Trend Following Strategy Index For July 2009

Monthly Rankings

Rank CTA/Program Jul 2009 Min Inv Inception
107 Insignia Managed Capital
Medallion
-26.90 50k 2/1/2009
106 Superfund Group
Superfund Green Master
-14.88 2,000k 5/1/2001
105 Superfund Group
Superfund Green Gold C (SPC)
-12.47 100k 10/1/2005
104 Superfund Group
Superfund Green L.P. Series B
-12.24 5k 10/1/2002
103 Superfund Group
Superfund Green GCT USD
-11.28 15k 1/1/2000
102 Superfund Group
Superfund Green Gold B (SPC)
-8.99 50k 10/1/2005
101 DUNN Capital Management
DUNN Combined Fund (DCF)
-8.59 100k 5/1/1989
100 Clarke Capital Management
Millennium
-7.97 1,000k 1/1/1998
99 Superfund Group
Superfund Green L.P. Series A
-7.86 5k 10/1/2002
98 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.31 100k 6/1/1994
97 Heyden & Steindl GmbH
TOMAC2
-7.22 5,000k 3/1/2003
96 Superfund Group
Superfund Green Q-AG
-6.44 2k 3/1/1996
95 Superfund Group
Superfund Green Gold A (SPC)
-5.40 5k 10/1/2005
94 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.31 100k 1/1/2005
93 Superfund Group
Superfund Green Gold L.P. Series B-1
-4.99 5k 4/1/2009
92 Future Trade AG
Thales Swing Trading Programme
-4.76 250k 6/1/2007
91 Acorn Global Investments Inc.
Acorn Diversified Program
-4.32 10k 7/1/2005
90 AllMountain Capital AG
Mount Denali Global Trends
-3.62 160k 7/1/2007
89 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.23 1,500k 4/1/2006
88 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.04 200k 11/1/1999
87 Hawksbill Capital Management
Global Diversified
-2.83 5,000k 11/1/1988
86 Kelly Angle Inc.
Genesis Program
-2.45 2,000k 4/1/2000
85 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.37 10,000k 8/1/2004
84 Gladius Asset Management
Fulham Program
-2.31 2,000k 1/1/2008
83 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.30 10,000k 1/1/1995
82 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.25 10,000k 8/1/1999
81 Clarke Capital Management
Worldwide
-1.76 250k 1/1/1996
80 Winton Capital Management
Diversified
-1.52 50,000k 10/1/1997
79 Welton Investment Partners
Welton Global
-1.51 10,000k 6/1/2004
78 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.47 10,000k 2/1/1999
77 Quality Capital Management
Global Diversified Programme
-1.43 10,000k 12/1/1995
76 EMC Capital Advisors, LLC
Classic
-1.30 5,000k 1/1/1985
75 Mobius Asset Management
Custom Trading Program
-1.25 100k 1/1/2002
74 Mark J. Walsh Company
Standard Program
-1.24 2,000k 9/1/1985
73 Beach Horizon LLP
Managed Account
-1.23 5,000k 5/1/2005
72 Ancile Capital Management
Global Markets Program
-1.16 2,000k 4/1/2005
71 Millburn Corporation
Commodity Program
-1.16 25,000k 3/1/2005
70 Clarke Capital Management
Global Basic
-1.12 50k 2/1/1996
69 Parizek Capital
Currency Program
-1.07 1,000k 4/1/2006
68 Quantica Capital AG
Quantica Diversified FX
-0.70 5,000k 3/1/2007
67 Quantum Leap Capital Management
Managed Account Program
-0.65 300k 8/1/2006
66 Clarke Capital Management
Jupiter
-0.56 3,000k 5/1/2005
65 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.53 100k 5/1/1999
64 Clarke Capital Management
Global Magnum
-0.52 100k 8/1/1997
63 Seven Capital Management
Seven Absolute Return
-0.39 100k 6/1/2009
62 Chesapeake Capital
Diversified (LV)
-0.32 100k 2/1/1988
61 Red Rock Capital, LLC
Systematic Global Macro
-0.29 500k 9/1/2003
60 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.20 1k 10/1/2006
59 Wavefront Global Asset Management
IMFC Global Investment Program
-0.04 2,000k 2/1/2007
58 Cauldron Investments, LLC
Stock Index Plus
0.00 1,000k 10/1/2009
57 RAM Management Group
RAM MRTP 1X-Conservative
0.12 1,000k 9/1/1993
56 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.13 0k 11/1/1996
55 John Locke Investments
Cyril Systematic Program
0.24 8,000k 7/1/2000
54 RAM Management Group
MRTP Aggressive
0.24 1,000k 2/1/1998
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.34 1,000k 3/1/2003
52 Somers Brothers Capital
Diversified Futures Program #1
0.47 100k 1/1/2005
51 Eclipse Capital Management
Global Monetary
0.48 5,000k 8/1/1990
50 Dreiss Research Corporation
Diversified Program
0.51 1,000k 5/1/1991
49 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.68 10,000k 1/1/1991
48 Conquest Capital Group
Conquest Select
0.81 250k 6/1/2004
47 Briarwood Capital Management, Inc.
Diversified 2XL
0.91 250k 11/1/2004
46 John Locke Investments
JL Commodity Long Flat Program
1.02 5,000k 12/1/2007
45 Superfund Group
Superfund Blue SPC Class A (EUR)
1.02 50k 4/1/2005
44 Rho Asset Management
Rho Altius 1XL Program
1.18 5,000k 11/1/2007
43 Southwest Managed Investments, LLC
Global Diversified
1.22 200k 1/1/2002
42 Eckhardt Trading Company
Evolution Strategies 1.2X
1.23 10,000k 10/1/1991
41 Eckhardt Trading Company
Evolution Strategies
1.26 20,000k 8/1/1991
40 Estlander & Partners
Alpha Trend
1.29 30,000k 10/1/1991
39 Saxon Investment Corporation
Diversified Program
1.29 3,000k 9/1/1988
38 Lynx Asset Management AB
Lynx Program
1.31 75k 5/1/2000
37 Wavefront Global Asset Management
IMFC Global Concentrated
1.40 500k 4/1/2009
36 Robinson-Langley Capital Management, LLC
Managed Account Program
1.44 200k 1/1/2007
35 Quantica Capital AG
Quantica Managed Futures
1.46 5,000k 1/1/2005
34 Purple Valley Capital, Inc.
Diversified Trend 1
1.53 100k 8/1/2008
33 M.S. Capital Management
Global Diversified Program
1.61 2,000k 11/1/1998
32 Vergho Asset Management LLC
Kinematics
1.63 1,000k 11/1/2008
31 Covenant Capital Management
Original Program
1.65 5,000k 9/1/1999
30 Alee Capital Management, LLC
Poniente Program
1.66 2,500k 1/1/1999
29 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.84 100k 11/1/1984
28 Covenant Capital Management
Aggressive Program
1.89 3,000k 2/1/2004
27 Superfund Group
Superfund Green Gold L.P. Series A-1
2.00 5k 4/1/2009
26 Rabar Market Research
Diversified Program
2.09 2,000k 1/1/1989
25 Superfund Group
Superfund Blue SPC Class A (Gold)
2.15 50k 12/1/2007
24 Saxon Investment Corporation
Aggressive Diversified Program
2.18 2,000k 11/1/1993
23 Clarke Capital Management
FX Plus
2.32 1,000k 5/1/2004
22 Mobius Asset Management
Diversified Program
2.37 250k 3/1/2004
21 Alder Capital DAC
Alder Global 10
2.40 2,500k 10/1/2000
20 Altradis Capital AG
AlphAlgo
2.61 100k 5/1/2007
19 Pacific Capital Advisors
Vanguard Program
2.61 100k 4/1/2007
18 Estlander & Partners
Global Markets
2.69 10,000k 8/1/1999
17 Keck Capital Management LLC
The Keck Program
2.90 2,000k 12/1/2003
16 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.27 10,000k 3/1/2006
15 Parizek Capital
Futures Trading Program
3.35 500k 4/1/2000
14 Alee Capital Management, LLC
Mistral Program
3.62 2,500k 1/1/1999
13 Estlander & Partners
Alpha Trend II - Class P
3.98 100k 12/1/2008
12 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.34 100k 1/1/2000
11 Hyman Beck and Company
Global Portfolio
4.47 1,000k 3/1/1991
10 Blackwater Capital Management
Global Program
5.18 5,000k 7/1/2005
9 Alder Capital DAC
Alder Global 20
5.20 2,500k 2/1/2001
8 Tactical Investment Management
Tactical Institutional Commodity Program
5.33 10,000k 4/1/1993
7 Neural Capital Ltd
Sentinel Trading Program
5.34 2,000k 1/1/2006
6 Estlander & Partners
Global XL
5.44 5,000k 8/1/1991
5 Conquest Capital Group
Conquest Macro
5.49 250k 5/1/1999
4 Drury Capital
Diversified Trend-Following Program
6.57 5,000k 5/1/1997
3 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
7.01 100k 3/1/2003
2 ISAM
ISAM Systematic Trend Fund
7.39 1,000k 6/1/2001
1 QQFund.com
Investment Program 1
28.41 300k 9/1/2008

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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