Trend Following Strategy Index For June 2007

Monthly Rankings

Rank CTA/Program Jun 2007 Min Inv Inception
92 RAM Management Group
MRTP Aggressive
-7.13 1,000k 2/1/1998
91 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.70 100k 3/1/2003
90 Quantum Leap Capital Management
Managed Account Program
-3.72 300k 8/1/2006
89 Mobius Asset Management
Custom Trading Program
-3.10 100k 1/1/2002
88 Clarke Capital Management
Jupiter
-3.07 3,000k 5/1/2005
87 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.22 50k 4/1/2005
86 Southwest Managed Investments, LLC
Global Diversified
-2.02 200k 1/1/2002
85 Pacific Capital Advisors
Vanguard Program
-1.97 100k 4/1/2007
84 RAM Management Group
RAM MRTP 1X-Conservative
-1.88 1,000k 9/1/1993
83 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.67 200k 11/1/1999
82 Clarke Capital Management
Global Basic
-1.51 50k 2/1/1996
81 Mobius Asset Management
Diversified Program
-1.50 250k 3/1/2004
80 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.32 1,500k 4/1/2006
79 Clarke Capital Management
Global Magnum
-0.94 100k 8/1/1997
78 Millburn Corporation
Commodity Program
-0.77 25,000k 3/1/2005
77 Conquest Capital Group
Conquest Macro
-0.74 250k 5/1/1999
76 Alee Capital Management, LLC
Mistral Program
-0.72 2,500k 1/1/1999
75 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
74 Covenant Capital Management
Original Program
-0.35 5,000k 9/1/1999
73 Quality Capital Management
Global Diversified Programme
-0.22 10,000k 12/1/1995
71 Alder Capital DAC
Alder Global 10
0.00 2,500k 10/1/2000
72 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
70 Estlander & Partners
Alpha Trend
0.11 30,000k 10/1/1991
69 Clarke Capital Management
FX Plus
0.13 1,000k 5/1/2004
68 Red Rock Capital, LLC
Systematic Global Macro
0.31 500k 9/1/2003
67 Covenant Capital Management
Aggressive Program
0.45 3,000k 2/1/2004
66 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.49 10,000k 1/1/1991
65 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.67 100k 1/1/2005
64 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.76 100k 1/1/2000
63 Chesapeake Capital
Diversified (LV)
0.80 100k 2/1/1988
62 Superfund Group
Superfund Green Gold A (SPC)
1.13 5k 10/1/2005
61 Eclipse Capital Management
Global Monetary
1.20 5,000k 8/1/1990
60 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
59 Alee Capital Management, LLC
Poniente Program
1.80 2,500k 1/1/1999
58 Winton Capital Management
Diversified
1.91 50,000k 10/1/1997
57 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.02 1k 10/1/2006
56 Hawksbill Capital Management
Global Diversified
2.05 5,000k 11/1/1988
55 Superfund Group
Superfund Green Gold B (SPC)
2.15 50k 10/1/2005
54 Altradis Capital AG
AlphAlgo
2.30 100k 5/1/2007
53 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.41 10,000k 3/1/2006
52 Superfund Group
Superfund Green Q-AG
2.45 2k 3/1/1996
51 Transtrend B.V.
DTP – Standard Risk (EUR)
2.47 10,000k 2/1/1999
50 Robinson-Langley Capital Management, LLC
Managed Account Program
2.47 200k 1/1/2007
49 Acorn Global Investments Inc.
Acorn Diversified Program
2.50 10k 7/1/2005
48 Superfund Group
Superfund Green Gold C (SPC)
2.60 100k 10/1/2005
47 Estlander & Partners
Global Markets
2.62 10,000k 8/1/1999
46 Hyman Beck and Company
Global Portfolio
2.65 1,000k 3/1/1991
45 Somers Brothers Capital
Diversified Futures Program #1
2.90 100k 1/1/2005
44 Saxon Investment Corporation
Diversified Program
2.96 3,000k 9/1/1988
43 Quantica Capital AG
Quantica Diversified FX
3.20 5,000k 3/1/2007
42 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.38 10,000k 8/1/2004
41 Mark J. Walsh Company
Standard Program
3.39 2,000k 9/1/1985
40 Rabar Market Research
Diversified Program
3.41 2,000k 1/1/1989
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
38 Conquest Capital Group
Conquest Select
3.52 250k 6/1/2004
37 Clarke Capital Management
Worldwide
3.61 250k 1/1/1996
36 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.62 10,000k 8/1/1999
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.65 10,000k 1/1/1995
34 Superfund Group
Superfund Green GCT USD
3.76 15k 1/1/2000
33 Clarke Capital Management
Millennium
3.94 1,000k 1/1/1998
32 Ancile Capital Management
Global Markets Program
4.11 2,000k 4/1/2005
31 Beach Horizon LLP
Managed Account
4.20 5,000k 5/1/2005
30 Dreiss Research Corporation
Diversified Program
4.41 1,000k 5/1/1991
29 Wavefront Global Asset Management
IMFC Global Investment Program
4.44 2,000k 2/1/2007
28 Neural Capital Ltd
Sentinel Trading Program
4.45 2,000k 1/1/2006
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
4.47 0k 11/1/1996
26 EMC Capital Advisors, LLC
Classic
4.70 5,000k 1/1/1985
25 Briarwood Capital Management, Inc.
Diversified 2XL
4.79 250k 11/1/2004
24 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.85 100k 5/1/1999
23 DUNN Capital Management
DUNN Combined Fund (DCF)
4.88 100k 5/1/1989
22 Lynx Asset Management AB
Lynx Program
4.96 75k 5/1/2000
21 Parizek Capital
Currency Program
4.96 1,000k 4/1/2006
20 Saxon Investment Corporation
Aggressive Diversified Program
5.15 2,000k 11/1/1993
19 Eckhardt Trading Company
Evolution Strategies
5.21 20,000k 8/1/1991
18 Welton Investment Partners
Welton Global
5.21 10,000k 6/1/2004
17 John Locke Investments
Cyril Systematic Program
5.42 8,000k 7/1/2000
16 Estlander & Partners
Global XL
5.68 5,000k 8/1/1991
15 Eckhardt Trading Company
Evolution Strategies 1.2X
5.81 10,000k 10/1/1991
14 Blackwater Capital Management
Global Program
6.67 5,000k 7/1/2005
13 Tactical Investment Management
Tactical Institutional Commodity Program
6.76 10,000k 4/1/1993
12 Superfund Group
Superfund Green L.P. Series A
6.84 5k 10/1/2002
11 Parizek Capital
Futures Trading Program
6.93 500k 4/1/2000
10 M.S. Capital Management
Global Diversified Program
7.23 2,000k 11/1/1998
9 DUNN Capital Management
D'Best Futures Fund, L.P.
7.36 100k 6/1/1994
8 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.39 100k 11/1/1984
7 Superfund Group
Superfund Green Master
7.51 2,000k 5/1/2001
6 Keck Capital Management LLC
The Keck Program
7.72 2,000k 12/1/2003
5 Drury Capital
Diversified Trend-Following Program
7.79 5,000k 5/1/1997
4 ISAM
ISAM Systematic Trend Fund
9.05 1,000k 6/1/2001
3 Superfund Group
Superfund Green L.P. Series B
9.77 5k 10/1/2002
2 Heyden & Steindl GmbH
TOMAC2
11.42 5,000k 3/1/2003
1 Kelly Angle Inc.
Genesis Program
12.30 2,000k 4/1/2000

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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