Trend Following Strategy Index For October 2009

Monthly Rankings

Rank CTA/Program Oct 2009 Min Inv Inception
115 Superfund Group
Superfund Green L.P. Series B
-18.34 5k 10/1/2002
114 Superfund Group
Superfund Green Master
-18.32 2,000k 5/1/2001
113 Superfund Group
Superfund Green Gold C (SPC)
-15.86 100k 10/1/2005
112 Clarke Capital Management
Global Magnum
-14.81 100k 8/1/1997
111 Superfund Group
Superfund Green GCT USD
-13.45 15k 1/1/2000
110 Clarke Capital Management
Global Basic
-12.45 50k 2/1/1996
109 Superfund Group
Superfund Green L.P. Series A
-11.60 5k 10/1/2002
108 Superfund Group
Superfund Green Gold B (SPC)
-11.33 50k 10/1/2005
107 Estlander & Partners
Alpha Trend II - Class P
-10.63 100k 12/1/2008
106 Superfund Group
Superfund Green Gold L.P. Series B-1
-10.59 5k 4/1/2009
105 Keck Capital Management LLC
The Keck Program
-9.34 2,000k 12/1/2003
104 Superfund Group
Superfund Green Q-AG
-9.25 2k 3/1/1996
103 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.79 100k 6/1/1994
102 Mark J. Walsh Company
Standard Program
-8.28 2,000k 9/1/1985
101 RAM Management Group
MRTP Aggressive
-8.27 1,000k 2/1/1998
100 Clarke Capital Management
Millennium
-7.90 1,000k 1/1/1998
99 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.86 100k 5/1/1999
98 QQFund.com
Investment Program 1
-7.83 300k 9/1/2008
97 Clarke Capital Management
Jupiter
-7.27 3,000k 5/1/2005
96 Covenant Capital Management
Aggressive Program
-6.92 3,000k 2/1/2004
95 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.73 100k 5/1/1989
94 Superfund Group
Superfund Green Gold A (SPC)
-6.72 5k 10/1/2005
93 Covenant Capital Management
Original Program
-5.64 5,000k 9/1/1999
92 Parizek Capital
Futures Trading Program
-5.52 500k 4/1/2000
91 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.43 10,000k 10/1/1991
90 AllMountain Capital AG
Mount Denali Global Trends
-5.35 160k 7/1/2007
89 Southwest Managed Investments, LLC
Global Diversified
-5.31 200k 1/1/2002
88 Kelly Angle Inc.
Genesis Program
-5.19 2,000k 4/1/2000
87 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.97 100k 1/1/2005
86 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.94 200k 11/1/1999
85 Altradis Capital AG
AlphAlgo
-4.87 100k 5/1/2007
84 Eckhardt Trading Company
Evolution Strategies
-4.85 20,000k 8/1/1991
83 Rho Asset Management
Rho Altius 1XL Program
-4.75 5,000k 11/1/2007
82 Chesapeake Capital
Diversified (LV)
-4.68 100k 2/1/1988
81 Wavefront Global Asset Management
IMFC Global Concentrated
-4.61 500k 4/1/2009
80 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.54 0k 11/1/1996
79 Beach Horizon LLP
Managed Account
-4.39 5,000k 5/1/2005
78 Wavefront Global Asset Management
IMFC Global Investment Program
-4.28 2,000k 2/1/2007
77 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.14 100k 11/1/1984
76 Clarke Capital Management
Worldwide
-4.04 250k 1/1/1996
75 Clarke Capital Management
FX Plus
-3.93 1,000k 5/1/2004
74 Amplitude Capital International Limited
Klassik Strategy
-3.75 1,000k 9/1/2009
73 Lynx Asset Management AB
Lynx Program
-3.72 75k 5/1/2000
72 Somers Brothers Capital
Diversified Futures Program #1
-3.64 100k 1/1/2005
71 Drury Capital
Diversified Trend-Following Program
-3.53 5,000k 5/1/1997
70 Quality Capital Management
Global Diversified Programme
-3.53 10,000k 12/1/1995
69 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.48 10,000k 1/1/1995
68 Dreiss Research Corporation
Diversified Program
-3.39 1,000k 5/1/1991
67 Ancile Capital Management
Global Markets Program
-3.38 2,000k 4/1/2005
66 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.36 10,000k 8/1/1999
65 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.28 10,000k 8/1/2004
64 Gladius Asset Management
Fulham Program
-3.21 2,000k 1/1/2008
63 Quantica Capital AG
Quantica Managed Futures
-3.21 5,000k 1/1/2005
62 Briarwood Capital Management, Inc.
Diversified 2XL
-3.18 250k 11/1/2004
61 Hawksbill Capital Management
Global Diversified
-3.17 5,000k 11/1/1988
60 John Locke Investments
Cyril Systematic Program
-2.98 8,000k 7/1/2000
59 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.96 10,000k 1/1/1991
58 Estlander & Partners
Alpha Trend
-2.90 30,000k 10/1/1991
57 Millburn Corporation
Commodity Program
-2.87 25,000k 3/1/2005
56 RAM Management Group
RAM MRTP 1X-Conservative
-2.67 1,000k 9/1/1993
55 Future Trade AG
Thales Swing Trading Programme
-2.57 250k 6/1/2007
54 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.49 10,000k 2/1/1999
53 IDS Capital
IDS F&F Systematic Trading
-2.30 50k 7/1/2013
52 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.30 1,500k 4/1/2006
51 Blackwater Capital Management
Global Program
-2.29 5,000k 7/1/2005
50 Purple Valley Capital, Inc.
Diversified Trend 1
-2.22 100k 8/1/2008
49 Acorn Global Investments Inc.
Acorn Diversified Program
-2.08 10k 7/1/2005
48 Hyman Beck and Company
Global Portfolio
-1.91 1,000k 3/1/1991
47 EMC Capital Advisors, LLC
Classic
-1.90 5,000k 1/1/1985
46 Welton Investment Partners
Welton Global
-1.82 10,000k 6/1/2004
45 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.81 1,000k 9/1/2009
44 Seven Capital Management
Seven Absolute Return
-1.80 100k 6/1/2009
43 M.S. Capital Management
Global Diversified Program
-1.71 2,000k 11/1/1998
42 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.67 10,000k 8/1/2009
41 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.64 1,000k 3/1/2003
40 Winton Capital Management
Diversified
-1.59 50,000k 10/1/1997
39 Conquest Capital Group
Conquest Select
-1.50 250k 6/1/2004
38 Tactical Investment Management
Tactical Institutional Commodity Program
-1.49 10,000k 4/1/1993
37 Pacific Capital Advisors
Vanguard Program
-1.36 100k 4/1/2007
36 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.28 200k 1/1/2007
35 Quantica Capital AG
Quantica Diversified FX
-1.03 5,000k 3/1/2007
34 Eclipse Capital Management
Global Monetary
-0.76 5,000k 8/1/1990
33 Red Rock Capital, LLC
Systematic Global Macro
-0.76 500k 9/1/2003
32 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.65 1k 10/1/2006
31 Saxon Investment Corporation
Aggressive Diversified Program
-0.51 2,000k 11/1/1993
30 Conquest Capital Group
Conquest Macro
-0.36 250k 5/1/1999
29 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
28 Diamond Capital Management
Enhanced S&P Program
0.00 100k 10/1/2009
26 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.00 100k 10/1/2009
27 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
0.00 250k 10/1/2009
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
24 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
23 Mobius Asset Management
Diversified Program
0.21 250k 3/1/2004
22 Superfund Group
Superfund Blue SPC Class A (EUR)
0.39 50k 4/1/2005
21 Cauldron Investments, LLC
Stock Index Plus
0.40 1,000k 10/1/2009
20 Alder Capital DAC
Alder Global 20
0.50 2,500k 2/1/2001
19 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.56 100k 3/1/2003
18 Estlander & Partners
Global Markets
0.96 10,000k 8/1/1999
17 Rabar Market Research
Diversified Program
0.98 2,000k 1/1/1989
16 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.16 100k 1/1/2000
15 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.35 10,000k 3/1/2006
14 Superfund Group
Superfund Green Gold L.P. Series A-1
1.40 5k 4/1/2009
13 ISAM
ISAM Systematic Trend Fund
1.60 1,000k 6/1/2001
12 John Locke Investments
JL Commodity Long Flat Program
1.62 5,000k 12/1/2007
11 Heyden & Steindl GmbH
TOMAC2
1.79 5,000k 3/1/2003
10 Estlander & Partners
Global XL
1.88 5,000k 8/1/1991
9 Mobius Asset Management
Custom Trading Program
2.12 100k 1/1/2002
8 Alee Capital Management, LLC
Poniente Program
2.17 2,500k 1/1/1999
7 Neural Capital Ltd
Sentinel Trading Program
2.48 2,000k 1/1/2006
6 Superfund Group
Superfund Blue SPC Class A (Gold)
2.90 50k 12/1/2007
5 Parizek Capital
Currency Program
3.67 1,000k 4/1/2006
4 Alee Capital Management, LLC
Mistral Program
4.11 2,500k 1/1/1999
3 Vergho Asset Management LLC
Kinematics
4.51 1,000k 11/1/2008
2 Quantum Leap Capital Management
Managed Account Program
4.59 300k 8/1/2006
1 Insignia Managed Capital
Medallion
7.77 50k 2/1/2009

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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