Trend Following Strategy Index For April 2005

Monthly Rankings

Rank CTA/Program Apr 2005 Min Inv Inception
73 Superfund Group
Superfund Green Master
-19.41 2,000k 5/1/2001
72 Superfund Group
Superfund Green L.P. Series B
-16.86 5k 10/1/2002
71 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-16.07 200k 11/1/1999
70 Superfund Group
Superfund Green GCT USD
-15.46 15k 1/1/2000
69 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-15.01 100k 11/1/1984
68 Keck Capital Management LLC
The Keck Program
-13.06 2,000k 12/1/2003
67 Superfund Group
Superfund Green L.P. Series A
-12.22 5k 10/1/2002
66 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.59 100k 6/1/1994
65 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-10.48 100k 3/1/2003
64 Hawksbill Capital Management
Global Diversified
-10.20 5,000k 11/1/1988
63 Saxon Investment Corporation
Aggressive Diversified Program
-9.55 2,000k 11/1/1993
62 Mulvaney Capital Management
The Mulvaney Global Markets Program
-9.28 100k 5/1/1999
61 Superfund Group
Superfund Green Q-AG
-9.04 2k 3/1/1996
60 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.45 100k 5/1/1989
59 Dreiss Research Corporation
Diversified Program
-8.14 1,000k 5/1/1991
58 RAM Management Group
MRTP Aggressive
-7.84 1,000k 2/1/1998
57 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.15 100k 1/1/2005
56 Hyman Beck and Company
Global Portfolio
-6.50 1,000k 3/1/1991
55 Briarwood Capital Management, Inc.
Diversified 2XL
-6.47 250k 11/1/2004
54 Millburn Corporation
Commodity Program
-6.27 25,000k 3/1/2005
53 Saxon Investment Corporation
Diversified Program
-5.70 3,000k 9/1/1988
52 Drury Capital
Diversified Trend-Following Program
-5.56 5,000k 5/1/1997
51 Red Rock Capital, LLC
Systematic Global Macro
-5.34 500k 9/1/2003
50 Rabar Market Research
Diversified Program
-5.33 2,000k 1/1/1989
49 Kelly Angle Inc.
Genesis Program
-5.28 2,000k 4/1/2000
48 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.18 0k 11/1/1996
47 Southwest Managed Investments, LLC
Global Diversified
-4.76 200k 1/1/2002
46 Mark J. Walsh Company
Standard Program
-4.27 2,000k 9/1/1985
45 Parizek Capital
Futures Trading Program
-4.27 500k 4/1/2000
44 Winton Capital Management
Diversified
-4.21 50,000k 10/1/1997
43 M.S. Capital Management
Global Diversified Program
-4.18 2,000k 11/1/1998
42 Estlander & Partners
Alpha Trend
-4.16 30,000k 10/1/1991
41 Alee Capital Management, LLC
Mistral Program
-4.10 2,500k 1/1/1999
40 EMC Capital Advisors, LLC
Classic
-4.00 5,000k 1/1/1985
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.66 10,000k 8/1/1999
38 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.63 10,000k 8/1/2004
37 Chesapeake Capital
Diversified (LV)
-3.62 100k 2/1/1988
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.48 10,000k 1/1/1995
35 Welton Investment Partners
Welton Global
-3.38 10,000k 6/1/2004
34 Tactical Investment Management
Tactical Institutional Commodity Program
-3.03 10,000k 4/1/1993
33 RAM Management Group
RAM MRTP 1X-Conservative
-2.90 1,000k 9/1/1993
32 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
31 Mobius Asset Management
Diversified Program
-2.41 250k 3/1/2004
30 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.36 10,000k 2/1/1999
29 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.16 10,000k 10/1/1991
28 Conquest Capital Group
Conquest Select
-2.06 250k 6/1/2004
27 Clarke Capital Management
Millennium
-1.84 1,000k 1/1/1998
26 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
25 Mobius Asset Management
Custom Trading Program
-1.77 100k 1/1/2002
24 Eclipse Capital Management
Global Monetary
-1.53 5,000k 8/1/1990
23 John Locke Investments
Cyril Systematic Program
-1.29 8,000k 7/1/2000
22 Lynx Asset Management AB
Lynx Program
-1.20 75k 5/1/2000
21 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
20 Clarke Capital Management
Worldwide
-1.06 250k 1/1/1996
19 Somers Brothers Capital
Diversified Futures Program #1
-0.80 100k 1/1/2005
18 ISAM
ISAM Systematic Trend Fund
-0.64 1,000k 6/1/2001
17 Estlander & Partners
Global Markets
-0.43 10,000k 8/1/1999
16 Estlander & Partners
Global XL
-0.37 5,000k 8/1/1991
14 Ancile Capital Management
Global Markets Program
0.00 2,000k 4/1/2005
15 Superfund Group
Superfund Blue SPC Class A (EUR)
0.00 50k 4/1/2005
13 Clarke Capital Management
Global Magnum
0.49 100k 8/1/1997
12 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.72 10,000k 1/1/1991
11 Quantica Capital AG
Quantica Managed Futures
1.00 5,000k 1/1/2005
10 Covenant Capital Management
Original Program
1.09 5,000k 9/1/1999
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.17 1,000k 3/1/2003
8 Conquest Capital Group
Conquest Macro
1.25 250k 5/1/1999
7 Heyden & Steindl GmbH
TOMAC2
2.11 5,000k 3/1/2003
6 Alee Capital Management, LLC
Poniente Program
2.17 2,500k 1/1/1999
5 Quality Capital Management
Global Diversified Programme
2.34 10,000k 12/1/1995
4 Covenant Capital Management
Aggressive Program
2.85 3,000k 2/1/2004
3 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.95 100k 1/1/2000
2 Clarke Capital Management
FX Plus
4.04 1,000k 5/1/2004
1 Clarke Capital Management
Global Basic
4.15 50k 2/1/1996

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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