Trend Following Strategy Index For August 2005

Monthly Rankings

Rank CTA/Program Aug 2005 Min Inv Inception
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-11.01 200k 11/1/1999
76 Parizek Capital
Futures Trading Program
-8.19 500k 4/1/2000
75 Hyman Beck and Company
Global Portfolio
-7.46 1,000k 3/1/1991
74 Mobius Asset Management
Diversified Program
-7.07 250k 3/1/2004
73 Somers Brothers Capital
Diversified Futures Program #1
-6.30 100k 1/1/2005
72 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.46 100k 11/1/1984
71 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.45 100k 5/1/1989
70 Clarke Capital Management
FX Plus
-5.14 1,000k 5/1/2004
69 Clarke Capital Management
Global Magnum
-4.59 100k 8/1/1997
68 Red Rock Capital, LLC
Systematic Global Macro
-2.99 500k 9/1/2003
67 Saxon Investment Corporation
Aggressive Diversified Program
-2.89 2,000k 11/1/1993
66 M.S. Capital Management
Global Diversified Program
-2.81 2,000k 11/1/1998
65 Kelly Angle Inc.
Genesis Program
-2.38 2,000k 4/1/2000
64 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.32 1,000k 3/1/2003
63 Mobius Asset Management
Custom Trading Program
-2.30 100k 1/1/2002
62 Alder Capital DAC
Alder Global 20
-2.30 2,500k 2/1/2001
61 Southwest Managed Investments, LLC
Global Diversified
-1.97 200k 1/1/2002
60 Clarke Capital Management
Worldwide
-1.80 250k 1/1/1996
59 Rabar Market Research
Diversified Program
-1.79 2,000k 1/1/1989
58 Lynx Asset Management AB
Lynx Program
-1.60 75k 5/1/2000
57 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.59 100k 6/1/1994
56 Saxon Investment Corporation
Diversified Program
-1.39 3,000k 9/1/1988
55 Superfund Group
Superfund Green Q-AG
-1.16 2k 3/1/1996
54 Alder Capital DAC
Alder Global 10
-1.00 2,500k 10/1/2000
53 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.87 10,000k 8/1/2004
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.75 10,000k 8/1/1999
51 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.59 50k 4/1/2005
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.49 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.44 10,000k 2/1/1999
48 Superfund Group
Superfund Green Master
0.15 2,000k 5/1/2001
47 Clarke Capital Management
Global Basic
0.29 50k 2/1/1996
46 Briarwood Capital Management, Inc.
Diversified 2XL
0.40 250k 11/1/2004
45 Superfund Group
Superfund Green GCT USD
0.59 15k 1/1/2000
44 Estlander & Partners
Alpha Trend
0.88 30,000k 10/1/1991
43 ISAM
ISAM Systematic Trend Fund
0.99 1,000k 6/1/2001
42 Ancile Capital Management
Global Markets Program
1.04 2,000k 4/1/2005
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.82 0k 11/1/1996
40 Drury Capital
Diversified Trend-Following Program
1.83 5,000k 5/1/1997
39 Welton Investment Partners
Welton Global
1.83 10,000k 6/1/2004
38 Eclipse Capital Management
Global Monetary
1.99 5,000k 8/1/1990
37 Estlander & Partners
Global Markets
2.04 10,000k 8/1/1999
36 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.07 100k 3/1/2003
35 Covenant Capital Management
Original Program
2.19 5,000k 9/1/1999
34 Conquest Capital Group
Conquest Macro
2.66 250k 5/1/1999
33 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.78 100k 5/1/1999
32 Conquest Capital Group
Conquest Select
3.18 250k 6/1/2004
31 Quantica Capital AG
Quantica Managed Futures
3.50 5,000k 1/1/2005
30 EMC Capital Advisors, LLC
Classic
3.70 5,000k 1/1/1985
29 Eckhardt Trading Company
Evolution Strategies
3.72 20,000k 8/1/1991
28 Covenant Capital Management
Aggressive Program
3.72 3,000k 2/1/2004
27 Estlander & Partners
Global XL
3.87 5,000k 8/1/1991
26 Blackwater Capital Management
Global Program
3.93 5,000k 7/1/2005
25 Beach Horizon LLP
Managed Account
4.15 5,000k 5/1/2005
24 Acorn Global Investments Inc.
Acorn Diversified Program
4.17 10k 7/1/2005
23 Chesapeake Capital
Diversified (LV)
4.70 100k 2/1/1988
22 RAM Management Group
RAM MRTP 1X-Conservative
4.73 1,000k 9/1/1993
21 Eckhardt Trading Company
Evolution Strategies 1.2X
4.87 10,000k 10/1/1991
20 Hawksbill Capital Management
Global Diversified
4.91 5,000k 11/1/1988
19 Clarke Capital Management
Jupiter
5.37 3,000k 5/1/2005
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.57 10,000k 1/1/1991
17 Superfund Group
Superfund Green L.P. Series A
5.69 5k 10/1/2002
16 Mark J. Walsh Company
Standard Program
5.77 2,000k 9/1/1985
15 Alee Capital Management, LLC
Poniente Program
5.84 2,500k 1/1/1999
14 Alee Capital Management, LLC
Mistral Program
5.90 2,500k 1/1/1999
13 Millburn Corporation
Commodity Program
6.51 25,000k 3/1/2005
12 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.71 100k 1/1/2005
11 Keck Capital Management LLC
The Keck Program
6.72 2,000k 12/1/2003
10 John Locke Investments
Cyril Systematic Program
6.84 8,000k 7/1/2000
9 Tactical Investment Management
Tactical Institutional Commodity Program
6.90 10,000k 4/1/1993
8 Winton Capital Management
Diversified
7.63 50,000k 10/1/1997
7 Superfund Group
Superfund Green L.P. Series B
8.02 5k 10/1/2002
6 Dreiss Research Corporation
Diversified Program
8.02 1,000k 5/1/1991
5 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
8.26 100k 1/1/2000
4 Quality Capital Management
Global Diversified Programme
8.93 10,000k 12/1/1995
3 Clarke Capital Management
Millennium
12.22 1,000k 1/1/1998
2 Heyden & Steindl GmbH
TOMAC2
13.55 5,000k 3/1/2003
1 RAM Management Group
MRTP Aggressive
16.81 1,000k 2/1/1998

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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