Trend Following Strategy Index For June 2006

Monthly Rankings

Rank CTA/Program Jun 2006 Min Inv Inception
84 RAM Management Group
MRTP Aggressive
-22.62 1,000k 2/1/1998
83 Mark J. Walsh Company
Standard Program
-10.21 2,000k 9/1/1985
82 Kelly Angle Inc.
Genesis Program
-9.34 2,000k 4/1/2000
81 Superfund Group
Superfund Green Gold C (SPC)
-8.70 100k 10/1/2005
80 John Locke Investments
Cyril Systematic Program
-7.85 8,000k 7/1/2000
79 Superfund Group
Superfund Green Gold B (SPC)
-7.78 50k 10/1/2005
78 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.25 100k 5/1/1989
77 RAM Management Group
RAM MRTP 1X-Conservative
-7.24 1,000k 9/1/1993
76 Superfund Group
Superfund Green Gold A (SPC)
-7.02 5k 10/1/2005
75 Clarke Capital Management
Jupiter
-6.85 3,000k 5/1/2005
74 M.S. Capital Management
Global Diversified Program
-6.60 2,000k 11/1/1998
73 Clarke Capital Management
FX Plus
-6.47 1,000k 5/1/2004
72 Southwest Managed Investments, LLC
Global Diversified
-6.14 200k 1/1/2002
71 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.10 100k 5/1/1999
70 Superfund Group
Superfund Green Master
-5.99 2,000k 5/1/2001
69 Estlander & Partners
Global XL
-5.88 5,000k 8/1/1991
68 Welton Investment Partners
Welton Global
-5.76 10,000k 6/1/2004
67 Clarke Capital Management
Worldwide
-5.39 250k 1/1/1996
66 Parizek Capital
Futures Trading Program
-5.23 500k 4/1/2000
65 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.21 100k 6/1/1994
64 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.07 100k 1/1/2005
63 Estlander & Partners
Alpha Trend
-5.05 30,000k 10/1/1991
62 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.63 100k 1/1/2000
61 Heyden & Steindl GmbH
TOMAC2
-4.52 5,000k 3/1/2003
60 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.40 200k 11/1/1999
59 Acorn Global Investments Inc.
Acorn Diversified Program
-4.32 10k 7/1/2005
58 Conquest Capital Group
Conquest Select
-4.08 250k 6/1/2004
57 Clarke Capital Management
Global Magnum
-4.02 100k 8/1/1997
56 Rabar Market Research
Diversified Program
-3.94 2,000k 1/1/1989
55 Beach Horizon LLP
Managed Account
-3.75 5,000k 5/1/2005
54 Superfund Group
Superfund Green GCT USD
-3.70 15k 1/1/2000
53 Clarke Capital Management
Millennium
-3.62 1,000k 1/1/1998
52 ISAM
ISAM Systematic Trend Fund
-3.42 1,000k 6/1/2001
51 Quantica Capital AG
Quantica Managed Futures
-3.40 5,000k 1/1/2005
50 Saxon Investment Corporation
Aggressive Diversified Program
-3.20 2,000k 11/1/1993
49 Mobius Asset Management
Custom Trading Program
-3.06 100k 1/1/2002
48 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.93 1,500k 4/1/2006
47 Estlander & Partners
Global Markets
-2.92 10,000k 8/1/1999
46 Clarke Capital Management
Global Basic
-2.80 50k 2/1/1996
45 Dreiss Research Corporation
Diversified Program
-2.80 1,000k 5/1/1991
44 Millburn Corporation
Commodity Program
-2.80 25,000k 3/1/2005
43 Alee Capital Management, LLC
Poniente Program
-2.73 2,500k 1/1/1999
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.68 10,000k 1/1/1991
41 Tactical Investment Management
Tactical Institutional Commodity Program
-2.61 10,000k 4/1/1993
40 EMC Capital Advisors, LLC
Classic
-2.40 5,000k 1/1/1985
39 Briarwood Capital Management, Inc.
Diversified 2XL
-2.29 250k 11/1/2004
38 Superfund Group
Superfund Green Q-AG
-2.14 2k 3/1/1996
37 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.09 0k 11/1/1996
36 Red Rock Capital, LLC
Systematic Global Macro
-2.07 500k 9/1/2003
35 Lynx Asset Management AB
Lynx Program
-2.07 75k 5/1/2000
34 Conquest Capital Group
Conquest Macro
-2.03 250k 5/1/1999
33 Hawksbill Capital Management
Global Diversified
-1.99 5,000k 11/1/1988
32 Saxon Investment Corporation
Diversified Program
-1.87 3,000k 9/1/1988
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.63 100k 11/1/1984
30 Hyman Beck and Company
Global Portfolio
-1.62 1,000k 3/1/1991
29 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.56 10,000k 8/1/2004
28 Somers Brothers Capital
Diversified Futures Program #1
-1.50 100k 1/1/2005
27 Alee Capital Management, LLC
Mistral Program
-1.48 2,500k 1/1/1999
26 Mobius Asset Management
Diversified Program
-1.43 250k 3/1/2004
25 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.37 10,000k 8/1/1999
24 Drury Capital
Diversified Trend-Following Program
-1.28 5,000k 5/1/1997
23 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.26 10,000k 1/1/1995
22 Covenant Capital Management
Original Program
-1.22 5,000k 9/1/1999
21 Winton Capital Management
Diversified
-1.17 50,000k 10/1/1997
20 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.15 50k 4/1/2005
19 Covenant Capital Management
Aggressive Program
-0.92 3,000k 2/1/2004
18 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.90 10,000k 2/1/1999
17 Chesapeake Capital
Diversified (LV)
-0.74 100k 2/1/1988
16 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.37 10,000k 3/1/2006
15 Superfund Group
Superfund Green L.P. Series A
-0.33 5k 10/1/2002
14 Quality Capital Management
Global Diversified Programme
-0.13 10,000k 12/1/1995
13 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.28 1,000k 3/1/2003
12 Superfund Group
Superfund Green L.P. Series B
0.29 5k 10/1/2002
11 Eclipse Capital Management
Global Monetary
0.84 5,000k 8/1/1990
10 Blackwater Capital Management
Global Program
1.35 5,000k 7/1/2005
9 Ancile Capital Management
Global Markets Program
1.38 2,000k 4/1/2005
8 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
7 Eckhardt Trading Company
Evolution Strategies
1.83 20,000k 8/1/1991
6 Eckhardt Trading Company
Evolution Strategies 1.2X
2.06 10,000k 10/1/1991
5 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.29 100k 3/1/2003
4 Keck Capital Management LLC
The Keck Program
2.39 2,000k 12/1/2003
3 Parizek Capital
Currency Program
3.01 1,000k 4/1/2006
2 Alder Capital DAC
Alder Global 20
3.10 2,500k 2/1/2001
1 Neural Capital Ltd
Sentinel Trading Program
6.72 2,000k 1/1/2006

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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