Trend Following Strategy Index For August 2009

Monthly Rankings

Rank CTA/Program Aug 2009 Min Inv Inception
109 Clarke Capital Management
Global Basic
-15.51 50k 2/1/1996
108 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-11.19 100k 1/1/2000
107 Conquest Capital Group
Conquest Macro
-10.70 250k 5/1/1999
106 Clarke Capital Management
Global Magnum
-8.55 100k 8/1/1997
105 Heyden & Steindl GmbH
TOMAC2
-7.07 5,000k 3/1/2003
104 Clarke Capital Management
Millennium
-6.83 1,000k 1/1/1998
103 Alder Capital DAC
Alder Global 20
-4.20 2,500k 2/1/2001
102 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.67 100k 3/1/2003
101 Quantum Leap Capital Management
Managed Account Program
-3.26 300k 8/1/2006
100 Pacific Capital Advisors
Vanguard Program
-2.79 100k 4/1/2007
99 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.48 50k 12/1/2007
98 Alee Capital Management, LLC
Poniente Program
-2.26 2,500k 1/1/1999
97 Clarke Capital Management
Worldwide
-2.03 250k 1/1/1996
96 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.96 10,000k 1/1/1991
95 Estlander & Partners
Global XL
-1.92 5,000k 8/1/1991
94 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.71 50k 4/1/2005
93 Alder Capital DAC
Alder Global 10
-1.60 2,500k 10/1/2000
92 Mark J. Walsh Company
Standard Program
-1.25 2,000k 9/1/1985
91 Conquest Capital Group
Conquest Select
-1.24 250k 6/1/2004
90 Altradis Capital AG
AlphAlgo
-1.19 100k 5/1/2007
89 Neural Capital Ltd
Sentinel Trading Program
-1.05 2,000k 1/1/2006
88 Parizek Capital
Currency Program
-1.00 1,000k 4/1/2006
87 Estlander & Partners
Global Markets
-0.94 10,000k 8/1/1999
86 AllMountain Capital AG
Mount Denali Global Trends
-0.76 160k 7/1/2007
85 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.50 200k 11/1/1999
84 Eclipse Capital Management
Global Monetary
-0.46 5,000k 8/1/1990
83 John Locke Investments
JL Commodity Long Flat Program
-0.26 5,000k 12/1/2007
82 Future Trade AG
Thales Swing Trading Programme
-0.22 250k 6/1/2007
81 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
80 IDS Capital
IDS F&F Systematic Trading
0.00 50k 7/1/2013
79 Clarke Capital Management
FX Plus
0.01 1,000k 5/1/2004
78 John Locke Investments
Cyril Systematic Program
0.02 8,000k 7/1/2000
77 Mobius Asset Management
Custom Trading Program
0.08 100k 1/1/2002
76 Transtrend B.V.
DTP – Standard Risk (EUR)
0.09 10,000k 2/1/1999
75 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.21 10,000k 8/1/1999
74 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.23 10,000k 1/1/1995
73 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.23 10,000k 8/1/2004
72 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.31 10,000k 3/1/2006
71 Winton Capital Management
Diversified
0.32 50,000k 10/1/1997
70 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.43 1k 10/1/2006
69 Eckhardt Trading Company
Evolution Strategies 1.2X
0.47 10,000k 10/1/1991
68 Eckhardt Trading Company
Evolution Strategies
0.48 20,000k 8/1/1991
67 Lynx Asset Management AB
Lynx Program
0.51 75k 5/1/2000
66 Quantica Capital AG
Quantica Diversified FX
0.61 5,000k 3/1/2007
65 Southwest Managed Investments, LLC
Global Diversified
0.62 200k 1/1/2002
64 Gladius Asset Management
Fulham Program
0.65 2,000k 1/1/2008
63 Mobius Asset Management
Diversified Program
0.70 250k 3/1/2004
62 Blackwater Capital Management
Global Program
0.74 5,000k 7/1/2005
61 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.75 1,500k 4/1/2006
60 Clarke Capital Management
Jupiter
0.93 3,000k 5/1/2005
59 Quantica Capital AG
Quantica Managed Futures
1.03 5,000k 1/1/2005
58 Kelly Angle Inc.
Genesis Program
1.05 2,000k 4/1/2000
57 Superfund Group
Superfund Green Gold L.P. Series A-1
1.09 5k 4/1/2009
56 Seven Capital Management
Seven Absolute Return
1.22 100k 6/1/2009
55 Welton Investment Partners
Welton Global
1.27 10,000k 6/1/2004
54 Rho Asset Management
Rho Altius 1XL Program
1.28 5,000k 11/1/2007
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.35 1,000k 3/1/2003
52 Hawksbill Capital Management
Global Diversified
1.35 5,000k 11/1/1988
51 Vergho Asset Management LLC
Kinematics
1.36 1,000k 11/1/2008
50 Hyman Beck and Company
Global Portfolio
1.44 1,000k 3/1/1991
49 Parizek Capital
Futures Trading Program
1.60 500k 4/1/2000
48 RAM Management Group
RAM MRTP 1X-Conservative
2.02 1,000k 9/1/1993
47 Saxon Investment Corporation
Diversified Program
2.09 3,000k 9/1/1988
46 Millburn Corporation
Commodity Program
2.44 25,000k 3/1/2005
45 Alee Capital Management, LLC
Mistral Program
2.45 2,500k 1/1/1999
44 EMC Capital Advisors, LLC
Classic
2.50 5,000k 1/1/1985
43 Rabar Market Research
Diversified Program
2.58 2,000k 1/1/1989
42 Drury Capital
Diversified Trend-Following Program
2.67 5,000k 5/1/1997
41 Acorn Global Investments Inc.
Acorn Diversified Program
2.89 10k 7/1/2005
40 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.16 100k 11/1/1984
39 Superfund Group
Superfund Green Gold A (SPC)
3.17 5k 10/1/2005
38 Superfund Group
Superfund Green L.P. Series A
3.52 5k 10/1/2002
37 Superfund Group
Superfund Green Q-AG
3.61 2k 3/1/1996
36 Beach Horizon LLP
Managed Account
3.64 5,000k 5/1/2005
35 Saxon Investment Corporation
Aggressive Diversified Program
3.66 2,000k 11/1/1993
34 M.S. Capital Management
Global Diversified Program
3.66 2,000k 11/1/1998
33 Ancile Capital Management
Global Markets Program
3.69 2,000k 4/1/2005
32 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.76 100k 1/1/2005
31 QQFund.com
Investment Program 1
3.87 300k 9/1/2008
30 Estlander & Partners
Alpha Trend
3.99 30,000k 10/1/1991
29 Wavefront Global Asset Management
IMFC Global Investment Program
4.39 2,000k 2/1/2007
28 ISAM
ISAM Systematic Trend Fund
4.40 1,000k 6/1/2001
27 Red Rock Capital, LLC
Systematic Global Macro
4.41 500k 9/1/2003
26 Chesapeake Capital
Diversified (LV)
4.80 100k 2/1/1988
25 Superfund Group
Superfund Green Gold L.P. Series B-1
4.84 5k 4/1/2009
24 Briarwood Capital Management, Inc.
Diversified 2XL
4.91 250k 11/1/2004
23 Quality Capital Management
Global Diversified Programme
4.95 10,000k 12/1/1995
22 DUNN Capital Management
D'Best Futures Fund, L.P.
5.03 100k 6/1/1994
21 Somers Brothers Capital
Diversified Futures Program #1
5.23 100k 1/1/2005
20 Superfund Group
Superfund Green GCT USD
5.41 15k 1/1/2000
19 Cauldron Investments, LLC
Stock Index Plus
5.51 1,000k 10/1/2009
18 Superfund Group
Superfund Green Master
5.55 2,000k 5/1/2001
17 Superfund Group
Superfund Green L.P. Series B
5.62 5k 10/1/2002
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.65 0k 11/1/1996
15 Superfund Group
Superfund Green Gold B (SPC)
5.65 50k 10/1/2005
14 Robinson-Langley Capital Management, LLC
Managed Account Program
5.82 200k 1/1/2007
13 Dreiss Research Corporation
Diversified Program
5.94 1,000k 5/1/1991
12 Superfund Group
Superfund Green Gold C (SPC)
6.23 100k 10/1/2005
11 Keck Capital Management LLC
The Keck Program
6.49 2,000k 12/1/2003
10 RAM Management Group
MRTP Aggressive
6.52 1,000k 2/1/1998
9 Covenant Capital Management
Original Program
6.65 5,000k 9/1/1999
8 DUNN Capital Management
DUNN Combined Fund (DCF)
7.61 100k 5/1/1989
7 Purple Valley Capital, Inc.
Diversified Trend 1
9.35 100k 8/1/2008
6 Covenant Capital Management
Aggressive Program
10.02 3,000k 2/1/2004
5 Tactical Investment Management
Tactical Institutional Commodity Program
10.29 10,000k 4/1/1993
4 Mulvaney Capital Management
The Mulvaney Global Markets Program
10.85 100k 5/1/1999
3 Wavefront Global Asset Management
IMFC Global Concentrated
11.62 500k 4/1/2009
2 Estlander & Partners
Alpha Trend II - Class P
14.08 100k 12/1/2008
1 Insignia Managed Capital
Medallion
28.88 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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