Trend Following Strategy Index For October 2005

Monthly Rankings

Rank CTA/Program Oct 2005 Min Inv Inception
80 Superfund Group
Superfund Green Master
-15.12 2,000k 5/1/2001
79 Superfund Group
Superfund Green GCT USD
-13.00 15k 1/1/2000
78 Keck Capital Management LLC
The Keck Program
-11.98 2,000k 12/1/2003
77 Superfund Group
Superfund Green L.P. Series B
-10.77 5k 10/1/2002
76 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.80 100k 1/1/2000
75 Quality Capital Management
Global Diversified Programme
-9.14 10,000k 12/1/1995
74 Clarke Capital Management
FX Plus
-8.76 1,000k 5/1/2004
73 Estlander & Partners
Global XL
-8.22 5,000k 8/1/1991
72 Superfund Group
Superfund Green L.P. Series A
-7.93 5k 10/1/2002
71 EMC Capital Advisors, LLC
Classic
-7.60 5,000k 1/1/1985
70 Acorn Global Investments Inc.
Acorn Diversified Program
-7.02 10k 7/1/2005
69 Superfund Group
Superfund Green Q-AG
-6.29 2k 3/1/1996
68 Clarke Capital Management
Jupiter
-6.11 3,000k 5/1/2005
67 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.88 100k 1/1/2005
66 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.64 100k 5/1/1999
65 Eclipse Capital Management
Global Monetary
-5.28 5,000k 8/1/1990
64 Hawksbill Capital Management
Global Diversified
-4.92 5,000k 11/1/1988
63 Chesapeake Capital
Diversified (LV)
-4.75 100k 2/1/1988
62 Quantica Capital AG
Quantica Managed Futures
-4.70 5,000k 1/1/2005
61 Estlander & Partners
Global Markets
-4.04 10,000k 8/1/1999
60 Clarke Capital Management
Millennium
-4.02 1,000k 1/1/1998
59 Tactical Investment Management
Tactical Institutional Commodity Program
-4.01 10,000k 4/1/1993
58 Mark J. Walsh Company
Standard Program
-3.91 2,000k 9/1/1985
57 Rabar Market Research
Diversified Program
-3.71 2,000k 1/1/1989
56 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.47 50k 4/1/2005
55 RAM Management Group
MRTP Aggressive
-3.39 1,000k 2/1/1998
54 Beach Horizon LLP
Managed Account
-3.10 5,000k 5/1/2005
53 Winton Capital Management
Diversified
-2.95 50,000k 10/1/1997
52 ISAM
ISAM Systematic Trend Fund
-2.87 1,000k 6/1/2001
51 Conquest Capital Group
Conquest Select
-2.85 250k 6/1/2004
50 Welton Investment Partners
Welton Global
-2.23 10,000k 6/1/2004
49 Ancile Capital Management
Global Markets Program
-2.18 2,000k 4/1/2005
48 Heyden & Steindl GmbH
TOMAC2
-1.84 5,000k 3/1/2003
47 Blackwater Capital Management
Global Program
-1.78 5,000k 7/1/2005
46 Clarke Capital Management
Worldwide
-1.48 250k 1/1/1996
45 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.43 10,000k 8/1/2004
44 Southwest Managed Investments, LLC
Global Diversified
-1.35 200k 1/1/2002
43 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.22 200k 11/1/1999
42 RAM Management Group
RAM MRTP 1X-Conservative
-1.12 1,000k 9/1/1993
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.12 10,000k 8/1/1999
40 Conquest Capital Group
Conquest Macro
-1.07 250k 5/1/1999
39 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.94 100k 11/1/1984
38 Covenant Capital Management
Aggressive Program
-0.78 3,000k 2/1/2004
37 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.76 0k 11/1/1996
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.67 10,000k 1/1/1995
35 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.43 10,000k 2/1/1999
34 Clarke Capital Management
Global Basic
-0.28 50k 2/1/1996
33 Clarke Capital Management
Global Magnum
-0.21 100k 8/1/1997
32 Dreiss Research Corporation
Diversified Program
-0.21 1,000k 5/1/1991
31 Covenant Capital Management
Original Program
-0.21 5,000k 9/1/1999
30 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.16 100k 3/1/2003
29 Millburn Corporation
Commodity Program
-0.16 25,000k 3/1/2005
28 Superfund Group
Superfund Green Gold C (SPC)
0.00 100k 10/1/2005
27 Superfund Group
Superfund Green Gold B (SPC)
0.00 50k 10/1/2005
26 Superfund Group
Superfund Green Gold A (SPC)
0.00 5k 10/1/2005
25 Alee Capital Management, LLC
Poniente Program
0.06 2,500k 1/1/1999
24 Eckhardt Trading Company
Evolution Strategies 1.2X
0.31 10,000k 10/1/1991
23 Eckhardt Trading Company
Evolution Strategies
0.31 20,000k 8/1/1991
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.44 10,000k 1/1/1991
21 M.S. Capital Management
Global Diversified Program
0.49 2,000k 11/1/1998
20 Saxon Investment Corporation
Diversified Program
0.89 3,000k 9/1/1988
19 Drury Capital
Diversified Trend-Following Program
0.95 5,000k 5/1/1997
18 Estlander & Partners
Alpha Trend
1.22 30,000k 10/1/1991
17 Saxon Investment Corporation
Aggressive Diversified Program
1.49 2,000k 11/1/1993
16 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.63 1,000k 3/1/2003
15 Lynx Asset Management AB
Lynx Program
1.96 75k 5/1/2000
14 John Locke Investments
Cyril Systematic Program
2.04 8,000k 7/1/2000
13 DUNN Capital Management
DUNN Combined Fund (DCF)
2.38 100k 5/1/1989
12 Parizek Capital
Futures Trading Program
2.55 500k 4/1/2000
11 Somers Brothers Capital
Diversified Futures Program #1
2.60 100k 1/1/2005
10 Alee Capital Management, LLC
Mistral Program
2.61 2,500k 1/1/1999
9 Hyman Beck and Company
Global Portfolio
2.94 1,000k 3/1/1991
8 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
7 DUNN Capital Management
D'Best Futures Fund, L.P.
3.10 100k 6/1/1994
6 Mobius Asset Management
Custom Trading Program
3.15 100k 1/1/2002
5 Mobius Asset Management
Diversified Program
3.38 250k 3/1/2004
4 Briarwood Capital Management, Inc.
Diversified 2XL
4.57 250k 11/1/2004
3 Red Rock Capital, LLC
Systematic Global Macro
4.69 500k 9/1/2003
2 Alder Capital DAC
Alder Global 20
5.80 2,500k 2/1/2001
1 Kelly Angle Inc.
Genesis Program
11.56 2,000k 4/1/2000

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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