Trend Following Strategy Index For March 2009

Monthly Rankings

Rank CTA/Program Mar 2009 Min Inv Inception
102 Clarke Capital Management
Jupiter
-21.44 3,000k 5/1/2005
101 Clarke Capital Management
Millennium
-21.15 1,000k 1/1/1998
100 Clarke Capital Management
FX Plus
-18.96 1,000k 5/1/2004
99 Parizek Capital
Futures Trading Program
-11.24 500k 4/1/2000
98 Hawksbill Capital Management
Global Diversified
-9.51 5,000k 11/1/1988
97 Kelly Angle Inc.
Genesis Program
-9.16 2,000k 4/1/2000
96 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-9.07 100k 1/1/2000
95 Tactical Investment Management
Tactical Institutional Commodity Program
-8.39 10,000k 4/1/1993
94 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.37 100k 6/1/1994
93 Blackwater Capital Management
Global Program
-8.06 5,000k 7/1/2005
92 Estlander & Partners
Alpha Trend II - Class P
-8.03 100k 12/1/2008
91 Alee Capital Management, LLC
Poniente Program
-7.64 2,500k 1/1/1999
90 Superfund Group
Superfund Green Gold C (SPC)
-7.47 100k 10/1/2005
89 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.19 100k 1/1/2005
88 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.73 100k 5/1/1989
87 John Locke Investments
Cyril Systematic Program
-6.67 8,000k 7/1/2000
86 Superfund Group
Superfund Green Master
-6.65 2,000k 5/1/2001
85 Future Trade AG
Thales Swing Trading Programme
-6.64 250k 6/1/2007
84 EMC Capital Advisors, LLC
Classic
-6.60 5,000k 1/1/1985
83 Neural Capital Ltd
Sentinel Trading Program
-6.51 2,000k 1/1/2006
82 Superfund Group
Superfund Blue SPC Class A (Gold)
-6.43 50k 12/1/2007
81 Purple Valley Capital, Inc.
Diversified Trend 1
-6.39 100k 8/1/2008
80 Alee Capital Management, LLC
Mistral Program
-6.39 2,500k 1/1/1999
79 Superfund Group
Superfund Green Gold B (SPC)
-6.30 50k 10/1/2005
78 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.19 0k 11/1/1996
77 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.14 200k 11/1/1999
76 Clarke Capital Management
Worldwide
-6.02 250k 1/1/1996
75 Eclipse Capital Management
Global Monetary
-5.59 5,000k 8/1/1990
74 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.36 200k 1/1/2007
73 RAM Management Group
MRTP Aggressive
-5.32 1,000k 2/1/1998
72 Covenant Capital Management
Aggressive Program
-5.13 3,000k 2/1/2004
71 Superfund Group
Superfund Green Gold A (SPC)
-5.11 5k 10/1/2005
70 Quality Capital Management
Global Diversified Programme
-4.63 10,000k 12/1/1995
69 Superfund Group
Superfund Green L.P. Series B
-4.49 5k 10/1/2002
68 Altradis Capital AG
AlphAlgo
-4.18 100k 5/1/2007
67 Millburn Corporation
Commodity Program
-4.11 25,000k 3/1/2005
66 Estlander & Partners
Global XL
-4.06 5,000k 8/1/1991
65 Superfund Group
Superfund Green GCT USD
-3.94 15k 1/1/2000
64 Beach Horizon LLP
Managed Account
-3.73 5,000k 5/1/2005
63 Drury Capital
Diversified Trend-Following Program
-3.64 5,000k 5/1/1997
62 Wavefront Global Asset Management
IMFC Global Investment Program
-3.63 2,000k 2/1/2007
61 Keck Capital Management LLC
The Keck Program
-3.60 2,000k 12/1/2003
60 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.50 10,000k 8/1/2004
59 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.47 1k 10/1/2006
58 Hyman Beck and Company
Global Portfolio
-3.46 1,000k 3/1/1991
57 Somers Brothers Capital
Diversified Futures Program #1
-3.45 100k 1/1/2005
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.41 10,000k 8/1/1999
55 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.36 100k 5/1/1999
54 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.34 10,000k 1/1/1995
53 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.05 100k 11/1/1984
52 ISAM
ISAM Systematic Trend Fund
-3.03 1,000k 6/1/2001
51 Conquest Capital Group
Conquest Select
-3.03 250k 6/1/2004
50 Gladius Asset Management
Fulham Program
-2.92 2,000k 1/1/2008
49 Conquest Capital Group
Conquest Macro
-2.90 250k 5/1/1999
48 Covenant Capital Management
Original Program
-2.86 5,000k 9/1/1999
47 Rho Asset Management
Rho Altius 1XL Program
-2.59 5,000k 11/1/2007
46 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.57 10,000k 3/1/2006
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.52 10,000k 1/1/1991
44 Estlander & Partners
Alpha Trend
-2.49 30,000k 10/1/1991
43 Superfund Group
Superfund Green Q-AG
-2.42 2k 3/1/1996
42 Lynx Asset Management AB
Lynx Program
-2.40 75k 5/1/2000
41 Red Rock Capital, LLC
Systematic Global Macro
-2.37 500k 9/1/2003
40 Superfund Group
Superfund Green L.P. Series A
-2.33 5k 10/1/2002
39 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.32 10,000k 2/1/1999
38 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.27 1,500k 4/1/2006
37 Estlander & Partners
Global Markets
-2.01 10,000k 8/1/1999
36 Southwest Managed Investments, LLC
Global Diversified
-1.96 200k 1/1/2002
35 RAM Management Group
RAM MRTP 1X-Conservative
-1.77 1,000k 9/1/1993
34 Quantica Capital AG
Quantica Diversified FX
-1.68 5,000k 3/1/2007
33 Dreiss Research Corporation
Diversified Program
-1.65 1,000k 5/1/1991
32 Winton Capital Management
Diversified
-1.64 50,000k 10/1/1997
31 Rabar Market Research
Diversified Program
-1.63 2,000k 1/1/1989
30 Clarke Capital Management
Global Magnum
-1.55 100k 8/1/1997
29 Mobius Asset Management
Custom Trading Program
-1.48 100k 1/1/2002
28 Heyden & Steindl GmbH
TOMAC2
-1.15 5,000k 3/1/2003
27 Chesapeake Capital
Diversified (LV)
-1.04 100k 2/1/1988
26 Welton Investment Partners
Welton Global
-0.87 10,000k 6/1/2004
25 Mark J. Walsh Company
Standard Program
-0.78 2,000k 9/1/1985
24 Saxon Investment Corporation
Aggressive Diversified Program
-0.75 2,000k 11/1/1993
23 Clarke Capital Management
Global Basic
-0.57 50k 2/1/1996
22 Briarwood Capital Management, Inc.
Diversified 2XL
-0.44 250k 11/1/2004
21 Saxon Investment Corporation
Diversified Program
-0.42 3,000k 9/1/1988
20 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.24 50k 4/1/2005
19 QQFund.com
Investment Program 1
-0.21 300k 9/1/2008
17 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
18 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
16 Quantum Leap Capital Management
Managed Account Program
0.14 300k 8/1/2006
15 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.25 1,000k 3/1/2003
14 Mobius Asset Management
Diversified Program
0.30 250k 3/1/2004
13 Pacific Capital Advisors
Vanguard Program
0.54 100k 4/1/2007
12 John Locke Investments
JL Commodity Long Flat Program
0.63 5,000k 12/1/2007
11 Eckhardt Trading Company
Evolution Strategies
0.86 20,000k 8/1/1991
10 Quantica Capital AG
Quantica Managed Futures
0.93 5,000k 1/1/2005
9 Eckhardt Trading Company
Evolution Strategies 1.2X
1.01 10,000k 10/1/1991
8 Alder Capital DAC
Alder Global 10
1.40 2,500k 10/1/2000
7 Vergho Asset Management LLC
Kinematics
1.54 1,000k 11/1/2008
6 AllMountain Capital AG
Mount Denali Global Trends
1.70 160k 7/1/2007
5 Parizek Capital
Currency Program
2.14 1,000k 4/1/2006
4 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.42 100k 3/1/2003
3 Alder Capital DAC
Alder Global 20
2.50 2,500k 2/1/2001
2 Ancile Capital Management
Global Markets Program
2.90 2,000k 4/1/2005
1 Insignia Managed Capital
Medallion
7.66 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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