Trend Following Strategy Index For November 2006

Monthly Rankings

Rank CTA/Program Nov 2006 Min Inv Inception
86 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.47 100k 1/1/2005
85 Drury Capital
Diversified Trend-Following Program
-6.34 5,000k 5/1/1997
84 Parizek Capital
Currency Program
-5.59 1,000k 4/1/2006
83 Superfund Group
Superfund Green L.P. Series B
-1.73 5k 10/1/2002
82 Superfund Group
Superfund Green Master
-1.51 2,000k 5/1/2001
81 Superfund Group
Superfund Green L.P. Series A
-1.28 5k 10/1/2002
80 Mobius Asset Management
Diversified Program
-1.05 250k 3/1/2004
79 Superfund Group
Superfund Green GCT USD
-0.88 15k 1/1/2000
78 M.S. Capital Management
Global Diversified Program
-0.55 2,000k 11/1/1998
77 Superfund Group
Superfund Green Q-AG
-0.26 2k 3/1/1996
76 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.24 1,500k 4/1/2006
75 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.09 100k 3/1/2003
74 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
73 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.56 100k 5/1/1999
72 Covenant Capital Management
Original Program
0.79 5,000k 9/1/1999
71 Beach Horizon LLP
Managed Account
0.80 5,000k 5/1/2005
70 Millburn Corporation
Commodity Program
1.00 25,000k 3/1/2005
69 Red Rock Capital, LLC
Systematic Global Macro
1.28 500k 9/1/2003
68 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
67 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
66 Covenant Capital Management
Aggressive Program
1.36 3,000k 2/1/2004
65 Mobius Asset Management
Custom Trading Program
1.42 100k 1/1/2002
64 Eclipse Capital Management
Global Monetary
1.50 5,000k 8/1/1990
63 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
62 Heyden & Steindl GmbH
TOMAC2
1.76 5,000k 3/1/2003
61 Parizek Capital
Futures Trading Program
1.84 500k 4/1/2000
60 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
59 Keck Capital Management LLC
The Keck Program
1.92 2,000k 12/1/2003
58 Hyman Beck and Company
Global Portfolio
2.00 1,000k 3/1/1991
57 Transtrend B.V.
DTP – Standard Risk (EUR)
2.06 10,000k 2/1/1999
56 John Locke Investments
Cyril Systematic Program
2.14 8,000k 7/1/2000
55 Conquest Capital Group
Conquest Select
2.17 250k 6/1/2004
54 RAM Management Group
RAM MRTP 1X-Conservative
2.21 1,000k 9/1/1993
53 Estlander & Partners
Alpha Trend
2.33 30,000k 10/1/1991
52 Alee Capital Management, LLC
Mistral Program
2.55 2,500k 1/1/1999
51 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.66 1k 10/1/2006
50 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
49 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.80 0k 11/1/1996
48 Estlander & Partners
Global Markets
2.89 10,000k 8/1/1999
47 Alee Capital Management, LLC
Poniente Program
2.94 2,500k 1/1/1999
46 Superfund Group
Superfund Blue SPC Class A (EUR)
2.99 50k 4/1/2005
45 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.09 100k 1/1/2000
44 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.15 1,000k 3/1/2003
43 Winton Capital Management
Diversified
3.24 50,000k 10/1/1997
42 Conquest Capital Group
Conquest Macro
3.28 250k 5/1/1999
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.32 10,000k 8/1/1999
40 Acorn Global Investments Inc.
Acorn Diversified Program
3.33 10k 7/1/2005
39 Saxon Investment Corporation
Diversified Program
3.37 3,000k 9/1/1988
38 Chesapeake Capital
Diversified (LV)
3.38 100k 2/1/1988
37 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.45 10,000k 8/1/2004
36 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.46 200k 11/1/1999
35 DUNN Capital Management
DUNN Combined Fund (DCF)
3.60 100k 5/1/1989
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.68 10,000k 1/1/1995
33 Ancile Capital Management
Global Markets Program
3.97 2,000k 4/1/2005
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.35 100k 11/1/1984
31 Neural Capital Ltd
Sentinel Trading Program
4.39 2,000k 1/1/2006
30 Quality Capital Management
Global Diversified Programme
4.41 10,000k 12/1/1995
29 Clarke Capital Management
Millennium
4.46 1,000k 1/1/1998
28 Alder Capital DAC
Alder Global 10
4.60 2,500k 10/1/2000
27 Clarke Capital Management
Jupiter
4.70 3,000k 5/1/2005
26 ISAM
ISAM Systematic Trend Fund
4.84 1,000k 6/1/2001
25 Rabar Market Research
Diversified Program
5.17 2,000k 1/1/1989
24 Dreiss Research Corporation
Diversified Program
5.36 1,000k 5/1/1991
23 Welton Investment Partners
Welton Global
5.47 10,000k 6/1/2004
22 Estlander & Partners
Global XL
5.69 5,000k 8/1/1991
21 Clarke Capital Management
FX Plus
5.71 1,000k 5/1/2004
20 Clarke Capital Management
Global Magnum
5.84 100k 8/1/1997
19 Somers Brothers Capital
Diversified Futures Program #1
5.93 100k 1/1/2005
18 Eckhardt Trading Company
Evolution Strategies
5.95 20,000k 8/1/1991
17 Superfund Group
Superfund Green Gold C (SPC)
6.00 100k 10/1/2005
16 Clarke Capital Management
Worldwide
6.56 250k 1/1/1996
15 Superfund Group
Superfund Green Gold A (SPC)
6.61 5k 10/1/2005
14 Superfund Group
Superfund Green Gold B (SPC)
6.75 50k 10/1/2005
13 Saxon Investment Corporation
Aggressive Diversified Program
6.94 2,000k 11/1/1993
12 Briarwood Capital Management, Inc.
Diversified 2XL
6.97 250k 11/1/2004
11 Eckhardt Trading Company
Evolution Strategies 1.2X
7.09 10,000k 10/1/1991
10 Southwest Managed Investments, LLC
Global Diversified
7.14 200k 1/1/2002
9 RAM Management Group
MRTP Aggressive
7.27 1,000k 2/1/1998
8 DUNN Capital Management
D'Best Futures Fund, L.P.
7.28 100k 6/1/1994
7 Kelly Angle Inc.
Genesis Program
7.80 2,000k 4/1/2000
6 Tactical Investment Management
Tactical Institutional Commodity Program
8.02 10,000k 4/1/1993
5 Mark J. Walsh Company
Standard Program
9.85 2,000k 9/1/1985
4 Alder Capital DAC
Alder Global 20
10.00 2,500k 2/1/2001
3 Quantum Leap Capital Management
Managed Account Program
13.88 300k 8/1/2006
2 Clarke Capital Management
Global Basic
17.25 50k 2/1/1996
1 Hawksbill Capital Management
Global Diversified
21.17 5,000k 11/1/1988

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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