Trend Following Strategy Index For February 2007

Monthly Rankings

Rank CTA/Program Feb 2007 Min Inv Inception
88 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-13.04 200k 11/1/1999
87 Superfund Group
Superfund Green Master
-12.76 2,000k 5/1/2001
86 Keck Capital Management LLC
The Keck Program
-12.67 2,000k 12/1/2003
85 Superfund Group
Superfund Green Gold C (SPC)
-11.93 100k 10/1/2005
84 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.81 100k 5/1/1989
83 Dreiss Research Corporation
Diversified Program
-11.48 1,000k 5/1/1991
82 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.92 100k 6/1/1994
81 Superfund Group
Superfund Green L.P. Series B
-10.67 5k 10/1/2002
80 Superfund Group
Superfund Green GCT USD
-10.67 15k 1/1/2000
79 Parizek Capital
Currency Program
-9.29 1,000k 4/1/2006
78 Superfund Group
Superfund Green Gold B (SPC)
-9.03 50k 10/1/2005
77 Clarke Capital Management
Millennium
-8.61 1,000k 1/1/1998
76 Alder Capital DAC
Alder Global 20
-8.50 2,500k 2/1/2001
75 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.30 100k 11/1/1984
74 Superfund Group
Superfund Green L.P. Series A
-7.54 5k 10/1/2002
73 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.52 0k 11/1/1996
72 Quantum Leap Capital Management
Managed Account Program
-7.46 300k 8/1/2006
71 Kelly Angle Inc.
Genesis Program
-7.11 2,000k 4/1/2000
70 Clarke Capital Management
FX Plus
-7.00 1,000k 5/1/2004
69 Estlander & Partners
Global XL
-6.86 5,000k 8/1/1991
68 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.79 100k 1/1/2000
67 Hawksbill Capital Management
Global Diversified
-6.77 5,000k 11/1/1988
66 Superfund Group
Superfund Green Q-AG
-6.43 2k 3/1/1996
65 Winton Capital Management
Diversified
-5.93 50,000k 10/1/1997
64 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.82 100k 1/1/2005
63 ISAM
ISAM Systematic Trend Fund
-5.71 1,000k 6/1/2001
62 Neural Capital Ltd
Sentinel Trading Program
-5.41 2,000k 1/1/2006
61 Superfund Group
Superfund Green Gold A (SPC)
-5.38 5k 10/1/2005
60 EMC Capital Advisors, LLC
Classic
-5.20 5,000k 1/1/1985
59 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.18 100k 5/1/1999
58 Lynx Asset Management AB
Lynx Program
-4.69 75k 5/1/2000
57 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.46 10,000k 8/1/2004
56 Acorn Global Investments Inc.
Acorn Diversified Program
-4.43 10k 7/1/2005
55 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.32 10,000k 8/1/1999
54 Rabar Market Research
Diversified Program
-4.18 2,000k 1/1/1989
53 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.07 10,000k 1/1/1995
52 Alder Capital DAC
Alder Global 10
-4.00 2,500k 10/1/2000
51 M.S. Capital Management
Global Diversified Program
-3.92 2,000k 11/1/1998
50 Hyman Beck and Company
Global Portfolio
-3.88 1,000k 3/1/1991
49 Somers Brothers Capital
Diversified Futures Program #1
-3.72 100k 1/1/2005
48 Conquest Capital Group
Conquest Select
-3.65 250k 6/1/2004
47 Drury Capital
Diversified Trend-Following Program
-3.51 5,000k 5/1/1997
46 Estlander & Partners
Global Markets
-3.35 10,000k 8/1/1999
45 Alee Capital Management, LLC
Mistral Program
-3.09 2,500k 1/1/1999
44 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.92 10,000k 2/1/1999
43 Beach Horizon LLP
Managed Account
-2.91 5,000k 5/1/2005
42 Clarke Capital Management
Jupiter
-2.88 3,000k 5/1/2005
41 Chesapeake Capital
Diversified (LV)
-2.33 100k 2/1/1988
40 Conquest Capital Group
Conquest Macro
-2.32 250k 5/1/1999
39 Parizek Capital
Futures Trading Program
-2.22 500k 4/1/2000
38 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.14 1,000k 3/1/2003
37 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.09 50k 4/1/2005
36 John Locke Investments
Cyril Systematic Program
-2.04 8,000k 7/1/2000
35 Eclipse Capital Management
Global Monetary
-2.04 5,000k 8/1/1990
34 Clarke Capital Management
Worldwide
-1.77 250k 1/1/1996
33 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.76 1,500k 4/1/2006
32 Tactical Investment Management
Tactical Institutional Commodity Program
-1.68 10,000k 4/1/1993
31 Quantica Capital AG
Quantica Managed Futures
-1.40 5,000k 1/1/2005
30 Ancile Capital Management
Global Markets Program
-1.38 2,000k 4/1/2005
29 Southwest Managed Investments, LLC
Global Diversified
-1.26 200k 1/1/2002
28 Welton Investment Partners
Welton Global
-1.24 10,000k 6/1/2004
27 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.21 10,000k 1/1/1991
26 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.96 1k 10/1/2006
25 Red Rock Capital, LLC
Systematic Global Macro
-0.92 500k 9/1/2003
24 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.60 10,000k 3/1/2006
23 Clarke Capital Management
Global Magnum
-0.46 100k 8/1/1997
22 Briarwood Capital Management, Inc.
Diversified 2XL
-0.40 250k 11/1/2004
21 Estlander & Partners
Alpha Trend
-0.40 30,000k 10/1/1991
20 Heyden & Steindl GmbH
TOMAC2
-0.17 5,000k 3/1/2003
19 Wavefront Global Asset Management
IMFC Global Investment Program
0.00 2,000k 2/1/2007
18 Quality Capital Management
Global Diversified Programme
0.05 10,000k 12/1/1995
17 Covenant Capital Management
Original Program
0.18 5,000k 9/1/1999
16 Blackwater Capital Management
Global Program
0.33 5,000k 7/1/2005
15 Millburn Corporation
Commodity Program
0.64 25,000k 3/1/2005
14 Eckhardt Trading Company
Evolution Strategies
0.67 20,000k 8/1/1991
13 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.69 100k 3/1/2003
12 Covenant Capital Management
Aggressive Program
0.81 3,000k 2/1/2004
11 Eckhardt Trading Company
Evolution Strategies 1.2X
0.84 10,000k 10/1/1991
10 Saxon Investment Corporation
Diversified Program
1.15 3,000k 9/1/1988
9 Clarke Capital Management
Global Basic
1.17 50k 2/1/1996
8 RAM Management Group
RAM MRTP 1X-Conservative
1.42 1,000k 9/1/1993
7 Robinson-Langley Capital Management, LLC
Managed Account Program
1.45 200k 1/1/2007
6 Alee Capital Management, LLC
Poniente Program
1.94 2,500k 1/1/1999
5 Mark J. Walsh Company
Standard Program
2.36 2,000k 9/1/1985
4 Saxon Investment Corporation
Aggressive Diversified Program
2.84 2,000k 11/1/1993
3 Mobius Asset Management
Diversified Program
3.91 250k 3/1/2004
2 Mobius Asset Management
Custom Trading Program
4.52 100k 1/1/2002
1 RAM Management Group
MRTP Aggressive
5.13 1,000k 2/1/1998

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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