Trend Following Strategy Index For August 2008

Monthly Rankings

Rank CTA/Program Aug 2008 Min Inv Inception
98 Superfund Group
Superfund Green Gold C (SPC)
-25.33 100k 10/1/2005
97 Superfund Group
Superfund Green Gold B (SPC)
-21.49 50k 10/1/2005
96 Superfund Group
Superfund Green Gold A (SPC)
-17.46 5k 10/1/2005
95 Superfund Group
Superfund Green Master
-12.80 2,000k 5/1/2001
94 Superfund Group
Superfund Green GCT USD
-11.55 15k 1/1/2000
93 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.26 100k 11/1/1984
92 Rotella Capital Management
Rotella Orion (Short-Term) Program
-8.37 10,000k 3/1/2006
91 Superfund Group
Superfund Green Q-AG
-8.36 2k 3/1/1996
90 Chesapeake Capital
Diversified (LV)
-7.50 100k 2/1/1988
89 Superfund Group
Superfund Green L.P. Series B
-7.28 5k 10/1/2002
88 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.73 100k 5/1/1999
87 Alder Capital DAC
Alder Global 20
-6.50 2,500k 2/1/2001
86 Covenant Capital Management
Aggressive Program
-5.42 3,000k 2/1/2004
85 Superfund Group
Superfund Green L.P. Series A
-4.64 5k 10/1/2002
84 Beach Horizon LLP
Managed Account
-4.10 5,000k 5/1/2005
83 AllMountain Capital AG
Mount Denali Global Trends
-3.96 160k 7/1/2007
82 Covenant Capital Management
Original Program
-3.79 5,000k 9/1/1999
81 Millburn Corporation
Commodity Program
-3.77 25,000k 3/1/2005
80 Welton Investment Partners
Welton Global
-3.72 10,000k 6/1/2004
79 Ancile Capital Management
Global Markets Program
-3.62 2,000k 4/1/2005
78 Wavefront Global Asset Management
IMFC Global Investment Program
-3.39 2,000k 2/1/2007
77 Keck Capital Management LLC
The Keck Program
-3.22 2,000k 12/1/2003
76 Quality Capital Management
Global Diversified Programme
-3.14 10,000k 12/1/1995
75 Mobius Asset Management
Custom Trading Program
-3.01 100k 1/1/2002
74 Winton Capital Management
Diversified
-3.00 50,000k 10/1/1997
73 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.98 10,000k 10/1/1991
72 Alder Capital DAC
Alder Global 10
-2.80 2,500k 10/1/2000
71 Eckhardt Trading Company
Evolution Strategies
-2.71 20,000k 8/1/1991
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.70 10,000k 1/1/1991
69 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.63 50k 12/1/2007
68 Quantica Capital AG
Quantica Diversified FX
-2.50 5,000k 3/1/2007
67 Rabar Market Research
Diversified Program
-2.43 2,000k 1/1/1989
66 Saxon Investment Corporation
Aggressive Diversified Program
-2.32 2,000k 11/1/1993
65 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.99 1,500k 4/1/2006
64 Quantica Capital AG
Quantica Managed Futures
-1.90 5,000k 1/1/2005
63 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.83 0k 11/1/1996
62 Acorn Global Investments Inc.
Acorn Diversified Program
-1.81 10k 7/1/2005
61 Tactical Investment Management
Tactical Institutional Commodity Program
-1.64 10,000k 4/1/1993
60 Red Rock Capital, LLC
Systematic Global Macro
-1.60 500k 9/1/2003
59 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.38 10,000k 1/1/1995
58 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
57 Saxon Investment Corporation
Diversified Program
-1.24 3,000k 9/1/1988
56 Estlander & Partners
Global XL
-1.20 5,000k 8/1/1991
55 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.19 10,000k 8/1/2004
54 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.15 10,000k 8/1/1999
53 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.93 10,000k 2/1/1999
52 Rho Asset Management
Rho Altius 1XL Program
-0.81 5,000k 11/1/2007
51 Estlander & Partners
Global Markets
-0.59 10,000k 8/1/1999
50 ISAM
ISAM Systematic Trend Fund
-0.54 1,000k 6/1/2001
49 Eclipse Capital Management
Global Monetary
-0.46 5,000k 8/1/1990
48 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.16 50k 4/1/2005
47 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
46 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
45 Dreiss Research Corporation
Diversified Program
0.04 1,000k 5/1/1991
44 DUNN Capital Management
DUNN Combined Fund (DCF)
0.23 100k 5/1/1989
43 Blackwater Capital Management
Global Program
1.02 5,000k 7/1/2005
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.19 1,000k 3/1/2003
41 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
40 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.25 100k 1/1/2005
39 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.36 1k 10/1/2006
38 Pacific Capital Advisors
Vanguard Program
1.38 100k 4/1/2007
37 Robinson-Langley Capital Management, LLC
Managed Account Program
1.44 200k 1/1/2007
36 Estlander & Partners
Alpha Trend
1.63 30,000k 10/1/1991
35 Mobius Asset Management
Diversified Program
1.79 250k 3/1/2004
34 Drury Capital
Diversified Trend-Following Program
1.92 5,000k 5/1/1997
33 Lynx Asset Management AB
Lynx Program
2.01 75k 5/1/2000
32 Altradis Capital AG
AlphAlgo
2.66 100k 5/1/2007
31 Clarke Capital Management
Jupiter
2.90 3,000k 5/1/2005
30 Conquest Capital Group
Conquest Select
3.08 250k 6/1/2004
29 Mark J. Walsh Company
Standard Program
3.44 2,000k 9/1/1985
28 Alee Capital Management, LLC
Mistral Program
3.68 2,500k 1/1/1999
27 Clarke Capital Management
Millennium
3.90 1,000k 1/1/1998
26 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
25 Neural Capital Ltd
Sentinel Trading Program
4.44 2,000k 1/1/2006
24 DUNN Capital Management
D'Best Futures Fund, L.P.
4.78 100k 6/1/1994
23 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.78 100k 3/1/2003
22 Parizek Capital
Currency Program
5.24 1,000k 4/1/2006
21 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.52 200k 11/1/1999
20 Somers Brothers Capital
Diversified Futures Program #1
5.73 100k 1/1/2005
19 Kelly Angle Inc.
Genesis Program
5.77 2,000k 4/1/2000
18 Conquest Capital Group
Conquest Macro
6.08 250k 5/1/1999
17 Hyman Beck and Company
Global Portfolio
6.23 1,000k 3/1/1991
16 John Locke Investments
Cyril Systematic Program
7.30 8,000k 7/1/2000
15 Alee Capital Management, LLC
Poniente Program
7.68 2,500k 1/1/1999
14 Parizek Capital
Futures Trading Program
7.83 500k 4/1/2000
13 RAM Management Group
RAM MRTP 1X-Conservative
7.97 1,000k 9/1/1993
12 Gladius Asset Management
Fulham Program
8.13 2,000k 1/1/2008
11 Clarke Capital Management
FX Plus
9.49 1,000k 5/1/2004
10 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
10.30 100k 1/1/2000
9 Briarwood Capital Management, Inc.
Diversified 2XL
11.21 250k 11/1/2004
8 Future Trade AG
Thales Swing Trading Programme
11.39 250k 6/1/2007
7 Clarke Capital Management
Global Magnum
13.99 100k 8/1/1997
6 Quantum Leap Capital Management
Managed Account Program
14.63 300k 8/1/2006
5 Southwest Managed Investments, LLC
Global Diversified
16.40 200k 1/1/2002
4 Hawksbill Capital Management
Global Diversified
19.41 5,000k 11/1/1988
3 Heyden & Steindl GmbH
TOMAC2
20.61 5,000k 3/1/2003
2 RAM Management Group
MRTP Aggressive
24.65 1,000k 2/1/1998
1 Clarke Capital Management
Global Basic
30.08 50k 2/1/1996

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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