Trend Following Strategy Index For February 2008

Monthly Rankings

Rank CTA/Program Feb 2008 Min Inv Inception
97 Parizek Capital
Currency Program
-14.47 1,000k 4/1/2006
96 Neural Capital Ltd
Sentinel Trading Program
-4.77 2,000k 1/1/2006
95 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.47 100k 1/1/2000
94 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
93 Pacific Capital Advisors
Vanguard Program
0.70 100k 4/1/2007
92 Quantica Capital AG
Quantica Diversified FX
0.80 5,000k 3/1/2007
91 Mobius Asset Management
Diversified Program
0.92 250k 3/1/2004
90 Superfund Group
Superfund Blue SPC Class A (EUR)
1.77 50k 4/1/2005
89 Clarke Capital Management
FX Plus
2.00 1,000k 5/1/2004
88 Briarwood Capital Management, Inc.
Diversified 2XL
2.65 250k 11/1/2004
87 Quantica Capital AG
Quantica Managed Futures
2.80 5,000k 1/1/2005
86 RAM Management Group
RAM MRTP 1X-Conservative
3.00 1,000k 9/1/1993
85 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.08 1k 10/1/2006
84 Superfund Group
Superfund Blue SPC Class A (Gold)
3.15 50k 12/1/2007
83 AllMountain Capital AG
Mount Denali Global Trends
3.31 160k 7/1/2007
82 Alder Capital DAC
Alder Global 10
3.50 2,500k 10/1/2000
81 Transtrend B.V.
DTP – Standard Risk (EUR)
3.51 10,000k 2/1/1999
80 Estlander & Partners
Global Markets
3.65 10,000k 8/1/1999
79 Conquest Capital Group
Conquest Macro
3.92 250k 5/1/1999
78 Hyman Beck and Company
Global Portfolio
4.35 1,000k 3/1/1991
77 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.49 10,000k 3/1/2006
76 Eclipse Capital Management
Global Monetary
4.70 5,000k 8/1/1990
75 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.11 10,000k 8/1/2004
74 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.24 10,000k 8/1/1999
73 Mobius Asset Management
Custom Trading Program
5.46 100k 1/1/2002
72 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.55 10,000k 1/1/1995
71 Lynx Asset Management AB
Lynx Program
6.02 75k 5/1/2000
70 Welton Investment Partners
Welton Global
6.20 10,000k 6/1/2004
69 Alder Capital DAC
Alder Global 20
6.80 2,500k 2/1/2001
68 John Locke Investments
Cyril Systematic Program
6.89 8,000k 7/1/2000
67 ISAM
ISAM Systematic Trend Fund
6.90 1,000k 6/1/2001
66 Rotella Capital Management
Rotella Polaris Program (Diversified)
7.08 10,000k 1/1/1991
65 Conquest Capital Group
Conquest Select
7.31 250k 6/1/2004
64 Winton Capital Management
Diversified
7.95 50,000k 10/1/1997
63 Estlander & Partners
Global XL
8.19 5,000k 8/1/1991
62 RAM Management Group
MRTP Aggressive
8.24 1,000k 2/1/1998
61 Clarke Capital Management
Global Magnum
8.46 100k 8/1/1997
60 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
8.49 100k 3/1/2003
59 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.81 200k 11/1/1999
58 Altradis Capital AG
AlphAlgo
9.86 100k 5/1/2007
57 Eckhardt Trading Company
Evolution Strategies
10.01 20,000k 8/1/1991
56 Saxon Investment Corporation
Diversified Program
10.63 3,000k 9/1/1988
55 Blackwater Capital Management
Global Program
10.98 5,000k 7/1/2005
54 Hawksbill Capital Management
Global Diversified
11.12 5,000k 11/1/1988
53 Drury Capital
Diversified Trend-Following Program
11.17 5,000k 5/1/1997
52 Eckhardt Trading Company
Evolution Strategies 1.2X
11.42 10,000k 10/1/1991
51 John Locke Investments
JL Commodity Long Flat Program
11.79 5,000k 12/1/2007
50 Acorn Global Investments Inc.
Acorn Diversified Program
12.10 10k 7/1/2005
49 Clarke Capital Management
Worldwide
12.24 250k 1/1/1996
48 Clarke Capital Management
Global Basic
12.54 50k 2/1/1996
47 Rabar Market Research
Diversified Program
12.91 2,000k 1/1/1989
46 Gladius Asset Management
Fulham Program
13.13 2,000k 1/1/2008
45 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
13.67 1,000k 3/1/2003
44 Estlander & Partners
Alpha Trend
13.86 30,000k 10/1/1991
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.93 0k 11/1/1996
42 Superfund Group
Superfund Green Q-AG
14.17 2k 3/1/1996
41 Southwest Managed Investments, LLC
Global Diversified
14.30 200k 1/1/2002
40 Auspice Capital Advisors Ltd
Auspice Diversified Program
14.53 1,500k 4/1/2006
39 EMC Capital Advisors, LLC
Classic
14.90 5,000k 1/1/1985
38 Covenant Capital Management
Original Program
15.41 5,000k 9/1/1999
37 Heyden & Steindl GmbH
TOMAC2
15.51 5,000k 3/1/2003
36 Clarke Capital Management
Jupiter
16.32 3,000k 5/1/2005
35 Robinson-Langley Capital Management, LLC
Managed Account Program
16.63 200k 1/1/2007
34 Millburn Corporation
Commodity Program
16.65 25,000k 3/1/2005
33 Chesapeake Capital
Diversified (LV)
17.15 100k 2/1/1988
32 Ancile Capital Management
Global Markets Program
17.36 2,000k 4/1/2005
31 Kelly Angle Inc.
Genesis Program
17.59 2,000k 4/1/2000
30 Superfund Group
Superfund Green L.P. Series A
17.93 5k 10/1/2002
29 Saxon Investment Corporation
Aggressive Diversified Program
18.10 2,000k 11/1/1993
28 Quantum Leap Capital Management
Managed Account Program
18.58 300k 8/1/2006
27 Red Rock Capital, LLC
Systematic Global Macro
18.66 500k 9/1/2003
26 Rho Asset Management
Rho Altius 1XL Program
18.87 5,000k 11/1/2007
25 Wavefront Global Asset Management
IMFC Global Investment Program
18.88 2,000k 2/1/2007
24 Keck Capital Management LLC
The Keck Program
19.01 2,000k 12/1/2003
23 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
19.09 100k 1/1/2005
22 Mark J. Walsh Company
Standard Program
19.55 2,000k 9/1/1985
21 Quality Capital Management
Global Diversified Programme
20.02 10,000k 12/1/1995
20 Beach Horizon LLP
Managed Account
20.07 5,000k 5/1/2005
19 Alee Capital Management, LLC
Mistral Program
21.19 2,500k 1/1/1999
18 Superfund Group
Superfund Green Gold A (SPC)
21.31 5k 10/1/2005
17 Tactical Investment Management
Tactical Institutional Commodity Program
21.39 10,000k 4/1/1993
16 Covenant Capital Management
Aggressive Program
21.53 3,000k 2/1/2004
15 Somers Brothers Capital
Diversified Futures Program #1
21.90 100k 1/1/2005
14 Superfund Group
Superfund Green GCT USD
22.39 15k 1/1/2000
13 Parizek Capital
Futures Trading Program
22.84 500k 4/1/2000
12 DUNN Capital Management
D'Best Futures Fund, L.P.
24.52 100k 6/1/1994
11 Superfund Group
Superfund Green L.P. Series B
24.60 5k 10/1/2002
10 Alee Capital Management, LLC
Poniente Program
26.15 2,500k 1/1/1999
9 Clarke Capital Management
Millennium
27.36 1,000k 1/1/1998
8 Future Trade AG
Thales Swing Trading Programme
27.83 250k 6/1/2007
7 Superfund Group
Superfund Green Gold B (SPC)
28.68 50k 10/1/2005
6 Mulvaney Capital Management
The Mulvaney Global Markets Program
28.86 100k 5/1/1999
5 Dreiss Research Corporation
Diversified Program
29.19 1,000k 5/1/1991
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
29.55 100k 11/1/1984
3 DUNN Capital Management
DUNN Combined Fund (DCF)
31.63 100k 5/1/1989
2 Superfund Group
Superfund Green Master
32.16 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
37.36 100k 10/1/2005

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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