Trend Following Strategy Index For October 2008

Monthly Rankings

Rank CTA/Program Oct 2008 Min Inv Inception
99 Superfund Group
Superfund Blue SPC Class A (Gold)
-4.52 50k 12/1/2007
98 Quantica Capital AG
Quantica Diversified FX
-4.40 5,000k 3/1/2007
97 Mobius Asset Management
Diversified Program
-2.78 250k 3/1/2004
96 Mobius Asset Management
Custom Trading Program
-2.34 100k 1/1/2002
95 Pacific Capital Advisors
Vanguard Program
-1.42 100k 4/1/2007
94 John Locke Investments
JL Commodity Long Flat Program
-0.63 5,000k 12/1/2007
93 Clarke Capital Management
Global Basic
-0.26 50k 2/1/1996
92 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
91 Briarwood Capital Management, Inc.
Diversified 2XL
-0.10 250k 11/1/2004
89 Clarke Capital Management
Global Magnum
0.00 100k 8/1/1997
90 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
88 Eckhardt Trading Company
Evolution Strategies 1.2X
0.12 10,000k 10/1/1991
87 Eckhardt Trading Company
Evolution Strategies
0.17 20,000k 8/1/1991
86 RAM Management Group
RAM MRTP 1X-Conservative
0.26 1,000k 9/1/1993
85 Superfund Group
Superfund Green Gold A (SPC)
0.67 5k 10/1/2005
84 RAM Management Group
MRTP Aggressive
0.80 1,000k 2/1/1998
83 Heyden & Steindl GmbH
TOMAC2
0.92 5,000k 3/1/2003
82 Saxon Investment Corporation
Diversified Program
1.15 3,000k 9/1/1988
81 Rabar Market Research
Diversified Program
1.16 2,000k 1/1/1989
80 Saxon Investment Corporation
Aggressive Diversified Program
2.10 2,000k 11/1/1993
79 Ancile Capital Management
Global Markets Program
2.15 2,000k 4/1/2005
78 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.17 100k 3/1/2003
77 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
76 Covenant Capital Management
Original Program
3.01 5,000k 9/1/1999
75 Covenant Capital Management
Aggressive Program
3.40 3,000k 2/1/2004
74 Alder Capital DAC
Alder Global 20
3.70 2,500k 2/1/2001
73 Winton Capital Management
Diversified
3.73 50,000k 10/1/1997
72 Conquest Capital Group
Conquest Macro
3.80 250k 5/1/1999
71 Welton Investment Partners
Welton Global
4.27 10,000k 6/1/2004
70 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.43 100k 1/1/2005
69 Superfund Group
Superfund Blue SPC Class A (EUR)
4.44 50k 4/1/2005
68 Rho Asset Management
Rho Altius 1XL Program
4.74 5,000k 11/1/2007
67 Quantica Capital AG
Quantica Managed Futures
4.80 5,000k 1/1/2005
66 Acorn Global Investments Inc.
Acorn Diversified Program
5.25 10k 7/1/2005
65 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.39 10,000k 3/1/2006
64 Transtrend B.V.
DTP – Standard Risk (EUR)
5.49 10,000k 2/1/1999
63 John Locke Investments
Cyril Systematic Program
5.95 8,000k 7/1/2000
62 Transtrend B.V.
DTP – Enhanced Risk (JPY)
6.77 10,000k 8/1/2004
61 Estlander & Partners
Alpha Trend
7.01 30,000k 10/1/1991
60 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.12 10,000k 1/1/1995
59 Chesapeake Capital
Diversified (LV)
7.29 100k 2/1/1988
58 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.59 10,000k 1/1/1991
57 Mark J. Walsh Company
Standard Program
7.62 2,000k 9/1/1985
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.90 10,000k 8/1/1999
55 SEB Asset Management
SEB Asset Selection Fund C (EUR)
7.99 1k 10/1/2006
54 Estlander & Partners
Global Markets
8.01 10,000k 8/1/1999
53 Millburn Corporation
Commodity Program
9.22 25,000k 3/1/2005
52 Red Rock Capital, LLC
Systematic Global Macro
10.32 500k 9/1/2003
51 Blackwater Capital Management
Global Program
10.77 5,000k 7/1/2005
50 Auspice Capital Advisors Ltd
Auspice Diversified Program
10.80 1,500k 4/1/2006
49 Clarke Capital Management
Millennium
10.82 1,000k 1/1/1998
48 Superfund Group
Superfund Green Gold B (SPC)
10.88 50k 10/1/2005
47 AllMountain Capital AG
Mount Denali Global Trends
11.01 160k 7/1/2007
46 Eclipse Capital Management
Global Monetary
11.03 5,000k 8/1/1990
45 Somers Brothers Capital
Diversified Futures Program #1
11.48 100k 1/1/2005
44 Parizek Capital
Currency Program
11.49 1,000k 4/1/2006
43 Clarke Capital Management
Worldwide
11.53 250k 1/1/1996
42 EMC Capital Advisors, LLC
Classic
11.90 5,000k 1/1/1985
41 Superfund Group
Superfund Green L.P. Series A
12.19 5k 10/1/2002
40 Robinson-Langley Capital Management, LLC
Managed Account Program
12.19 200k 1/1/2007
39 Neural Capital Ltd
Sentinel Trading Program
13.56 2,000k 1/1/2006
38 Quality Capital Management
Global Diversified Programme
13.77 10,000k 12/1/1995
37 Lynx Asset Management AB
Lynx Program
14.90 75k 5/1/2000
36 Hyman Beck and Company
Global Portfolio
14.94 1,000k 3/1/1991
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
15.54 1,000k 3/1/2003
34 Hawksbill Capital Management
Global Diversified
15.54 5,000k 11/1/1988
33 Gladius Asset Management
Fulham Program
16.59 2,000k 1/1/2008
32 Estlander & Partners
Global XL
17.37 5,000k 8/1/1991
31 Superfund Group
Superfund Green Q-AG
17.48 2k 3/1/1996
30 Beach Horizon LLP
Managed Account
17.50 5,000k 5/1/2005
29 Wavefront Global Asset Management
IMFC Global Investment Program
19.66 2,000k 2/1/2007
28 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
19.70 0k 11/1/1996
27 Altradis Capital AG
AlphAlgo
19.82 100k 5/1/2007
26 Superfund Group
Superfund Green L.P. Series B
20.14 5k 10/1/2002
25 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
21.09 100k 11/1/1984
24 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
21.32 100k 1/1/2000
23 Superfund Group
Superfund Green Gold C (SPC)
21.42 100k 10/1/2005
22 Southwest Managed Investments, LLC
Global Diversified
21.89 200k 1/1/2002
21 Clarke Capital Management
Jupiter
22.09 3,000k 5/1/2005
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
23.30 200k 11/1/1999
19 Drury Capital
Diversified Trend-Following Program
23.37 5,000k 5/1/1997
18 ISAM
ISAM Systematic Trend Fund
24.70 1,000k 6/1/2001
17 Superfund Group
Superfund Green GCT USD
24.83 15k 1/1/2000
16 Conquest Capital Group
Conquest Select
24.86 250k 6/1/2004
15 DUNN Capital Management
DUNN Combined Fund (DCF)
25.13 100k 5/1/1989
14 Alee Capital Management, LLC
Poniente Program
25.68 2,500k 1/1/1999
13 Alee Capital Management, LLC
Mistral Program
26.02 2,500k 1/1/1999
12 Clarke Capital Management
FX Plus
26.30 1,000k 5/1/2004
11 DUNN Capital Management
D'Best Futures Fund, L.P.
26.55 100k 6/1/1994
10 Tactical Investment Management
Tactical Institutional Commodity Program
26.62 10,000k 4/1/1993
9 Keck Capital Management LLC
The Keck Program
32.74 2,000k 12/1/2003
8 Quantum Leap Capital Management
Managed Account Program
33.51 300k 8/1/2006
7 Future Trade AG
Thales Swing Trading Programme
33.62 250k 6/1/2007
6 Parizek Capital
Futures Trading Program
34.13 500k 4/1/2000
5 Superfund Group
Superfund Green Master
36.21 2,000k 5/1/2001
4 Kelly Angle Inc.
Genesis Program
38.45 2,000k 4/1/2000
3 Dreiss Research Corporation
Diversified Program
45.42 1,000k 5/1/1991
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
45.49 100k 5/1/1999
1 Purple Valley Capital, Inc.
Diversified Trend 1
46.94 100k 8/1/2008

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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