Trend Following Strategy Index For April 2009

Monthly Rankings

Rank CTA/Program Apr 2009 Min Inv Inception
105 Superfund Group
Superfund Green Gold C (SPC)
-19.36 100k 10/1/2005
104 Superfund Group
Superfund Green Gold B (SPC)
-15.52 50k 10/1/2005
103 Hawksbill Capital Management
Global Diversified
-13.64 5,000k 11/1/1988
102 Superfund Group
Superfund Green Master
-13.59 2,000k 5/1/2001
101 Superfund Group
Superfund Green Gold A (SPC)
-11.75 5k 10/1/2005
100 Superfund Group
Superfund Green GCT USD
-11.34 15k 1/1/2000
99 Superfund Group
Superfund Green L.P. Series B
-10.83 5k 10/1/2002
98 Clarke Capital Management
Jupiter
-9.57 3,000k 5/1/2005
97 RAM Management Group
MRTP Aggressive
-9.56 1,000k 2/1/1998
96 Clarke Capital Management
Millennium
-8.99 1,000k 1/1/1998
95 Clarke Capital Management
FX Plus
-8.77 1,000k 5/1/2004
94 Briarwood Capital Management, Inc.
Diversified 2XL
-8.00 250k 11/1/2004
93 Superfund Group
Superfund Green Q-AG
-7.82 2k 3/1/1996
92 Superfund Group
Superfund Green L.P. Series A
-6.92 5k 10/1/2002
91 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.68 0k 11/1/1996
90 Kelly Angle Inc.
Genesis Program
-6.62 2,000k 4/1/2000
89 John Locke Investments
Cyril Systematic Program
-6.17 8,000k 7/1/2000
88 ISAM
ISAM Systematic Trend Fund
-5.90 1,000k 6/1/2001
87 Somers Brothers Capital
Diversified Futures Program #1
-5.78 100k 1/1/2005
86 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.51 100k 5/1/1999
85 Future Trade AG
Thales Swing Trading Programme
-5.03 250k 6/1/2007
84 Neural Capital Ltd
Sentinel Trading Program
-4.92 2,000k 1/1/2006
83 Pacific Capital Advisors
Vanguard Program
-4.85 100k 4/1/2007
82 Clarke Capital Management
Worldwide
-4.84 250k 1/1/1996
81 Parizek Capital
Futures Trading Program
-4.68 500k 4/1/2000
80 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.65 100k 11/1/1984
79 AllMountain Capital AG
Mount Denali Global Trends
-4.42 160k 7/1/2007
78 Quality Capital Management
Global Diversified Programme
-4.34 10,000k 12/1/1995
77 Conquest Capital Group
Conquest Select
-4.33 250k 6/1/2004
76 Keck Capital Management LLC
The Keck Program
-4.11 2,000k 12/1/2003
75 Ancile Capital Management
Global Markets Program
-4.10 2,000k 4/1/2005
74 Eclipse Capital Management
Global Monetary
-3.63 5,000k 8/1/1990
73 Quantum Leap Capital Management
Managed Account Program
-3.54 300k 8/1/2006
72 Conquest Capital Group
Conquest Macro
-3.44 250k 5/1/1999
71 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.32 1,500k 4/1/2006
70 Estlander & Partners
Alpha Trend II - Class P
-3.25 100k 12/1/2008
69 Estlander & Partners
Global XL
-3.22 5,000k 8/1/1991
68 Chesapeake Capital
Diversified (LV)
-3.13 100k 2/1/1988
67 Winton Capital Management
Diversified
-3.01 50,000k 10/1/1997
66 Welton Investment Partners
Welton Global
-2.99 10,000k 6/1/2004
65 Rabar Market Research
Diversified Program
-2.97 2,000k 1/1/1989
64 Beach Horizon LLP
Managed Account
-2.93 5,000k 5/1/2005
63 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.88 50k 12/1/2007
62 RAM Management Group
RAM MRTP 1X-Conservative
-2.85 1,000k 9/1/1993
61 Drury Capital
Diversified Trend-Following Program
-2.72 5,000k 5/1/1997
60 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
59 Tactical Investment Management
Tactical Institutional Commodity Program
-2.65 10,000k 4/1/1993
58 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.54 10,000k 1/1/1991
57 Altradis Capital AG
AlphAlgo
-2.48 100k 5/1/2007
56 Alee Capital Management, LLC
Poniente Program
-2.46 2,500k 1/1/1999
55 Lynx Asset Management AB
Lynx Program
-2.36 75k 5/1/2000
54 Millburn Corporation
Commodity Program
-2.25 25,000k 3/1/2005
53 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.19 10,000k 10/1/1991
52 Purple Valley Capital, Inc.
Diversified Trend 1
-2.06 100k 8/1/2008
51 Hyman Beck and Company
Global Portfolio
-1.98 1,000k 3/1/1991
50 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.97 1k 10/1/2006
49 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.97 10,000k 3/1/2006
48 Vergho Asset Management LLC
Kinematics
-1.95 1,000k 11/1/2008
47 Wavefront Global Asset Management
IMFC Global Investment Program
-1.84 2,000k 2/1/2007
46 Rho Asset Management
Rho Altius 1XL Program
-1.84 5,000k 11/1/2007
45 Mark J. Walsh Company
Standard Program
-1.81 2,000k 9/1/1985
44 Eckhardt Trading Company
Evolution Strategies
-1.79 20,000k 8/1/1991
43 Estlander & Partners
Global Markets
-1.61 10,000k 8/1/1999
42 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.57 100k 1/1/2000
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.16 100k 1/1/2005
40 Mobius Asset Management
Diversified Program
-1.00 250k 3/1/2004
39 Estlander & Partners
Alpha Trend
-0.96 30,000k 10/1/1991
38 Quantica Capital AG
Quantica Managed Futures
-0.71 5,000k 1/1/2005
37 Red Rock Capital, LLC
Systematic Global Macro
-0.63 500k 9/1/2003
36 Clarke Capital Management
Global Magnum
-0.56 100k 8/1/1997
35 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.43 200k 1/1/2007
34 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
33 Southwest Managed Investments, LLC
Global Diversified
-0.13 200k 1/1/2002
32 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.08 200k 11/1/1999
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.03 1,000k 3/1/2003
26 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
27 Wavefront Global Asset Management
IMFC Global Concentrated
0.00 500k 4/1/2009
28 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
29 Superfund Group
Superfund Green Gold L.P. Series A-1
0.00 5k 4/1/2009
30 Superfund Group
Superfund Green Gold L.P. Series B-1
0.00 5k 4/1/2009
25 Clarke Capital Management
Global Basic
0.03 50k 2/1/1996
24 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.10 10,000k 8/1/2004
23 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.14 10,000k 8/1/1999
22 Transtrend B.V.
DTP – Standard Risk (EUR)
0.16 10,000k 2/1/1999
21 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.18 10,000k 1/1/1995
20 Quantica Capital AG
Quantica Diversified FX
0.18 5,000k 3/1/2007
19 Saxon Investment Corporation
Diversified Program
0.19 3,000k 9/1/1988
18 Mobius Asset Management
Custom Trading Program
0.35 100k 1/1/2002
17 Saxon Investment Corporation
Aggressive Diversified Program
0.36 2,000k 11/1/1993
16 John Locke Investments
JL Commodity Long Flat Program
0.49 5,000k 12/1/2007
15 Superfund Group
Superfund Blue SPC Class A (EUR)
0.55 50k 4/1/2005
14 Gladius Asset Management
Fulham Program
0.78 2,000k 1/1/2008
13 Alee Capital Management, LLC
Mistral Program
0.91 2,500k 1/1/1999
12 DUNN Capital Management
D'Best Futures Fund, L.P.
0.94 100k 6/1/1994
11 DUNN Capital Management
DUNN Combined Fund (DCF)
1.18 100k 5/1/1989
10 Dreiss Research Corporation
Diversified Program
1.23 1,000k 5/1/1991
9 Alder Capital DAC
Alder Global 10
1.40 2,500k 10/1/2000
8 Covenant Capital Management
Original Program
1.58 5,000k 9/1/1999
7 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.04 100k 3/1/2003
6 Blackwater Capital Management
Global Program
2.26 5,000k 7/1/2005
5 Covenant Capital Management
Aggressive Program
2.82 3,000k 2/1/2004
4 Alder Capital DAC
Alder Global 20
3.40 2,500k 2/1/2001
3 Insignia Managed Capital
Medallion
5.32 50k 2/1/2009
2 Parizek Capital
Currency Program
6.73 1,000k 4/1/2006
1 Heyden & Steindl GmbH
TOMAC2
10.05 5,000k 3/1/2003

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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