Trend Following Strategy Index For October 2006

Monthly Rankings

Rank CTA/Program Oct 2006 Min Inv Inception
86 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.98 200k 11/1/1999
85 Drury Capital
Diversified Trend-Following Program
-4.47 5,000k 5/1/1997
84 Quantum Leap Capital Management
Managed Account Program
-4.34 300k 8/1/2006
83 Mobius Asset Management
Custom Trading Program
-3.92 100k 1/1/2002
82 Clarke Capital Management
Worldwide
-3.75 250k 1/1/1996
81 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.55 100k 5/1/1989
80 Kelly Angle Inc.
Genesis Program
-3.38 2,000k 4/1/2000
79 Clarke Capital Management
Global Basic
-2.85 50k 2/1/1996
78 Clarke Capital Management
Global Magnum
-2.68 100k 8/1/1997
77 Saxon Investment Corporation
Aggressive Diversified Program
-2.66 2,000k 11/1/1993
76 Welton Investment Partners
Welton Global
-2.52 10,000k 6/1/2004
75 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
74 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.35 1,500k 4/1/2006
73 Mobius Asset Management
Diversified Program
-2.27 250k 3/1/2004
72 Estlander & Partners
Global XL
-2.26 5,000k 8/1/1991
71 Heyden & Steindl GmbH
TOMAC2
-2.01 5,000k 3/1/2003
70 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.90 100k 3/1/2003
69 Rabar Market Research
Diversified Program
-1.58 2,000k 1/1/1989
68 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.51 100k 1/1/2000
67 Saxon Investment Corporation
Diversified Program
-1.49 3,000k 9/1/1988
66 Hawksbill Capital Management
Global Diversified
-1.46 5,000k 11/1/1988
65 Clarke Capital Management
Millennium
-1.37 1,000k 1/1/1998
64 Alee Capital Management, LLC
Poniente Program
-1.35 2,500k 1/1/1999
63 Estlander & Partners
Global Markets
-1.12 10,000k 8/1/1999
62 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.11 100k 6/1/1994
61 Alder Capital DAC
Alder Global 10
-1.10 2,500k 10/1/2000
60 Lynx Asset Management AB
Lynx Program
-1.04 75k 5/1/2000
59 Parizek Capital
Futures Trading Program
-0.50 500k 4/1/2000
58 Tactical Investment Management
Tactical Institutional Commodity Program
-0.28 10,000k 4/1/1993
57 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.13 100k 5/1/1999
56 Southwest Managed Investments, LLC
Global Diversified
-0.10 200k 1/1/2002
55 John Locke Investments
Cyril Systematic Program
-0.05 8,000k 7/1/2000
54 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
53 Hyman Beck and Company
Global Portfolio
0.03 1,000k 3/1/1991
52 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.40 1,000k 3/1/2003
51 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.66 10,000k 3/1/2006
50 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
49 Dreiss Research Corporation
Diversified Program
0.69 1,000k 5/1/1991
48 EMC Capital Advisors, LLC
Classic
0.70 5,000k 1/1/1985
47 Eckhardt Trading Company
Evolution Strategies 1.2X
0.71 10,000k 10/1/1991
46 Superfund Group
Superfund Blue SPC Class A (EUR)
0.90 50k 4/1/2005
45 Conquest Capital Group
Conquest Select
1.25 250k 6/1/2004
44 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
43 Chesapeake Capital
Diversified (LV)
1.38 100k 2/1/1988
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.46 10,000k 1/1/1991
41 Winton Capital Management
Diversified
1.48 50,000k 10/1/1997
40 Red Rock Capital, LLC
Systematic Global Macro
1.54 500k 9/1/2003
39 M.S. Capital Management
Global Diversified Program
1.60 2,000k 11/1/1998
38 Covenant Capital Management
Original Program
1.84 5,000k 9/1/1999
37 Estlander & Partners
Alpha Trend
2.27 30,000k 10/1/1991
36 ISAM
ISAM Systematic Trend Fund
2.50 1,000k 6/1/2001
35 Keck Capital Management LLC
The Keck Program
2.55 2,000k 12/1/2003
34 Transtrend B.V.
DTP – Standard Risk (EUR)
2.57 10,000k 2/1/1999
33 Blackwater Capital Management
Global Program
2.63 5,000k 7/1/2005
32 Mark J. Walsh Company
Standard Program
2.72 2,000k 9/1/1985
31 RAM Management Group
RAM MRTP 1X-Conservative
2.91 1,000k 9/1/1993
30 Alee Capital Management, LLC
Mistral Program
2.94 2,500k 1/1/1999
29 Covenant Capital Management
Aggressive Program
3.36 3,000k 2/1/2004
28 Millburn Corporation
Commodity Program
3.46 25,000k 3/1/2005
27 Clarke Capital Management
FX Plus
3.64 1,000k 5/1/2004
26 Eclipse Capital Management
Global Monetary
3.91 5,000k 8/1/1990
25 Conquest Capital Group
Conquest Macro
3.91 250k 5/1/1999
24 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.98 100k 1/1/2005
23 Ancile Capital Management
Global Markets Program
4.28 2,000k 4/1/2005
22 Beach Horizon LLP
Managed Account
4.31 5,000k 5/1/2005
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.56 10,000k 1/1/1995
20 Acorn Global Investments Inc.
Acorn Diversified Program
4.80 10k 7/1/2005
19 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.87 10,000k 8/1/1999
18 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.87 10,000k 8/1/2004
17 Briarwood Capital Management, Inc.
Diversified 2XL
5.02 250k 11/1/2004
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.23 0k 11/1/1996
15 Clarke Capital Management
Jupiter
5.43 3,000k 5/1/2005
14 Neural Capital Ltd
Sentinel Trading Program
5.43 2,000k 1/1/2006
13 Superfund Group
Superfund Green L.P. Series A
5.53 5k 10/1/2002
12 Superfund Group
Superfund Green Q-AG
5.66 2k 3/1/1996
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.93 100k 11/1/1984
10 Superfund Group
Superfund Green Gold A (SPC)
6.79 5k 10/1/2005
9 Superfund Group
Superfund Green L.P. Series B
7.74 5k 10/1/2002
8 Superfund Group
Superfund Green GCT USD
7.98 15k 1/1/2000
7 Somers Brothers Capital
Diversified Futures Program #1
8.84 100k 1/1/2005
6 RAM Management Group
MRTP Aggressive
9.22 1,000k 2/1/1998
5 Superfund Group
Superfund Green Master
9.69 2,000k 5/1/2001
4 Quality Capital Management
Global Diversified Programme
10.39 10,000k 12/1/1995
3 Parizek Capital
Currency Program
11.93 1,000k 4/1/2006
2 Superfund Group
Superfund Green Gold B (SPC)
12.50 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
13.20 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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