Trend Following Strategy Index For November 2008

Monthly Rankings

Rank CTA/Program Nov 2008 Min Inv Inception
100 RAM Management Group
MRTP Aggressive
-6.80 1,000k 2/1/1998
99 RAM Management Group
RAM MRTP 1X-Conservative
-2.24 1,000k 9/1/1993
98 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.93 50k 4/1/2005
97 Parizek Capital
Currency Program
-1.57 1,000k 4/1/2006
96 Alder Capital DAC
Alder Global 20
-1.20 2,500k 2/1/2001
95 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.16 100k 1/1/2000
94 Hawksbill Capital Management
Global Diversified
-0.61 5,000k 11/1/1988
93 John Locke Investments
JL Commodity Long Flat Program
-0.59 5,000k 12/1/2007
92 Altradis Capital AG
AlphAlgo
-0.55 100k 5/1/2007
91 Acorn Global Investments Inc.
Acorn Diversified Program
-0.38 10k 7/1/2005
90 Alder Capital DAC
Alder Global 10
-0.30 2,500k 10/1/2000
89 Mobius Asset Management
Diversified Program
-0.29 250k 3/1/2004
88 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
87 Pacific Capital Advisors
Vanguard Program
-0.10 100k 4/1/2007
85 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
86 Vergho Asset Management LLC
Kinematics
0.00 1,000k 11/1/2008
84 Robinson-Langley Capital Management, LLC
Managed Account Program
0.21 200k 1/1/2007
83 Covenant Capital Management
Original Program
0.32 5,000k 9/1/1999
82 Quantica Capital AG
Quantica Diversified FX
0.40 5,000k 3/1/2007
81 Covenant Capital Management
Aggressive Program
0.49 3,000k 2/1/2004
80 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.66 100k 1/1/2005
79 Rabar Market Research
Diversified Program
0.74 2,000k 1/1/1989
78 John Locke Investments
Cyril Systematic Program
0.75 8,000k 7/1/2000
77 Estlander & Partners
Global Markets
0.89 10,000k 8/1/1999
76 Eckhardt Trading Company
Evolution Strategies
1.20 20,000k 8/1/1991
75 Eckhardt Trading Company
Evolution Strategies 1.2X
1.38 10,000k 10/1/1991
74 Tactical Investment Management
Tactical Institutional Commodity Program
1.38 10,000k 4/1/1993
73 Blackwater Capital Management
Global Program
1.42 5,000k 7/1/2005
72 Superfund Group
Superfund Green L.P. Series A
1.47 5k 10/1/2002
71 Southwest Managed Investments, LLC
Global Diversified
1.52 200k 1/1/2002
70 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.55 10,000k 3/1/2006
69 Millburn Corporation
Commodity Program
1.69 25,000k 3/1/2005
68 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.73 100k 3/1/2003
67 Transtrend B.V.
DTP – Standard Risk (EUR)
1.73 10,000k 2/1/1999
66 Quantum Leap Capital Management
Managed Account Program
1.94 300k 8/1/2006
65 Alee Capital Management, LLC
Mistral Program
1.97 2,500k 1/1/1999
64 Estlander & Partners
Global XL
2.02 5,000k 8/1/1991
63 Saxon Investment Corporation
Diversified Program
2.03 3,000k 9/1/1988
62 Red Rock Capital, LLC
Systematic Global Macro
2.05 500k 9/1/2003
61 Conquest Capital Group
Conquest Macro
2.08 250k 5/1/1999
60 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.21 10,000k 8/1/2004
59 Wavefront Global Asset Management
IMFC Global Investment Program
2.26 2,000k 2/1/2007
58 Mark J. Walsh Company
Standard Program
2.27 2,000k 9/1/1985
57 Superfund Group
Superfund Green Q-AG
2.36 2k 3/1/1996
56 Hyman Beck and Company
Global Portfolio
2.55 1,000k 3/1/1991
55 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.57 10,000k 1/1/1995
54 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.60 10,000k 8/1/1999
53 Clarke Capital Management
Global Magnum
2.67 100k 8/1/1997
52 Superfund Group
Superfund Green L.P. Series B
2.78 5k 10/1/2002
51 EMC Capital Advisors, LLC
Classic
2.80 5,000k 1/1/1985
50 Rho Asset Management
Rho Altius 1XL Program
3.12 5,000k 11/1/2007
49 Superfund Group
Superfund Green GCT USD
3.17 15k 1/1/2000
48 AllMountain Capital AG
Mount Denali Global Trends
3.25 160k 7/1/2007
47 Somers Brothers Capital
Diversified Futures Program #1
3.50 100k 1/1/2005
46 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.57 1,000k 3/1/2003
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.79 10,000k 1/1/1991
44 Saxon Investment Corporation
Aggressive Diversified Program
3.80 2,000k 11/1/1993
43 Lynx Asset Management AB
Lynx Program
3.86 75k 5/1/2000
42 Clarke Capital Management
Global Basic
4.02 50k 2/1/1996
41 Quantica Capital AG
Quantica Managed Futures
4.20 5,000k 1/1/2005
40 Winton Capital Management
Diversified
4.97 50,000k 10/1/1997
39 Clarke Capital Management
Millennium
4.98 1,000k 1/1/1998
38 Ancile Capital Management
Global Markets Program
5.13 2,000k 4/1/2005
37 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
36 Gladius Asset Management
Fulham Program
5.35 2,000k 1/1/2008
35 Purple Valley Capital, Inc.
Diversified Trend 1
5.64 100k 8/1/2008
34 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.77 1,500k 4/1/2006
33 Superfund Group
Superfund Green Master
5.82 2,000k 5/1/2001
32 Neural Capital Ltd
Sentinel Trading Program
5.85 2,000k 1/1/2006
31 Eclipse Capital Management
Global Monetary
6.16 5,000k 8/1/1990
30 SEB Asset Management
SEB Asset Selection Fund C (EUR)
6.22 1k 10/1/2006
29 Welton Investment Partners
Welton Global
6.27 10,000k 6/1/2004
28 Beach Horizon LLP
Managed Account
6.30 5,000k 5/1/2005
27 Chesapeake Capital
Diversified (LV)
6.44 100k 2/1/1988
26 Drury Capital
Diversified Trend-Following Program
6.56 5,000k 5/1/1997
25 Future Trade AG
Thales Swing Trading Programme
6.81 250k 6/1/2007
24 Keck Capital Management LLC
The Keck Program
6.82 2,000k 12/1/2003
23 Mobius Asset Management
Custom Trading Program
6.83 100k 1/1/2002
22 Alee Capital Management, LLC
Poniente Program
6.96 2,500k 1/1/1999
21 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.97 100k 5/1/1999
20 Clarke Capital Management
Jupiter
6.98 3,000k 5/1/2005
19 Parizek Capital
Futures Trading Program
7.32 500k 4/1/2000
18 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.77 100k 11/1/1984
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.91 0k 11/1/1996
16 Conquest Capital Group
Conquest Select
8.36 250k 6/1/2004
15 Clarke Capital Management
Worldwide
9.46 250k 1/1/1996
14 Heyden & Steindl GmbH
TOMAC2
9.58 5,000k 3/1/2003
13 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
11.50 200k 11/1/1999
12 Superfund Group
Superfund Blue SPC Class A (Gold)
11.66 50k 12/1/2007
11 ISAM
ISAM Systematic Trend Fund
13.16 1,000k 6/1/2001
10 Clarke Capital Management
FX Plus
13.24 1,000k 5/1/2004
9 Dreiss Research Corporation
Diversified Program
13.42 1,000k 5/1/1991
8 DUNN Capital Management
DUNN Combined Fund (DCF)
13.42 100k 5/1/1989
7 Briarwood Capital Management, Inc.
Diversified 2XL
13.48 250k 11/1/2004
6 DUNN Capital Management
D'Best Futures Fund, L.P.
14.06 100k 6/1/1994
5 Superfund Group
Superfund Green Gold A (SPC)
14.76 5k 10/1/2005
4 Superfund Group
Superfund Green Gold B (SPC)
15.42 50k 10/1/2005
3 Quality Capital Management
Global Diversified Programme
16.10 10,000k 12/1/1995
2 Superfund Group
Superfund Green Gold C (SPC)
16.36 100k 10/1/2005
1 Kelly Angle Inc.
Genesis Program
16.42 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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