Trend Following Strategy Index For September 2008

Monthly Rankings

Rank CTA/Program Sep 2008 Min Inv Inception
99 Acorn Global Investments Inc.
Acorn Diversified Program
-11.64 10k 7/1/2005
98 Rotella Capital Management
Rotella Polaris Program (Diversified)
-10.81 10,000k 1/1/1991
97 Quality Capital Management
Global Diversified Programme
-8.43 10,000k 12/1/1995
96 Heyden & Steindl GmbH
TOMAC2
-7.90 5,000k 3/1/2003
95 Rotella Capital Management
Rotella Orion (Short-Term) Program
-7.70 10,000k 3/1/2006
94 Quantica Capital AG
Quantica Diversified FX
-7.30 5,000k 3/1/2007
93 Chesapeake Capital
Diversified (LV)
-7.20 100k 2/1/1988
92 Neural Capital Ltd
Sentinel Trading Program
-4.01 2,000k 1/1/2006
91 Estlander & Partners
Alpha Trend
-3.74 30,000k 10/1/1991
90 Estlander & Partners
Global XL
-2.42 5,000k 8/1/1991
89 Rabar Market Research
Diversified Program
-2.03 2,000k 1/1/1989
88 Altradis Capital AG
AlphAlgo
-1.96 100k 5/1/2007
87 Mark J. Walsh Company
Standard Program
-1.71 2,000k 9/1/1985
86 John Locke Investments
JL Commodity Long Flat Program
-1.65 5,000k 12/1/2007
85 Mobius Asset Management
Diversified Program
-1.56 250k 3/1/2004
84 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.45 100k 3/1/2003
83 Rho Asset Management
Rho Altius 1XL Program
-1.37 5,000k 11/1/2007
82 Ancile Capital Management
Global Markets Program
-1.26 2,000k 4/1/2005
81 Mobius Asset Management
Custom Trading Program
-1.24 100k 1/1/2002
80 Parizek Capital
Currency Program
-1.21 1,000k 4/1/2006
79 Kelly Angle Inc.
Genesis Program
-1.19 2,000k 4/1/2000
78 Tactical Investment Management
Tactical Institutional Commodity Program
-1.15 10,000k 4/1/1993
77 Estlander & Partners
Global Markets
-1.14 10,000k 8/1/1999
76 Quantica Capital AG
Quantica Managed Futures
-1.00 5,000k 1/1/2005
75 Saxon Investment Corporation
Aggressive Diversified Program
-0.76 2,000k 11/1/1993
74 Conquest Capital Group
Conquest Select
-0.55 250k 6/1/2004
73 John Locke Investments
Cyril Systematic Program
-0.51 8,000k 7/1/2000
72 AllMountain Capital AG
Mount Denali Global Trends
-0.48 160k 7/1/2007
71 Winton Capital Management
Diversified
-0.41 50,000k 10/1/1997
70 Saxon Investment Corporation
Diversified Program
-0.34 3,000k 9/1/1988
69 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.23 100k 1/1/2000
68 RAM Management Group
MRTP Aggressive
-0.13 1,000k 2/1/1998
67 RAM Management Group
RAM MRTP 1X-Conservative
-0.07 1,000k 9/1/1993
66 Superfund Group
Superfund Green L.P. Series A
-0.07 5k 10/1/2002
65 Gladius Asset Management
Fulham Program
-0.02 2,000k 1/1/2008
64 Clarke Capital Management
FX Plus
-0.02 1,000k 5/1/2004
62 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
63 QQFund.com
Investment Program 1
0.00 300k 9/1/2008
61 Covenant Capital Management
Original Program
0.09 5,000k 9/1/1999
60 Superfund Group
Superfund Green L.P. Series B
0.46 5k 10/1/2002
59 Briarwood Capital Management, Inc.
Diversified 2XL
0.58 250k 11/1/2004
58 Purple Valley Capital, Inc.
Diversified Trend 1
0.78 100k 8/1/2008
57 Covenant Capital Management
Aggressive Program
0.80 3,000k 2/1/2004
56 Superfund Group
Superfund Blue SPC Class A (EUR)
0.81 50k 4/1/2005
55 Robinson-Langley Capital Management, LLC
Managed Account Program
0.90 200k 1/1/2007
54 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.02 100k 11/1/1984
53 Welton Investment Partners
Welton Global
1.05 10,000k 6/1/2004
52 Alder Capital DAC
Alder Global 10
1.10 2,500k 10/1/2000
51 Clarke Capital Management
Global Magnum
1.53 100k 8/1/1997
50 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.71 0k 11/1/1996
49 Millburn Corporation
Commodity Program
1.93 25,000k 3/1/2005
48 Alder Capital DAC
Alder Global 20
2.20 2,500k 2/1/2001
47 Superfund Group
Superfund Green Q-AG
2.59 2k 3/1/1996
46 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.68 1k 10/1/2006
45 Eckhardt Trading Company
Evolution Strategies
2.69 20,000k 8/1/1991
44 Lynx Asset Management AB
Lynx Program
2.71 75k 5/1/2000
43 Eckhardt Trading Company
Evolution Strategies 1.2X
3.09 10,000k 10/1/1991
42 Red Rock Capital, LLC
Systematic Global Macro
3.23 500k 9/1/2003
41 Alee Capital Management, LLC
Mistral Program
3.73 2,500k 1/1/1999
40 Transtrend B.V.
DTP – Standard Risk (EUR)
3.82 10,000k 2/1/1999
39 Pacific Capital Advisors
Vanguard Program
3.83 100k 4/1/2007
38 Wavefront Global Asset Management
IMFC Global Investment Program
4.26 2,000k 2/1/2007
37 Clarke Capital Management
Global Basic
4.26 50k 2/1/1996
36 Eclipse Capital Management
Global Monetary
4.38 5,000k 8/1/1990
35 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.77 10,000k 8/1/2004
34 DUNN Capital Management
D'Best Futures Fund, L.P.
4.85 100k 6/1/1994
33 Superfund Group
Superfund Green GCT USD
4.87 15k 1/1/2000
32 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.95 10,000k 1/1/1995
31 Dreiss Research Corporation
Diversified Program
5.00 1,000k 5/1/1991
30 Clarke Capital Management
Millennium
5.01 1,000k 1/1/1998
29 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.11 100k 1/1/2005
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.35 10,000k 8/1/1999
27 Clarke Capital Management
Jupiter
5.53 3,000k 5/1/2005
26 Superfund Group
Superfund Green Gold A (SPC)
5.58 5k 10/1/2005
25 Alee Capital Management, LLC
Poniente Program
5.74 2,500k 1/1/1999
24 EMC Capital Advisors, LLC
Classic
5.80 5,000k 1/1/1985
23 Superfund Group
Superfund Green Gold B (SPC)
6.06 50k 10/1/2005
22 Hawksbill Capital Management
Global Diversified
6.11 5,000k 11/1/1988
21 DUNN Capital Management
DUNN Combined Fund (DCF)
6.31 100k 5/1/1989
20 Superfund Group
Superfund Green Gold C (SPC)
6.70 100k 10/1/2005
19 Beach Horizon LLP
Managed Account
6.84 5,000k 5/1/2005
18 Auspice Capital Advisors Ltd
Auspice Diversified Program
6.86 1,500k 4/1/2006
17 Blackwater Capital Management
Global Program
8.23 5,000k 7/1/2005
16 Conquest Capital Group
Conquest Macro
8.50 250k 5/1/1999
15 Superfund Group
Superfund Green Master
8.93 2,000k 5/1/2001
14 Superfund Group
Superfund Blue SPC Class A (Gold)
8.97 50k 12/1/2007
13 Clarke Capital Management
Worldwide
9.15 250k 1/1/1996
12 ISAM
ISAM Systematic Trend Fund
9.63 1,000k 6/1/2001
11 Southwest Managed Investments, LLC
Global Diversified
9.74 200k 1/1/2002
10 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
9.96 200k 11/1/1999
9 Keck Capital Management LLC
The Keck Program
10.26 2,000k 12/1/2003
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.99 1,000k 3/1/2003
7 Quantum Leap Capital Management
Managed Account Program
11.19 300k 8/1/2006
6 Hyman Beck and Company
Global Portfolio
11.52 1,000k 3/1/1991
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.58 100k 5/1/1999
4 Parizek Capital
Futures Trading Program
14.68 500k 4/1/2000
3 Somers Brothers Capital
Diversified Futures Program #1
15.01 100k 1/1/2005
2 Future Trade AG
Thales Swing Trading Programme
15.41 250k 6/1/2007
1 Drury Capital
Diversified Trend-Following Program
16.95 5,000k 5/1/1997

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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