Trend Following Strategy Index For April 2004

Monthly Rankings

Rank CTA/Program Apr 2004 Min Inv Inception
62 Superfund Group
Superfund Green GCT USD
-19.92 15k 1/1/2000
61 Superfund Group
Superfund Green Master
-19.92 2,000k 5/1/2001
60 Superfund Group
Superfund Green L.P. Series B
-19.60 5k 10/1/2002
59 Tactical Investment Management
Tactical Institutional Commodity Program
-18.94 10,000k 4/1/1993
58 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-18.35 100k 11/1/1984
57 DUNN Capital Management
D'Best Futures Fund, L.P.
-16.91 100k 6/1/1994
56 DUNN Capital Management
DUNN Combined Fund (DCF)
-15.45 100k 5/1/1989
55 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-15.18 0k 11/1/1996
54 Superfund Group
Superfund Green L.P. Series A
-14.20 5k 10/1/2002
53 Keck Capital Management LLC
The Keck Program
-13.67 2,000k 12/1/2003
52 Kelly Angle Inc.
Genesis Program
-13.33 2,000k 4/1/2000
51 Rabar Market Research
Diversified Program
-13.07 2,000k 1/1/1989
50 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-12.95 100k 3/1/2003
49 EMC Capital Advisors, LLC
Classic
-12.50 5,000k 1/1/1985
48 Estlander & Partners
Global XL
-12.47 5,000k 8/1/1991
47 Superfund Group
Superfund Green Q-AG
-11.69 2k 3/1/1996
46 Mulvaney Capital Management
The Mulvaney Global Markets Program
-11.50 100k 5/1/1999
45 Eclipse Capital Management
Global Monetary
-11.32 5,000k 8/1/1990
44 Saxon Investment Corporation
Aggressive Diversified Program
-10.36 2,000k 11/1/1993
43 Hyman Beck and Company
Global Portfolio
-10.28 1,000k 3/1/1991
42 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.74 100k 1/1/2000
41 Clarke Capital Management
Worldwide
-9.11 250k 1/1/1996
40 Hawksbill Capital Management
Global Diversified
-8.66 5,000k 11/1/1988
39 Winton Capital Management
Diversified
-8.62 50,000k 10/1/1997
38 M.S. Capital Management
Global Diversified Program
-8.16 2,000k 11/1/1998
37 Southwest Managed Investments, LLC
Global Diversified
-8.10 200k 1/1/2002
36 Parizek Capital
Futures Trading Program
-8.03 500k 4/1/2000
35 Red Rock Capital, LLC
Systematic Global Macro
-7.60 500k 9/1/2003
34 Clarke Capital Management
Millennium
-7.36 1,000k 1/1/1998
33 Drury Capital
Diversified Trend-Following Program
-6.97 5,000k 5/1/1997
32 Mark J. Walsh Company
Standard Program
-6.87 2,000k 9/1/1985
31 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.69 200k 11/1/1999
30 Saxon Investment Corporation
Diversified Program
-6.66 3,000k 9/1/1988
29 Rotella Capital Management
Rotella Polaris Program (Diversified)
-6.53 10,000k 1/1/1991
28 Estlander & Partners
Global Markets
-6.38 10,000k 8/1/1999
27 ISAM
ISAM Systematic Trend Fund
-6.16 1,000k 6/1/2001
26 Chesapeake Capital
Diversified (LV)
-6.05 100k 2/1/1988
25 Covenant Capital Management
Original Program
-5.99 5,000k 9/1/1999
24 Alee Capital Management, LLC
Mistral Program
-5.58 2,500k 1/1/1999
23 Covenant Capital Management
Aggressive Program
-5.57 3,000k 2/1/2004
22 RAM Management Group
MRTP Aggressive
-5.42 1,000k 2/1/1998
21 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.27 10,000k 10/1/1991
20 Estlander & Partners
Alpha Trend
-5.25 30,000k 10/1/1991
19 Eckhardt Trading Company
Evolution Strategies
-4.37 20,000k 8/1/1991
18 Quality Capital Management
Global Diversified Programme
-3.53 10,000k 12/1/1995
17 Alee Capital Management, LLC
Poniente Program
-3.31 2,500k 1/1/1999
16 Mobius Asset Management
Diversified Program
-3.25 250k 3/1/2004
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.17 10,000k 1/1/1995
14 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.09 10,000k 8/1/1999
13 Heyden & Steindl GmbH
TOMAC2
-2.83 5,000k 3/1/2003
12 RAM Management Group
RAM MRTP 1X-Conservative
-2.18 1,000k 9/1/1993
11 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.06 10,000k 2/1/1999
10 Lynx Asset Management AB
Lynx Program
-2.05 75k 5/1/2000
9 Mobius Asset Management
Custom Trading Program
-1.81 100k 1/1/2002
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.72 1,000k 3/1/2003
7 Dreiss Research Corporation
Diversified Program
-1.26 1,000k 5/1/1991
6 Alder Capital DAC
Alder Global 10
0.15 2,500k 10/1/2000
5 Alder Capital DAC
Alder Global 20
0.15 2,500k 2/1/2001
4 Conquest Capital Group
Conquest Macro
0.18 250k 5/1/1999
3 Clarke Capital Management
Global Basic
1.13 50k 2/1/1996
2 John Locke Investments
Cyril Systematic Program
2.41 8,000k 7/1/2000
1 Clarke Capital Management
Global Magnum
3.20 100k 8/1/1997

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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