Trend Following Strategy Index For June 2004

Monthly Rankings

Rank CTA/Program Jun 2004 Min Inv Inception
65 Superfund Group
Superfund Green L.P. Series B
-15.07 5k 10/1/2002
64 Superfund Group
Superfund Green Master
-14.21 2,000k 5/1/2001
63 RAM Management Group
MRTP Aggressive
-12.38 1,000k 2/1/1998
62 Superfund Group
Superfund Green L.P. Series A
-11.62 5k 10/1/2002
61 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-11.00 100k 1/1/2000
60 Alder Capital DAC
Alder Global 20
-10.26 2,500k 2/1/2001
59 Superfund Group
Superfund Green GCT USD
-10.20 15k 1/1/2000
58 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.86 100k 11/1/1984
57 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-9.15 200k 11/1/1999
56 Kelly Angle Inc.
Genesis Program
-8.93 2,000k 4/1/2000
55 Parizek Capital
Futures Trading Program
-8.07 500k 4/1/2000
54 Conquest Capital Group
Conquest Macro
-7.76 250k 5/1/1999
53 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.69 100k 5/1/1989
52 Clarke Capital Management
Global Basic
-7.63 50k 2/1/1996
51 Clarke Capital Management
Millennium
-7.55 1,000k 1/1/1998
50 Tactical Investment Management
Tactical Institutional Commodity Program
-7.31 10,000k 4/1/1993
49 Clarke Capital Management
Global Magnum
-7.05 100k 8/1/1997
48 Superfund Group
Superfund Green Q-AG
-7.04 2k 3/1/1996
47 John Locke Investments
Cyril Systematic Program
-6.36 8,000k 7/1/2000
46 Saxon Investment Corporation
Aggressive Diversified Program
-6.29 2,000k 11/1/1993
45 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.88 100k 6/1/1994
44 Hawksbill Capital Management
Global Diversified
-5.86 5,000k 11/1/1988
43 Heyden & Steindl GmbH
TOMAC2
-5.74 5,000k 3/1/2003
42 Clarke Capital Management
FX Plus
-5.44 1,000k 5/1/2004
41 Mark J. Walsh Company
Standard Program
-5.33 2,000k 9/1/1985
40 Alder Capital DAC
Alder Global 10
-5.11 2,500k 10/1/2000
39 Keck Capital Management LLC
The Keck Program
-5.10 2,000k 12/1/2003
38 Quality Capital Management
Global Diversified Programme
-5.02 10,000k 12/1/1995
37 EMC Capital Advisors, LLC
Classic
-5.00 5,000k 1/1/1985
36 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.73 100k 3/1/2003
35 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.72 0k 11/1/1996
34 Southwest Managed Investments, LLC
Global Diversified
-4.65 200k 1/1/2002
33 Rabar Market Research
Diversified Program
-4.64 2,000k 1/1/1989
32 RAM Management Group
RAM MRTP 1X-Conservative
-4.55 1,000k 9/1/1993
31 M.S. Capital Management
Global Diversified Program
-4.45 2,000k 11/1/1998
30 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.19 10,000k 10/1/1991
29 ISAM
ISAM Systematic Trend Fund
-4.17 1,000k 6/1/2001
28 Eckhardt Trading Company
Evolution Strategies
-3.65 20,000k 8/1/1991
27 Clarke Capital Management
Worldwide
-3.48 250k 1/1/1996
26 Saxon Investment Corporation
Diversified Program
-3.40 3,000k 9/1/1988
25 Mobius Asset Management
Diversified Program
-3.39 250k 3/1/2004
24 Estlander & Partners
Alpha Trend
-3.06 30,000k 10/1/1991
23 Alee Capital Management, LLC
Poniente Program
-3.05 2,500k 1/1/1999
22 Hyman Beck and Company
Global Portfolio
-2.97 1,000k 3/1/1991
21 Winton Capital Management
Diversified
-2.96 50,000k 10/1/1997
20 Chesapeake Capital
Diversified (LV)
-2.90 100k 2/1/1988
19 Alee Capital Management, LLC
Mistral Program
-2.72 2,500k 1/1/1999
18 Mobius Asset Management
Custom Trading Program
-2.38 100k 1/1/2002
17 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.35 10,000k 1/1/1995
16 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.31 10,000k 8/1/1999
15 Lynx Asset Management AB
Lynx Program
-2.20 75k 5/1/2000
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.65 10,000k 1/1/1991
13 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.50 10,000k 2/1/1999
12 Eclipse Capital Management
Global Monetary
-1.42 5,000k 8/1/1990
11 Estlander & Partners
Global XL
-1.27 5,000k 8/1/1991
10 Drury Capital
Diversified Trend-Following Program
-1.21 5,000k 5/1/1997
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.73 100k 5/1/1999
8 Estlander & Partners
Global Markets
-0.60 10,000k 8/1/1999
6 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
7 Welton Investment Partners
Welton Global
0.00 10,000k 6/1/2004
5 Dreiss Research Corporation
Diversified Program
0.28 1,000k 5/1/1991
4 Red Rock Capital, LLC
Systematic Global Macro
1.06 500k 9/1/2003
3 Covenant Capital Management
Original Program
2.11 5,000k 9/1/1999
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.11 1,000k 3/1/2003
1 Covenant Capital Management
Aggressive Program
3.32 3,000k 2/1/2004

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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