Trend Following Strategy Index For June 2009

Monthly Rankings

Rank CTA/Program Jun 2009 Min Inv Inception
106 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-16.10 200k 11/1/1999
105 Kelly Angle Inc.
Genesis Program
-11.19 2,000k 4/1/2000
104 Purple Valley Capital, Inc.
Diversified Trend 1
-10.88 100k 8/1/2008
103 Estlander & Partners
Alpha Trend II - Class P
-10.69 100k 12/1/2008
102 Clarke Capital Management
Millennium
-10.41 1,000k 1/1/1998
101 Superfund Group
Superfund Green Gold C (SPC)
-10.07 100k 10/1/2005
100 Clarke Capital Management
Jupiter
-9.53 3,000k 5/1/2005
99 Superfund Group
Superfund Green Gold B (SPC)
-9.02 50k 10/1/2005
98 DUNN Capital Management
D'Best Futures Fund, L.P.
-8.04 100k 6/1/1994
97 Superfund Group
Superfund Green Gold A (SPC)
-7.88 5k 10/1/2005
96 Briarwood Capital Management, Inc.
Diversified 2XL
-7.86 250k 11/1/2004
95 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.63 100k 5/1/1989
94 ISAM
ISAM Systematic Trend Fund
-7.08 1,000k 6/1/2001
93 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-7.03 100k 1/1/2000
92 Somers Brothers Capital
Diversified Futures Program #1
-7.00 100k 1/1/2005
91 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.81 100k 5/1/1999
90 Parizek Capital
Futures Trading Program
-6.58 500k 4/1/2000
89 Hawksbill Capital Management
Global Diversified
-6.58 5,000k 11/1/1988
88 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.36 5k 4/1/2009
87 Superfund Group
Superfund Green Gold L.P. Series A-1
-6.18 5k 4/1/2009
86 EMC Capital Advisors, LLC
Classic
-6.00 5,000k 1/1/1985
85 Superfund Group
Superfund Green Master
-5.93 2,000k 5/1/2001
84 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.85 10,000k 10/1/1991
83 Clarke Capital Management
FX Plus
-5.63 1,000k 5/1/2004
82 Superfund Group
Superfund Green GCT USD
-5.62 15k 1/1/2000
81 Future Trade AG
Thales Swing Trading Programme
-5.46 250k 6/1/2007
80 Superfund Group
Superfund Blue SPC Class A (Gold)
-5.21 50k 12/1/2007
79 Eckhardt Trading Company
Evolution Strategies
-5.06 20,000k 8/1/1991
78 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.98 100k 11/1/1984
77 Alder Capital DAC
Alder Global 20
-4.80 2,500k 2/1/2001
76 Clarke Capital Management
Worldwide
-4.46 250k 1/1/1996
75 Alee Capital Management, LLC
Poniente Program
-4.36 2,500k 1/1/1999
74 Keck Capital Management LLC
The Keck Program
-4.29 2,000k 12/1/2003
73 Mark J. Walsh Company
Standard Program
-4.27 2,000k 9/1/1985
72 Rho Asset Management
Rho Altius 1XL Program
-4.18 5,000k 11/1/2007
71 Lynx Asset Management AB
Lynx Program
-4.06 75k 5/1/2000
70 Eclipse Capital Management
Global Monetary
-3.97 5,000k 8/1/1990
69 Covenant Capital Management
Aggressive Program
-3.96 3,000k 2/1/2004
68 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.67 0k 11/1/1996
67 Rabar Market Research
Diversified Program
-3.55 2,000k 1/1/1989
66 Superfund Group
Superfund Green L.P. Series B
-3.52 5k 10/1/2002
65 Tactical Investment Management
Tactical Institutional Commodity Program
-3.40 10,000k 4/1/1993
64 Mobius Asset Management
Custom Trading Program
-3.31 100k 1/1/2002
63 Quality Capital Management
Global Diversified Programme
-3.30 10,000k 12/1/1995
62 Hyman Beck and Company
Global Portfolio
-3.29 1,000k 3/1/1991
61 Parizek Capital
Currency Program
-3.27 1,000k 4/1/2006
60 Quantica Capital AG
Quantica Managed Futures
-3.11 5,000k 1/1/2005
59 Estlander & Partners
Alpha Trend
-2.87 30,000k 10/1/1991
58 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.84 200k 1/1/2007
57 Gladius Asset Management
Fulham Program
-2.80 2,000k 1/1/2008
56 Covenant Capital Management
Original Program
-2.56 5,000k 9/1/1999
55 Beach Horizon LLP
Managed Account
-2.53 5,000k 5/1/2005
54 Altradis Capital AG
AlphAlgo
-2.41 100k 5/1/2007
53 Superfund Group
Superfund Green Q-AG
-2.39 2k 3/1/1996
52 Superfund Group
Superfund Green L.P. Series A
-2.39 5k 10/1/2002
51 Ancile Capital Management
Global Markets Program
-2.38 2,000k 4/1/2005
50 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.31 10,000k 1/1/1991
49 Southwest Managed Investments, LLC
Global Diversified
-2.27 200k 1/1/2002
48 Alder Capital DAC
Alder Global 10
-2.00 2,500k 10/1/2000
47 M.S. Capital Management
Global Diversified Program
-1.98 2,000k 11/1/1998
46 Conquest Capital Group
Conquest Select
-1.90 250k 6/1/2004
45 Chesapeake Capital
Diversified (LV)
-1.38 100k 2/1/1988
44 Winton Capital Management
Diversified
-1.26 50,000k 10/1/1997
43 Blackwater Capital Management
Global Program
-1.23 5,000k 7/1/2005
42 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.18 1k 10/1/2006
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.10 10,000k 1/1/1995
40 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.06 10,000k 8/1/2004
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.95 10,000k 8/1/1999
38 Red Rock Capital, LLC
Systematic Global Macro
-0.90 500k 9/1/2003
37 Welton Investment Partners
Welton Global
-0.89 10,000k 6/1/2004
36 Millburn Corporation
Commodity Program
-0.82 25,000k 3/1/2005
35 Quantum Leap Capital Management
Managed Account Program
-0.81 300k 8/1/2006
34 Mobius Asset Management
Diversified Program
-0.78 250k 3/1/2004
33 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.65 10,000k 2/1/1999
32 Estlander & Partners
Global XL
-0.61 5,000k 8/1/1991
31 Clarke Capital Management
Global Basic
-0.59 50k 2/1/1996
30 Alee Capital Management, LLC
Mistral Program
-0.58 2,500k 1/1/1999
29 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.56 100k 1/1/2005
28 Saxon Investment Corporation
Aggressive Diversified Program
-0.56 2,000k 11/1/1993
27 Saxon Investment Corporation
Diversified Program
-0.43 3,000k 9/1/1988
26 John Locke Investments
JL Commodity Long Flat Program
-0.37 5,000k 12/1/2007
25 Clarke Capital Management
Global Magnum
-0.35 100k 8/1/1997
24 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.31 50k 4/1/2005
23 Dreiss Research Corporation
Diversified Program
-0.29 1,000k 5/1/1991
22 Estlander & Partners
Global Markets
-0.28 10,000k 8/1/1999
21 John Locke Investments
Cyril Systematic Program
-0.27 8,000k 7/1/2000
20 Drury Capital
Diversified Trend-Following Program
-0.23 5,000k 5/1/1997
19 QQFund.com
Investment Program 1
-0.14 300k 9/1/2008
18 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.01 10,000k 3/1/2006
17 Seven Capital Management
Seven Absolute Return
0.00 100k 6/1/2009
16 Acorn Global Investments Inc.
Acorn Diversified Program
0.00 10k 7/1/2005
15 Heyden & Steindl GmbH
TOMAC2
0.02 5,000k 3/1/2003
14 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.07 1,000k 3/1/2003
13 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.15 1,500k 4/1/2006
12 Wavefront Global Asset Management
IMFC Global Investment Program
0.27 2,000k 2/1/2007
11 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.31 100k 3/1/2003
10 AllMountain Capital AG
Mount Denali Global Trends
0.49 160k 7/1/2007
9 RAM Management Group
RAM MRTP 1X-Conservative
0.87 1,000k 9/1/1993
8 Wavefront Global Asset Management
IMFC Global Concentrated
1.07 500k 4/1/2009
7 Quantica Capital AG
Quantica Diversified FX
1.22 5,000k 3/1/2007
6 Pacific Capital Advisors
Vanguard Program
1.30 100k 4/1/2007
5 Vergho Asset Management LLC
Kinematics
1.99 1,000k 11/1/2008
4 Conquest Capital Group
Conquest Macro
2.13 250k 5/1/1999
3 RAM Management Group
MRTP Aggressive
2.52 1,000k 2/1/1998
2 Neural Capital Ltd
Sentinel Trading Program
3.02 2,000k 1/1/2006
1 Insignia Managed Capital
Medallion
24.83 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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