Trend Following Strategy Index For September 2007

Monthly Rankings

Rank CTA/Program Sep 2007 Min Inv Inception
93 Parizek Capital
Currency Program
-5.32 1,000k 4/1/2006
92 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.48 50k 4/1/2005
91 Heyden & Steindl GmbH
TOMAC2
-0.15 5,000k 3/1/2003
90 Ancile Capital Management
Global Markets Program
0.00 2,000k 4/1/2005
89 Hyman Beck and Company
Global Portfolio
0.12 1,000k 3/1/1991
88 AllMountain Capital AG
Mount Denali Global Trends
1.50 160k 7/1/2007
87 ISAM
ISAM Systematic Trend Fund
1.56 1,000k 6/1/2001
86 Pacific Capital Advisors
Vanguard Program
2.18 100k 4/1/2007
85 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
84 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.90 10,000k 3/1/2006
83 Drury Capital
Diversified Trend-Following Program
2.93 5,000k 5/1/1997
82 Neural Capital Ltd
Sentinel Trading Program
3.32 2,000k 1/1/2006
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.47 1k 10/1/2006
80 M.S. Capital Management
Global Diversified Program
3.73 2,000k 11/1/1998
79 Mulvaney Capital Management
The Mulvaney Global Markets Program
3.92 100k 5/1/1999
78 Briarwood Capital Management, Inc.
Diversified 2XL
4.25 250k 11/1/2004
77 Conquest Capital Group
Conquest Macro
4.28 250k 5/1/1999
76 Eclipse Capital Management
Global Monetary
4.31 5,000k 8/1/1990
75 Lynx Asset Management AB
Lynx Program
4.35 75k 5/1/2000
74 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.46 100k 1/1/2000
73 Transtrend B.V.
DTP – Standard Risk (EUR)
4.48 10,000k 2/1/1999
72 Quantica Capital AG
Quantica Diversified FX
4.50 5,000k 3/1/2007
71 Alder Capital DAC
Alder Global 20
4.60 2,500k 2/1/2001
70 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.72 1,000k 3/1/2003
69 Southwest Managed Investments, LLC
Global Diversified
4.86 200k 1/1/2002
68 RAM Management Group
RAM MRTP 1X-Conservative
4.87 1,000k 9/1/1993
67 Conquest Capital Group
Conquest Select
4.92 250k 6/1/2004
66 Red Rock Capital, LLC
Systematic Global Macro
5.01 500k 9/1/2003
65 Mobius Asset Management
Diversified Program
5.07 250k 3/1/2004
64 Quantica Capital AG
Quantica Managed Futures
5.20 5,000k 1/1/2005
63 Superfund Group
Superfund Green Q-AG
5.36 2k 3/1/1996
62 Somers Brothers Capital
Diversified Futures Program #1
5.41 100k 1/1/2005
61 Superfund Group
Superfund Green L.P. Series A
5.57 5k 10/1/2002
60 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.79 0k 11/1/1996
59 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.87 1,500k 4/1/2006
58 Future Trade AG
Thales Swing Trading Programme
6.27 250k 6/1/2007
57 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.56 10,000k 1/1/1991
56 John Locke Investments
Cyril Systematic Program
6.86 8,000k 7/1/2000
55 Winton Capital Management
Diversified
6.99 50,000k 10/1/1997
54 Estlander & Partners
Global Markets
7.14 10,000k 8/1/1999
53 Robinson-Langley Capital Management, LLC
Managed Account Program
7.19 200k 1/1/2007
52 Covenant Capital Management
Original Program
7.43 5,000k 9/1/1999
51 Superfund Group
Superfund Green GCT USD
7.49 15k 1/1/2000
50 Millburn Corporation
Commodity Program
7.62 25,000k 3/1/2005
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.81 10,000k 1/1/1995
48 Beach Horizon LLP
Managed Account
7.91 5,000k 5/1/2005
47 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.97 10,000k 8/1/1999
46 Parizek Capital
Futures Trading Program
7.97 500k 4/1/2000
45 Estlander & Partners
Alpha Trend
8.04 30,000k 10/1/1991
44 Mobius Asset Management
Custom Trading Program
8.13 100k 1/1/2002
43 Superfund Group
Superfund Green L.P. Series B
8.26 5k 10/1/2002
42 Saxon Investment Corporation
Diversified Program
8.27 3,000k 9/1/1988
41 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.42 10,000k 8/1/2004
40 Blackwater Capital Management
Global Program
8.48 5,000k 7/1/2005
39 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.64 200k 11/1/1999
38 Welton Investment Partners
Welton Global
9.28 10,000k 6/1/2004
37 Kelly Angle Inc.
Genesis Program
9.62 2,000k 4/1/2000
36 Rabar Market Research
Diversified Program
9.80 2,000k 1/1/1989
35 EMC Capital Advisors, LLC
Classic
10.40 5,000k 1/1/1985
34 Clarke Capital Management
FX Plus
11.27 1,000k 5/1/2004
33 Mark J. Walsh Company
Standard Program
11.30 2,000k 9/1/1985
32 Altradis Capital AG
AlphAlgo
11.39 100k 5/1/2007
31 Chesapeake Capital
Diversified (LV)
11.42 100k 2/1/1988
30 Wavefront Global Asset Management
IMFC Global Investment Program
11.52 2,000k 2/1/2007
29 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
11.62 100k 1/1/2005
28 Eckhardt Trading Company
Evolution Strategies
11.81 20,000k 8/1/1991
27 Acorn Global Investments Inc.
Acorn Diversified Program
12.07 10k 7/1/2005
26 Superfund Group
Superfund Green Master
12.30 2,000k 5/1/2001
25 Covenant Capital Management
Aggressive Program
12.42 3,000k 2/1/2004
24 Alee Capital Management, LLC
Poniente Program
12.94 2,500k 1/1/1999
23 Eckhardt Trading Company
Evolution Strategies 1.2X
13.33 10,000k 10/1/1991
22 Clarke Capital Management
Jupiter
13.57 3,000k 5/1/2005
21 Clarke Capital Management
Global Basic
13.64 50k 2/1/1996
20 RAM Management Group
MRTP Aggressive
14.31 1,000k 2/1/1998
19 Estlander & Partners
Global XL
14.74 5,000k 8/1/1991
18 DUNN Capital Management
D'Best Futures Fund, L.P.
15.11 100k 6/1/1994
17 Alee Capital Management, LLC
Mistral Program
15.20 2,500k 1/1/1999
16 Dreiss Research Corporation
Diversified Program
15.59 1,000k 5/1/1991
15 DUNN Capital Management
DUNN Combined Fund (DCF)
15.68 100k 5/1/1989
14 Saxon Investment Corporation
Aggressive Diversified Program
15.84 2,000k 11/1/1993
13 Superfund Group
Superfund Green Gold A (SPC)
16.47 5k 10/1/2005
12 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.90 100k 11/1/1984
11 Superfund Group
Superfund Green Gold B (SPC)
18.50 50k 10/1/2005
10 Clarke Capital Management
Millennium
19.36 1,000k 1/1/1998
9 Quality Capital Management
Global Diversified Programme
20.56 10,000k 12/1/1995
8 Keck Capital Management LLC
The Keck Program
20.64 2,000k 12/1/2003
7 Superfund Group
Superfund Green Gold C (SPC)
21.27 100k 10/1/2005
6 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
24.29 100k 3/1/2003
5 Clarke Capital Management
Global Magnum
24.46 100k 8/1/1997
4 Hawksbill Capital Management
Global Diversified
25.40 5,000k 11/1/1988
3 Tactical Investment Management
Tactical Institutional Commodity Program
26.03 10,000k 4/1/1993
2 Quantum Leap Capital Management
Managed Account Program
28.58 300k 8/1/2006
1 Clarke Capital Management
Worldwide
30.57 250k 1/1/1996

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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