Trend Following Strategy Index For February 2009

Monthly Rankings

Rank CTA/Program Feb 2009 Min Inv Inception
102 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-7.06 100k 1/1/2000
101 Heyden & Steindl GmbH
TOMAC2
-6.24 5,000k 3/1/2003
100 Estlander & Partners
Alpha Trend II - Class P
-4.47 100k 12/1/2008
99 Southwest Managed Investments, LLC
Global Diversified
-4.33 200k 1/1/2002
98 Mobius Asset Management
Custom Trading Program
-3.62 100k 1/1/2002
97 Mark J. Walsh Company
Standard Program
-3.35 2,000k 9/1/1985
96 Quality Capital Management
Global Diversified Programme
-3.12 10,000k 12/1/1995
95 Hawksbill Capital Management
Global Diversified
-3.08 5,000k 11/1/1988
94 Clarke Capital Management
Global Basic
-2.90 50k 2/1/1996
93 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.63 10,000k 3/1/2006
92 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.40 200k 11/1/1999
91 Welton Investment Partners
Welton Global
-2.29 10,000k 6/1/2004
90 Gladius Asset Management
Fulham Program
-2.21 2,000k 1/1/2008
89 Conquest Capital Group
Conquest Select
-2.10 250k 6/1/2004
88 Clarke Capital Management
Millennium
-1.99 1,000k 1/1/1998
87 Rabar Market Research
Diversified Program
-1.72 2,000k 1/1/1989
86 Eclipse Capital Management
Global Monetary
-1.58 5,000k 8/1/1990
85 John Locke Investments
JL Commodity Long Flat Program
-1.50 5,000k 12/1/2007
84 Conquest Capital Group
Conquest Macro
-1.49 250k 5/1/1999
83 Clarke Capital Management
Global Magnum
-1.41 100k 8/1/1997
82 Blackwater Capital Management
Global Program
-1.40 5,000k 7/1/2005
81 Estlander & Partners
Alpha Trend
-1.40 30,000k 10/1/1991
80 Future Trade AG
Thales Swing Trading Programme
-1.37 250k 6/1/2007
79 Tactical Investment Management
Tactical Institutional Commodity Program
-1.12 10,000k 4/1/1993
78 Somers Brothers Capital
Diversified Futures Program #1
-1.11 100k 1/1/2005
77 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.03 200k 1/1/2007
76 Parizek Capital
Currency Program
-0.96 1,000k 4/1/2006
75 Chesapeake Capital
Diversified (LV)
-0.89 100k 2/1/1988
74 Pacific Capital Advisors
Vanguard Program
-0.79 100k 4/1/2007
73 Alee Capital Management, LLC
Mistral Program
-0.71 2,500k 1/1/1999
72 Hyman Beck and Company
Global Portfolio
-0.66 1,000k 3/1/1991
71 Neural Capital Ltd
Sentinel Trading Program
-0.60 2,000k 1/1/2006
70 Wavefront Global Asset Management
IMFC Global Investment Program
-0.47 2,000k 2/1/2007
69 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.28 10,000k 10/1/1991
68 Eckhardt Trading Company
Evolution Strategies
-0.23 20,000k 8/1/1991
67 Winton Capital Management
Diversified
-0.21 50,000k 10/1/1997
66 QQFund.com
Investment Program 1
-0.19 300k 9/1/2008
65 Altradis Capital AG
AlphAlgo
-0.16 100k 5/1/2007
64 John Locke Investments
Cyril Systematic Program
-0.11 8,000k 7/1/2000
63 Parizek Capital
Futures Trading Program
-0.11 500k 4/1/2000
62 Rho Asset Management
Rho Altius 1XL Program
-0.10 5,000k 11/1/2007
61 Mobius Asset Management
Diversified Program
-0.10 250k 3/1/2004
60 Briarwood Capital Management, Inc.
Diversified 2XL
-0.04 250k 11/1/2004
59 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.03 100k 5/1/1999
58 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
56 Insignia Managed Capital
Medallion
0.00 50k 2/1/2009
57 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
55 Superfund Group
Superfund Green L.P. Series A
0.04 5k 10/1/2002
54 Keck Capital Management LLC
The Keck Program
0.07 2,000k 12/1/2003
53 Saxon Investment Corporation
Diversified Program
0.13 3,000k 9/1/1988
52 Superfund Group
Superfund Blue SPC Class A (EUR)
0.16 50k 4/1/2005
51 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.17 1,000k 3/1/2003
50 Lynx Asset Management AB
Lynx Program
0.23 75k 5/1/2000
49 Quantica Capital AG
Quantica Diversified FX
0.24 5,000k 3/1/2007
48 Saxon Investment Corporation
Aggressive Diversified Program
0.25 2,000k 11/1/1993
47 Red Rock Capital, LLC
Systematic Global Macro
0.39 500k 9/1/2003
46 EMC Capital Advisors, LLC
Classic
0.40 5,000k 1/1/1985
45 Transtrend B.V.
DTP – Standard Risk (EUR)
0.43 10,000k 2/1/1999
44 Quantica Capital AG
Quantica Managed Futures
0.45 5,000k 1/1/2005
43 RAM Management Group
RAM MRTP 1X-Conservative
0.56 1,000k 9/1/1993
42 Superfund Group
Superfund Green Q-AG
0.62 2k 3/1/1996
41 Estlander & Partners
Global Markets
0.64 10,000k 8/1/1999
40 Superfund Group
Superfund Green L.P. Series B
0.68 5k 10/1/2002
39 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
38 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
37 Covenant Capital Management
Original Program
0.76 5,000k 9/1/1999
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.76 10,000k 1/1/1995
35 Beach Horizon LLP
Managed Account
0.78 5,000k 5/1/2005
34 Dreiss Research Corporation
Diversified Program
0.80 1,000k 5/1/1991
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.81 10,000k 1/1/1991
32 Clarke Capital Management
Worldwide
0.81 250k 1/1/1996
31 Vergho Asset Management LLC
Kinematics
0.83 1,000k 11/1/2008
30 Millburn Corporation
Commodity Program
0.88 25,000k 3/1/2005
29 RAM Management Group
MRTP Aggressive
0.88 1,000k 2/1/1998
28 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.91 10,000k 8/1/1999
27 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.93 10,000k 8/1/2004
26 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.01 1k 10/1/2006
25 Ancile Capital Management
Global Markets Program
1.03 2,000k 4/1/2005
24 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.08 1,500k 4/1/2006
23 Estlander & Partners
Global XL
1.24 5,000k 8/1/1991
22 Superfund Group
Superfund Green GCT USD
1.27 15k 1/1/2000
21 Covenant Capital Management
Aggressive Program
1.40 3,000k 2/1/2004
20 DUNN Capital Management
D'Best Futures Fund, L.P.
1.65 100k 6/1/1994
19 Alee Capital Management, LLC
Poniente Program
1.70 2,500k 1/1/1999
18 Superfund Group
Superfund Green Master
1.81 2,000k 5/1/2001
17 Superfund Group
Superfund Green Gold A (SPC)
2.00 5k 10/1/2005
16 Drury Capital
Diversified Trend-Following Program
2.10 5,000k 5/1/1997
15 Quantum Leap Capital Management
Managed Account Program
2.14 300k 8/1/2006
14 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.30 100k 1/1/2005
13 Superfund Group
Superfund Blue SPC Class A (Gold)
2.47 50k 12/1/2007
12 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.47 0k 11/1/1996
11 Superfund Group
Superfund Green Gold B (SPC)
2.53 50k 10/1/2005
10 DUNN Capital Management
DUNN Combined Fund (DCF)
2.61 100k 5/1/1989
9 AllMountain Capital AG
Mount Denali Global Trends
2.83 160k 7/1/2007
8 Purple Valley Capital, Inc.
Diversified Trend 1
2.88 100k 8/1/2008
7 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.07 100k 11/1/1984
6 Superfund Group
Superfund Green Gold C (SPC)
3.16 100k 10/1/2005
5 ISAM
ISAM Systematic Trend Fund
3.48 1,000k 6/1/2001
4 Kelly Angle Inc.
Genesis Program
4.09 2,000k 4/1/2000
3 Clarke Capital Management
Jupiter
4.37 3,000k 5/1/2005
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.05 100k 3/1/2003
1 Clarke Capital Management
FX Plus
6.50 1,000k 5/1/2004

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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