Trend Following Strategy Index For May 2009

Monthly Rankings

Rank CTA/Program May 2009 Min Inv Inception
105 Insignia Managed Capital
Medallion
-24.14 50k 2/1/2009
104 Superfund Group
Superfund Green Master
-23.29 2,000k 5/1/2001
103 Superfund Group
Superfund Green L.P. Series B
-19.31 5k 10/1/2002
102 Superfund Group
Superfund Green Gold C (SPC)
-18.74 100k 10/1/2005
101 Superfund Group
Superfund Green GCT USD
-18.28 15k 1/1/2000
100 Superfund Group
Superfund Green L.P. Series A
-12.03 5k 10/1/2002
99 Superfund Group
Superfund Green Q-AG
-11.88 2k 3/1/1996
98 Superfund Group
Superfund Green Gold B (SPC)
-11.69 50k 10/1/2005
97 Clarke Capital Management
Global Basic
-7.92 50k 2/1/1996
96 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.69 0k 11/1/1996
95 AllMountain Capital AG
Mount Denali Global Trends
-6.60 160k 7/1/2007
94 Superfund Group
Superfund Green Gold A (SPC)
-4.79 5k 10/1/2005
93 Millburn Corporation
Commodity Program
-4.23 25,000k 3/1/2005
92 Clarke Capital Management
Global Magnum
-3.56 100k 8/1/1997
91 Ancile Capital Management
Global Markets Program
-3.54 2,000k 4/1/2005
90 Chesapeake Capital
Diversified (LV)
-3.12 100k 2/1/1988
89 Wavefront Global Asset Management
IMFC Global Investment Program
-2.95 2,000k 2/1/2007
88 Red Rock Capital, LLC
Systematic Global Macro
-2.27 500k 9/1/2003
87 Winton Capital Management
Diversified
-2.03 50,000k 10/1/1997
86 Dreiss Research Corporation
Diversified Program
-1.94 1,000k 5/1/1991
85 Beach Horizon LLP
Managed Account
-1.43 5,000k 5/1/2005
84 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.30 100k 5/1/1999
83 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.29 100k 1/1/2005
82 Quantum Leap Capital Management
Managed Account Program
-1.26 300k 8/1/2006
81 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.08 100k 11/1/1984
80 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.58 1,500k 4/1/2006
79 QQFund.com
Investment Program 1
-0.20 300k 9/1/2008
78 Keck Capital Management LLC
The Keck Program
-0.16 2,000k 12/1/2003
77 M.S. Capital Management
Global Diversified Program
0.00 2,000k 11/1/1998
76 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
75 Wavefront Global Asset Management
IMFC Global Concentrated
0.18 500k 4/1/2009
74 Alder Capital DAC
Alder Global 10
0.30 2,500k 10/1/2000
73 Superfund Group
Superfund Blue SPC Class A (EUR)
0.31 50k 4/1/2005
72 EMC Capital Advisors, LLC
Classic
0.50 5,000k 1/1/1985
71 Alder Capital DAC
Alder Global 20
0.60 2,500k 2/1/2001
70 Transtrend B.V.
DTP – Standard Risk (EUR)
0.78 10,000k 2/1/1999
69 Quantica Capital AG
Quantica Diversified FX
0.95 5,000k 3/1/2007
68 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.97 10,000k 3/1/2006
67 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.09 10,000k 8/1/2004
66 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.20 10,000k 8/1/1999
65 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.23 1,000k 3/1/2003
64 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.28 10,000k 1/1/1995
63 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
62 Drury Capital
Diversified Trend-Following Program
1.82 5,000k 5/1/1997
61 Lynx Asset Management AB
Lynx Program
1.82 75k 5/1/2000
60 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.05 1k 10/1/2006
59 Mobius Asset Management
Diversified Program
2.16 250k 3/1/2004
58 Rho Asset Management
Rho Altius 1XL Program
2.16 5,000k 11/1/2007
57 Rabar Market Research
Diversified Program
2.24 2,000k 1/1/1989
56 Quantica Capital AG
Quantica Managed Futures
2.26 5,000k 1/1/2005
55 Mobius Asset Management
Custom Trading Program
2.73 100k 1/1/2002
54 Eclipse Capital Management
Global Monetary
3.01 5,000k 8/1/1990
53 Saxon Investment Corporation
Diversified Program
3.13 3,000k 9/1/1988
52 Superfund Group
Superfund Blue SPC Class A (Gold)
3.19 50k 12/1/2007
51 Estlander & Partners
Global Markets
3.25 10,000k 8/1/1999
50 Welton Investment Partners
Welton Global
3.34 10,000k 6/1/2004
49 Vergho Asset Management LLC
Kinematics
3.36 1,000k 11/1/2008
48 Eckhardt Trading Company
Evolution Strategies
3.41 20,000k 8/1/1991
47 Eckhardt Trading Company
Evolution Strategies 1.2X
4.02 10,000k 10/1/1991
46 Somers Brothers Capital
Diversified Futures Program #1
4.41 100k 1/1/2005
45 Conquest Capital Group
Conquest Select
4.97 250k 6/1/2004
44 Conquest Capital Group
Conquest Macro
5.05 250k 5/1/1999
43 Covenant Capital Management
Original Program
5.14 5,000k 9/1/1999
42 Superfund Group
Superfund Green Gold L.P. Series B-1
5.15 5k 4/1/2009
41 Pacific Capital Advisors
Vanguard Program
5.29 100k 4/1/2007
40 Saxon Investment Corporation
Aggressive Diversified Program
5.55 2,000k 11/1/1993
39 DUNN Capital Management
DUNN Combined Fund (DCF)
5.71 100k 5/1/1989
38 Parizek Capital
Currency Program
5.73 1,000k 4/1/2006
37 Estlander & Partners
Global XL
6.61 5,000k 8/1/1991
36 RAM Management Group
RAM MRTP 1X-Conservative
6.61 1,000k 9/1/1993
35 Hyman Beck and Company
Global Portfolio
6.80 1,000k 3/1/1991
34 Quality Capital Management
Global Diversified Programme
7.01 10,000k 12/1/1995
33 Altradis Capital AG
AlphAlgo
7.25 100k 5/1/2007
32 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
7.60 100k 1/1/2000
31 Gladius Asset Management
Fulham Program
7.66 2,000k 1/1/2008
30 ISAM
ISAM Systematic Trend Fund
8.54 1,000k 6/1/2001
29 Neural Capital Ltd
Sentinel Trading Program
8.66 2,000k 1/1/2006
28 Robinson-Langley Capital Management, LLC
Managed Account Program
8.68 200k 1/1/2007
27 Mark J. Walsh Company
Standard Program
8.87 2,000k 9/1/1985
26 John Locke Investments
Cyril Systematic Program
8.89 8,000k 7/1/2000
25 Covenant Capital Management
Aggressive Program
9.06 3,000k 2/1/2004
24 Superfund Group
Superfund Green Gold L.P. Series A-1
9.24 5k 4/1/2009
23 John Locke Investments
JL Commodity Long Flat Program
9.29 5,000k 12/1/2007
22 Southwest Managed Investments, LLC
Global Diversified
10.31 200k 1/1/2002
21 Estlander & Partners
Alpha Trend
10.31 30,000k 10/1/1991
20 DUNN Capital Management
D'Best Futures Fund, L.P.
10.34 100k 6/1/1994
19 Clarke Capital Management
Millennium
11.67 1,000k 1/1/1998
18 Clarke Capital Management
Jupiter
12.91 3,000k 5/1/2005
17 Parizek Capital
Futures Trading Program
13.36 500k 4/1/2000
16 Kelly Angle Inc.
Genesis Program
13.64 2,000k 4/1/2000
15 Clarke Capital Management
FX Plus
14.47 1,000k 5/1/2004
14 Blackwater Capital Management
Global Program
15.12 5,000k 7/1/2005
13 Tactical Investment Management
Tactical Institutional Commodity Program
15.67 10,000k 4/1/1993
12 Hawksbill Capital Management
Global Diversified
15.69 5,000k 11/1/1988
11 Alee Capital Management, LLC
Poniente Program
15.81 2,500k 1/1/1999
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
15.86 100k 3/1/2003
9 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
16.50 200k 11/1/1999
8 Alee Capital Management, LLC
Mistral Program
16.57 2,500k 1/1/1999
7 Heyden & Steindl GmbH
TOMAC2
17.04 5,000k 3/1/2003
6 Future Trade AG
Thales Swing Trading Programme
17.78 250k 6/1/2007
5 Clarke Capital Management
Worldwide
19.16 250k 1/1/1996
4 RAM Management Group
MRTP Aggressive
20.28 1,000k 2/1/1998
3 Briarwood Capital Management, Inc.
Diversified 2XL
31.18 250k 11/1/2004
2 Estlander & Partners
Alpha Trend II - Class P
36.81 100k 12/1/2008
1 Purple Valley Capital, Inc.
Diversified Trend 1
38.15 100k 8/1/2008

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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