Trend Following Strategy Index For April 2006

Monthly Rankings

Rank CTA/Program Apr 2006 Min Inv Inception
84 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.43 50k 4/1/2005
83 RAM Management Group
MRTP Aggressive
-0.72 1,000k 2/1/1998
82 RAM Management Group
RAM MRTP 1X-Conservative
-0.23 1,000k 9/1/1993
80 Parizek Capital
Currency Program
0.00 1,000k 4/1/2006
81 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.00 1,500k 4/1/2006
79 Covenant Capital Management
Aggressive Program
0.04 3,000k 2/1/2004
78 Covenant Capital Management
Original Program
0.37 5,000k 9/1/1999
77 Alder Capital DAC
Alder Global 10
0.56 2,500k 10/1/2000
76 Estlander & Partners
Global Markets
0.61 10,000k 8/1/1999
75 Mobius Asset Management
Custom Trading Program
0.80 100k 1/1/2002
74 Transtrend B.V.
DTP – Standard Risk (EUR)
1.06 10,000k 2/1/1999
73 Alder Capital DAC
Alder Global 20
1.23 2,500k 2/1/2001
72 Parizek Capital
Futures Trading Program
1.60 500k 4/1/2000
71 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.74 10,000k 8/1/1999
70 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.77 10,000k 8/1/2004
69 Estlander & Partners
Global XL
1.88 5,000k 8/1/1991
68 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.94 10,000k 1/1/1995
67 Red Rock Capital, LLC
Systematic Global Macro
1.98 500k 9/1/2003
66 Ancile Capital Management
Global Markets Program
2.33 2,000k 4/1/2005
65 Drury Capital
Diversified Trend-Following Program
2.38 5,000k 5/1/1997
64 Clarke Capital Management
Global Basic
2.66 50k 2/1/1996
63 Chesapeake Capital
Diversified (LV)
3.19 100k 2/1/1988
62 Lynx Asset Management AB
Lynx Program
3.24 75k 5/1/2000
61 Superfund Group
Superfund Green Q-AG
3.51 2k 3/1/1996
60 Acorn Global Investments Inc.
Acorn Diversified Program
3.78 10k 7/1/2005
59 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.66 1,000k 3/1/2003
58 Superfund Group
Superfund Green GCT USD
4.66 15k 1/1/2000
57 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.69 10,000k 3/1/2006
56 Eckhardt Trading Company
Evolution Strategies
4.92 20,000k 8/1/1991
55 Quantica Capital AG
Quantica Managed Futures
5.50 5,000k 1/1/2005
54 Eckhardt Trading Company
Evolution Strategies 1.2X
5.63 10,000k 10/1/1991
53 Winton Capital Management
Diversified
5.66 50,000k 10/1/1997
52 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.71 100k 1/1/2000
51 Superfund Group
Superfund Green L.P. Series A
5.79 5k 10/1/2002
50 Alee Capital Management, LLC
Poniente Program
6.22 2,500k 1/1/1999
49 Briarwood Capital Management, Inc.
Diversified 2XL
6.44 250k 11/1/2004
48 Eclipse Capital Management
Global Monetary
6.52 5,000k 8/1/1990
47 Clarke Capital Management
FX Plus
6.72 1,000k 5/1/2004
46 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.77 0k 11/1/1996
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.99 10,000k 1/1/1991
44 Millburn Corporation
Commodity Program
7.37 25,000k 3/1/2005
43 Mobius Asset Management
Diversified Program
7.50 250k 3/1/2004
42 Saxon Investment Corporation
Diversified Program
7.74 3,000k 9/1/1988
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.79 100k 1/1/2005
40 Estlander & Partners
Alpha Trend
7.86 30,000k 10/1/1991
39 Keck Capital Management LLC
The Keck Program
7.94 2,000k 12/1/2003
38 Neural Capital Ltd
Sentinel Trading Program
8.00 2,000k 1/1/2006
37 Superfund Group
Superfund Green L.P. Series B
8.31 5k 10/1/2002
36 Rabar Market Research
Diversified Program
8.85 2,000k 1/1/1989
35 Hyman Beck and Company
Global Portfolio
8.99 1,000k 3/1/1991
34 ISAM
ISAM Systematic Trend Fund
9.08 1,000k 6/1/2001
33 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.11 100k 3/1/2003
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.38 100k 11/1/1984
31 M.S. Capital Management
Global Diversified Program
9.51 2,000k 11/1/1998
30 Beach Horizon LLP
Managed Account
9.63 5,000k 5/1/2005
29 Superfund Group
Superfund Green Master
9.66 2,000k 5/1/2001
28 Clarke Capital Management
Global Magnum
10.19 100k 8/1/1997
27 Conquest Capital Group
Conquest Select
10.36 250k 6/1/2004
26 Welton Investment Partners
Welton Global
10.77 10,000k 6/1/2004
25 Clarke Capital Management
Jupiter
11.38 3,000k 5/1/2005
24 Somers Brothers Capital
Diversified Futures Program #1
11.40 100k 1/1/2005
23 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.46 100k 5/1/1999
22 Blackwater Capital Management
Global Program
11.60 5,000k 7/1/2005
21 Conquest Capital Group
Conquest Macro
11.64 250k 5/1/1999
20 Dreiss Research Corporation
Diversified Program
12.86 1,000k 5/1/1991
19 DUNN Capital Management
DUNN Combined Fund (DCF)
13.25 100k 5/1/1989
18 Kelly Angle Inc.
Genesis Program
14.73 2,000k 4/1/2000
17 DUNN Capital Management
D'Best Futures Fund, L.P.
15.20 100k 6/1/1994
16 Saxon Investment Corporation
Aggressive Diversified Program
15.27 2,000k 11/1/1993
15 Southwest Managed Investments, LLC
Global Diversified
15.73 200k 1/1/2002
14 Tactical Investment Management
Tactical Institutional Commodity Program
15.83 10,000k 4/1/1993
13 EMC Capital Advisors, LLC
Classic
16.10 5,000k 1/1/1985
12 Heyden & Steindl GmbH
TOMAC2
16.15 5,000k 3/1/2003
11 John Locke Investments
Cyril Systematic Program
16.63 8,000k 7/1/2000
10 Quality Capital Management
Global Diversified Programme
16.83 10,000k 12/1/1995
9 Superfund Group
Superfund Green Gold A (SPC)
17.13 5k 10/1/2005
8 Alee Capital Management, LLC
Mistral Program
17.18 2,500k 1/1/1999
7 Superfund Group
Superfund Green Gold B (SPC)
18.53 50k 10/1/2005
6 Clarke Capital Management
Worldwide
18.95 250k 1/1/1996
5 Superfund Group
Superfund Green Gold C (SPC)
19.33 100k 10/1/2005
4 Clarke Capital Management
Millennium
20.25 1,000k 1/1/1998
3 Mark J. Walsh Company
Standard Program
23.68 2,000k 9/1/1985
2 Hawksbill Capital Management
Global Diversified
26.13 5,000k 11/1/1988
1 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
35.72 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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