Trend Following Strategy Index For November 2009

Monthly Rankings

Rank CTA/Program Nov 2009 Min Inv Inception
117 Acorn Global Investments Inc.
Acorn Diversified Program
-5.50 10k 7/1/2005
116 Parizek Capital
Currency Program
-3.06 1,000k 4/1/2006
115 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.56 100k 1/1/2000
114 Quantum Leap Capital Management
Managed Account Program
-2.32 300k 8/1/2006
113 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.89 10,000k 3/1/2006
112 Conquest Capital Group
Conquest Macro
-1.60 250k 5/1/1999
111 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.02 1,000k 3/1/2003
110 Neural Capital Ltd
Sentinel Trading Program
-0.98 2,000k 1/1/2006
109 AllMountain Capital AG
Mount Denali Global Trends
-0.92 160k 7/1/2007
108 Quantica Capital AG
Quantica Diversified FX
-0.28 5,000k 3/1/2007
107 Pacific Capital Advisors
Vanguard Program
-0.06 100k 4/1/2007
105 Gap Partners LLC
Gap
0.00 250k 11/1/2009
106 Rabar Market Research
Short-Term Program
0.00 2,000k 11/1/2009
104 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.17 1,000k 9/1/2009
103 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.31 100k 10/1/2009
102 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.59 100k 3/1/2003
101 Vergho Asset Management LLC
Kinematics
0.82 1,000k 11/1/2008
100 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
99 Superfund Group
Superfund Blue SPC Class A (EUR)
1.31 50k 4/1/2005
98 Transtrend B.V.
DTP – Standard Risk (EUR)
1.38 10,000k 2/1/1999
97 Conquest Capital Group
Conquest Select
1.43 250k 6/1/2004
96 Estlander & Partners
Global Markets
1.46 10,000k 8/1/1999
95 Ancile Capital Management
Global Markets Program
1.51 2,000k 4/1/2005
94 Mobius Asset Management
Diversified Program
1.56 250k 3/1/2004
93 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.56 10,000k 8/1/2009
92 Altradis Capital AG
AlphAlgo
1.62 100k 5/1/2007
91 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.67 250k 10/1/2009
90 Alder Capital DAC
Alder Global 20
1.70 2,500k 2/1/2001
89 Gladius Asset Management
Fulham Program
1.83 2,000k 1/1/2008
88 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.03 1k 10/1/2006
87 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.11 10,000k 1/1/1995
86 John Locke Investments
JL Commodity Long Flat Program
2.12 5,000k 12/1/2007
85 Eclipse Capital Management
Global Monetary
2.18 5,000k 8/1/1990
84 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.18 10,000k 8/1/2004
83 Diamond Capital Management
Enhanced S&P Program
2.24 100k 10/1/2009
82 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.25 10,000k 8/1/1999
81 Cauldron Investments, LLC
Stock Index Plus
2.33 1,000k 10/1/2009
80 Saxon Investment Corporation
Diversified Program
2.38 3,000k 9/1/1988
79 Hyman Beck and Company
Global Portfolio
2.47 1,000k 3/1/1991
78 Millburn Corporation
Commodity Program
2.47 25,000k 3/1/2005
77 RAM Management Group
RAM MRTP 1X-Conservative
2.52 1,000k 9/1/1993
76 Estlander & Partners
Global XL
2.83 5,000k 8/1/1991
75 IDS Capital
IDS F&F Systematic Trading
2.84 50k 7/1/2013
74 Seven Capital Management
Seven Absolute Return
2.95 100k 6/1/2009
73 Robinson-Langley Capital Management, LLC
Managed Account Program
3.02 200k 1/1/2007
72 Estlander & Partners
Alpha Trend
3.26 30,000k 10/1/1991
71 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.37 10,000k 1/1/1991
70 Mobius Asset Management
Custom Trading Program
3.66 100k 1/1/2002
69 EMC Capital Advisors, LLC
Classic
3.83 5,000k 1/1/1985
68 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.93 250k 10/1/2009
67 John Locke Investments
Cyril Systematic Program
3.95 8,000k 7/1/2000
66 Saxon Investment Corporation
Aggressive Diversified Program
4.03 2,000k 11/1/1993
65 Chesapeake Capital
Diversified (LV)
4.15 100k 2/1/1988
64 Rho Asset Management
Rho Altius 1XL Program
4.46 5,000k 11/1/2007
63 Quantica Capital AG
Quantica Managed Futures
4.51 5,000k 1/1/2005
62 Red Rock Capital, LLC
Systematic Global Macro
4.54 500k 9/1/2003
61 Amplitude Capital International Limited
Klassik Strategy
4.55 1,000k 9/1/2009
60 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.85 1,500k 4/1/2006
59 Welton Investment Partners
Welton Global
5.06 10,000k 6/1/2004
58 Winton Capital Management
Diversified
5.12 50,000k 10/1/1997
57 ISAM
ISAM Systematic Trend Fund
5.29 1,000k 6/1/2001
56 Blackwater Capital Management
Global Program
5.48 5,000k 7/1/2005
55 Southwest Managed Investments, LLC
Global Diversified
5.58 200k 1/1/2002
54 M.S. Capital Management
Global Diversified Program
6.21 2,000k 11/1/1998
53 Mark J. Walsh Company
Standard Program
6.42 2,000k 9/1/1985
52 Drury Capital
Diversified Trend-Following Program
6.48 5,000k 5/1/1997
51 Eckhardt Trading Company
Evolution Strategies
6.74 20,000k 8/1/1991
50 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.89 0k 11/1/1996
49 Clarke Capital Management
Worldwide
6.90 250k 1/1/1996
48 Heyden & Steindl GmbH
TOMAC2
7.01 5,000k 3/1/2003
47 Rabar Market Research
Diversified Program
7.03 2,000k 1/1/1989
46 RAM Management Group
MRTP Aggressive
7.26 1,000k 2/1/1998
45 Clarke Capital Management
FX Plus
7.27 1,000k 5/1/2004
44 Parizek Capital
Futures Trading Program
7.35 500k 4/1/2000
43 Wavefront Global Asset Management
IMFC Global Concentrated
7.44 500k 4/1/2009
42 Beach Horizon LLP
Managed Account
7.62 5,000k 5/1/2005
41 Lynx Asset Management AB
Lynx Program
7.71 75k 5/1/2000
40 Alee Capital Management, LLC
Mistral Program
7.79 2,500k 1/1/1999
39 Clarke Capital Management
Millennium
8.08 1,000k 1/1/1998
38 Eckhardt Trading Company
Evolution Strategies 1.2X
8.14 10,000k 10/1/1991
37 Covenant Capital Management
Original Program
8.14 5,000k 9/1/1999
36 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
8.43 100k 1/1/2005
35 Dreiss Research Corporation
Diversified Program
8.47 1,000k 5/1/1991
34 Quality Capital Management
Global Diversified Programme
8.71 10,000k 12/1/1995
33 Wavefront Global Asset Management
IMFC Global Investment Program
8.77 2,000k 2/1/2007
32 Future Trade AG
Thales Swing Trading Programme
9.09 250k 6/1/2007
31 Insignia Managed Capital
Medallion
9.25 50k 2/1/2009
30 Estlander & Partners
Alpha Trend II - Class P
10.36 100k 12/1/2008
29 Tactical Investment Management
Tactical Institutional Commodity Program
10.46 10,000k 4/1/1993
28 DUNN Capital Management
DUNN Combined Fund (DCF)
10.68 100k 5/1/1989
27 Mulvaney Capital Management
The Mulvaney Global Markets Program
10.70 100k 5/1/1999
26 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.00 100k 11/1/1984
25 DUNN Capital Management
D'Best Futures Fund, L.P.
11.12 100k 6/1/1994
24 Covenant Capital Management
Aggressive Program
12.29 3,000k 2/1/2004
23 Keck Capital Management LLC
The Keck Program
12.42 2,000k 12/1/2003
22 Clarke Capital Management
Jupiter
12.94 3,000k 5/1/2005
21 Superfund Group
Superfund Blue SPC Class A (Gold)
13.00 50k 12/1/2007
20 Somers Brothers Capital
Diversified Futures Program #1
13.07 100k 1/1/2005
19 Clarke Capital Management
Global Basic
13.46 50k 2/1/1996
18 Superfund Group
Superfund Green L.P. Series A
13.93 5k 10/1/2002
17 Alee Capital Management, LLC
Poniente Program
14.03 2,500k 1/1/1999
16 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
14.38 200k 11/1/1999
15 Superfund Group
Superfund Green Q-AG
14.99 2k 3/1/1996
14 Kelly Angle Inc.
Genesis Program
15.24 2,000k 4/1/2000
13 QQFund.com
Investment Program 1
16.08 300k 9/1/2008
12 Briarwood Capital Management, Inc.
Diversified 2XL
17.21 250k 11/1/2004
11 Clarke Capital Management
Global Magnum
19.06 100k 8/1/1997
10 Superfund Group
Superfund Green Gold L.P. Series A-1
20.03 5k 4/1/2009
9 Hawksbill Capital Management
Global Diversified
20.91 5,000k 11/1/1988
8 Superfund Group
Superfund Green GCT USD
22.02 15k 1/1/2000
7 Superfund Group
Superfund Green L.P. Series B
22.10 5k 10/1/2002
6 Superfund Group
Superfund Green Gold A (SPC)
26.74 5k 10/1/2005
5 Purple Valley Capital, Inc.
Diversified Trend 1
27.13 100k 8/1/2008
4 Superfund Group
Superfund Green Master
27.97 2,000k 5/1/2001
3 Superfund Group
Superfund Green Gold B (SPC)
33.20 50k 10/1/2005
2 Superfund Group
Superfund Green Gold L.P. Series B-1
33.75 5k 4/1/2009
1 Superfund Group
Superfund Green Gold C (SPC)
39.77 100k 10/1/2005

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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