Trend Following Strategy Index For August 2007

Monthly Rankings

Rank CTA/Program Aug 2007 Min Inv Inception
93 Somers Brothers Capital
Diversified Futures Program #1
-27.70 100k 1/1/2005
92 DUNN Capital Management
DUNN Combined Fund (DCF)
-24.39 100k 5/1/1989
91 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-22.63 100k 11/1/1984
90 Estlander & Partners
Global XL
-20.17 5,000k 8/1/1991
89 Mulvaney Capital Management
The Mulvaney Global Markets Program
-19.40 100k 5/1/1999
88 Superfund Group
Superfund Green Gold C (SPC)
-17.98 100k 10/1/2005
87 Chesapeake Capital
Diversified (LV)
-16.42 100k 2/1/1988
86 DUNN Capital Management
D'Best Futures Fund, L.P.
-15.78 100k 6/1/1994
85 Superfund Group
Superfund Green Master
-14.70 2,000k 5/1/2001
84 Keck Capital Management LLC
The Keck Program
-14.52 2,000k 12/1/2003
83 Superfund Group
Superfund Green GCT USD
-13.80 15k 1/1/2000
82 Superfund Group
Superfund Green Gold B (SPC)
-13.35 50k 10/1/2005
81 Quantum Leap Capital Management
Managed Account Program
-13.32 300k 8/1/2006
80 Kelly Angle Inc.
Genesis Program
-11.05 2,000k 4/1/2000
79 Saxon Investment Corporation
Aggressive Diversified Program
-10.73 2,000k 11/1/1993
78 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.56 200k 11/1/1999
77 Tactical Investment Management
Tactical Institutional Commodity Program
-10.49 10,000k 4/1/1993
76 Estlander & Partners
Global Markets
-10.23 10,000k 8/1/1999
75 Covenant Capital Management
Aggressive Program
-9.69 3,000k 2/1/2004
74 Blackwater Capital Management
Global Program
-9.41 5,000k 7/1/2005
73 Beach Horizon LLP
Managed Account
-9.28 5,000k 5/1/2005
72 Welton Investment Partners
Welton Global
-9.15 10,000k 6/1/2004
71 Superfund Group
Superfund Green Gold A (SPC)
-8.95 5k 10/1/2005
70 Superfund Group
Superfund Green Q-AG
-8.71 2k 3/1/1996
69 M.S. Capital Management
Global Diversified Program
-7.91 2,000k 11/1/1998
68 Clarke Capital Management
Millennium
-7.16 1,000k 1/1/1998
67 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.07 100k 3/1/2003
66 Quality Capital Management
Global Diversified Programme
-6.53 10,000k 12/1/1995
65 Alee Capital Management, LLC
Poniente Program
-6.48 2,500k 1/1/1999
64 Hyman Beck and Company
Global Portfolio
-6.35 1,000k 3/1/1991
63 Covenant Capital Management
Original Program
-6.07 5,000k 9/1/1999
62 Estlander & Partners
Alpha Trend
-6.04 30,000k 10/1/1991
61 Saxon Investment Corporation
Diversified Program
-5.93 3,000k 9/1/1988
60 Lynx Asset Management AB
Lynx Program
-5.81 75k 5/1/2000
59 Ancile Capital Management
Global Markets Program
-5.67 2,000k 4/1/2005
58 Southwest Managed Investments, LLC
Global Diversified
-5.51 200k 1/1/2002
57 Drury Capital
Diversified Trend-Following Program
-5.31 5,000k 5/1/1997
56 ISAM
ISAM Systematic Trend Fund
-5.23 1,000k 6/1/2001
55 Clarke Capital Management
Jupiter
-5.12 3,000k 5/1/2005
54 Red Rock Capital, LLC
Systematic Global Macro
-4.93 500k 9/1/2003
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.90 1,000k 3/1/2003
52 Quantica Capital AG
Quantica Managed Futures
-4.70 5,000k 1/1/2005
51 Superfund Group
Superfund Green L.P. Series B
-4.66 5k 10/1/2002
50 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.46 200k 1/1/2007
49 Parizek Capital
Futures Trading Program
-4.45 500k 4/1/2000
48 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.93 100k 1/1/2005
47 Conquest Capital Group
Conquest Select
-3.83 250k 6/1/2004
46 Wavefront Global Asset Management
IMFC Global Investment Program
-3.72 2,000k 2/1/2007
45 Alee Capital Management, LLC
Mistral Program
-3.71 2,500k 1/1/1999
44 Quantica Capital AG
Quantica Diversified FX
-3.70 5,000k 3/1/2007
43 Clarke Capital Management
Worldwide
-3.57 250k 1/1/1996
42 Dreiss Research Corporation
Diversified Program
-3.39 1,000k 5/1/1991
41 Superfund Group
Superfund Green L.P. Series A
-3.27 5k 10/1/2002
40 Millburn Corporation
Commodity Program
-3.13 25,000k 3/1/2005
39 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.07 1,500k 4/1/2006
38 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.90 10,000k 8/1/2004
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.77 10,000k 8/1/1999
36 Hawksbill Capital Management
Global Diversified
-2.59 5,000k 11/1/1988
35 Mark J. Walsh Company
Standard Program
-2.54 2,000k 9/1/1985
34 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.44 10,000k 1/1/1995
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.43 10,000k 1/1/1991
32 Rabar Market Research
Diversified Program
-2.32 2,000k 1/1/1989
31 Eclipse Capital Management
Global Monetary
-2.21 5,000k 8/1/1990
30 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.00 10,000k 10/1/1991
29 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.93 0k 11/1/1996
28 Eckhardt Trading Company
Evolution Strategies
-1.76 20,000k 8/1/1991
27 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.59 10,000k 2/1/1999
26 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.44 1k 10/1/2006
25 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
24 Winton Capital Management
Diversified
-0.88 50,000k 10/1/1997
23 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.77 100k 1/1/2000
22 Clarke Capital Management
FX Plus
-0.71 1,000k 5/1/2004
21 Clarke Capital Management
Global Basic
-0.27 50k 2/1/1996
20 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.25 10,000k 3/1/2006
19 Clarke Capital Management
Global Magnum
-0.14 100k 8/1/1997
18 John Locke Investments
Cyril Systematic Program
-0.10 8,000k 7/1/2000
17 Briarwood Capital Management, Inc.
Diversified 2XL
0.43 250k 11/1/2004
16 Conquest Capital Group
Conquest Macro
0.53 250k 5/1/1999
15 Altradis Capital AG
AlphAlgo
0.63 100k 5/1/2007
14 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
13 Alder Capital DAC
Alder Global 20
1.00 2,500k 2/1/2001
12 Future Trade AG
Thales Swing Trading Programme
1.13 250k 6/1/2007
11 Mobius Asset Management
Custom Trading Program
1.62 100k 1/1/2002
10 Acorn Global Investments Inc.
Acorn Diversified Program
1.85 10k 7/1/2005
9 AllMountain Capital AG
Mount Denali Global Trends
1.99 160k 7/1/2007
8 Neural Capital Ltd
Sentinel Trading Program
2.92 2,000k 1/1/2006
7 Parizek Capital
Currency Program
4.17 1,000k 4/1/2006
6 RAM Management Group
RAM MRTP 1X-Conservative
4.48 1,000k 9/1/1993
5 Superfund Group
Superfund Blue SPC Class A (EUR)
4.77 50k 4/1/2005
4 Pacific Capital Advisors
Vanguard Program
6.08 100k 4/1/2007
3 Heyden & Steindl GmbH
TOMAC2
8.51 5,000k 3/1/2003
2 Mobius Asset Management
Diversified Program
8.99 250k 3/1/2004
1 RAM Management Group
MRTP Aggressive
16.78 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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