Trend Following Strategy Index For January 2006

Monthly Rankings

Rank CTA/Program Jan 2006 Min Inv Inception
81 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.75 100k 5/1/1989
80 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.00 200k 11/1/1999
79 Clarke Capital Management
Global Magnum
-6.18 100k 8/1/1997
78 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.78 100k 6/1/1994
77 Clarke Capital Management
Worldwide
-3.72 250k 1/1/1996
76 Clarke Capital Management
Millennium
-3.71 1,000k 1/1/1998
75 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.63 100k 11/1/1984
74 Mobius Asset Management
Diversified Program
-2.63 250k 3/1/2004
73 Blackwater Capital Management
Global Program
-2.58 5,000k 7/1/2005
72 Clarke Capital Management
Jupiter
-2.43 3,000k 5/1/2005
71 Clarke Capital Management
FX Plus
-2.08 1,000k 5/1/2004
70 RAM Management Group
MRTP Aggressive
-2.03 1,000k 2/1/1998
69 Mark J. Walsh Company
Standard Program
-1.93 2,000k 9/1/1985
68 Clarke Capital Management
Global Basic
-1.90 50k 2/1/1996
67 RAM Management Group
RAM MRTP 1X-Conservative
-0.73 1,000k 9/1/1993
66 Alee Capital Management, LLC
Poniente Program
-0.65 2,500k 1/1/1999
65 Drury Capital
Diversified Trend-Following Program
-0.51 5,000k 5/1/1997
64 Neural Capital Ltd
Sentinel Trading Program
0.00 2,000k 1/1/2006
63 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.09 100k 1/1/2000
62 Lynx Asset Management AB
Lynx Program
0.16 75k 5/1/2000
61 Kelly Angle Inc.
Genesis Program
0.48 2,000k 4/1/2000
60 Eclipse Capital Management
Global Monetary
0.60 5,000k 8/1/1990
59 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
58 Eckhardt Trading Company
Evolution Strategies 1.2X
0.68 10,000k 10/1/1991
57 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.74 100k 3/1/2003
56 Transtrend B.V.
DTP – Standard Risk (EUR)
1.04 10,000k 2/1/1999
55 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.19 0k 11/1/1996
54 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.51 10,000k 8/1/2004
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
52 Southwest Managed Investments, LLC
Global Diversified
1.62 200k 1/1/2002
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.67 10,000k 8/1/1999
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.78 10,000k 1/1/1995
49 Alder Capital DAC
Alder Global 10
1.90 2,500k 10/1/2000
48 Hawksbill Capital Management
Global Diversified
2.04 5,000k 11/1/1988
47 Conquest Capital Group
Conquest Select
2.20 250k 6/1/2004
46 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.47 10,000k 1/1/1991
45 Conquest Capital Group
Conquest Macro
2.89 250k 5/1/1999
44 Estlander & Partners
Global Markets
3.14 10,000k 8/1/1999
43 Superfund Group
Superfund Blue SPC Class A (EUR)
3.34 50k 4/1/2005
42 Keck Capital Management LLC
The Keck Program
3.63 2,000k 12/1/2003
41 Saxon Investment Corporation
Diversified Program
3.80 3,000k 9/1/1988
40 Covenant Capital Management
Original Program
3.82 5,000k 9/1/1999
39 ISAM
ISAM Systematic Trend Fund
3.86 1,000k 6/1/2001
38 M.S. Capital Management
Global Diversified Program
3.93 2,000k 11/1/1998
37 Welton Investment Partners
Welton Global
4.02 10,000k 6/1/2004
36 Quantica Capital AG
Quantica Managed Futures
4.10 5,000k 1/1/2005
35 Winton Capital Management
Diversified
4.20 50,000k 10/1/1997
34 Hyman Beck and Company
Global Portfolio
4.43 1,000k 3/1/1991
33 Ancile Capital Management
Global Markets Program
4.48 2,000k 4/1/2005
32 Alder Capital DAC
Alder Global 20
4.56 2,500k 2/1/2001
31 EMC Capital Advisors, LLC
Classic
4.60 5,000k 1/1/1985
30 Superfund Group
Superfund Green Q-AG
4.77 2k 3/1/1996
29 Mobius Asset Management
Custom Trading Program
5.04 100k 1/1/2002
28 Heyden & Steindl GmbH
TOMAC2
5.10 5,000k 3/1/2003
27 Alee Capital Management, LLC
Mistral Program
5.28 2,500k 1/1/1999
26 Rabar Market Research
Diversified Program
5.38 2,000k 1/1/1989
25 John Locke Investments
Cyril Systematic Program
5.52 8,000k 7/1/2000
24 Chesapeake Capital
Diversified (LV)
5.54 100k 2/1/1988
23 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.57 100k 1/1/2005
22 Parizek Capital
Futures Trading Program
6.10 500k 4/1/2000
21 Beach Horizon LLP
Managed Account
6.25 5,000k 5/1/2005
20 Estlander & Partners
Global XL
6.65 5,000k 8/1/1991
19 Estlander & Partners
Alpha Trend
6.69 30,000k 10/1/1991
18 Superfund Group
Superfund Green L.P. Series A
6.87 5k 10/1/2002
17 Red Rock Capital, LLC
Systematic Global Macro
7.08 500k 9/1/2003
16 Saxon Investment Corporation
Aggressive Diversified Program
7.79 2,000k 11/1/1993
15 Superfund Group
Superfund Green GCT USD
8.26 15k 1/1/2000
14 Acorn Global Investments Inc.
Acorn Diversified Program
8.46 10k 7/1/2005
13 Covenant Capital Management
Aggressive Program
8.49 3,000k 2/1/2004
12 Somers Brothers Capital
Diversified Futures Program #1
8.50 100k 1/1/2005
11 Superfund Group
Superfund Green L.P. Series B
9.72 5k 10/1/2002
10 Millburn Corporation
Commodity Program
10.29 25,000k 3/1/2005
9 Briarwood Capital Management, Inc.
Diversified 2XL
10.46 250k 11/1/2004
8 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.09 100k 5/1/1999
7 Dreiss Research Corporation
Diversified Program
12.01 1,000k 5/1/1991
6 Quality Capital Management
Global Diversified Programme
12.16 10,000k 12/1/1995
5 Superfund Group
Superfund Green Master
12.82 2,000k 5/1/2001
4 Superfund Group
Superfund Green Gold A (SPC)
16.03 5k 10/1/2005
3 Tactical Investment Management
Tactical Institutional Commodity Program
16.31 10,000k 4/1/1993
2 Superfund Group
Superfund Green Gold B (SPC)
18.08 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
19.27 100k 10/1/2005

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.

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