Trend Following Strategy Index For September 2004

Monthly Rankings

Rank CTA/Program Sep 2004 Min Inv Inception
66 RAM Management Group
MRTP Aggressive
-6.86 1,000k 2/1/1998
65 John Locke Investments
Cyril Systematic Program
-3.83 8,000k 7/1/2000
64 Hawksbill Capital Management
Global Diversified
-3.28 5,000k 11/1/1988
63 Conquest Capital Group
Conquest Macro
-3.28 250k 5/1/1999
62 Clarke Capital Management
Global Basic
-3.01 50k 2/1/1996
61 Alee Capital Management, LLC
Poniente Program
-2.64 2,500k 1/1/1999
60 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.01 100k 6/1/1994
59 EMC Capital Advisors, LLC
Classic
-1.50 5,000k 1/1/1985
58 RAM Management Group
RAM MRTP 1X-Conservative
-1.37 1,000k 9/1/1993
57 Quality Capital Management
Global Diversified Programme
-0.97 10,000k 12/1/1995
56 Estlander & Partners
Alpha Trend
-0.87 30,000k 10/1/1991
55 Kelly Angle Inc.
Genesis Program
-0.84 2,000k 4/1/2000
54 Lynx Asset Management AB
Lynx Program
-0.60 75k 5/1/2000
53 Clarke Capital Management
FX Plus
-0.48 1,000k 5/1/2004
52 Mobius Asset Management
Diversified Program
-0.38 250k 3/1/2004
51 Dreiss Research Corporation
Diversified Program
-0.34 1,000k 5/1/1991
50 Southwest Managed Investments, LLC
Global Diversified
-0.09 200k 1/1/2002
49 Clarke Capital Management
Global Magnum
-0.07 100k 8/1/1997
48 Alder Capital DAC
Alder Global 10
-0.05 2,500k 10/1/2000
47 Alder Capital DAC
Alder Global 20
0.00 2,500k 2/1/2001
46 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
45 Heyden & Steindl GmbH
TOMAC2
0.11 5,000k 3/1/2003
44 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.46 1,000k 3/1/2003
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.74 10,000k 1/1/1991
42 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
41 Rabar Market Research
Diversified Program
0.92 2,000k 1/1/1989
40 Transtrend B.V.
DTP – Standard Risk (EUR)
1.07 10,000k 2/1/1999
39 Eckhardt Trading Company
Evolution Strategies 1.2X
1.08 10,000k 10/1/1991
38 Estlander & Partners
Global Markets
1.42 10,000k 8/1/1999
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.58 100k 11/1/1984
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.63 10,000k 1/1/1995
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.68 10,000k 8/1/1999
34 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.80 10,000k 8/1/2004
33 Mobius Asset Management
Custom Trading Program
2.00 100k 1/1/2002
32 Mark J. Walsh Company
Standard Program
2.12 2,000k 9/1/1985
31 Welton Investment Partners
Welton Global
2.18 10,000k 6/1/2004
30 Saxon Investment Corporation
Diversified Program
2.41 3,000k 9/1/1988
29 Parizek Capital
Futures Trading Program
2.54 500k 4/1/2000
28 Hyman Beck and Company
Global Portfolio
2.69 1,000k 3/1/1991
27 Covenant Capital Management
Original Program
2.81 5,000k 9/1/1999
26 Eclipse Capital Management
Global Monetary
2.90 5,000k 8/1/1990
25 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.92 100k 1/1/2000
24 Conquest Capital Group
Conquest Select
3.01 250k 6/1/2004
23 Estlander & Partners
Global XL
3.47 5,000k 8/1/1991
22 Chesapeake Capital
Diversified (LV)
3.50 100k 2/1/1988
21 Alee Capital Management, LLC
Mistral Program
3.73 2,500k 1/1/1999
20 M.S. Capital Management
Global Diversified Program
3.75 2,000k 11/1/1998
19 ISAM
ISAM Systematic Trend Fund
3.94 1,000k 6/1/2001
18 Superfund Group
Superfund Green Q-AG
4.04 2k 3/1/1996
17 Saxon Investment Corporation
Aggressive Diversified Program
4.11 2,000k 11/1/1993
16 Covenant Capital Management
Aggressive Program
4.13 3,000k 2/1/2004
15 Red Rock Capital, LLC
Systematic Global Macro
4.13 500k 9/1/2003
14 Clarke Capital Management
Worldwide
4.73 250k 1/1/1996
13 Keck Capital Management LLC
The Keck Program
5.04 2,000k 12/1/2003
12 Winton Capital Management
Diversified
5.14 50,000k 10/1/1997
11 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.14 0k 11/1/1996
10 Tactical Investment Management
Tactical Institutional Commodity Program
5.98 10,000k 4/1/1993
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.76 100k 5/1/1999
8 Drury Capital
Diversified Trend-Following Program
7.78 5,000k 5/1/1997
7 Superfund Group
Superfund Green GCT USD
8.19 15k 1/1/2000
6 Superfund Group
Superfund Green Master
9.39 2,000k 5/1/2001
5 Superfund Group
Superfund Green L.P. Series A
10.44 5k 10/1/2002
4 Clarke Capital Management
Millennium
11.60 1,000k 1/1/1998
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.72 200k 11/1/1999
2 Superfund Group
Superfund Green L.P. Series B
14.75 5k 10/1/2002
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
29.18 100k 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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