10 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.91 10,000k 8/1/1999
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.80 1,000k 3/1/2003
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.88 100k 1/1/2000
7 Mobius Asset Management
Custom Trading Program
6.31 100k 1/1/2002
6 Clarke Capital Management
Global Magnum
6.86 100k 8/1/1997
5 Covenant Capital Management
Aggressive Program
6.97 3,000k 2/1/2004
4 Kelly Angle Inc.
Genesis Program
7.55 2,000k 4/1/2000
3 Red Rock Capital, LLC
Systematic Global Macro
7.79 500k 9/1/2003
2 Keck Capital Management LLC
The Keck Program
9.64 2,000k 12/1/2003
1 Heyden & Steindl GmbH
TOMAC2
25.77 5,000k 3/1/2003

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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