Trend Following Strategy Index For November 2005

Monthly Rankings

Rank CTA/Program Nov 2005 Min Inv Inception
80 Mobius Asset Management
Diversified Program
-2.75 250k 3/1/2004
79 Blackwater Capital Management
Global Program
-0.47 5,000k 7/1/2005
78 Eckhardt Trading Company
Evolution Strategies
0.64 20,000k 8/1/1991
77 Eckhardt Trading Company
Evolution Strategies 1.2X
0.72 10,000k 10/1/1991
76 Mobius Asset Management
Custom Trading Program
1.10 100k 1/1/2002
75 Clarke Capital Management
Worldwide
1.40 250k 1/1/1996
74 Hawksbill Capital Management
Global Diversified
1.43 5,000k 11/1/1988
73 Southwest Managed Investments, LLC
Global Diversified
1.55 200k 1/1/2002
72 Clarke Capital Management
Global Basic
1.61 50k 2/1/1996
71 Superfund Group
Superfund Blue SPC Class A (EUR)
2.00 50k 4/1/2005
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.04 10,000k 1/1/1991
69 Transtrend B.V.
DTP – Standard Risk (EUR)
2.25 10,000k 2/1/1999
68 Heyden & Steindl GmbH
TOMAC2
2.86 5,000k 3/1/2003
67 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
66 Rabar Market Research
Diversified Program
3.12 2,000k 1/1/1989
65 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.14 10,000k 8/1/2004
64 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.26 10,000k 8/1/1999
63 Saxon Investment Corporation
Diversified Program
3.30 3,000k 9/1/1988
62 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.34 100k 3/1/2003
61 Conquest Capital Group
Conquest Select
3.38 250k 6/1/2004
60 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.40 10,000k 1/1/1995
59 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
58 Clarke Capital Management
Global Magnum
3.76 100k 8/1/1997
57 Parizek Capital
Futures Trading Program
4.12 500k 4/1/2000
56 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.15 1,000k 3/1/2003
55 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.27 100k 1/1/2000
54 RAM Management Group
RAM MRTP 1X-Conservative
4.27 1,000k 9/1/1993
53 Chesapeake Capital
Diversified (LV)
4.33 100k 2/1/1988
52 DUNN Capital Management
DUNN Combined Fund (DCF)
4.36 100k 5/1/1989
51 Lynx Asset Management AB
Lynx Program
4.48 75k 5/1/2000
50 Quantica Capital AG
Quantica Managed Futures
4.50 5,000k 1/1/2005
49 Eclipse Capital Management
Global Monetary
4.66 5,000k 8/1/1990
48 Alee Capital Management, LLC
Poniente Program
4.94 2,500k 1/1/1999
47 M.S. Capital Management
Global Diversified Program
5.21 2,000k 11/1/1998
46 Ancile Capital Management
Global Markets Program
5.58 2,000k 4/1/2005
45 John Locke Investments
Cyril Systematic Program
5.69 8,000k 7/1/2000
44 Conquest Capital Group
Conquest Macro
5.71 250k 5/1/1999
43 Clarke Capital Management
Millennium
5.76 1,000k 1/1/1998
42 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.00 100k 11/1/1984
41 Saxon Investment Corporation
Aggressive Diversified Program
6.06 2,000k 11/1/1993
40 Estlander & Partners
Alpha Trend
6.36 30,000k 10/1/1991
39 Covenant Capital Management
Original Program
6.46 5,000k 9/1/1999
38 Estlander & Partners
Global Markets
6.49 10,000k 8/1/1999
37 Alder Capital DAC
Alder Global 20
6.60 2,500k 2/1/2001
36 Millburn Corporation
Commodity Program
6.73 25,000k 3/1/2005
35 Red Rock Capital, LLC
Systematic Global Macro
6.74 500k 9/1/2003
34 ISAM
ISAM Systematic Trend Fund
6.80 1,000k 6/1/2001
33 Acorn Global Investments Inc.
Acorn Diversified Program
6.98 10k 7/1/2005
32 Welton Investment Partners
Welton Global
7.14 10,000k 6/1/2004
31 DUNN Capital Management
D'Best Futures Fund, L.P.
7.22 100k 6/1/1994
30 Mark J. Walsh Company
Standard Program
7.26 2,000k 9/1/1985
29 Winton Capital Management
Diversified
7.32 50,000k 10/1/1997
28 Quality Capital Management
Global Diversified Programme
7.36 10,000k 12/1/1995
27 Clarke Capital Management
FX Plus
7.40 1,000k 5/1/2004
26 Drury Capital
Diversified Trend-Following Program
7.85 5,000k 5/1/1997
25 Keck Capital Management LLC
The Keck Program
8.05 2,000k 12/1/2003
24 EMC Capital Advisors, LLC
Classic
8.20 5,000k 1/1/1985
23 Superfund Group
Superfund Green L.P. Series A
8.81 5k 10/1/2002
22 Briarwood Capital Management, Inc.
Diversified 2XL
8.88 250k 11/1/2004
21 Kelly Angle Inc.
Genesis Program
8.94 2,000k 4/1/2000
20 Tactical Investment Management
Tactical Institutional Commodity Program
9.14 10,000k 4/1/1993
19 Superfund Group
Superfund Green Q-AG
9.53 2k 3/1/1996
18 Hyman Beck and Company
Global Portfolio
9.92 1,000k 3/1/1991
17 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
10.21 100k 1/1/2005
16 Beach Horizon LLP
Managed Account
10.27 5,000k 5/1/2005
15 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.37 0k 11/1/1996
14 Clarke Capital Management
Jupiter
10.75 3,000k 5/1/2005
13 Superfund Group
Superfund Green L.P. Series B
12.93 5k 10/1/2002
12 Alee Capital Management, LLC
Mistral Program
13.07 2,500k 1/1/1999
11 Estlander & Partners
Global XL
13.09 5,000k 8/1/1991
10 Superfund Group
Superfund Green Gold A (SPC)
13.21 5k 10/1/2005
9 Dreiss Research Corporation
Diversified Program
13.39 1,000k 5/1/1991
8 Covenant Capital Management
Aggressive Program
14.15 3,000k 2/1/2004
7 Superfund Group
Superfund Green GCT USD
14.20 15k 1/1/2000
6 RAM Management Group
MRTP Aggressive
14.44 1,000k 2/1/1998
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
15.27 100k 5/1/1999
4 Superfund Group
Superfund Green Gold B (SPC)
16.58 50k 10/1/2005
3 Superfund Group
Superfund Green Master
17.29 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold C (SPC)
19.63 100k 10/1/2005
1 Somers Brothers Capital
Diversified Futures Program #1
19.70 100k 1/1/2005

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan