Trend Following Strategy Index For September 2005

Monthly Rankings

Rank CTA/Program Sep 2005 Min Inv Inception
77 Clarke Capital Management
Millennium
-13.50 1,000k 1/1/1998
76 Hawksbill Capital Management
Global Diversified
-8.57 5,000k 11/1/1988
75 Winton Capital Management
Diversified
-6.17 50,000k 10/1/1997
74 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.36 100k 5/1/1989
73 Heyden & Steindl GmbH
TOMAC2
-4.76 5,000k 3/1/2003
72 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.52 100k 6/1/1994
71 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.51 100k 11/1/1984
70 Clarke Capital Management
Worldwide
-3.32 250k 1/1/1996
69 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.48 200k 11/1/1999
68 Clarke Capital Management
Global Magnum
-2.44 100k 8/1/1997
67 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.25 10,000k 10/1/1991
66 M.S. Capital Management
Global Diversified Program
-2.23 2,000k 11/1/1998
65 Saxon Investment Corporation
Aggressive Diversified Program
-2.17 2,000k 11/1/1993
64 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.91 10,000k 1/1/1991
63 Eckhardt Trading Company
Evolution Strategies
-1.86 20,000k 8/1/1991
62 Estlander & Partners
Global XL
-1.72 5,000k 8/1/1991
61 Blackwater Capital Management
Global Program
-1.53 5,000k 7/1/2005
60 Estlander & Partners
Global Markets
-1.17 10,000k 8/1/1999
59 Saxon Investment Corporation
Diversified Program
-1.13 3,000k 9/1/1988
58 John Locke Investments
Cyril Systematic Program
-1.10 8,000k 7/1/2000
57 Chesapeake Capital
Diversified (LV)
-1.10 100k 2/1/1988
56 Kelly Angle Inc.
Genesis Program
-1.02 2,000k 4/1/2000
55 Mobius Asset Management
Diversified Program
-0.88 250k 3/1/2004
54 Clarke Capital Management
Global Basic
-0.88 50k 2/1/1996
53 Quality Capital Management
Global Diversified Programme
-0.65 10,000k 12/1/1995
52 Estlander & Partners
Alpha Trend
-0.63 30,000k 10/1/1991
51 Conquest Capital Group
Conquest Macro
-0.53 250k 5/1/1999
50 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
49 Southwest Managed Investments, LLC
Global Diversified
-0.32 200k 1/1/2002
48 Conquest Capital Group
Conquest Select
-0.18 250k 6/1/2004
47 Alder Capital DAC
Alder Global 10
-0.10 2,500k 10/1/2000
46 Mobius Asset Management
Custom Trading Program
0.01 100k 1/1/2002
45 Alee Capital Management, LLC
Poniente Program
0.07 2,500k 1/1/1999
44 Millburn Corporation
Commodity Program
0.13 25,000k 3/1/2005
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.33 0k 11/1/1996
42 Keck Capital Management LLC
The Keck Program
0.34 2,000k 12/1/2003
41 Superfund Group
Superfund Green L.P. Series A
0.51 5k 10/1/2002
40 RAM Management Group
RAM MRTP 1X-Conservative
0.62 1,000k 9/1/1993
39 Tactical Investment Management
Tactical Institutional Commodity Program
0.71 10,000k 4/1/1993
38 Superfund Group
Superfund Green L.P. Series B
1.06 5k 10/1/2002
37 Superfund Group
Superfund Green Q-AG
1.11 2k 3/1/1996
36 Drury Capital
Diversified Trend-Following Program
1.15 5,000k 5/1/1997
35 Transtrend B.V.
DTP – Standard Risk (EUR)
1.28 10,000k 2/1/1999
34 Eclipse Capital Management
Global Monetary
1.34 5,000k 8/1/1990
33 Beach Horizon LLP
Managed Account
1.51 5,000k 5/1/2005
32 Lynx Asset Management AB
Lynx Program
1.53 75k 5/1/2000
31 Acorn Global Investments Inc.
Acorn Diversified Program
1.59 10k 7/1/2005
30 Rabar Market Research
Diversified Program
1.68 2,000k 1/1/1989
29 Hyman Beck and Company
Global Portfolio
1.68 1,000k 3/1/1991
28 Mark J. Walsh Company
Standard Program
1.73 2,000k 9/1/1985
27 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.80 10,000k 1/1/1995
26 Parizek Capital
Futures Trading Program
1.91 500k 4/1/2000
25 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.94 10,000k 8/1/2004
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.99 10,000k 8/1/1999
23 ISAM
ISAM Systematic Trend Fund
2.00 1,000k 6/1/2001
22 Superfund Group
Superfund Green Master
2.05 2,000k 5/1/2001
21 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.08 100k 1/1/2000
20 RAM Management Group
MRTP Aggressive
2.09 1,000k 2/1/1998
19 Alee Capital Management, LLC
Mistral Program
2.42 2,500k 1/1/1999
18 Superfund Group
Superfund Blue SPC Class A (EUR)
2.77 50k 4/1/2005
17 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
16 Superfund Group
Superfund Green GCT USD
3.41 15k 1/1/2000
15 Clarke Capital Management
Jupiter
3.70 3,000k 5/1/2005
14 Ancile Capital Management
Global Markets Program
3.80 2,000k 4/1/2005
13 EMC Capital Advisors, LLC
Classic
4.10 5,000k 1/1/1985
12 Briarwood Capital Management, Inc.
Diversified 2XL
4.19 250k 11/1/2004
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.48 1,000k 3/1/2003
10 Welton Investment Partners
Welton Global
5.48 10,000k 6/1/2004
9 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
6.33 100k 1/1/2005
8 Covenant Capital Management
Original Program
7.59 5,000k 9/1/1999
7 Covenant Capital Management
Aggressive Program
9.36 3,000k 2/1/2004
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.52 100k 3/1/2003
5 Somers Brothers Capital
Diversified Futures Program #1
10.60 100k 1/1/2005
4 Quantica Capital AG
Quantica Managed Futures
12.40 5,000k 1/1/2005
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.57 100k 5/1/1999
2 Dreiss Research Corporation
Diversified Program
15.96 1,000k 5/1/1991
1 Clarke Capital Management
FX Plus
15.98 1,000k 5/1/2004

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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