Trend Following Strategy Index For December 2005

Monthly Rankings

Rank CTA/Program Dec 2005 Min Inv Inception
80 Estlander & Partners
Global XL
-8.97 5,000k 8/1/1991
79 Blackwater Capital Management
Global Program
-8.64 5,000k 7/1/2005
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.33 100k 6/1/1994
77 Southwest Managed Investments, LLC
Global Diversified
-6.00 200k 1/1/2002
76 Winton Capital Management
Diversified
-4.37 50,000k 10/1/1997
75 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.32 100k 5/1/1989
74 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.88 100k 11/1/1984
73 Estlander & Partners
Global Markets
-3.49 10,000k 8/1/1999
72 Kelly Angle Inc.
Genesis Program
-3.30 2,000k 4/1/2000
71 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.18 10,000k 8/1/2004
70 Mark J. Walsh Company
Standard Program
-3.10 2,000k 9/1/1985
69 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.09 10,000k 8/1/1999
68 Eclipse Capital Management
Global Monetary
-3.07 5,000k 8/1/1990
67 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.00 10,000k 1/1/1995
66 Alee Capital Management, LLC
Poniente Program
-2.95 2,500k 1/1/1999
65 ISAM
ISAM Systematic Trend Fund
-2.81 1,000k 6/1/2001
64 Drury Capital
Diversified Trend-Following Program
-2.78 5,000k 5/1/1997
63 Keck Capital Management LLC
The Keck Program
-2.74 2,000k 12/1/2003
62 Ancile Capital Management
Global Markets Program
-2.37 2,000k 4/1/2005
61 Heyden & Steindl GmbH
TOMAC2
-2.32 5,000k 3/1/2003
60 Alder Capital DAC
Alder Global 20
-2.30 2,500k 2/1/2001
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.23 10,000k 1/1/1991
58 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.11 0k 11/1/1996
57 Clarke Capital Management
Millennium
-2.02 1,000k 1/1/1998
56 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.99 10,000k 2/1/1999
55 Clarke Capital Management
Global Basic
-1.87 50k 2/1/1996
54 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.49 200k 11/1/1999
53 Lynx Asset Management AB
Lynx Program
-1.44 75k 5/1/2000
52 Clarke Capital Management
Jupiter
-1.25 3,000k 5/1/2005
51 Rabar Market Research
Diversified Program
-1.18 2,000k 1/1/1989
50 Clarke Capital Management
Global Magnum
-1.08 100k 8/1/1997
49 Conquest Capital Group
Conquest Select
-0.75 250k 6/1/2004
48 Alder Capital DAC
Alder Global 10
-0.70 2,500k 10/1/2000
47 Welton Investment Partners
Welton Global
-0.69 10,000k 6/1/2004
46 EMC Capital Advisors, LLC
Classic
-0.40 5,000k 1/1/1985
45 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.39 50k 4/1/2005
44 Superfund Group
Superfund Green L.P. Series A
-0.28 5k 10/1/2002
43 Superfund Group
Superfund Green L.P. Series B
-0.22 5k 10/1/2002
42 Clarke Capital Management
Worldwide
0.09 250k 1/1/1996
41 John Locke Investments
Cyril Systematic Program
0.16 8,000k 7/1/2000
40 Eckhardt Trading Company
Evolution Strategies
0.34 20,000k 8/1/1991
39 Eckhardt Trading Company
Evolution Strategies 1.2X
0.40 10,000k 10/1/1991
38 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.58 100k 3/1/2003
37 Beach Horizon LLP
Managed Account
0.74 5,000k 5/1/2005
36 Hyman Beck and Company
Global Portfolio
1.12 1,000k 3/1/1991
35 Red Rock Capital, LLC
Systematic Global Macro
1.31 500k 9/1/2003
34 M.S. Capital Management
Global Diversified Program
1.79 2,000k 11/1/1998
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.92 1,000k 3/1/2003
32 Chesapeake Capital
Diversified (LV)
1.97 100k 2/1/1988
31 Quantica Capital AG
Quantica Managed Futures
2.50 5,000k 1/1/2005
30 RAM Management Group
RAM MRTP 1X-Conservative
2.77 1,000k 9/1/1993
29 Conquest Capital Group
Conquest Macro
2.81 250k 5/1/1999
28 Superfund Group
Superfund Green Q-AG
2.86 2k 3/1/1996
27 Somers Brothers Capital
Diversified Futures Program #1
3.00 100k 1/1/2005
26 Alee Capital Management, LLC
Mistral Program
3.04 2,500k 1/1/1999
25 Superfund Group
Superfund Green GCT USD
3.24 15k 1/1/2000
24 Estlander & Partners
Alpha Trend
3.27 30,000k 10/1/1991
23 Mobius Asset Management
Custom Trading Program
3.40 100k 1/1/2002
22 Millburn Corporation
Commodity Program
3.41 25,000k 3/1/2005
21 Dreiss Research Corporation
Diversified Program
3.55 1,000k 5/1/1991
20 Saxon Investment Corporation
Diversified Program
4.19 3,000k 9/1/1988
19 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.64 100k 1/1/2005
18 Covenant Capital Management
Original Program
4.71 5,000k 9/1/1999
17 Parizek Capital
Futures Trading Program
5.03 500k 4/1/2000
16 Superfund Group
Superfund Green Master
5.08 2,000k 5/1/2001
15 Tactical Investment Management
Tactical Institutional Commodity Program
5.22 10,000k 4/1/1993
14 Clarke Capital Management
FX Plus
6.23 1,000k 5/1/2004
13 Briarwood Capital Management, Inc.
Diversified 2XL
6.31 250k 11/1/2004
12 Superfund Group
Superfund Green Gold A (SPC)
6.62 5k 10/1/2005
11 Acorn Global Investments Inc.
Acorn Diversified Program
7.09 10k 7/1/2005
10 Superfund Group
Superfund Green Gold B (SPC)
7.50 50k 10/1/2005
9 Saxon Investment Corporation
Aggressive Diversified Program
7.53 2,000k 11/1/1993
8 Quality Capital Management
Global Diversified Programme
7.61 10,000k 12/1/1995
7 Superfund Group
Superfund Green Gold C (SPC)
7.99 100k 10/1/2005
6 RAM Management Group
MRTP Aggressive
8.30 1,000k 2/1/1998
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.35 100k 5/1/1999
4 Covenant Capital Management
Aggressive Program
10.12 3,000k 2/1/2004
3 Mobius Asset Management
Diversified Program
10.21 250k 3/1/2004
2 Hawksbill Capital Management
Global Diversified
11.76 5,000k 11/1/1988
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
15.91 100k 1/1/2000

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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