Trend Following Strategy Index For February 2006

Monthly Rankings

Rank CTA/Program Feb 2006 Min Inv Inception
81 Hawksbill Capital Management
Global Diversified
-15.11 5,000k 11/1/1988
80 Superfund Group
Superfund Green Gold C (SPC)
-8.38 100k 10/1/2005
79 Superfund Group
Superfund Green Gold B (SPC)
-7.40 50k 10/1/2005
78 Estlander & Partners
Global XL
-7.06 5,000k 8/1/1991
77 Covenant Capital Management
Aggressive Program
-6.77 3,000k 2/1/2004
76 Superfund Group
Superfund Green Master
-6.73 2,000k 5/1/2001
75 Mobius Asset Management
Diversified Program
-6.70 250k 3/1/2004
74 Tactical Investment Management
Tactical Institutional Commodity Program
-6.10 10,000k 4/1/1993
73 Superfund Group
Superfund Green Gold A (SPC)
-5.95 5k 10/1/2005
72 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
71 Mark J. Walsh Company
Standard Program
-5.84 2,000k 9/1/1985
70 Quality Capital Management
Global Diversified Programme
-5.00 10,000k 12/1/1995
69 Alee Capital Management, LLC
Mistral Program
-4.98 2,500k 1/1/1999
68 Superfund Group
Superfund Green L.P. Series B
-4.95 5k 10/1/2002
67 Clarke Capital Management
Jupiter
-4.89 3,000k 5/1/2005
66 Clarke Capital Management
Global Magnum
-4.64 100k 8/1/1997
65 M.S. Capital Management
Global Diversified Program
-4.57 2,000k 11/1/1998
64 Superfund Group
Superfund Green GCT USD
-4.37 15k 1/1/2000
63 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.35 200k 11/1/1999
62 Covenant Capital Management
Original Program
-4.28 5,000k 9/1/1999
61 Estlander & Partners
Alpha Trend
-4.25 30,000k 10/1/1991
60 Beach Horizon LLP
Managed Account
-4.08 5,000k 5/1/2005
59 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.77 100k 3/1/2003
58 Heyden & Steindl GmbH
TOMAC2
-3.70 5,000k 3/1/2003
57 Mobius Asset Management
Custom Trading Program
-3.69 100k 1/1/2002
56 Superfund Group
Superfund Green L.P. Series A
-3.66 5k 10/1/2002
55 Clarke Capital Management
Millennium
-3.54 1,000k 1/1/1998
54 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.48 0k 11/1/1996
53 Rabar Market Research
Diversified Program
-3.41 2,000k 1/1/1989
52 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.38 100k 1/1/2005
51 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.33 50k 4/1/2005
50 Superfund Group
Superfund Green Q-AG
-3.32 2k 3/1/1996
49 John Locke Investments
Cyril Systematic Program
-3.21 8,000k 7/1/2000
48 Conquest Capital Group
Conquest Select
-3.16 250k 6/1/2004
47 Estlander & Partners
Global Markets
-3.15 10,000k 8/1/1999
46 Alder Capital DAC
Alder Global 20
-2.99 2,500k 2/1/2001
45 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.98 100k 5/1/1989
44 Somers Brothers Capital
Diversified Futures Program #1
-2.90 100k 1/1/2005
43 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.86 100k 6/1/1994
42 Mulvaney Capital Management
The Mulvaney Global Markets Program
-2.70 100k 5/1/1999
41 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.64 10,000k 10/1/1991
40 Winton Capital Management
Diversified
-2.58 50,000k 10/1/1997
39 Millburn Corporation
Commodity Program
-2.54 25,000k 3/1/2005
38 Dreiss Research Corporation
Diversified Program
-2.50 1,000k 5/1/1991
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.49 10,000k 1/1/1991
36 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.34 10,000k 8/1/2004
35 Welton Investment Partners
Welton Global
-2.33 10,000k 6/1/2004
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.30 10,000k 8/1/1999
33 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.26 10,000k 1/1/1995
32 Eckhardt Trading Company
Evolution Strategies
-2.13 20,000k 8/1/1991
31 Clarke Capital Management
FX Plus
-2.13 1,000k 5/1/2004
30 Parizek Capital
Futures Trading Program
-2.08 500k 4/1/2000
29 Clarke Capital Management
Worldwide
-1.99 250k 1/1/1996
28 Eclipse Capital Management
Global Monetary
-1.92 5,000k 8/1/1990
27 Neural Capital Ltd
Sentinel Trading Program
-1.92 2,000k 1/1/2006
26 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.67 10,000k 2/1/1999
25 Hyman Beck and Company
Global Portfolio
-1.50 1,000k 3/1/1991
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.37 100k 11/1/1984
23 Quantica Capital AG
Quantica Managed Futures
-1.20 5,000k 1/1/2005
22 Alder Capital DAC
Alder Global 10
-1.13 2,500k 10/1/2000
21 Clarke Capital Management
Global Basic
-0.97 50k 2/1/1996
20 Conquest Capital Group
Conquest Macro
-0.94 250k 5/1/1999
19 ISAM
ISAM Systematic Trend Fund
-0.92 1,000k 6/1/2001
18 Chesapeake Capital
Diversified (LV)
-0.70 100k 2/1/1988
17 Drury Capital
Diversified Trend-Following Program
-0.69 5,000k 5/1/1997
16 Saxon Investment Corporation
Diversified Program
-0.26 3,000k 9/1/1988
15 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.16 1,000k 3/1/2003
14 Lynx Asset Management AB
Lynx Program
-0.13 75k 5/1/2000
13 Blackwater Capital Management
Global Program
0.05 5,000k 7/1/2005
12 Acorn Global Investments Inc.
Acorn Diversified Program
0.27 10k 7/1/2005
11 Kelly Angle Inc.
Genesis Program
0.55 2,000k 4/1/2000
10 Saxon Investment Corporation
Aggressive Diversified Program
0.67 2,000k 11/1/1993
9 Red Rock Capital, LLC
Systematic Global Macro
0.99 500k 9/1/2003
8 Briarwood Capital Management, Inc.
Diversified 2XL
1.49 250k 11/1/2004
7 RAM Management Group
RAM MRTP 1X-Conservative
2.07 1,000k 9/1/1993
6 Alee Capital Management, LLC
Poniente Program
2.27 2,500k 1/1/1999
5 Ancile Capital Management
Global Markets Program
2.49 2,000k 4/1/2005
4 Southwest Managed Investments, LLC
Global Diversified
2.55 200k 1/1/2002
3 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.91 100k 1/1/2000
2 Keck Capital Management LLC
The Keck Program
3.20 2,000k 12/1/2003
1 RAM Management Group
MRTP Aggressive
6.54 1,000k 2/1/1998

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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