Trend Following Strategy Index For August 2006

Monthly Rankings

Rank CTA/Program Aug 2006 Min Inv Inception
85 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.76 100k 11/1/1984
84 Parizek Capital
Currency Program
-7.15 1,000k 4/1/2006
83 Conquest Capital Group
Conquest Macro
-5.05 250k 5/1/1999
82 Chesapeake Capital
Diversified (LV)
-4.66 100k 2/1/1988
81 Keck Capital Management LLC
The Keck Program
-3.87 2,000k 12/1/2003
80 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.22 100k 5/1/1989
79 Ancile Capital Management
Global Markets Program
-3.08 2,000k 4/1/2005
78 Clarke Capital Management
Worldwide
-3.03 250k 1/1/1996
77 Mobius Asset Management
Diversified Program
-2.95 250k 3/1/2004
76 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.79 100k 6/1/1994
75 Superfund Group
Superfund Green Gold B (SPC)
-2.71 50k 10/1/2005
74 Superfund Group
Superfund Green Gold C (SPC)
-2.66 100k 10/1/2005
73 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
72 Red Rock Capital, LLC
Systematic Global Macro
-2.49 500k 9/1/2003
71 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.41 0k 11/1/1996
70 Clarke Capital Management
Millennium
-2.38 1,000k 1/1/1998
69 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.24 50k 4/1/2005
68 Mobius Asset Management
Custom Trading Program
-1.94 100k 1/1/2002
67 Clarke Capital Management
Global Magnum
-1.85 100k 8/1/1997
66 Superfund Group
Superfund Green GCT USD
-1.73 15k 1/1/2000
65 Saxon Investment Corporation
Aggressive Diversified Program
-1.54 2,000k 11/1/1993
64 Millburn Corporation
Commodity Program
-1.50 25,000k 3/1/2005
63 Parizek Capital
Futures Trading Program
-1.27 500k 4/1/2000
62 Dreiss Research Corporation
Diversified Program
-1.25 1,000k 5/1/1991
61 Drury Capital
Diversified Trend-Following Program
-1.22 5,000k 5/1/1997
60 Heyden & Steindl GmbH
TOMAC2
-1.17 5,000k 3/1/2003
59 Superfund Group
Superfund Green Master
-1.14 2,000k 5/1/2001
58 Clarke Capital Management
Global Basic
-1.08 50k 2/1/1996
57 Saxon Investment Corporation
Diversified Program
-1.06 3,000k 9/1/1988
56 Acorn Global Investments Inc.
Acorn Diversified Program
-0.86 10k 7/1/2005
55 Briarwood Capital Management, Inc.
Diversified 2XL
-0.75 250k 11/1/2004
54 Blackwater Capital Management
Global Program
-0.60 5,000k 7/1/2005
53 Quality Capital Management
Global Diversified Programme
-0.45 10,000k 12/1/1995
52 Eclipse Capital Management
Global Monetary
-0.21 5,000k 8/1/1990
51 Superfund Group
Superfund Green Q-AG
-0.18 2k 3/1/1996
50 Clarke Capital Management
Jupiter
-0.16 3,000k 5/1/2005
49 Alee Capital Management, LLC
Mistral Program
-0.11 2,500k 1/1/1999
48 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.06 200k 11/1/1999
47 Quantum Leap Capital Management
Managed Account Program
0.00 300k 8/1/2006
46 RAM Management Group
RAM MRTP 1X-Conservative
0.21 1,000k 9/1/1993
45 Covenant Capital Management
Original Program
0.32 5,000k 9/1/1999
44 Superfund Group
Superfund Green L.P. Series A
0.38 5k 10/1/2002
43 Covenant Capital Management
Aggressive Program
0.40 3,000k 2/1/2004
42 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.49 10,000k 3/1/2006
41 Superfund Group
Superfund Green L.P. Series B
0.55 5k 10/1/2002
40 Alee Capital Management, LLC
Poniente Program
0.65 2,500k 1/1/1999
39 Mark J. Walsh Company
Standard Program
0.66 2,000k 9/1/1985
38 Hyman Beck and Company
Global Portfolio
0.72 1,000k 3/1/1991
37 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.76 10,000k 1/1/1991
36 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.89 1,000k 3/1/2003
35 Beach Horizon LLP
Managed Account
0.98 5,000k 5/1/2005
34 M.S. Capital Management
Global Diversified Program
1.05 2,000k 11/1/1998
33 Conquest Capital Group
Conquest Select
1.12 250k 6/1/2004
32 John Locke Investments
Cyril Systematic Program
1.22 8,000k 7/1/2000
31 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
30 RAM Management Group
MRTP Aggressive
1.45 1,000k 2/1/1998
29 ISAM
ISAM Systematic Trend Fund
1.48 1,000k 6/1/2001
28 Southwest Managed Investments, LLC
Global Diversified
1.57 200k 1/1/2002
27 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
26 Eckhardt Trading Company
Evolution Strategies
1.86 20,000k 8/1/1991
25 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.95 100k 5/1/1999
24 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.95 100k 1/1/2000
23 Rabar Market Research
Diversified Program
2.07 2,000k 1/1/1989
22 Eckhardt Trading Company
Evolution Strategies 1.2X
2.09 10,000k 10/1/1991
21 Hawksbill Capital Management
Global Diversified
2.14 5,000k 11/1/1988
20 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.73 1,500k 4/1/2006
19 Transtrend B.V.
DTP – Standard Risk (EUR)
2.88 10,000k 2/1/1999
18 Neural Capital Ltd
Sentinel Trading Program
3.06 2,000k 1/1/2006
17 Alder Capital DAC
Alder Global 10
3.40 2,500k 10/1/2000
16 Estlander & Partners
Alpha Trend
3.70 30,000k 10/1/1991
15 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.83 100k 1/1/2005
14 Lynx Asset Management AB
Lynx Program
3.97 75k 5/1/2000
13 Somers Brothers Capital
Diversified Futures Program #1
4.10 100k 1/1/2005
12 Clarke Capital Management
FX Plus
4.24 1,000k 5/1/2004
11 Tactical Investment Management
Tactical Institutional Commodity Program
4.52 10,000k 4/1/1993
10 Winton Capital Management
Diversified
4.54 50,000k 10/1/1997
9 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.72 10,000k 1/1/1995
8 Estlander & Partners
Global Markets
4.84 10,000k 8/1/1999
7 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.86 10,000k 8/1/1999
6 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.86 10,000k 8/1/2004
5 Welton Investment Partners
Welton Global
4.90 10,000k 6/1/2004
4 Kelly Angle Inc.
Genesis Program
6.21 2,000k 4/1/2000
3 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.40 100k 3/1/2003
2 Alder Capital DAC
Alder Global 20
7.80 2,500k 2/1/2001
1 Estlander & Partners
Global XL
9.43 5,000k 8/1/1991

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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