Trend Following Strategy Index For December 2008

Monthly Rankings

Rank CTA/Program Dec 2008 Min Inv Inception
101 RAM Management Group
MRTP Aggressive
-4.59 1,000k 2/1/1998
100 Purple Valley Capital, Inc.
Diversified Trend 1
-3.60 100k 8/1/2008
99 Quantum Leap Capital Management
Managed Account Program
-2.95 300k 8/1/2006
98 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.49 10,000k 3/1/2006
97 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.46 50k 12/1/2007
96 RAM Management Group
RAM MRTP 1X-Conservative
-1.28 1,000k 9/1/1993
95 Quantica Capital AG
Quantica Diversified FX
-1.00 5,000k 3/1/2007
94 Altradis Capital AG
AlphAlgo
-0.57 100k 5/1/2007
93 John Locke Investments
JL Commodity Long Flat Program
-0.33 5,000k 12/1/2007
92 Covenant Capital Management
Original Program
-0.27 5,000k 9/1/1999
91 Covenant Capital Management
Aggressive Program
-0.24 3,000k 2/1/2004
90 QQFund.com
Investment Program 1
-0.21 300k 9/1/2008
87 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
88 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
89 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
86 Saxon Investment Corporation
Diversified Program
0.18 3,000k 9/1/1988
85 Eckhardt Trading Company
Evolution Strategies 1.2X
0.18 10,000k 10/1/1991
84 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.20 100k 1/1/2005
83 Estlander & Partners
Global Markets
0.22 10,000k 8/1/1999
82 Eckhardt Trading Company
Evolution Strategies
0.26 20,000k 8/1/1991
81 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
80 Saxon Investment Corporation
Aggressive Diversified Program
0.33 2,000k 11/1/1993
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.40 1,000k 3/1/2003
78 Estlander & Partners
Global XL
0.48 5,000k 8/1/1991
77 EMC Capital Advisors, LLC
Classic
0.50 5,000k 1/1/1985
76 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
75 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
74 Conquest Capital Group
Conquest Macro
0.78 250k 5/1/1999
73 Red Rock Capital, LLC
Systematic Global Macro
0.90 500k 9/1/2003
72 Hyman Beck and Company
Global Portfolio
0.91 1,000k 3/1/1991
71 Blackwater Capital Management
Global Program
1.02 5,000k 7/1/2005
70 Robinson-Langley Capital Management, LLC
Managed Account Program
1.07 200k 1/1/2007
69 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.23 10,000k 1/1/1991
68 Transtrend B.V.
DTP – Standard Risk (EUR)
1.28 10,000k 2/1/1999
67 Superfund Group
Superfund Green L.P. Series A
1.32 5k 10/1/2002
66 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.33 1k 10/1/2006
65 Millburn Corporation
Commodity Program
1.36 25,000k 3/1/2005
64 Clarke Capital Management
Global Magnum
1.36 100k 8/1/1997
63 Clarke Capital Management
Global Basic
1.51 50k 2/1/1996
62 Southwest Managed Investments, LLC
Global Diversified
1.59 200k 1/1/2002
61 Superfund Group
Superfund Green Q-AG
1.81 2k 3/1/1996
60 Superfund Group
Superfund Green GCT USD
1.90 15k 1/1/2000
59 Rho Asset Management
Rho Altius 1XL Program
1.94 5,000k 11/1/2007
58 John Locke Investments
Cyril Systematic Program
1.94 8,000k 7/1/2000
57 Rabar Market Research
Diversified Program
1.95 2,000k 1/1/1989
56 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.95 10,000k 8/1/2004
55 Tactical Investment Management
Tactical Institutional Commodity Program
1.98 10,000k 4/1/1993
54 Quantica Capital AG
Quantica Managed Futures
2.00 5,000k 1/1/2005
53 Pacific Capital Advisors
Vanguard Program
2.03 100k 4/1/2007
52 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.04 10,000k 8/1/1999
51 Winton Capital Management
Diversified
2.10 50,000k 10/1/1997
50 Clarke Capital Management
Millennium
2.23 1,000k 1/1/1998
49 Wavefront Global Asset Management
IMFC Global Investment Program
2.24 2,000k 2/1/2007
48 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.29 10,000k 1/1/1995
47 Mark J. Walsh Company
Standard Program
2.35 2,000k 9/1/1985
46 Eclipse Capital Management
Global Monetary
2.44 5,000k 8/1/1990
45 Lynx Asset Management AB
Lynx Program
2.48 75k 5/1/2000
44 Superfund Group
Superfund Green L.P. Series B
2.60 5k 10/1/2002
43 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.60 100k 11/1/1984
42 Somers Brothers Capital
Diversified Futures Program #1
2.61 100k 1/1/2005
41 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.67 100k 3/1/2003
40 Vergho Asset Management LLC
Kinematics
2.73 1,000k 11/1/2008
39 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.73 1,500k 4/1/2006
38 Welton Investment Partners
Welton Global
2.76 10,000k 6/1/2004
37 Mobius Asset Management
Diversified Program
2.81 250k 3/1/2004
36 Briarwood Capital Management, Inc.
Diversified 2XL
2.85 250k 11/1/2004
35 Neural Capital Ltd
Sentinel Trading Program
3.20 2,000k 1/1/2006
34 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.39 0k 11/1/1996
33 Alee Capital Management, LLC
Mistral Program
3.46 2,500k 1/1/1999
32 Keck Capital Management LLC
The Keck Program
3.58 2,000k 12/1/2003
31 Conquest Capital Group
Conquest Select
3.78 250k 6/1/2004
30 Ancile Capital Management
Global Markets Program
3.98 2,000k 4/1/2005
29 Chesapeake Capital
Diversified (LV)
4.14 100k 2/1/1988
28 Parizek Capital
Currency Program
4.20 1,000k 4/1/2006
27 Estlander & Partners
Alpha Trend
4.55 30,000k 10/1/1991
26 Beach Horizon LLP
Managed Account
4.67 5,000k 5/1/2005
25 Gladius Asset Management
Fulham Program
4.83 2,000k 1/1/2008
24 Dreiss Research Corporation
Diversified Program
4.93 1,000k 5/1/1991
23 Superfund Group
Superfund Green Master
4.96 2,000k 5/1/2001
22 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.05 100k 1/1/2000
21 Drury Capital
Diversified Trend-Following Program
5.15 5,000k 5/1/1997
20 Parizek Capital
Futures Trading Program
5.23 500k 4/1/2000
19 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.30 100k 5/1/1999
18 Clarke Capital Management
Jupiter
5.44 3,000k 5/1/2005
17 Hawksbill Capital Management
Global Diversified
6.03 5,000k 11/1/1988
16 ISAM
ISAM Systematic Trend Fund
6.11 1,000k 6/1/2001
15 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.20 200k 11/1/1999
14 DUNN Capital Management
DUNN Combined Fund (DCF)
6.60 100k 5/1/1989
13 Clarke Capital Management
Worldwide
7.04 250k 1/1/1996
12 DUNN Capital Management
D'Best Futures Fund, L.P.
7.28 100k 6/1/1994
11 Future Trade AG
Thales Swing Trading Programme
7.69 250k 6/1/2007
10 Alee Capital Management, LLC
Poniente Program
7.82 2,500k 1/1/1999
9 AllMountain Capital AG
Mount Denali Global Trends
8.47 160k 7/1/2007
8 Mobius Asset Management
Custom Trading Program
9.15 100k 1/1/2002
7 Heyden & Steindl GmbH
TOMAC2
9.24 5,000k 3/1/2003
6 Superfund Group
Superfund Green Gold A (SPC)
9.45 5k 10/1/2005
5 Superfund Group
Superfund Green Gold B (SPC)
10.81 50k 10/1/2005
4 Superfund Group
Superfund Green Gold C (SPC)
11.80 100k 10/1/2005
3 Kelly Angle Inc.
Genesis Program
12.37 2,000k 4/1/2000
2 Quality Capital Management
Global Diversified Programme
12.76 10,000k 12/1/1995
1 Clarke Capital Management
FX Plus
13.34 1,000k 5/1/2004

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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