Trend Following Strategy Index For January 2005

Monthly Rankings

Rank CTA/Program Jan 2005 Min Inv Inception
70 Heyden & Steindl GmbH
TOMAC2
-17.03 5,000k 3/1/2003
69 Superfund Group
Superfund Green Master
-15.92 2,000k 5/1/2001
68 Superfund Group
Superfund Green L.P. Series B
-14.74 5k 10/1/2002
67 Superfund Group
Superfund Green GCT USD
-12.48 15k 1/1/2000
66 Clarke Capital Management
FX Plus
-12.35 1,000k 5/1/2004
65 Briarwood Capital Management, Inc.
Diversified 2XL
-11.05 250k 11/1/2004
64 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.10 200k 11/1/1999
63 Superfund Group
Superfund Green L.P. Series A
-9.87 5k 10/1/2002
62 John Locke Investments
Cyril Systematic Program
-9.87 8,000k 7/1/2000
61 Conquest Capital Group
Conquest Macro
-9.80 250k 5/1/1999
60 Alder Capital DAC
Alder Global 20
-9.20 2,500k 2/1/2001
59 Hawksbill Capital Management
Global Diversified
-8.83 5,000k 11/1/1988
58 Mark J. Walsh Company
Standard Program
-8.13 2,000k 9/1/1985
57 Alee Capital Management, LLC
Poniente Program
-7.77 2,500k 1/1/1999
56 Alee Capital Management, LLC
Mistral Program
-7.65 2,500k 1/1/1999
55 Hyman Beck and Company
Global Portfolio
-7.10 1,000k 3/1/1991
54 Superfund Group
Superfund Green Q-AG
-6.97 2k 3/1/1996
53 Parizek Capital
Futures Trading Program
-6.85 500k 4/1/2000
52 Clarke Capital Management
Millennium
-6.53 1,000k 1/1/1998
51 Rabar Market Research
Diversified Program
-6.37 2,000k 1/1/1989
50 Saxon Investment Corporation
Aggressive Diversified Program
-5.93 2,000k 11/1/1993
49 Welton Investment Partners
Welton Global
-5.53 10,000k 6/1/2004
48 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
47 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.49 100k 6/1/1994
46 Winton Capital Management
Diversified
-5.38 50,000k 10/1/1997
45 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.32 0k 11/1/1996
44 Clarke Capital Management
Global Magnum
-5.20 100k 8/1/1997
43 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.18 1,000k 3/1/2003
42 Clarke Capital Management
Global Basic
-5.14 50k 2/1/1996
41 EMC Capital Advisors, LLC
Classic
-5.00 5,000k 1/1/1985
40 Eclipse Capital Management
Global Monetary
-4.95 5,000k 8/1/1990
39 Conquest Capital Group
Conquest Select
-4.88 250k 6/1/2004
38 Alder Capital DAC
Alder Global 10
-4.50 2,500k 10/1/2000
37 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.37 10,000k 8/1/2004
36 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.36 100k 5/1/1989
35 Quality Capital Management
Global Diversified Programme
-4.36 10,000k 12/1/1995
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.35 10,000k 1/1/1995
33 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.31 10,000k 8/1/1999
32 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.28 100k 5/1/1999
31 Tactical Investment Management
Tactical Institutional Commodity Program
-4.20 10,000k 4/1/1993
30 Lynx Asset Management AB
Lynx Program
-4.18 75k 5/1/2000
29 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.09 10,000k 10/1/1991
28 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.09 100k 11/1/1984
27 Southwest Managed Investments, LLC
Global Diversified
-3.88 200k 1/1/2002
26 Chesapeake Capital
Diversified (LV)
-3.82 100k 2/1/1988
25 Saxon Investment Corporation
Diversified Program
-3.72 3,000k 9/1/1988
24 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.65 100k 3/1/2003
23 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.59 100k 1/1/2000
22 Kelly Angle Inc.
Genesis Program
-3.51 2,000k 4/1/2000
21 Eckhardt Trading Company
Evolution Strategies
-3.38 20,000k 8/1/1991
20 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.04 10,000k 2/1/1999
19 Estlander & Partners
Alpha Trend
-2.92 30,000k 10/1/1991
18 Covenant Capital Management
Aggressive Program
-2.77 3,000k 2/1/2004
17 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.74 10,000k 1/1/1991
16 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
15 Estlander & Partners
Global XL
-2.48 5,000k 8/1/1991
14 Drury Capital
Diversified Trend-Following Program
-2.34 5,000k 5/1/1997
13 RAM Management Group
MRTP Aggressive
-2.11 1,000k 2/1/1998
12 Clarke Capital Management
Worldwide
-1.83 250k 1/1/1996
11 M.S. Capital Management
Global Diversified Program
-1.80 2,000k 11/1/1998
10 Keck Capital Management LLC
The Keck Program
-1.69 2,000k 12/1/2003
9 Estlander & Partners
Global Markets
-1.22 10,000k 8/1/1999
8 RAM Management Group
RAM MRTP 1X-Conservative
-0.70 1,000k 9/1/1993
7 Red Rock Capital, LLC
Systematic Global Macro
-0.34 500k 9/1/2003
5 Somers Brothers Capital
Diversified Futures Program #1
0.00 100k 1/1/2005
6 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
4 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.00 100k 1/1/2005
3 Mobius Asset Management
Diversified Program
0.07 250k 3/1/2004
2 ISAM
ISAM Systematic Trend Fund
1.30 1,000k 6/1/2001
1 Mobius Asset Management
Custom Trading Program
1.57 100k 1/1/2002

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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