Trend Following Strategy Index For May 2005

Monthly Rankings

Rank CTA/Program May 2005 Min Inv Inception
75 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.08 100k 5/1/1999
74 Drury Capital
Diversified Trend-Following Program
-4.02 5,000k 5/1/1997
73 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.59 100k 1/1/2000
72 Eclipse Capital Management
Global Monetary
-2.16 5,000k 8/1/1990
71 Millburn Corporation
Commodity Program
-2.01 25,000k 3/1/2005
70 Mobius Asset Management
Diversified Program
-1.97 250k 3/1/2004
69 Chesapeake Capital
Diversified (LV)
-1.25 100k 2/1/1988
68 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.08 100k 3/1/2003
67 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.91 50k 4/1/2005
66 Dreiss Research Corporation
Diversified Program
-0.83 1,000k 5/1/1991
65 Red Rock Capital, LLC
Systematic Global Macro
-0.31 500k 9/1/2003
64 ISAM
ISAM Systematic Trend Fund
-0.30 1,000k 6/1/2001
62 Beach Horizon LLP
Managed Account
0.00 5,000k 5/1/2005
63 Clarke Capital Management
Jupiter
0.00 3,000k 5/1/2005
61 Parizek Capital
Futures Trading Program
0.03 500k 4/1/2000
60 Superfund Group
Superfund Green L.P. Series A
0.30 5k 10/1/2002
59 Superfund Group
Superfund Green L.P. Series B
0.48 5k 10/1/2002
58 Alder Capital DAC
Alder Global 10
0.55 2,500k 10/1/2000
57 Conquest Capital Group
Conquest Select
0.59 250k 6/1/2004
56 Transtrend B.V.
DTP – Standard Risk (EUR)
0.61 10,000k 2/1/1999
55 Mobius Asset Management
Custom Trading Program
0.76 100k 1/1/2002
54 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.03 10,000k 1/1/1995
53 Alder Capital DAC
Alder Global 20
1.05 2,500k 2/1/2001
52 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.07 10,000k 8/1/2004
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.17 10,000k 8/1/1999
50 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.25 0k 11/1/1996
49 RAM Management Group
RAM MRTP 1X-Conservative
1.48 1,000k 9/1/1993
48 Hyman Beck and Company
Global Portfolio
1.50 1,000k 3/1/1991
47 Superfund Group
Superfund Green GCT USD
1.65 15k 1/1/2000
46 M.S. Capital Management
Global Diversified Program
1.75 2,000k 11/1/1998
45 Covenant Capital Management
Original Program
2.20 5,000k 9/1/1999
44 Conquest Capital Group
Conquest Macro
2.27 250k 5/1/1999
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.29 10,000k 1/1/1991
42 Alee Capital Management, LLC
Mistral Program
2.33 2,500k 1/1/1999
41 Quality Capital Management
Global Diversified Programme
2.58 10,000k 12/1/1995
40 Superfund Group
Superfund Green Q-AG
2.62 2k 3/1/1996
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.73 1,000k 3/1/2003
38 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.81 100k 1/1/2005
37 John Locke Investments
Cyril Systematic Program
2.95 8,000k 7/1/2000
36 Estlander & Partners
Alpha Trend
3.16 30,000k 10/1/1991
35 Estlander & Partners
Global Markets
3.20 10,000k 8/1/1999
34 Saxon Investment Corporation
Diversified Program
3.39 3,000k 9/1/1988
33 RAM Management Group
MRTP Aggressive
3.48 1,000k 2/1/1998
32 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
31 Southwest Managed Investments, LLC
Global Diversified
3.86 200k 1/1/2002
30 Mark J. Walsh Company
Standard Program
3.98 2,000k 9/1/1985
29 Tactical Investment Management
Tactical Institutional Commodity Program
4.16 10,000k 4/1/1993
28 Welton Investment Partners
Welton Global
4.33 10,000k 6/1/2004
27 Rabar Market Research
Diversified Program
4.37 2,000k 1/1/1989
26 Alee Capital Management, LLC
Poniente Program
4.37 2,500k 1/1/1999
25 Briarwood Capital Management, Inc.
Diversified 2XL
4.65 250k 11/1/2004
24 Superfund Group
Superfund Green Master
4.99 2,000k 5/1/2001
23 Quantica Capital AG
Quantica Managed Futures
5.00 5,000k 1/1/2005
22 Lynx Asset Management AB
Lynx Program
5.60 75k 5/1/2000
21 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.85 200k 11/1/1999
20 Eckhardt Trading Company
Evolution Strategies
6.16 20,000k 8/1/1991
19 Covenant Capital Management
Aggressive Program
6.19 3,000k 2/1/2004
18 Ancile Capital Management
Global Markets Program
6.42 2,000k 4/1/2005
17 Estlander & Partners
Global XL
6.47 5,000k 8/1/1991
16 Saxon Investment Corporation
Aggressive Diversified Program
6.54 2,000k 11/1/1993
15 Winton Capital Management
Diversified
6.62 50,000k 10/1/1997
14 Hawksbill Capital Management
Global Diversified
7.11 5,000k 11/1/1988
13 Eckhardt Trading Company
Evolution Strategies 1.2X
7.22 10,000k 10/1/1991
12 Clarke Capital Management
Worldwide
7.40 250k 1/1/1996
11 Somers Brothers Capital
Diversified Futures Program #1
7.90 100k 1/1/2005
10 Keck Capital Management LLC
The Keck Program
10.02 2,000k 12/1/2003
9 Clarke Capital Management
FX Plus
10.18 1,000k 5/1/2004
8 Clarke Capital Management
Millennium
10.77 1,000k 1/1/1998
7 Heyden & Steindl GmbH
TOMAC2
11.63 5,000k 3/1/2003
6 DUNN Capital Management
D'Best Futures Fund, L.P.
12.26 100k 6/1/1994
5 Kelly Angle Inc.
Genesis Program
12.51 2,000k 4/1/2000
4 DUNN Capital Management
DUNN Combined Fund (DCF)
12.51 100k 5/1/1989
3 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.03 100k 11/1/1984
2 Clarke Capital Management
Global Magnum
13.95 100k 8/1/1997
1 Clarke Capital Management
Global Basic
20.95 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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