Trend Following Strategy Index For April 2008

Monthly Rankings

Rank CTA/Program Apr 2008 Min Inv Inception
97 Parizek Capital
Currency Program
-22.10 1,000k 4/1/2006
96 Clarke Capital Management
FX Plus
-19.15 1,000k 5/1/2004
95 Kelly Angle Inc.
Genesis Program
-16.50 2,000k 4/1/2000
94 Keck Capital Management LLC
The Keck Program
-14.90 2,000k 12/1/2003
93 Superfund Group
Superfund Green Gold C (SPC)
-9.49 100k 10/1/2005
92 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.88 200k 11/1/1999
91 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.58 100k 5/1/1999
90 Superfund Group
Superfund Green Gold B (SPC)
-8.26 50k 10/1/2005
89 Clarke Capital Management
Worldwide
-7.57 250k 1/1/1996
88 Dreiss Research Corporation
Diversified Program
-7.42 1,000k 5/1/1991
87 Parizek Capital
Futures Trading Program
-7.33 500k 4/1/2000
86 Superfund Group
Superfund Green Gold A (SPC)
-7.01 5k 10/1/2005
85 Briarwood Capital Management, Inc.
Diversified 2XL
-6.79 250k 11/1/2004
84 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.75 100k 5/1/1989
83 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.55 100k 11/1/1984
82 ISAM
ISAM Systematic Trend Fund
-6.55 1,000k 6/1/2001
81 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.49 100k 1/1/2000
80 Alee Capital Management, LLC
Poniente Program
-6.11 2,500k 1/1/1999
79 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.06 0k 11/1/1996
78 Superfund Group
Superfund Blue SPC Class A (EUR)
-5.88 50k 4/1/2005
77 Superfund Group
Superfund Blue SPC Class A (Gold)
-5.80 50k 12/1/2007
76 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.73 100k 6/1/1994
75 Hyman Beck and Company
Global Portfolio
-5.59 1,000k 3/1/1991
74 Future Trade AG
Thales Swing Trading Programme
-5.58 250k 6/1/2007
73 Drury Capital
Diversified Trend-Following Program
-5.44 5,000k 5/1/1997
72 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.99 200k 1/1/2007
71 Southwest Managed Investments, LLC
Global Diversified
-4.77 200k 1/1/2002
70 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.34 1k 10/1/2006
69 Beach Horizon LLP
Managed Account
-4.04 5,000k 5/1/2005
68 Clarke Capital Management
Jupiter
-4.03 3,000k 5/1/2005
67 Superfund Group
Superfund Green Master
-3.93 2,000k 5/1/2001
66 Lynx Asset Management AB
Lynx Program
-3.83 75k 5/1/2000
65 Eclipse Capital Management
Global Monetary
-3.65 5,000k 8/1/1990
64 Gladius Asset Management
Fulham Program
-3.61 2,000k 1/1/2008
63 Somers Brothers Capital
Diversified Futures Program #1
-3.50 100k 1/1/2005
62 Clarke Capital Management
Global Basic
-3.46 50k 2/1/1996
61 Neural Capital Ltd
Sentinel Trading Program
-3.27 2,000k 1/1/2006
60 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.86 1,000k 3/1/2003
59 Wavefront Global Asset Management
IMFC Global Investment Program
-2.78 2,000k 2/1/2007
58 Heyden & Steindl GmbH
TOMAC2
-2.72 5,000k 3/1/2003
57 Conquest Capital Group
Conquest Select
-2.71 250k 6/1/2004
56 Superfund Group
Superfund Green GCT USD
-2.65 15k 1/1/2000
55 Acorn Global Investments Inc.
Acorn Diversified Program
-2.38 10k 7/1/2005
54 Alee Capital Management, LLC
Mistral Program
-2.28 2,500k 1/1/1999
53 Quantum Leap Capital Management
Managed Account Program
-2.20 300k 8/1/2006
52 Clarke Capital Management
Global Magnum
-1.84 100k 8/1/1997
51 AllMountain Capital AG
Mount Denali Global Trends
-1.72 160k 7/1/2007
50 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.59 1,500k 4/1/2006
49 Superfund Group
Superfund Green L.P. Series A
-1.57 5k 10/1/2002
48 Superfund Group
Superfund Green Q-AG
-1.23 2k 3/1/1996
47 Superfund Group
Superfund Green L.P. Series B
-1.20 5k 10/1/2002
46 Mobius Asset Management
Diversified Program
-1.07 250k 3/1/2004
45 Winton Capital Management
Diversified
-0.99 50,000k 10/1/1997
44 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.86 100k 1/1/2005
43 RAM Management Group
MRTP Aggressive
-0.41 1,000k 2/1/1998
42 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.41 100k 3/1/2003
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.34 10,000k 1/1/1991
40 John Locke Investments
Cyril Systematic Program
-0.25 8,000k 7/1/2000
39 RAM Management Group
RAM MRTP 1X-Conservative
-0.20 1,000k 9/1/1993
38 Altradis Capital AG
AlphAlgo
-0.13 100k 5/1/2007
37 Estlander & Partners
Global XL
-0.08 5,000k 8/1/1991
36 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
34 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
35 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
33 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.03 10,000k 3/1/2006
32 Alder Capital DAC
Alder Global 20
0.10 2,500k 2/1/2001
31 Estlander & Partners
Global Markets
0.10 10,000k 8/1/1999
30 Tactical Investment Management
Tactical Institutional Commodity Program
0.14 10,000k 4/1/1993
29 Eckhardt Trading Company
Evolution Strategies
0.14 20,000k 8/1/1991
28 Red Rock Capital, LLC
Systematic Global Macro
0.16 500k 9/1/2003
27 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
26 EMC Capital Advisors, LLC
Classic
0.20 5,000k 1/1/1985
25 Eckhardt Trading Company
Evolution Strategies 1.2X
0.23 10,000k 10/1/1991
24 Transtrend B.V.
DTP – Standard Risk (EUR)
0.30 10,000k 2/1/1999
23 Hawksbill Capital Management
Global Diversified
0.32 5,000k 11/1/1988
22 Ancile Capital Management
Global Markets Program
0.47 2,000k 4/1/2005
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.59 10,000k 1/1/1995
20 Chesapeake Capital
Diversified (LV)
0.63 100k 2/1/1988
19 Saxon Investment Corporation
Diversified Program
0.69 3,000k 9/1/1988
18 Welton Investment Partners
Welton Global
0.69 10,000k 6/1/2004
17 Blackwater Capital Management
Global Program
0.71 5,000k 7/1/2005
16 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.73 10,000k 8/1/2004
15 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.73 10,000k 8/1/1999
14 Mobius Asset Management
Custom Trading Program
1.07 100k 1/1/2002
13 Saxon Investment Corporation
Aggressive Diversified Program
1.14 2,000k 11/1/1993
12 Conquest Capital Group
Conquest Macro
1.42 250k 5/1/1999
11 Millburn Corporation
Commodity Program
1.66 25,000k 3/1/2005
10 John Locke Investments
JL Commodity Long Flat Program
1.83 5,000k 12/1/2007
9 Rabar Market Research
Diversified Program
1.87 2,000k 1/1/1989
8 Quality Capital Management
Global Diversified Programme
2.11 10,000k 12/1/1995
7 Covenant Capital Management
Original Program
3.29 5,000k 9/1/1999
6 Pacific Capital Advisors
Vanguard Program
3.66 100k 4/1/2007
5 Covenant Capital Management
Aggressive Program
3.92 3,000k 2/1/2004
4 Rho Asset Management
Rho Altius 1XL Program
3.93 5,000k 11/1/2007
3 Estlander & Partners
Alpha Trend
4.21 30,000k 10/1/1991
2 Mark J. Walsh Company
Standard Program
5.85 2,000k 9/1/1985
1 Clarke Capital Management
Millennium
6.76 1,000k 1/1/1998

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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