Trend Following Strategy Index For October 2007

Monthly Rankings

Rank CTA/Program Oct 2007 Min Inv Inception
93 RAM Management Group
MRTP Aggressive
-13.98 1,000k 2/1/1998
92 Clarke Capital Management
Global Basic
-12.26 50k 2/1/1996
91 Hawksbill Capital Management
Global Diversified
-11.74 5,000k 11/1/1988
90 Clarke Capital Management
Global Magnum
-11.06 100k 8/1/1997
89 Heyden & Steindl GmbH
TOMAC2
-9.65 5,000k 3/1/2003
88 Briarwood Capital Management, Inc.
Diversified 2XL
-5.81 250k 11/1/2004
87 Mark J. Walsh Company
Standard Program
-5.08 2,000k 9/1/1985
86 RAM Management Group
RAM MRTP 1X-Conservative
-4.93 1,000k 9/1/1993
85 Neural Capital Ltd
Sentinel Trading Program
-4.47 2,000k 1/1/2006
84 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.85 50k 4/1/2005
83 Parizek Capital
Futures Trading Program
-1.08 500k 4/1/2000
82 Drury Capital
Diversified Trend-Following Program
-0.67 5,000k 5/1/1997
81 Clarke Capital Management
Worldwide
0.59 250k 1/1/1996
80 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
79 Keck Capital Management LLC
The Keck Program
0.85 2,000k 12/1/2003
78 Alder Capital DAC
Alder Global 20
1.20 2,500k 2/1/2001
77 Hyman Beck and Company
Global Portfolio
1.26 1,000k 3/1/1991
76 Acorn Global Investments Inc.
Acorn Diversified Program
1.44 10k 7/1/2005
75 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.54 100k 1/1/2000
74 DUNN Capital Management
D'Best Futures Fund, L.P.
1.88 100k 6/1/1994
73 Kelly Angle Inc.
Genesis Program
1.92 2,000k 4/1/2000
72 John Locke Investments
Cyril Systematic Program
2.08 8,000k 7/1/2000
71 Quantica Capital AG
Quantica Managed Futures
2.30 5,000k 1/1/2005
70 Winton Capital Management
Diversified
2.52 50,000k 10/1/1997
69 Estlander & Partners
Alpha Trend
2.66 30,000k 10/1/1991
68 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.00 100k 11/1/1984
67 Pacific Capital Advisors
Vanguard Program
3.44 100k 4/1/2007
66 ISAM
ISAM Systematic Trend Fund
3.57 1,000k 6/1/2001
65 Tactical Investment Management
Tactical Institutional Commodity Program
3.69 10,000k 4/1/1993
64 M.S. Capital Management
Global Diversified Program
3.69 2,000k 11/1/1998
63 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.77 1k 10/1/2006
62 Conquest Capital Group
Conquest Select
3.85 250k 6/1/2004
61 Quantica Capital AG
Quantica Diversified FX
4.10 5,000k 3/1/2007
60 Quantum Leap Capital Management
Managed Account Program
4.19 300k 8/1/2006
59 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.38 100k 1/1/2005
58 Conquest Capital Group
Conquest Macro
4.45 250k 5/1/1999
57 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.53 1,500k 4/1/2006
56 Saxon Investment Corporation
Diversified Program
4.62 3,000k 9/1/1988
55 DUNN Capital Management
DUNN Combined Fund (DCF)
4.76 100k 5/1/1989
54 Covenant Capital Management
Original Program
4.76 5,000k 9/1/1999
53 Southwest Managed Investments, LLC
Global Diversified
4.92 200k 1/1/2002
52 Millburn Corporation
Commodity Program
5.09 25,000k 3/1/2005
51 Estlander & Partners
Global Markets
5.10 10,000k 8/1/1999
50 Mobius Asset Management
Diversified Program
5.21 250k 3/1/2004
49 Red Rock Capital, LLC
Systematic Global Macro
5.34 500k 9/1/2003
48 Eckhardt Trading Company
Evolution Strategies
5.39 20,000k 8/1/1991
47 Mobius Asset Management
Custom Trading Program
5.40 100k 1/1/2002
46 Transtrend B.V.
DTP – Standard Risk (EUR)
5.66 10,000k 2/1/1999
45 Rabar Market Research
Diversified Program
5.99 2,000k 1/1/1989
44 Eckhardt Trading Company
Evolution Strategies 1.2X
6.04 10,000k 10/1/1991
43 Future Trade AG
Thales Swing Trading Programme
6.08 250k 6/1/2007
42 Alee Capital Management, LLC
Poniente Program
6.12 2,500k 1/1/1999
41 Altradis Capital AG
AlphAlgo
6.15 100k 5/1/2007
40 Covenant Capital Management
Aggressive Program
6.15 3,000k 2/1/2004
39 Rotella Capital Management
Rotella Orion (Short-Term) Program
6.26 10,000k 3/1/2006
38 Eclipse Capital Management
Global Monetary
6.39 5,000k 8/1/1990
37 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.45 100k 3/1/2003
36 EMC Capital Advisors, LLC
Classic
6.60 5,000k 1/1/1985
35 AllMountain Capital AG
Mount Denali Global Trends
6.74 160k 7/1/2007
34 Ancile Capital Management
Global Markets Program
6.82 2,000k 4/1/2005
33 Lynx Asset Management AB
Lynx Program
6.82 75k 5/1/2000
32 Wavefront Global Asset Management
IMFC Global Investment Program
7.13 2,000k 2/1/2007
31 Blackwater Capital Management
Global Program
7.17 5,000k 7/1/2005
30 Welton Investment Partners
Welton Global
7.23 10,000k 6/1/2004
29 Robinson-Langley Capital Management, LLC
Managed Account Program
7.31 200k 1/1/2007
28 Quality Capital Management
Global Diversified Programme
7.33 10,000k 12/1/1995
27 Clarke Capital Management
Millennium
7.95 1,000k 1/1/1998
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
8.09 10,000k 1/1/1991
25 Superfund Group
Superfund Green Q-AG
8.32 2k 3/1/1996
24 Saxon Investment Corporation
Aggressive Diversified Program
8.32 2,000k 11/1/1993
23 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.45 10,000k 8/1/2004
22 Clarke Capital Management
FX Plus
8.67 1,000k 5/1/2004
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.75 10,000k 8/1/1999
20 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.82 0k 11/1/1996
19 Transtrend B.V.
DTP – Enhanced Risk (USD)
9.02 10,000k 1/1/1995
18 Alee Capital Management, LLC
Mistral Program
9.14 2,500k 1/1/1999
17 Dreiss Research Corporation
Diversified Program
9.40 1,000k 5/1/1991
16 Beach Horizon LLP
Managed Account
9.62 5,000k 5/1/2005
15 Superfund Group
Superfund Green L.P. Series A
9.92 5k 10/1/2002
14 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.33 200k 11/1/1999
13 Estlander & Partners
Global XL
10.49 5,000k 8/1/1991
12 Chesapeake Capital
Diversified (LV)
10.64 100k 2/1/1988
11 Clarke Capital Management
Jupiter
12.58 3,000k 5/1/2005
10 Superfund Group
Superfund Green GCT USD
12.77 15k 1/1/2000
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.72 100k 5/1/1999
8 Somers Brothers Capital
Diversified Futures Program #1
13.74 100k 1/1/2005
7 Parizek Capital
Currency Program
13.89 1,000k 4/1/2006
6 Superfund Group
Superfund Green Gold A (SPC)
14.24 5k 10/1/2005
5 Superfund Group
Superfund Green L.P. Series B
14.57 5k 10/1/2002
4 Superfund Group
Superfund Green Gold B (SPC)
18.19 50k 10/1/2005
3 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
18.68 1,000k 3/1/2003
2 Superfund Group
Superfund Green Master
19.98 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
22.56 100k 10/1/2005

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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