Trend Following Strategy Index For December 2006

Monthly Rankings

Rank CTA/Program Dec 2006 Min Inv Inception
86 Clarke Capital Management
Global Basic
-13.01 50k 2/1/1996
85 Kelly Angle Inc.
Genesis Program
-11.04 2,000k 4/1/2000
84 Mark J. Walsh Company
Standard Program
-10.93 2,000k 9/1/1985
83 Parizek Capital
Currency Program
-10.36 1,000k 4/1/2006
82 Saxon Investment Corporation
Aggressive Diversified Program
-10.15 2,000k 11/1/1993
81 Clarke Capital Management
Worldwide
-8.05 250k 1/1/1996
80 Clarke Capital Management
Global Magnum
-7.82 100k 8/1/1997
79 Clarke Capital Management
FX Plus
-7.34 1,000k 5/1/2004
78 Southwest Managed Investments, LLC
Global Diversified
-6.35 200k 1/1/2002
77 Heyden & Steindl GmbH
TOMAC2
-6.14 5,000k 3/1/2003
76 Hawksbill Capital Management
Global Diversified
-6.11 5,000k 11/1/1988
75 Saxon Investment Corporation
Diversified Program
-5.52 3,000k 9/1/1988
74 John Locke Investments
Cyril Systematic Program
-5.39 8,000k 7/1/2000
73 Quantum Leap Capital Management
Managed Account Program
-5.18 300k 8/1/2006
72 Somers Brothers Capital
Diversified Futures Program #1
-4.86 100k 1/1/2005
71 Mobius Asset Management
Custom Trading Program
-4.39 100k 1/1/2002
70 Tactical Investment Management
Tactical Institutional Commodity Program
-3.79 10,000k 4/1/1993
69 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.68 1,500k 4/1/2006
68 Briarwood Capital Management, Inc.
Diversified 2XL
-3.59 250k 11/1/2004
67 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.10 10,000k 10/1/1991
66 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.69 200k 11/1/1999
65 Estlander & Partners
Global XL
-2.67 5,000k 8/1/1991
64 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.42 50k 4/1/2005
63 Eckhardt Trading Company
Evolution Strategies
-2.33 20,000k 8/1/1991
62 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.71 100k 3/1/2003
61 Red Rock Capital, LLC
Systematic Global Macro
-1.69 500k 9/1/2003
60 Rabar Market Research
Diversified Program
-1.69 2,000k 1/1/1989
59 Quality Capital Management
Global Diversified Programme
-1.54 10,000k 12/1/1995
58 Estlander & Partners
Global Markets
-1.27 10,000k 8/1/1999
57 Estlander & Partners
Alpha Trend
-1.21 30,000k 10/1/1991
56 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.91 100k 5/1/1989
55 Welton Investment Partners
Welton Global
-0.85 10,000k 6/1/2004
54 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.21 10,000k 3/1/2006
53 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.03 100k 6/1/1994
52 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
51 Clarke Capital Management
Jupiter
0.04 3,000k 5/1/2005
50 M.S. Capital Management
Global Diversified Program
0.07 2,000k 11/1/1998
49 Alee Capital Management, LLC
Mistral Program
0.23 2,500k 1/1/1999
48 ISAM
ISAM Systematic Trend Fund
0.28 1,000k 6/1/2001
47 Millburn Corporation
Commodity Program
0.29 25,000k 3/1/2005
46 Alee Capital Management, LLC
Poniente Program
0.33 2,500k 1/1/1999
45 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.39 100k 1/1/2005
44 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.50 1k 10/1/2006
43 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
42 Conquest Capital Group
Conquest Macro
0.64 250k 5/1/1999
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.77 10,000k 1/1/1991
40 Hyman Beck and Company
Global Portfolio
0.92 1,000k 3/1/1991
39 Clarke Capital Management
Millennium
1.06 1,000k 1/1/1998
38 Lynx Asset Management AB
Lynx Program
1.19 75k 5/1/2000
37 Parizek Capital
Futures Trading Program
1.21 500k 4/1/2000
36 RAM Management Group
RAM MRTP 1X-Conservative
1.23 1,000k 9/1/1993
35 Conquest Capital Group
Conquest Select
1.36 250k 6/1/2004
34 Covenant Capital Management
Original Program
1.40 5,000k 9/1/1999
33 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.60 100k 5/1/1999
32 Mobius Asset Management
Diversified Program
1.90 250k 3/1/2004
31 Beach Horizon LLP
Managed Account
2.06 5,000k 5/1/2005
30 Winton Capital Management
Diversified
2.14 50,000k 10/1/1997
29 Dreiss Research Corporation
Diversified Program
2.21 1,000k 5/1/1991
28 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.95 100k 1/1/2000
26 Acorn Global Investments Inc.
Acorn Diversified Program
3.03 10k 7/1/2005
25 Transtrend B.V.
DTP – Standard Risk (EUR)
3.09 10,000k 2/1/1999
24 Chesapeake Capital
Diversified (LV)
3.35 100k 2/1/1988
23 Drury Capital
Diversified Trend-Following Program
3.38 5,000k 5/1/1997
22 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
21 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.49 1,000k 3/1/2003
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.70 0k 11/1/1996
19 Blackwater Capital Management
Global Program
3.85 5,000k 7/1/2005
18 Covenant Capital Management
Aggressive Program
4.15 3,000k 2/1/2004
17 Keck Capital Management LLC
The Keck Program
4.55 2,000k 12/1/2003
16 RAM Management Group
MRTP Aggressive
4.67 1,000k 2/1/1998
15 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.29 10,000k 1/1/1995
14 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.46 10,000k 8/1/1999
13 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.53 10,000k 8/1/2004
12 Eclipse Capital Management
Global Monetary
6.13 5,000k 8/1/1990
11 Ancile Capital Management
Global Markets Program
6.59 2,000k 4/1/2005
10 Neural Capital Ltd
Sentinel Trading Program
6.73 2,000k 1/1/2006
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.41 100k 11/1/1984
8 Superfund Group
Superfund Green Gold A (SPC)
8.45 5k 10/1/2005
7 Superfund Group
Superfund Green Q-AG
9.43 2k 3/1/1996
6 Superfund Group
Superfund Green L.P. Series A
11.36 5k 10/1/2002
5 Superfund Group
Superfund Green Gold B (SPC)
12.94 50k 10/1/2005
4 Superfund Group
Superfund Green L.P. Series B
16.14 5k 10/1/2002
3 Superfund Group
Superfund Green GCT USD
16.36 15k 1/1/2000
2 Superfund Group
Superfund Green Master
18.91 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
18.95 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan