Trend Following Strategy Index For March 2007

Monthly Rankings

Rank CTA/Program Mar 2007 Min Inv Inception
89 Superfund Group
Superfund Green L.P. Series B
-12.65 5k 10/1/2002
88 Kelly Angle Inc.
Genesis Program
-10.46 2,000k 4/1/2000
87 Quantum Leap Capital Management
Managed Account Program
-10.02 300k 8/1/2006
86 Covenant Capital Management
Aggressive Program
-9.69 3,000k 2/1/2004
85 RAM Management Group
MRTP Aggressive
-9.33 1,000k 2/1/1998
84 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.82 100k 5/1/1999
83 Superfund Group
Superfund Green L.P. Series A
-8.73 5k 10/1/2002
82 Dreiss Research Corporation
Diversified Program
-8.58 1,000k 5/1/1991
81 Superfund Group
Superfund Green Gold C (SPC)
-8.34 100k 10/1/2005
80 Superfund Group
Superfund Green Master
-8.32 2,000k 5/1/2001
79 Somers Brothers Capital
Diversified Futures Program #1
-7.45 100k 1/1/2005
78 Hawksbill Capital Management
Global Diversified
-7.26 5,000k 11/1/1988
77 Welton Investment Partners
Welton Global
-7.24 10,000k 6/1/2004
76 Tactical Investment Management
Tactical Institutional Commodity Program
-7.15 10,000k 4/1/1993
75 M.S. Capital Management
Global Diversified Program
-6.53 2,000k 11/1/1998
74 Superfund Group
Superfund Green Gold B (SPC)
-6.41 50k 10/1/2005
73 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.40 100k 6/1/1994
72 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.07 100k 5/1/1989
71 Covenant Capital Management
Original Program
-6.02 5,000k 9/1/1999
70 Superfund Group
Superfund Green GCT USD
-5.69 15k 1/1/2000
69 Heyden & Steindl GmbH
TOMAC2
-5.45 5,000k 3/1/2003
68 Quality Capital Management
Global Diversified Programme
-5.16 10,000k 12/1/1995
67 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.80 0k 11/1/1996
66 Superfund Group
Superfund Green Gold A (SPC)
-4.60 5k 10/1/2005
65 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.54 10,000k 10/1/1991
64 Millburn Corporation
Commodity Program
-4.53 25,000k 3/1/2005
63 Mark J. Walsh Company
Standard Program
-4.42 2,000k 9/1/1985
62 Acorn Global Investments Inc.
Acorn Diversified Program
-4.28 10k 7/1/2005
61 Neural Capital Ltd
Sentinel Trading Program
-4.08 2,000k 1/1/2006
60 Eckhardt Trading Company
Evolution Strategies
-4.07 20,000k 8/1/1991
59 Winton Capital Management
Diversified
-3.95 50,000k 10/1/1997
58 Lynx Asset Management AB
Lynx Program
-3.89 75k 5/1/2000
57 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.75 10,000k 8/1/2004
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.59 10,000k 8/1/1999
55 Superfund Group
Superfund Green Q-AG
-3.46 2k 3/1/1996
54 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.36 200k 11/1/1999
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.36 100k 11/1/1984
52 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.24 10,000k 1/1/1995
51 EMC Capital Advisors, LLC
Classic
-3.20 5,000k 1/1/1985
50 Clarke Capital Management
Millennium
-3.14 1,000k 1/1/1998
49 Alee Capital Management, LLC
Poniente Program
-3.09 2,500k 1/1/1999
48 Wavefront Global Asset Management
IMFC Global Investment Program
-3.03 2,000k 2/1/2007
47 RAM Management Group
RAM MRTP 1X-Conservative
-2.92 1,000k 9/1/1993
46 Saxon Investment Corporation
Aggressive Diversified Program
-2.87 2,000k 11/1/1993
45 Alee Capital Management, LLC
Mistral Program
-2.85 2,500k 1/1/1999
44 Rabar Market Research
Diversified Program
-2.73 2,000k 1/1/1989
43 Clarke Capital Management
FX Plus
-2.68 1,000k 5/1/2004
42 Mobius Asset Management
Diversified Program
-2.64 250k 3/1/2004
41 Conquest Capital Group
Conquest Select
-2.51 250k 6/1/2004
40 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.44 100k 1/1/2005
39 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.42 1,500k 4/1/2006
38 Beach Horizon LLP
Managed Account
-2.41 5,000k 5/1/2005
37 Mobius Asset Management
Custom Trading Program
-2.34 100k 1/1/2002
36 Estlander & Partners
Global XL
-2.33 5,000k 8/1/1991
35 Clarke Capital Management
Worldwide
-2.33 250k 1/1/1996
34 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.20 10,000k 2/1/1999
33 Clarke Capital Management
Jupiter
-1.98 3,000k 5/1/2005
32 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.63 100k 3/1/2003
31 ISAM
ISAM Systematic Trend Fund
-1.42 1,000k 6/1/2001
30 Saxon Investment Corporation
Diversified Program
-1.42 3,000k 9/1/1988
29 Estlander & Partners
Alpha Trend
-1.33 30,000k 10/1/1991
28 Chesapeake Capital
Diversified (LV)
-1.27 100k 2/1/1988
27 Clarke Capital Management
Global Magnum
-1.24 100k 8/1/1997
26 Briarwood Capital Management, Inc.
Diversified 2XL
-1.20 250k 11/1/2004
25 Estlander & Partners
Global Markets
-0.98 10,000k 8/1/1999
24 John Locke Investments
Cyril Systematic Program
-0.92 8,000k 7/1/2000
23 Quantica Capital AG
Quantica Managed Futures
-0.70 5,000k 1/1/2005
22 Clarke Capital Management
Global Basic
-0.66 50k 2/1/1996
21 Ancile Capital Management
Global Markets Program
-0.65 2,000k 4/1/2005
20 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.49 200k 1/1/2007
19 Eclipse Capital Management
Global Monetary
-0.40 5,000k 8/1/1990
18 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.33 10,000k 1/1/1991
17 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.30 1k 10/1/2006
16 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
15 Parizek Capital
Currency Program
-0.01 1,000k 4/1/2006
14 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
13 Drury Capital
Diversified Trend-Following Program
0.08 5,000k 5/1/1997
12 Red Rock Capital, LLC
Systematic Global Macro
0.15 500k 9/1/2003
11 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
10 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.53 1,000k 3/1/2003
9 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
8 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.46 100k 1/1/2000
6 Alder Capital DAC
Alder Global 20
1.50 2,500k 2/1/2001
5 Hyman Beck and Company
Global Portfolio
1.75 1,000k 3/1/1991
4 Blackwater Capital Management
Global Program
2.14 5,000k 7/1/2005
3 Keck Capital Management LLC
The Keck Program
3.29 2,000k 12/1/2003
2 Parizek Capital
Futures Trading Program
3.35 500k 4/1/2000
1 Southwest Managed Investments, LLC
Global Diversified
3.97 200k 1/1/2002

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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