Trend Following Strategy Index For September 2006

Monthly Rankings

Rank CTA/Program Sep 2006 Min Inv Inception
85 Neural Capital Ltd
Sentinel Trading Program
-9.51 2,000k 1/1/2006
84 Hawksbill Capital Management
Global Diversified
-9.35 5,000k 11/1/1988
83 Clarke Capital Management
Global Basic
-8.91 50k 2/1/1996
82 Alder Capital DAC
Alder Global 20
-6.10 2,500k 2/1/2001
81 Clarke Capital Management
Global Magnum
-6.05 100k 8/1/1997
80 Conquest Capital Group
Conquest Macro
-5.95 250k 5/1/1999
79 RAM Management Group
MRTP Aggressive
-5.30 1,000k 2/1/1998
78 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-5.22 100k 11/1/1984
77 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.63 100k 1/1/2000
76 Tactical Investment Management
Tactical Institutional Commodity Program
-4.15 10,000k 4/1/1993
75 Mark J. Walsh Company
Standard Program
-3.96 2,000k 9/1/1985
74 Estlander & Partners
Alpha Trend
-3.87 30,000k 10/1/1991
73 Clarke Capital Management
Worldwide
-3.76 250k 1/1/1996
72 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.26 100k 3/1/2003
71 Quantum Leap Capital Management
Managed Account Program
-3.15 300k 8/1/2006
70 Lynx Asset Management AB
Lynx Program
-3.15 75k 5/1/2000
69 Beach Horizon LLP
Managed Account
-2.99 5,000k 5/1/2005
68 Mobius Asset Management
Custom Trading Program
-2.78 100k 1/1/2002
67 Alder Capital DAC
Alder Global 10
-2.70 2,500k 10/1/2000
66 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.47 100k 5/1/1989
65 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.22 10,000k 10/1/1991
64 Kelly Angle Inc.
Genesis Program
-2.10 2,000k 4/1/2000
63 Mobius Asset Management
Diversified Program
-2.09 250k 3/1/2004
62 Conquest Capital Group
Conquest Select
-2.08 250k 6/1/2004
61 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
60 Eclipse Capital Management
Global Monetary
-1.84 5,000k 8/1/1990
59 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
58 RAM Management Group
RAM MRTP 1X-Conservative
-1.71 1,000k 9/1/1993
57 Chesapeake Capital
Diversified (LV)
-1.53 100k 2/1/1988
56 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.35 100k 1/1/2005
55 Winton Capital Management
Diversified
-1.10 50,000k 10/1/1997
54 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.90 100k 6/1/1994
53 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.80 50k 4/1/2005
52 Rabar Market Research
Diversified Program
-0.65 2,000k 1/1/1989
51 Parizek Capital
Currency Program
-0.64 1,000k 4/1/2006
50 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.63 0k 11/1/1996
49 Clarke Capital Management
FX Plus
-0.62 1,000k 5/1/2004
48 M.S. Capital Management
Global Diversified Program
-0.60 2,000k 11/1/1998
47 Hyman Beck and Company
Global Portfolio
-0.04 1,000k 3/1/1991
46 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.00 10,000k 8/1/2004
45 Red Rock Capital, LLC
Systematic Global Macro
0.06 500k 9/1/2003
44 Transtrend B.V.
DTP – Standard Risk (EUR)
0.07 10,000k 2/1/1999
43 Covenant Capital Management
Original Program
0.08 5,000k 9/1/1999
42 Welton Investment Partners
Welton Global
0.11 10,000k 6/1/2004
41 Estlander & Partners
Global XL
0.12 5,000k 8/1/1991
40 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.12 10,000k 1/1/1995
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.17 10,000k 8/1/1999
38 Saxon Investment Corporation
Diversified Program
0.25 3,000k 9/1/1988
37 Estlander & Partners
Global Markets
0.25 10,000k 8/1/1999
36 ISAM
ISAM Systematic Trend Fund
0.26 1,000k 6/1/2001
35 Dreiss Research Corporation
Diversified Program
0.30 1,000k 5/1/1991
34 Alee Capital Management, LLC
Poniente Program
0.32 2,500k 1/1/1999
33 Quality Capital Management
Global Diversified Programme
0.42 10,000k 12/1/1995
32 Millburn Corporation
Commodity Program
0.42 25,000k 3/1/2005
31 Covenant Capital Management
Aggressive Program
0.65 3,000k 2/1/2004
30 John Locke Investments
Cyril Systematic Program
0.68 8,000k 7/1/2000
29 Saxon Investment Corporation
Aggressive Diversified Program
0.68 2,000k 11/1/1993
28 Quantica Capital AG
Quantica Managed Futures
0.70 5,000k 1/1/2005
27 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.73 1,500k 4/1/2006
26 Drury Capital
Diversified Trend-Following Program
0.91 5,000k 5/1/1997
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.99 1,000k 3/1/2003
24 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.00 100k 5/1/1999
23 Blackwater Capital Management
Global Program
1.03 5,000k 7/1/2005
22 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.11 10,000k 1/1/1991
21 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
20 Superfund Group
Superfund Green Gold A (SPC)
1.69 5k 10/1/2005
19 Keck Capital Management LLC
The Keck Program
1.82 2,000k 12/1/2003
18 Somers Brothers Capital
Diversified Futures Program #1
2.10 100k 1/1/2005
17 Parizek Capital
Futures Trading Program
2.45 500k 4/1/2000
16 Acorn Global Investments Inc.
Acorn Diversified Program
2.94 10k 7/1/2005
15 Superfund Group
Superfund Green L.P. Series A
3.20 5k 10/1/2002
14 Ancile Capital Management
Global Markets Program
3.52 2,000k 4/1/2005
13 Southwest Managed Investments, LLC
Global Diversified
3.55 200k 1/1/2002
12 Alee Capital Management, LLC
Mistral Program
3.60 2,500k 1/1/1999
11 Superfund Group
Superfund Green L.P. Series B
4.45 5k 10/1/2002
10 Clarke Capital Management
Jupiter
4.74 3,000k 5/1/2005
9 Superfund Group
Superfund Green Gold B (SPC)
5.33 50k 10/1/2005
8 Briarwood Capital Management, Inc.
Diversified 2XL
5.64 250k 11/1/2004
7 Superfund Group
Superfund Green Q-AG
6.01 2k 3/1/1996
6 Superfund Group
Superfund Green GCT USD
8.73 15k 1/1/2000
5 Clarke Capital Management
Millennium
8.92 1,000k 1/1/1998
4 Superfund Group
Superfund Green Gold C (SPC)
9.15 100k 10/1/2005
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.86 200k 11/1/1999
2 Superfund Group
Superfund Green Master
11.12 2,000k 5/1/2001
1 Heyden & Steindl GmbH
TOMAC2
20.27 5,000k 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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