Trend Following Strategy Index For August 2004

Monthly Rankings

Rank CTA/Program Aug 2004 Min Inv Inception
66 Heyden & Steindl GmbH
TOMAC2
-16.76 5,000k 3/1/2003
65 ISAM
ISAM Systematic Trend Fund
-10.51 1,000k 6/1/2001
64 Dreiss Research Corporation
Diversified Program
-10.41 1,000k 5/1/1991
63 Superfund Group
Superfund Green L.P. Series B
-9.29 5k 10/1/2002
62 Clarke Capital Management
Millennium
-8.91 1,000k 1/1/1998
61 Superfund Group
Superfund Green Master
-8.12 2,000k 5/1/2001
60 Parizek Capital
Futures Trading Program
-7.94 500k 4/1/2000
59 Alder Capital DAC
Alder Global 20
-7.80 2,500k 2/1/2001
58 Keck Capital Management LLC
The Keck Program
-7.49 2,000k 12/1/2003
57 Superfund Group
Superfund Green L.P. Series A
-6.84 5k 10/1/2002
56 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.83 100k 1/1/2000
55 Quality Capital Management
Global Diversified Programme
-6.37 10,000k 12/1/1995
54 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.21 100k 5/1/1999
53 Drury Capital
Diversified Trend-Following Program
-5.85 5,000k 5/1/1997
52 Superfund Group
Superfund Green GCT USD
-5.75 15k 1/1/2000
51 RAM Management Group
MRTP Aggressive
-5.34 1,000k 2/1/1998
50 Red Rock Capital, LLC
Systematic Global Macro
-5.10 500k 9/1/2003
49 Southwest Managed Investments, LLC
Global Diversified
-4.84 200k 1/1/2002
48 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.22 0k 11/1/1996
47 Superfund Group
Superfund Green Q-AG
-3.80 2k 3/1/1996
46 Alder Capital DAC
Alder Global 10
-3.70 2,500k 10/1/2000
45 Hyman Beck and Company
Global Portfolio
-3.55 1,000k 3/1/1991
44 Estlander & Partners
Alpha Trend
-3.48 30,000k 10/1/1991
43 Chesapeake Capital
Diversified (LV)
-3.23 100k 2/1/1988
42 Tactical Investment Management
Tactical Institutional Commodity Program
-3.17 10,000k 4/1/1993
41 Estlander & Partners
Global XL
-2.65 5,000k 8/1/1991
40 M.S. Capital Management
Global Diversified Program
-2.39 2,000k 11/1/1998
39 Clarke Capital Management
Worldwide
-2.37 250k 1/1/1996
38 Rabar Market Research
Diversified Program
-1.92 2,000k 1/1/1989
37 RAM Management Group
RAM MRTP 1X-Conservative
-1.90 1,000k 9/1/1993
36 Conquest Capital Group
Conquest Select
-1.66 250k 6/1/2004
35 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.09 200k 11/1/1999
34 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
33 Clarke Capital Management
Global Magnum
-0.86 100k 8/1/1997
32 Kelly Angle Inc.
Genesis Program
-0.64 2,000k 4/1/2000
31 Mobius Asset Management
Diversified Program
-0.63 250k 3/1/2004
30 Mark J. Walsh Company
Standard Program
-0.47 2,000k 9/1/1985
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.42 10,000k 1/1/1995
28 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.33 10,000k 2/1/1999
27 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.30 10,000k 8/1/1999
26 Alee Capital Management, LLC
Mistral Program
-0.26 2,500k 1/1/1999
25 Conquest Capital Group
Conquest Macro
-0.17 250k 5/1/1999
24 Alee Capital Management, LLC
Poniente Program
-0.08 2,500k 1/1/1999
23 Mobius Asset Management
Custom Trading Program
-0.06 100k 1/1/2002
22 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
21 EMC Capital Advisors, LLC
Classic
0.10 5,000k 1/1/1985
20 Saxon Investment Corporation
Diversified Program
0.47 3,000k 9/1/1988
19 Saxon Investment Corporation
Aggressive Diversified Program
0.63 2,000k 11/1/1993
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.67 10,000k 1/1/1991
17 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.08 1,000k 3/1/2003
16 Eclipse Capital Management
Global Monetary
1.12 5,000k 8/1/1990
15 Lynx Asset Management AB
Lynx Program
2.12 75k 5/1/2000
14 John Locke Investments
Cyril Systematic Program
2.21 8,000k 7/1/2000
13 Clarke Capital Management
Global Basic
2.35 50k 2/1/1996
12 Covenant Capital Management
Original Program
3.08 5,000k 9/1/1999
11 Winton Capital Management
Diversified
3.09 50,000k 10/1/1997
10 DUNN Capital Management
D'Best Futures Fund, L.P.
3.85 100k 6/1/1994
9 Clarke Capital Management
FX Plus
3.94 1,000k 5/1/2004
8 Hawksbill Capital Management
Global Diversified
3.95 5,000k 11/1/1988
7 Welton Investment Partners
Welton Global
4.01 10,000k 6/1/2004
6 Eckhardt Trading Company
Evolution Strategies
4.40 20,000k 8/1/1991
5 Covenant Capital Management
Aggressive Program
4.46 3,000k 2/1/2004
4 Eckhardt Trading Company
Evolution Strategies 1.2X
5.11 10,000k 10/1/1991
3 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
7.66 100k 3/1/2003
2 DUNN Capital Management
DUNN Combined Fund (DCF)
8.14 100k 5/1/1989
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.29 100k 11/1/1984

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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