Trend Following Strategy Index For April 2007

Monthly Rankings

Rank CTA/Program Apr 2007 Min Inv Inception
90 Clarke Capital Management
Global Magnum
-6.06 100k 8/1/1997
89 Mobius Asset Management
Custom Trading Program
-3.15 100k 1/1/2002
88 Mobius Asset Management
Diversified Program
-2.45 250k 3/1/2004
87 Clarke Capital Management
Global Basic
-2.11 50k 2/1/1996
86 Saxon Investment Corporation
Aggressive Diversified Program
-1.41 2,000k 11/1/1993
85 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.79 1,500k 4/1/2006
84 Clarke Capital Management
Millennium
-0.78 1,000k 1/1/1998
83 Parizek Capital
Currency Program
-0.09 1,000k 4/1/2006
82 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
81 Alder Capital DAC
Alder Global 20
0.20 2,500k 2/1/2001
80 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.20 10,000k 3/1/2006
79 Alder Capital DAC
Alder Global 10
0.30 2,500k 10/1/2000
78 Saxon Investment Corporation
Diversified Program
0.77 3,000k 9/1/1988
77 John Locke Investments
Cyril Systematic Program
0.92 8,000k 7/1/2000
76 Heyden & Steindl GmbH
TOMAC2
0.98 5,000k 3/1/2003
75 Superfund Group
Superfund Blue SPC Class A (EUR)
1.12 50k 4/1/2005
74 Ancile Capital Management
Global Markets Program
1.60 2,000k 4/1/2005
73 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
72 RAM Management Group
RAM MRTP 1X-Conservative
1.75 1,000k 9/1/1993
71 Millburn Corporation
Commodity Program
1.83 25,000k 3/1/2005
70 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.31 100k 1/1/2000
69 Conquest Capital Group
Conquest Macro
2.34 250k 5/1/1999
68 M.S. Capital Management
Global Diversified Program
2.43 2,000k 11/1/1998
67 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.59 100k 5/1/1999
66 Quantica Capital AG
Quantica Diversified FX
2.70 5,000k 3/1/2007
65 Conquest Capital Group
Conquest Select
2.73 250k 6/1/2004
64 Hawksbill Capital Management
Global Diversified
2.74 5,000k 11/1/1988
63 Estlander & Partners
Alpha Trend
3.00 30,000k 10/1/1991
62 Eckhardt Trading Company
Evolution Strategies
3.19 20,000k 8/1/1991
61 Drury Capital
Diversified Trend-Following Program
3.21 5,000k 5/1/1997
60 Lynx Asset Management AB
Lynx Program
3.38 75k 5/1/2000
59 Parizek Capital
Futures Trading Program
3.43 500k 4/1/2000
58 Transtrend B.V.
DTP – Standard Risk (EUR)
3.51 10,000k 2/1/1999
57 Clarke Capital Management
Worldwide
3.69 250k 1/1/1996
56 Eckhardt Trading Company
Evolution Strategies 1.2X
3.71 10,000k 10/1/1991
55 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.76 1k 10/1/2006
54 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.78 100k 1/1/2005
53 Quantica Capital AG
Quantica Managed Futures
3.80 5,000k 1/1/2005
52 Blackwater Capital Management
Global Program
3.82 5,000k 7/1/2005
51 Southwest Managed Investments, LLC
Global Diversified
3.87 200k 1/1/2002
50 ISAM
ISAM Systematic Trend Fund
3.98 1,000k 6/1/2001
49 Alee Capital Management, LLC
Poniente Program
4.03 2,500k 1/1/1999
48 Kelly Angle Inc.
Genesis Program
4.05 2,000k 4/1/2000
47 DUNN Capital Management
DUNN Combined Fund (DCF)
4.10 100k 5/1/1989
46 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.14 1,000k 3/1/2003
45 EMC Capital Advisors, LLC
Classic
4.20 5,000k 1/1/1985
44 Acorn Global Investments Inc.
Acorn Diversified Program
4.21 10k 7/1/2005
43 Briarwood Capital Management, Inc.
Diversified 2XL
4.27 250k 11/1/2004
42 Mark J. Walsh Company
Standard Program
4.27 2,000k 9/1/1985
41 Red Rock Capital, LLC
Systematic Global Macro
4.50 500k 9/1/2003
40 Chesapeake Capital
Diversified (LV)
4.53 100k 2/1/1988
39 Dreiss Research Corporation
Diversified Program
4.58 1,000k 5/1/1991
38 Beach Horizon LLP
Managed Account
5.03 5,000k 5/1/2005
37 Covenant Capital Management
Original Program
5.07 5,000k 9/1/1999
36 Hyman Beck and Company
Global Portfolio
5.19 1,000k 3/1/1991
35 Alee Capital Management, LLC
Mistral Program
5.33 2,500k 1/1/1999
34 DUNN Capital Management
D'Best Futures Fund, L.P.
5.59 100k 6/1/1994
33 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.69 10,000k 1/1/1995
32 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.73 10,000k 8/1/1999
31 Clarke Capital Management
Jupiter
5.75 3,000k 5/1/2005
30 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.85 10,000k 8/1/2004
29 Eclipse Capital Management
Global Monetary
5.90 5,000k 8/1/1990
28 Rabar Market Research
Diversified Program
5.94 2,000k 1/1/1989
27 RAM Management Group
MRTP Aggressive
6.01 1,000k 2/1/1998
26 Neural Capital Ltd
Sentinel Trading Program
6.42 2,000k 1/1/2006
25 Winton Capital Management
Diversified
6.46 50,000k 10/1/1997
24 Welton Investment Partners
Welton Global
6.62 10,000k 6/1/2004
23 Estlander & Partners
Global Markets
6.64 10,000k 8/1/1999
22 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.71 0k 11/1/1996
21 Superfund Group
Superfund Green Q-AG
7.61 2k 3/1/1996
20 Quantum Leap Capital Management
Managed Account Program
7.84 300k 8/1/2006
19 Clarke Capital Management
FX Plus
7.89 1,000k 5/1/2004
18 Superfund Group
Superfund Green L.P. Series A
7.99 5k 10/1/2002
17 Quality Capital Management
Global Diversified Programme
8.13 10,000k 12/1/1995
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.22 100k 11/1/1984
15 Covenant Capital Management
Aggressive Program
8.50 3,000k 2/1/2004
14 Tactical Investment Management
Tactical Institutional Commodity Program
8.58 10,000k 4/1/1993
13 Wavefront Global Asset Management
IMFC Global Investment Program
9.05 2,000k 2/1/2007
12 Keck Capital Management LLC
The Keck Program
9.59 2,000k 12/1/2003
11 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.79 100k 3/1/2003
10 Superfund Group
Superfund Green Gold A (SPC)
10.21 5k 10/1/2005
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.66 200k 11/1/1999
8 Superfund Group
Superfund Green GCT USD
10.93 15k 1/1/2000
7 Superfund Group
Superfund Green L.P. Series B
11.38 5k 10/1/2002
6 Somers Brothers Capital
Diversified Futures Program #1
13.42 100k 1/1/2005
5 Superfund Group
Superfund Green Gold B (SPC)
13.44 50k 10/1/2005
4 Estlander & Partners
Global XL
13.60 5,000k 8/1/1991
3 Robinson-Langley Capital Management, LLC
Managed Account Program
13.70 200k 1/1/2007
2 Superfund Group
Superfund Green Master
16.84 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
18.86 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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