Trend Following Strategy Index For February 2005

Monthly Rankings

Rank CTA/Program Feb 2005 Min Inv Inception
70 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.72 100k 11/1/1984
69 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.62 100k 5/1/1989
68 Keck Capital Management LLC
The Keck Program
-6.06 2,000k 12/1/2003
67 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.27 100k 6/1/1994
66 Clarke Capital Management
Millennium
-4.66 1,000k 1/1/1998
65 Drury Capital
Diversified Trend-Following Program
-4.57 5,000k 5/1/1997
64 Estlander & Partners
Global XL
-2.44 5,000k 8/1/1991
63 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.41 0k 11/1/1996
62 Quantica Capital AG
Quantica Managed Futures
-2.40 5,000k 1/1/2005
61 Saxon Investment Corporation
Aggressive Diversified Program
-1.69 2,000k 11/1/1993
60 Kelly Angle Inc.
Genesis Program
-1.65 2,000k 4/1/2000
59 Eclipse Capital Management
Global Monetary
-1.62 5,000k 8/1/1990
58 Estlander & Partners
Global Markets
-1.03 10,000k 8/1/1999
57 Conquest Capital Group
Conquest Macro
-1.02 250k 5/1/1999
56 Saxon Investment Corporation
Diversified Program
-0.97 3,000k 9/1/1988
55 ISAM
ISAM Systematic Trend Fund
-0.96 1,000k 6/1/2001
54 Red Rock Capital, LLC
Systematic Global Macro
-0.95 500k 9/1/2003
53 Somers Brothers Capital
Diversified Futures Program #1
-0.60 100k 1/1/2005
52 Hyman Beck and Company
Global Portfolio
-0.59 1,000k 3/1/1991
51 Superfund Group
Superfund Green Master
-0.53 2,000k 5/1/2001
50 Alee Capital Management, LLC
Poniente Program
-0.47 2,500k 1/1/1999
49 M.S. Capital Management
Global Diversified Program
-0.35 2,000k 11/1/1998
48 Clarke Capital Management
Worldwide
-0.18 250k 1/1/1996
47 Eckhardt Trading Company
Evolution Strategies
0.23 20,000k 8/1/1991
46 Eckhardt Trading Company
Evolution Strategies 1.2X
0.29 10,000k 10/1/1991
45 Southwest Managed Investments, LLC
Global Diversified
0.43 200k 1/1/2002
44 Chesapeake Capital
Diversified (LV)
0.46 100k 2/1/1988
43 Quality Capital Management
Global Diversified Programme
0.49 10,000k 12/1/1995
42 Superfund Group
Superfund Green Q-AG
0.49 2k 3/1/1996
41 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.54 100k 5/1/1999
40 Welton Investment Partners
Welton Global
0.56 10,000k 6/1/2004
39 Clarke Capital Management
Global Basic
0.65 50k 2/1/1996
38 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.96 200k 11/1/1999
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.05 10,000k 1/1/1991
36 Tactical Investment Management
Tactical Institutional Commodity Program
1.12 10,000k 4/1/1993
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.29 1,000k 3/1/2003
34 Alder Capital DAC
Alder Global 10
1.30 2,500k 10/1/2000
33 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.49 100k 1/1/2005
32 Lynx Asset Management AB
Lynx Program
1.61 75k 5/1/2000
31 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.66 100k 1/1/2000
30 Superfund Group
Superfund Green L.P. Series A
1.78 5k 10/1/2002
29 Transtrend B.V.
DTP – Standard Risk (EUR)
1.79 10,000k 2/1/1999
28 RAM Management Group
RAM MRTP 1X-Conservative
1.90 1,000k 9/1/1993
27 Mobius Asset Management
Custom Trading Program
2.21 100k 1/1/2002
26 Superfund Group
Superfund Green GCT USD
2.54 15k 1/1/2000
25 Clarke Capital Management
FX Plus
2.57 1,000k 5/1/2004
24 Alder Capital DAC
Alder Global 20
2.60 2,500k 2/1/2001
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.74 10,000k 1/1/1995
22 Conquest Capital Group
Conquest Select
2.88 250k 6/1/2004
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.97 10,000k 8/1/1999
20 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.99 10,000k 8/1/2004
19 Heyden & Steindl GmbH
TOMAC2
3.28 5,000k 3/1/2003
18 Parizek Capital
Futures Trading Program
3.88 500k 4/1/2000
17 Superfund Group
Superfund Green L.P. Series B
3.94 5k 10/1/2002
16 Dreiss Research Corporation
Diversified Program
5.13 1,000k 5/1/1991
15 Clarke Capital Management
Global Magnum
5.14 100k 8/1/1997
14 Rabar Market Research
Diversified Program
5.18 2,000k 1/1/1989
13 RAM Management Group
MRTP Aggressive
5.79 1,000k 2/1/1998
12 Briarwood Capital Management, Inc.
Diversified 2XL
6.26 250k 11/1/2004
11 Winton Capital Management
Diversified
6.58 50,000k 10/1/1997
10 Mark J. Walsh Company
Standard Program
6.73 2,000k 9/1/1985
9 John Locke Investments
Cyril Systematic Program
6.90 8,000k 7/1/2000
8 EMC Capital Advisors, LLC
Classic
7.30 5,000k 1/1/1985
7 Estlander & Partners
Alpha Trend
7.53 30,000k 10/1/1991
6 Alee Capital Management, LLC
Mistral Program
7.57 2,500k 1/1/1999
5 Mobius Asset Management
Diversified Program
8.49 250k 3/1/2004
4 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
10.81 100k 3/1/2003
3 Covenant Capital Management
Original Program
11.14 5,000k 9/1/1999
2 Hawksbill Capital Management
Global Diversified
15.63 5,000k 11/1/1988
1 Covenant Capital Management
Aggressive Program
17.12 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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