Trend Following Strategy Index For July 2006

Monthly Rankings

Rank CTA/Program Jul 2006 Min Inv Inception
84 Superfund Group
Superfund Green Gold C (SPC)
-17.75 100k 10/1/2005
83 Superfund Group
Superfund Green Master
-17.56 2,000k 5/1/2001
82 Superfund Group
Superfund Green L.P. Series B
-14.11 5k 10/1/2002
81 Acorn Global Investments Inc.
Acorn Diversified Program
-13.80 10k 7/1/2005
80 Superfund Group
Superfund Green GCT USD
-13.75 15k 1/1/2000
79 Kelly Angle Inc.
Genesis Program
-13.44 2,000k 4/1/2000
78 Superfund Group
Superfund Green Gold B (SPC)
-12.29 50k 10/1/2005
77 Hawksbill Capital Management
Global Diversified
-11.36 5,000k 11/1/1988
76 Clarke Capital Management
Jupiter
-10.59 3,000k 5/1/2005
75 Clarke Capital Management
Millennium
-10.47 1,000k 1/1/1998
74 Superfund Group
Superfund Green L.P. Series A
-10.35 5k 10/1/2002
73 Tactical Investment Management
Tactical Institutional Commodity Program
-10.06 10,000k 4/1/1993
72 Keck Capital Management LLC
The Keck Program
-10.00 2,000k 12/1/2003
71 Superfund Group
Superfund Green Q-AG
-8.98 2k 3/1/1996
70 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.73 100k 6/1/1994
69 RAM Management Group
MRTP Aggressive
-8.58 1,000k 2/1/1998
68 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.14 100k 1/1/2005
67 ISAM
ISAM Systematic Trend Fund
-6.99 1,000k 6/1/2001
66 Superfund Group
Superfund Green Gold A (SPC)
-6.87 5k 10/1/2005
65 Mark J. Walsh Company
Standard Program
-6.76 2,000k 9/1/1985
64 Clarke Capital Management
Worldwide
-6.76 250k 1/1/1996
63 Clarke Capital Management
FX Plus
-6.74 1,000k 5/1/2004
62 Quality Capital Management
Global Diversified Programme
-6.63 10,000k 12/1/1995
61 Drury Capital
Diversified Trend-Following Program
-6.44 5,000k 5/1/1997
60 Parizek Capital
Futures Trading Program
-6.01 500k 4/1/2000
59 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.69 100k 11/1/1984
58 Beach Horizon LLP
Managed Account
-5.61 5,000k 5/1/2005
57 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.58 200k 11/1/1999
56 Heyden & Steindl GmbH
TOMAC2
-5.36 5,000k 3/1/2003
55 Estlander & Partners
Alpha Trend
-5.35 30,000k 10/1/1991
54 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.20 100k 5/1/1999
53 Saxon Investment Corporation
Aggressive Diversified Program
-5.15 2,000k 11/1/1993
52 Neural Capital Ltd
Sentinel Trading Program
-5.06 2,000k 1/1/2006
51 Welton Investment Partners
Welton Global
-4.64 10,000k 6/1/2004
50 Lynx Asset Management AB
Lynx Program
-4.60 75k 5/1/2000
49 Ancile Capital Management
Global Markets Program
-4.52 2,000k 4/1/2005
48 Southwest Managed Investments, LLC
Global Diversified
-4.32 200k 1/1/2002
47 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.21 10,000k 10/1/1991
46 EMC Capital Advisors, LLC
Classic
-4.20 5,000k 1/1/1985
45 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.12 1,500k 4/1/2006
44 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.92 100k 5/1/1989
43 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.75 10,000k 8/1/2004
42 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.69 10,000k 1/1/1995
41 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.66 10,000k 8/1/1999
40 Rabar Market Research
Diversified Program
-3.56 2,000k 1/1/1989
39 M.S. Capital Management
Global Diversified Program
-3.56 2,000k 11/1/1998
38 Eckhardt Trading Company
Evolution Strategies
-3.54 20,000k 8/1/1991
37 Red Rock Capital, LLC
Systematic Global Macro
-3.52 500k 9/1/2003
36 Blackwater Capital Management
Global Program
-3.51 5,000k 7/1/2005
35 Clarke Capital Management
Global Magnum
-3.46 100k 8/1/1997
34 Somers Brothers Capital
Diversified Futures Program #1
-3.30 100k 1/1/2005
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.29 100k 1/1/2000
32 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.15 0k 11/1/1996
31 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.04 10,000k 1/1/1991
30 Saxon Investment Corporation
Diversified Program
-3.02 3,000k 9/1/1988
29 Eclipse Capital Management
Global Monetary
-3.02 5,000k 8/1/1990
28 John Locke Investments
Cyril Systematic Program
-3.01 8,000k 7/1/2000
27 Alder Capital DAC
Alder Global 20
-2.73 2,500k 2/1/2001
26 RAM Management Group
RAM MRTP 1X-Conservative
-2.71 1,000k 9/1/1993
25 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.62 10,000k 2/1/1999
24 Chesapeake Capital
Diversified (LV)
-2.13 100k 2/1/1988
23 Covenant Capital Management
Original Program
-2.03 5,000k 9/1/1999
22 Parizek Capital
Currency Program
-2.01 1,000k 4/1/2006
21 Hyman Beck and Company
Global Portfolio
-2.01 1,000k 3/1/1991
20 Covenant Capital Management
Aggressive Program
-1.94 3,000k 2/1/2004
19 Alee Capital Management, LLC
Poniente Program
-1.94 2,500k 1/1/1999
18 Briarwood Capital Management, Inc.
Diversified 2XL
-1.94 250k 11/1/2004
17 Conquest Capital Group
Conquest Macro
-1.67 250k 5/1/1999
16 Clarke Capital Management
Global Basic
-1.58 50k 2/1/1996
15 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
14 Dreiss Research Corporation
Diversified Program
-1.32 1,000k 5/1/1991
13 Alder Capital DAC
Alder Global 10
-1.19 2,500k 10/1/2000
12 Alee Capital Management, LLC
Mistral Program
-1.13 2,500k 1/1/1999
11 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.03 10,000k 3/1/2006
10 Millburn Corporation
Commodity Program
-1.02 25,000k 3/1/2005
9 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.87 50k 4/1/2005
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.75 1,000k 3/1/2003
7 Quantica Capital AG
Quantica Managed Futures
-0.70 5,000k 1/1/2005
6 Winton Capital Management
Diversified
-0.47 50,000k 10/1/1997
5 Estlander & Partners
Global Markets
0.62 10,000k 8/1/1999
4 Estlander & Partners
Global XL
1.03 5,000k 8/1/1991
3 Mobius Asset Management
Custom Trading Program
1.41 100k 1/1/2002
2 Mobius Asset Management
Diversified Program
1.78 250k 3/1/2004
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.85 100k 3/1/2003

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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