Trend Following Strategy Index For May 2004

Monthly Rankings

Rank CTA/Program May 2004 Min Inv Inception
63 Parizek Capital
Futures Trading Program
-10.36 500k 4/1/2000
62 Keck Capital Management LLC
The Keck Program
-9.16 2,000k 12/1/2003
61 Tactical Investment Management
Tactical Institutional Commodity Program
-7.83 10,000k 4/1/1993
60 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.18 100k 3/1/2003
59 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.99 100k 5/1/1999
58 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.84 100k 11/1/1984
57 Estlander & Partners
Global XL
-6.64 5,000k 8/1/1991
56 Drury Capital
Diversified Trend-Following Program
-6.06 5,000k 5/1/1997
55 Hyman Beck and Company
Global Portfolio
-5.63 1,000k 3/1/1991
54 EMC Capital Advisors, LLC
Classic
-5.60 5,000k 1/1/1985
53 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.90 100k 5/1/1989
52 Covenant Capital Management
Original Program
-4.37 5,000k 9/1/1999
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.95 200k 11/1/1999
50 Rabar Market Research
Diversified Program
-3.85 2,000k 1/1/1989
49 Estlander & Partners
Global Markets
-3.73 10,000k 8/1/1999
48 Covenant Capital Management
Aggressive Program
-3.60 3,000k 2/1/2004
47 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.51 100k 6/1/1994
46 Red Rock Capital, LLC
Systematic Global Macro
-3.36 500k 9/1/2003
45 Quality Capital Management
Global Diversified Programme
-2.98 10,000k 12/1/1995
44 Alder Capital DAC
Alder Global 20
-2.65 2,500k 2/1/2001
43 Hawksbill Capital Management
Global Diversified
-2.01 5,000k 11/1/1988
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.99 1,000k 3/1/2003
41 ISAM
ISAM Systematic Trend Fund
-1.78 1,000k 6/1/2001
40 Mobius Asset Management
Custom Trading Program
-1.57 100k 1/1/2002
39 Dreiss Research Corporation
Diversified Program
-1.45 1,000k 5/1/1991
38 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.07 10,000k 1/1/1991
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.01 0k 11/1/1996
35 Southwest Managed Investments, LLC
Global Diversified
-0.53 200k 1/1/2002
34 Chesapeake Capital
Diversified (LV)
-0.50 100k 2/1/1988
33 Mark J. Walsh Company
Standard Program
-0.41 2,000k 9/1/1985
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.29 10,000k 8/1/1999
31 M.S. Capital Management
Global Diversified Program
-0.28 2,000k 11/1/1998
30 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.25 10,000k 1/1/1995
29 Estlander & Partners
Alpha Trend
-0.23 30,000k 10/1/1991
28 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
27 Alee Capital Management, LLC
Mistral Program
-0.18 2,500k 1/1/1999
26 Clarke Capital Management
FX Plus
0.00 1,000k 5/1/2004
25 Eckhardt Trading Company
Evolution Strategies
0.04 20,000k 8/1/1991
24 Eckhardt Trading Company
Evolution Strategies 1.2X
0.06 10,000k 10/1/1991
23 Saxon Investment Corporation
Aggressive Diversified Program
0.06 2,000k 11/1/1993
22 Saxon Investment Corporation
Diversified Program
0.08 3,000k 9/1/1988
21 Eclipse Capital Management
Global Monetary
0.20 5,000k 8/1/1990
20 Winton Capital Management
Diversified
0.28 50,000k 10/1/1997
19 Lynx Asset Management AB
Lynx Program
0.83 75k 5/1/2000
18 Alee Capital Management, LLC
Poniente Program
0.85 2,500k 1/1/1999
17 Conquest Capital Group
Conquest Macro
1.20 250k 5/1/1999
16 John Locke Investments
Cyril Systematic Program
1.28 8,000k 7/1/2000
15 Clarke Capital Management
Worldwide
1.31 250k 1/1/1996
14 Clarke Capital Management
Global Magnum
1.40 100k 8/1/1997
13 Mobius Asset Management
Diversified Program
1.49 250k 3/1/2004
12 Kelly Angle Inc.
Genesis Program
1.87 2,000k 4/1/2000
11 RAM Management Group
RAM MRTP 1X-Conservative
2.15 1,000k 9/1/1993
10 Heyden & Steindl GmbH
TOMAC2
3.80 5,000k 3/1/2003
9 Superfund Group
Superfund Green Q-AG
4.08 2k 3/1/1996
8 RAM Management Group
MRTP Aggressive
4.65 1,000k 2/1/1998
7 Superfund Group
Superfund Green GCT USD
4.70 15k 1/1/2000
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.98 100k 1/1/2000
5 Clarke Capital Management
Global Basic
6.74 50k 2/1/1996
4 Superfund Group
Superfund Green L.P. Series A
7.21 5k 10/1/2002
3 Clarke Capital Management
Millennium
8.06 1,000k 1/1/1998
2 Superfund Group
Superfund Green L.P. Series B
9.11 5k 10/1/2002
1 Superfund Group
Superfund Green Master
9.27 2,000k 5/1/2001

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