Trend Following Strategy Index For January 2009

Monthly Rankings

Rank CTA/Program Jan 2009 Min Inv Inception
101 Purple Valley Capital, Inc.
Diversified Trend 1
-12.39 100k 8/1/2008
100 Neural Capital Ltd
Sentinel Trading Program
-10.41 2,000k 1/1/2006
99 Estlander & Partners
Alpha Trend II - Class P
-9.53 100k 12/1/2008
98 RAM Management Group
MRTP Aggressive
-8.48 1,000k 2/1/1998
97 Clarke Capital Management
FX Plus
-8.03 1,000k 5/1/2004
96 Quantum Leap Capital Management
Managed Account Program
-8.00 300k 8/1/2006
95 Future Trade AG
Thales Swing Trading Programme
-7.68 250k 6/1/2007
94 Kelly Angle Inc.
Genesis Program
-6.68 2,000k 4/1/2000
93 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.27 100k 6/1/1994
92 Quality Capital Management
Global Diversified Programme
-6.15 10,000k 12/1/1995
91 Heyden & Steindl GmbH
TOMAC2
-5.97 5,000k 3/1/2003
90 Southwest Managed Investments, LLC
Global Diversified
-5.54 200k 1/1/2002
89 Clarke Capital Management
Millennium
-5.20 1,000k 1/1/1998
88 Mark J. Walsh Company
Standard Program
-5.07 2,000k 9/1/1985
87 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.60 100k 3/1/2003
86 Alee Capital Management, LLC
Poniente Program
-4.49 2,500k 1/1/1999
85 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.26 100k 5/1/1989
84 Clarke Capital Management
Worldwide
-4.22 250k 1/1/1996
83 Alee Capital Management, LLC
Mistral Program
-4.15 2,500k 1/1/1999
82 Eclipse Capital Management
Global Monetary
-3.82 5,000k 8/1/1990
81 Clarke Capital Management
Jupiter
-3.77 3,000k 5/1/2005
80 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.71 100k 1/1/2000
79 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.60 100k 1/1/2005
78 Parizek Capital
Futures Trading Program
-3.53 500k 4/1/2000
77 Somers Brothers Capital
Diversified Futures Program #1
-3.48 100k 1/1/2005
76 John Locke Investments
JL Commodity Long Flat Program
-3.21 5,000k 12/1/2007
75 Estlander & Partners
Alpha Trend
-3.02 30,000k 10/1/1991
74 RAM Management Group
RAM MRTP 1X-Conservative
-2.81 1,000k 9/1/1993
73 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.79 0k 11/1/1996
72 Rho Asset Management
Rho Altius 1XL Program
-2.41 5,000k 11/1/2007
71 Conquest Capital Group
Conquest Select
-2.30 250k 6/1/2004
70 Welton Investment Partners
Welton Global
-2.30 10,000k 6/1/2004
69 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.05 200k 1/1/2007
68 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
67 Lynx Asset Management AB
Lynx Program
-1.90 75k 5/1/2000
66 Drury Capital
Diversified Trend-Following Program
-1.82 5,000k 5/1/1997
65 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.60 10,000k 10/1/1991
64 Eckhardt Trading Company
Evolution Strategies
-1.38 20,000k 8/1/1991
63 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.28 200k 11/1/1999
62 ISAM
ISAM Systematic Trend Fund
-1.25 1,000k 6/1/2001
61 Ancile Capital Management
Global Markets Program
-1.23 2,000k 4/1/2005
60 Rabar Market Research
Diversified Program
-1.20 2,000k 1/1/1989
59 AllMountain Capital AG
Mount Denali Global Trends
-1.17 160k 7/1/2007
58 Gladius Asset Management
Fulham Program
-1.07 2,000k 1/1/2008
57 John Locke Investments
Cyril Systematic Program
-0.96 8,000k 7/1/2000
56 Wavefront Global Asset Management
IMFC Global Investment Program
-0.88 2,000k 2/1/2007
55 Mobius Asset Management
Custom Trading Program
-0.79 100k 1/1/2002
54 Dreiss Research Corporation
Diversified Program
-0.76 1,000k 5/1/1991
53 Quantica Capital AG
Quantica Managed Futures
-0.74 5,000k 1/1/2005
52 Blackwater Capital Management
Global Program
-0.67 5,000k 7/1/2005
51 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.61 1,500k 4/1/2006
50 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.58 1k 10/1/2006
49 Hawksbill Capital Management
Global Diversified
-0.53 5,000k 11/1/1988
48 Briarwood Capital Management, Inc.
Diversified 2XL
-0.50 250k 11/1/2004
47 Millburn Corporation
Commodity Program
-0.42 25,000k 3/1/2005
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.27 10,000k 1/1/1995
45 Quantica Capital AG
Quantica Diversified FX
-0.26 5,000k 3/1/2007
44 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.24 50k 4/1/2005
43 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.24 10,000k 8/1/1999
42 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.21 10,000k 2/1/1999
41 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
40 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.18 10,000k 8/1/2004
39 Vergho Asset Management LLC
Kinematics
-0.05 1,000k 11/1/2008
38 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
37 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
36 Pacific Capital Advisors
Vanguard Program
0.02 100k 4/1/2007
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.09 1,000k 3/1/2003
34 Hyman Beck and Company
Global Portfolio
0.15 1,000k 3/1/1991
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.20 10,000k 1/1/1991
32 Tactical Investment Management
Tactical Institutional Commodity Program
0.30 10,000k 4/1/1993
31 Superfund Group
Superfund Green L.P. Series A
0.35 5k 10/1/2002
30 Clarke Capital Management
Global Magnum
0.41 100k 8/1/1997
29 Chesapeake Capital
Diversified (LV)
0.50 100k 2/1/1988
28 Saxon Investment Corporation
Diversified Program
0.55 3,000k 9/1/1988
27 Keck Capital Management LLC
The Keck Program
0.55 2,000k 12/1/2003
26 Beach Horizon LLP
Managed Account
0.66 5,000k 5/1/2005
25 Superfund Group
Superfund Green GCT USD
0.76 15k 1/1/2000
24 Mobius Asset Management
Diversified Program
0.80 250k 3/1/2004
23 Superfund Group
Superfund Green Q-AG
0.82 2k 3/1/1996
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.89 100k 11/1/1984
21 Winton Capital Management
Diversified
0.99 50,000k 10/1/1997
20 Estlander & Partners
Global Markets
0.99 10,000k 8/1/1999
19 Superfund Group
Superfund Green L.P. Series B
1.01 5k 10/1/2002
18 Saxon Investment Corporation
Aggressive Diversified Program
1.08 2,000k 11/1/1993
17 Clarke Capital Management
Global Basic
1.11 50k 2/1/1996
16 Superfund Group
Superfund Green Master
1.35 2,000k 5/1/2001
15 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.60 100k 5/1/1999
14 Red Rock Capital, LLC
Systematic Global Macro
1.88 500k 9/1/2003
13 Covenant Capital Management
Original Program
1.93 5,000k 9/1/1999
12 Estlander & Partners
Global XL
1.97 5,000k 8/1/1991
11 Altradis Capital AG
AlphAlgo
2.03 100k 5/1/2007
10 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.35 10,000k 3/1/2006
9 Alder Capital DAC
Alder Global 10
3.00 2,500k 10/1/2000
8 Covenant Capital Management
Aggressive Program
3.27 3,000k 2/1/2004
7 Superfund Group
Superfund Green Gold A (SPC)
4.98 5k 10/1/2005
6 Alder Capital DAC
Alder Global 20
5.20 2,500k 2/1/2001
5 Superfund Group
Superfund Green Gold B (SPC)
5.32 50k 10/1/2005
4 Superfund Group
Superfund Green Gold C (SPC)
5.62 100k 10/1/2005
3 Parizek Capital
Currency Program
6.19 1,000k 4/1/2006
2 Conquest Capital Group
Conquest Macro
6.20 250k 5/1/1999
1 Superfund Group
Superfund Blue SPC Class A (Gold)
13.85 50k 12/1/2007

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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