Trend Following Strategy Index For July 2005

Monthly Rankings

Rank CTA/Program Jul 2005 Min Inv Inception
77 Clarke Capital Management
Millennium
-10.71 1,000k 1/1/1998
76 Saxon Investment Corporation
Aggressive Diversified Program
-8.97 2,000k 11/1/1993
75 Clarke Capital Management
Worldwide
-5.47 250k 1/1/1996
74 Saxon Investment Corporation
Diversified Program
-5.04 3,000k 9/1/1988
73 Mark J. Walsh Company
Standard Program
-4.63 2,000k 9/1/1985
72 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
71 Quality Capital Management
Global Diversified Programme
-4.12 10,000k 12/1/1995
70 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.10 100k 5/1/1989
69 Mobius Asset Management
Diversified Program
-3.89 250k 3/1/2004
68 Mobius Asset Management
Custom Trading Program
-3.87 100k 1/1/2002
67 Tactical Investment Management
Tactical Institutional Commodity Program
-3.80 10,000k 4/1/1993
66 Superfund Group
Superfund Green L.P. Series B
-3.68 5k 10/1/2002
65 RAM Management Group
MRTP Aggressive
-3.40 1,000k 2/1/1998
64 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.26 100k 6/1/1994
63 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.22 200k 11/1/1999
62 Clarke Capital Management
Jupiter
-3.09 3,000k 5/1/2005
61 Superfund Group
Superfund Green L.P. Series A
-2.85 5k 10/1/2002
60 ISAM
ISAM Systematic Trend Fund
-2.76 1,000k 6/1/2001
59 Beach Horizon LLP
Managed Account
-2.73 5,000k 5/1/2005
58 Hyman Beck and Company
Global Portfolio
-2.55 1,000k 3/1/1991
57 Alee Capital Management, LLC
Poniente Program
-2.39 2,500k 1/1/1999
56 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.30 0k 11/1/1996
55 Conquest Capital Group
Conquest Select
-2.17 250k 6/1/2004
54 Hawksbill Capital Management
Global Diversified
-2.06 5,000k 11/1/1988
53 Conquest Capital Group
Conquest Macro
-1.96 250k 5/1/1999
52 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.89 100k 11/1/1984
51 Winton Capital Management
Diversified
-1.85 50,000k 10/1/1997
50 Parizek Capital
Futures Trading Program
-1.82 500k 4/1/2000
49 Kelly Angle Inc.
Genesis Program
-1.78 2,000k 4/1/2000
48 Clarke Capital Management
FX Plus
-1.60 1,000k 5/1/2004
47 Alee Capital Management, LLC
Mistral Program
-1.50 2,500k 1/1/1999
46 Lynx Asset Management AB
Lynx Program
-1.35 75k 5/1/2000
45 Clarke Capital Management
Global Magnum
-1.17 100k 8/1/1997
44 Briarwood Capital Management, Inc.
Diversified 2XL
-1.09 250k 11/1/2004
43 RAM Management Group
RAM MRTP 1X-Conservative
-0.94 1,000k 9/1/1993
42 Superfund Group
Superfund Green Q-AG
-0.82 2k 3/1/1996
41 John Locke Investments
Cyril Systematic Program
-0.78 8,000k 7/1/2000
40 Estlander & Partners
Global XL
-0.74 5,000k 8/1/1991
39 Drury Capital
Diversified Trend-Following Program
-0.65 5,000k 5/1/1997
38 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.38 10,000k 10/1/1991
37 Millburn Corporation
Commodity Program
-0.37 25,000k 3/1/2005
36 Estlander & Partners
Alpha Trend
-0.32 30,000k 10/1/1991
35 Superfund Group
Superfund Green Master
-0.30 2,000k 5/1/2001
34 Estlander & Partners
Global Markets
-0.28 10,000k 8/1/1999
33 Rabar Market Research
Diversified Program
-0.28 2,000k 1/1/1989
32 Eckhardt Trading Company
Evolution Strategies
-0.20 20,000k 8/1/1991
31 Superfund Group
Superfund Green GCT USD
-0.05 15k 1/1/2000
30 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
29 Blackwater Capital Management
Global Program
0.00 5,000k 7/1/2005
28 EMC Capital Advisors, LLC
Classic
0.20 5,000k 1/1/1985
27 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.24 100k 1/1/2005
26 Southwest Managed Investments, LLC
Global Diversified
0.27 200k 1/1/2002
25 Eclipse Capital Management
Global Monetary
0.30 5,000k 8/1/1990
24 Chesapeake Capital
Diversified (LV)
0.45 100k 2/1/1988
23 Red Rock Capital, LLC
Systematic Global Macro
0.87 500k 9/1/2003
22 Keck Capital Management LLC
The Keck Program
1.14 2,000k 12/1/2003
21 Clarke Capital Management
Global Basic
1.23 50k 2/1/1996
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.32 10,000k 1/1/1991
19 Heyden & Steindl GmbH
TOMAC2
1.43 5,000k 3/1/2003
18 Ancile Capital Management
Global Markets Program
1.57 2,000k 4/1/2005
17 Somers Brothers Capital
Diversified Futures Program #1
1.80 100k 1/1/2005
16 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.87 100k 1/1/2000
15 Alder Capital DAC
Alder Global 10
2.00 2,500k 10/1/2000
14 Dreiss Research Corporation
Diversified Program
2.02 1,000k 5/1/1991
13 Transtrend B.V.
DTP – Standard Risk (EUR)
2.18 10,000k 2/1/1999
12 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.60 1,000k 3/1/2003
11 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.26 10,000k 1/1/1995
10 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
9 Covenant Capital Management
Original Program
3.44 5,000k 9/1/1999
8 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.56 10,000k 8/1/1999
7 Welton Investment Partners
Welton Global
3.64 10,000k 6/1/2004
6 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.69 10,000k 8/1/2004
5 Covenant Capital Management
Aggressive Program
3.84 3,000k 2/1/2004
4 Superfund Group
Superfund Blue SPC Class A (EUR)
3.99 50k 4/1/2005
3 Quantica Capital AG
Quantica Managed Futures
4.00 5,000k 1/1/2005
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.80 100k 3/1/2003
1 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.62 100k 5/1/1999

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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