Trend Following Strategy Index For March 2006

Monthly Rankings

Rank CTA/Program Mar 2006 Min Inv Inception
82 Alder Capital DAC
Alder Global 20
-7.20 2,500k 2/1/2001
81 Clarke Capital Management
Global Basic
-7.06 50k 2/1/1996
80 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.29 10,000k 10/1/1991
79 Briarwood Capital Management, Inc.
Diversified 2XL
-4.43 250k 11/1/2004
78 Eckhardt Trading Company
Evolution Strategies
-4.36 20,000k 8/1/1991
77 Alee Capital Management, LLC
Poniente Program
-4.32 2,500k 1/1/1999
76 Hawksbill Capital Management
Global Diversified
-3.63 5,000k 11/1/1988
75 Alder Capital DAC
Alder Global 10
-3.40 2,500k 10/1/2000
74 Estlander & Partners
Global XL
-3.22 5,000k 8/1/1991
73 Conquest Capital Group
Conquest Macro
-3.01 250k 5/1/1999
72 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.15 100k 1/1/2000
71 John Locke Investments
Cyril Systematic Program
-1.30 8,000k 7/1/2000
70 Estlander & Partners
Global Markets
-1.30 10,000k 8/1/1999
69 Blackwater Capital Management
Global Program
-0.97 5,000k 7/1/2005
68 RAM Management Group
MRTP Aggressive
-0.90 1,000k 2/1/1998
67 Saxon Investment Corporation
Diversified Program
-0.77 3,000k 9/1/1988
66 Clarke Capital Management
Global Magnum
-0.75 100k 8/1/1997
65 Mobius Asset Management
Custom Trading Program
-0.58 100k 1/1/2002
64 Saxon Investment Corporation
Aggressive Diversified Program
-0.54 2,000k 11/1/1993
63 Alee Capital Management, LLC
Mistral Program
-0.53 2,500k 1/1/1999
62 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.26 100k 3/1/2003
61 RAM Management Group
RAM MRTP 1X-Conservative
-0.25 1,000k 9/1/1993
60 Southwest Managed Investments, LLC
Global Diversified
-0.22 200k 1/1/2002
59 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.00 10,000k 3/1/2006
58 Parizek Capital
Futures Trading Program
0.34 500k 4/1/2000
57 Drury Capital
Diversified Trend-Following Program
0.37 5,000k 5/1/1997
56 Covenant Capital Management
Original Program
0.52 5,000k 9/1/1999
55 Covenant Capital Management
Aggressive Program
0.57 3,000k 2/1/2004
54 Clarke Capital Management
Millennium
0.64 1,000k 1/1/1998
53 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.66 10,000k 8/1/2004
52 Transtrend B.V.
DTP – Standard Risk (EUR)
0.72 10,000k 2/1/1999
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.76 10,000k 8/1/1999
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.89 10,000k 1/1/1995
49 Clarke Capital Management
Jupiter
0.91 3,000k 5/1/2005
48 Mobius Asset Management
Diversified Program
1.01 250k 3/1/2004
47 Somers Brothers Capital
Diversified Futures Program #1
1.20 100k 1/1/2005
46 Red Rock Capital, LLC
Systematic Global Macro
1.32 500k 9/1/2003
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.75 10,000k 1/1/1991
44 Superfund Group
Superfund Green Q-AG
2.32 2k 3/1/1996
43 Conquest Capital Group
Conquest Select
2.76 250k 6/1/2004
42 Superfund Group
Superfund Blue SPC Class A (EUR)
2.95 50k 4/1/2005
41 Lynx Asset Management AB
Lynx Program
3.44 75k 5/1/2000
40 Clarke Capital Management
Worldwide
3.64 250k 1/1/1996
39 Clarke Capital Management
FX Plus
3.78 1,000k 5/1/2004
38 Rabar Market Research
Diversified Program
3.82 2,000k 1/1/1989
37 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.85 1,000k 3/1/2003
36 Winton Capital Management
Diversified
4.01 50,000k 10/1/1997
35 Superfund Group
Superfund Green Master
4.14 2,000k 5/1/2001
34 Millburn Corporation
Commodity Program
4.24 25,000k 3/1/2005
33 Superfund Group
Superfund Green GCT USD
4.33 15k 1/1/2000
32 Mark J. Walsh Company
Standard Program
4.43 2,000k 9/1/1985
31 Superfund Group
Superfund Green L.P. Series A
4.48 5k 10/1/2002
30 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.01 100k 1/1/2005
29 Estlander & Partners
Alpha Trend
5.07 30,000k 10/1/1991
28 Quality Capital Management
Global Diversified Programme
5.11 10,000k 12/1/1995
27 Ancile Capital Management
Global Markets Program
5.16 2,000k 4/1/2005
26 Quantica Capital AG
Quantica Managed Futures
5.20 5,000k 1/1/2005
25 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.30 0k 11/1/1996
24 Chesapeake Capital
Diversified (LV)
5.37 100k 2/1/1988
23 Eclipse Capital Management
Global Monetary
5.47 5,000k 8/1/1990
22 Heyden & Steindl GmbH
TOMAC2
5.98 5,000k 3/1/2003
21 Superfund Group
Superfund Green L.P. Series B
6.32 5k 10/1/2002
20 Superfund Group
Superfund Green Gold A (SPC)
6.56 5k 10/1/2005
19 Beach Horizon LLP
Managed Account
6.73 5,000k 5/1/2005
18 Tactical Investment Management
Tactical Institutional Commodity Program
6.94 10,000k 4/1/1993
17 Acorn Global Investments Inc.
Acorn Diversified Program
7.04 10k 7/1/2005
16 Welton Investment Partners
Welton Global
7.30 10,000k 6/1/2004
15 EMC Capital Advisors, LLC
Classic
7.60 5,000k 1/1/1985
14 Superfund Group
Superfund Green Gold B (SPC)
8.13 50k 10/1/2005
13 Keck Capital Management LLC
The Keck Program
8.83 2,000k 12/1/2003
12 Superfund Group
Superfund Green Gold C (SPC)
9.34 100k 10/1/2005
11 DUNN Capital Management
D'Best Futures Fund, L.P.
9.49 100k 6/1/1994
10 ISAM
ISAM Systematic Trend Fund
9.51 1,000k 6/1/2001
9 Neural Capital Ltd
Sentinel Trading Program
9.70 2,000k 1/1/2006
8 Kelly Angle Inc.
Genesis Program
10.69 2,000k 4/1/2000
7 Hyman Beck and Company
Global Portfolio
10.77 1,000k 3/1/1991
6 DUNN Capital Management
DUNN Combined Fund (DCF)
11.41 100k 5/1/1989
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
12.42 100k 11/1/1984
4 Dreiss Research Corporation
Diversified Program
12.65 1,000k 5/1/1991
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.05 100k 5/1/1999
2 M.S. Capital Management
Global Diversified Program
13.84 2,000k 11/1/1998
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.30 200k 11/1/1999

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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