Trend Following Strategy Index For December 2007

Monthly Rankings

Rank CTA/Program Dec 2007 Min Inv Inception
96 Parizek Capital
Currency Program
-10.41 1,000k 4/1/2006
95 Clarke Capital Management
FX Plus
-8.11 1,000k 5/1/2004
94 Neural Capital Ltd
Sentinel Trading Program
-5.73 2,000k 1/1/2006
93 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.55 200k 11/1/1999
92 Drury Capital
Diversified Trend-Following Program
-3.29 5,000k 5/1/1997
91 Keck Capital Management LLC
The Keck Program
-3.18 2,000k 12/1/2003
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.64 1k 10/1/2006
89 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
88 Lynx Asset Management AB
Lynx Program
-2.43 75k 5/1/2000
87 Parizek Capital
Futures Trading Program
-2.25 500k 4/1/2000
86 Covenant Capital Management
Aggressive Program
-2.02 3,000k 2/1/2004
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.52 10,000k 1/1/1991
84 Pacific Capital Advisors
Vanguard Program
-1.03 100k 4/1/2007
83 Alder Capital DAC
Alder Global 10
-1.00 2,500k 10/1/2000
82 Covenant Capital Management
Original Program
-0.90 5,000k 9/1/1999
81 Quantum Leap Capital Management
Managed Account Program
-0.67 300k 8/1/2006
80 Welton Investment Partners
Welton Global
-0.52 10,000k 6/1/2004
79 Estlander & Partners
Global XL
-0.47 5,000k 8/1/1991
78 Acorn Global Investments Inc.
Acorn Diversified Program
-0.44 10k 7/1/2005
77 Conquest Capital Group
Conquest Select
-0.30 250k 6/1/2004
76 Blackwater Capital Management
Global Program
-0.29 5,000k 7/1/2005
75 Estlander & Partners
Global Markets
-0.25 10,000k 8/1/1999
74 Clarke Capital Management
Worldwide
-0.12 250k 1/1/1996
73 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.04 100k 1/1/2005
71 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
72 John Locke Investments
JL Commodity Long Flat Program
0.00 5,000k 12/1/2007
70 Superfund Group
Superfund Blue SPC Class A (Gold)
0.00 50k 12/1/2007
69 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.03 100k 3/1/2003
68 Winton Capital Management
Diversified
0.24 50,000k 10/1/1997
67 Future Trade AG
Thales Swing Trading Programme
0.26 250k 6/1/2007
66 Kelly Angle Inc.
Genesis Program
0.37 2,000k 4/1/2000
65 John Locke Investments
Cyril Systematic Program
0.53 8,000k 7/1/2000
64 Quantica Capital AG
Quantica Managed Futures
0.60 5,000k 1/1/2005
63 Clarke Capital Management
Jupiter
0.61 3,000k 5/1/2005
62 Mobius Asset Management
Diversified Program
0.72 250k 3/1/2004
61 Transtrend B.V.
DTP – Standard Risk (EUR)
0.82 10,000k 2/1/1999
60 Hyman Beck and Company
Global Portfolio
0.82 1,000k 3/1/1991
59 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.87 100k 1/1/2000
58 Altradis Capital AG
AlphAlgo
0.99 100k 5/1/2007
57 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.14 10,000k 8/1/2004
56 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.16 1,000k 3/1/2003
55 Estlander & Partners
Alpha Trend
1.19 30,000k 10/1/1991
54 Clarke Capital Management
Millennium
1.28 1,000k 1/1/1998
53 EMC Capital Advisors, LLC
Classic
1.30 5,000k 1/1/1985
52 Conquest Capital Group
Conquest Macro
1.30 250k 5/1/1999
51 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.32 10,000k 1/1/1995
50 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.36 10,000k 8/1/1999
49 Robinson-Langley Capital Management, LLC
Managed Account Program
1.37 200k 1/1/2007
48 ISAM
ISAM Systematic Trend Fund
1.50 1,000k 6/1/2001
47 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.58 0k 11/1/1996
46 Quantica Capital AG
Quantica Diversified FX
1.60 5,000k 3/1/2007
45 Rabar Market Research
Diversified Program
1.80 2,000k 1/1/1989
44 DUNN Capital Management
D'Best Futures Fund, L.P.
1.85 100k 6/1/1994
43 Tactical Investment Management
Tactical Institutional Commodity Program
1.91 10,000k 4/1/1993
42 Eclipse Capital Management
Global Monetary
2.20 5,000k 8/1/1990
41 Wavefront Global Asset Management
IMFC Global Investment Program
2.27 2,000k 2/1/2007
40 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.29 1,500k 4/1/2006
39 Briarwood Capital Management, Inc.
Diversified 2XL
2.45 250k 11/1/2004
38 Southwest Managed Investments, LLC
Global Diversified
2.48 200k 1/1/2002
37 RAM Management Group
RAM MRTP 1X-Conservative
2.48 1,000k 9/1/1993
36 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.49 10,000k 3/1/2006
35 Superfund Group
Superfund Green L.P. Series A
2.82 5k 10/1/2002
34 Superfund Group
Superfund Blue SPC Class A (EUR)
3.38 50k 4/1/2005
33 Superfund Group
Superfund Green Q-AG
3.43 2k 3/1/1996
32 Mark J. Walsh Company
Standard Program
3.66 2,000k 9/1/1985
31 Eckhardt Trading Company
Evolution Strategies
3.76 20,000k 8/1/1991
30 Quality Capital Management
Global Diversified Programme
3.81 10,000k 12/1/1995
29 Hawksbill Capital Management
Global Diversified
3.91 5,000k 11/1/1988
28 Red Rock Capital, LLC
Systematic Global Macro
4.00 500k 9/1/2003
27 Eckhardt Trading Company
Evolution Strategies 1.2X
4.18 10,000k 10/1/1991
26 Rho Asset Management
Rho Altius 1XL Program
4.31 5,000k 11/1/2007
25 Superfund Group
Superfund Green L.P. Series B
4.44 5k 10/1/2002
24 Somers Brothers Capital
Diversified Futures Program #1
4.71 100k 1/1/2005
23 Saxon Investment Corporation
Diversified Program
4.74 3,000k 9/1/1988
22 Dreiss Research Corporation
Diversified Program
5.01 1,000k 5/1/1991
21 Superfund Group
Superfund Green GCT USD
5.42 15k 1/1/2000
20 Alee Capital Management, LLC
Mistral Program
5.48 2,500k 1/1/1999
19 Chesapeake Capital
Diversified (LV)
5.52 100k 2/1/1988
18 Millburn Corporation
Commodity Program
5.60 25,000k 3/1/2005
17 Superfund Group
Superfund Green Master
5.79 2,000k 5/1/2001
16 Beach Horizon LLP
Managed Account
5.87 5,000k 5/1/2005
15 RAM Management Group
MRTP Aggressive
5.94 1,000k 2/1/1998
14 AllMountain Capital AG
Mount Denali Global Trends
5.99 160k 7/1/2007
13 Alee Capital Management, LLC
Poniente Program
6.39 2,500k 1/1/1999
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.55 100k 11/1/1984
11 DUNN Capital Management
DUNN Combined Fund (DCF)
6.83 100k 5/1/1989
10 Mobius Asset Management
Custom Trading Program
7.02 100k 1/1/2002
9 Saxon Investment Corporation
Aggressive Diversified Program
7.84 2,000k 11/1/1993
8 Ancile Capital Management
Global Markets Program
8.21 2,000k 4/1/2005
7 Heyden & Steindl GmbH
TOMAC2
8.44 5,000k 3/1/2003
6 Mulvaney Capital Management
The Mulvaney Global Markets Program
8.47 100k 5/1/1999
5 Clarke Capital Management
Global Magnum
9.50 100k 8/1/1997
4 Superfund Group
Superfund Green Gold A (SPC)
9.75 5k 10/1/2005
3 Superfund Group
Superfund Green Gold B (SPC)
13.02 50k 10/1/2005
2 Superfund Group
Superfund Green Gold C (SPC)
14.07 100k 10/1/2005
1 Clarke Capital Management
Global Basic
18.96 50k 2/1/1996

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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