Trend Following Strategy Index For September 2009

Monthly Rankings

Rank CTA/Program Sep 2009 Min Inv Inception
111 Clarke Capital Management
Global Magnum
-7.11 100k 8/1/1997
110 Alee Capital Management, LLC
Poniente Program
-5.54 2,500k 1/1/1999
109 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.48 200k 1/1/2007
108 Alee Capital Management, LLC
Mistral Program
-5.10 2,500k 1/1/1999
107 Neural Capital Ltd
Sentinel Trading Program
-4.46 2,000k 1/1/2006
106 Conquest Capital Group
Conquest Macro
-3.69 250k 5/1/1999
105 Heyden & Steindl GmbH
TOMAC2
-3.38 5,000k 3/1/2003
104 Alder Capital DAC
Alder Global 20
-2.80 2,500k 2/1/2001
103 Future Trade AG
Thales Swing Trading Programme
-2.10 250k 6/1/2007
102 Quantum Leap Capital Management
Managed Account Program
-2.04 300k 8/1/2006
101 Tactical Investment Management
Tactical Institutional Commodity Program
-1.99 10,000k 4/1/1993
100 Southwest Managed Investments, LLC
Global Diversified
-1.90 200k 1/1/2002
99 Mark J. Walsh Company
Standard Program
-1.86 2,000k 9/1/1985
98 RAM Management Group
MRTP Aggressive
-1.65 1,000k 2/1/1998
97 Alder Capital DAC
Alder Global 10
-1.40 2,500k 10/1/2000
96 Dreiss Research Corporation
Diversified Program
-1.29 1,000k 5/1/1991
95 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
94 Rho Asset Management
Rho Altius 1XL Program
-1.20 5,000k 11/1/2007
93 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.93 10,000k 1/1/1995
92 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.87 10,000k 8/1/2004
91 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.77 10,000k 8/1/1999
90 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.57 10,000k 2/1/1999
89 RAM Management Group
RAM MRTP 1X-Conservative
-0.44 1,000k 9/1/1993
88 Mobius Asset Management
Diversified Program
-0.32 250k 3/1/2004
87 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.22 100k 1/1/2000
86 Altradis Capital AG
AlphAlgo
-0.20 100k 5/1/2007
85 Conquest Capital Group
Conquest Select
-0.13 250k 6/1/2004
84 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.00 1,000k 9/1/2009
83 Amplitude Capital International Limited
Klassik Strategy
0.00 1,000k 9/1/2009
82 Mobius Asset Management
Custom Trading Program
0.07 100k 1/1/2002
81 Parizek Capital
Futures Trading Program
0.15 500k 4/1/2000
80 Seven Capital Management
Seven Absolute Return
0.23 100k 6/1/2009
79 AllMountain Capital AG
Mount Denali Global Trends
0.30 160k 7/1/2007
78 EMC Capital Advisors, LLC
Classic
0.30 5,000k 1/1/1985
77 Welton Investment Partners
Welton Global
0.34 10,000k 6/1/2004
76 Millburn Corporation
Commodity Program
0.42 25,000k 3/1/2005
75 Parizek Capital
Currency Program
0.65 1,000k 4/1/2006
74 Gladius Asset Management
Fulham Program
0.67 2,000k 1/1/2008
73 Pacific Capital Advisors
Vanguard Program
0.68 100k 4/1/2007
72 Estlander & Partners
Global Markets
0.70 10,000k 8/1/1999
71 IDS Capital
IDS F&F Systematic Trading
0.76 50k 7/1/2013
70 John Locke Investments
Cyril Systematic Program
0.82 8,000k 7/1/2000
69 Estlander & Partners
Alpha Trend
0.87 30,000k 10/1/1991
68 Acorn Global Investments Inc.
Acorn Diversified Program
1.00 10k 7/1/2005
67 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.06 100k 1/1/2005
66 Clarke Capital Management
Millennium
1.10 1,000k 1/1/1998
65 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.32 100k 5/1/1999
64 Estlander & Partners
Global XL
1.35 5,000k 8/1/1991
63 Red Rock Capital, LLC
Systematic Global Macro
1.44 500k 9/1/2003
62 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.44 1,500k 4/1/2006
61 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.49 10,000k 1/1/1991
60 Drury Capital
Diversified Trend-Following Program
1.54 5,000k 5/1/1997
59 Superfund Group
Superfund Blue SPC Class A (EUR)
1.66 50k 4/1/2005
58 Hyman Beck and Company
Global Portfolio
1.69 1,000k 3/1/1991
57 Saxon Investment Corporation
Diversified Program
1.69 3,000k 9/1/1988
56 Quality Capital Management
Global Diversified Programme
1.69 10,000k 12/1/1995
55 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.78 100k 3/1/2003
54 Covenant Capital Management
Original Program
1.88 5,000k 9/1/1999
53 Somers Brothers Capital
Diversified Futures Program #1
1.89 100k 1/1/2005
52 Beach Horizon LLP
Managed Account
1.91 5,000k 5/1/2005
51 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.94 10,000k 8/1/2009
50 Eclipse Capital Management
Global Monetary
2.01 5,000k 8/1/1990
49 Quantica Capital AG
Quantica Managed Futures
2.02 5,000k 1/1/2005
48 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.04 10,000k 3/1/2006
47 M.S. Capital Management
Global Diversified Program
2.11 2,000k 11/1/1998
46 Lynx Asset Management AB
Lynx Program
2.14 75k 5/1/2000
45 Wavefront Global Asset Management
IMFC Global Concentrated
2.22 500k 4/1/2009
44 Estlander & Partners
Alpha Trend II - Class P
2.32 100k 12/1/2008
43 Eckhardt Trading Company
Evolution Strategies
2.35 20,000k 8/1/1991
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.49 1,000k 3/1/2003
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.56 0k 11/1/1996
40 Eckhardt Trading Company
Evolution Strategies 1.2X
2.63 10,000k 10/1/1991
39 ISAM
ISAM Systematic Trend Fund
2.71 1,000k 6/1/2001
38 Superfund Group
Superfund Green L.P. Series A
2.81 5k 10/1/2002
37 Winton Capital Management
Diversified
2.85 50,000k 10/1/1997
36 Purple Valley Capital, Inc.
Diversified Trend 1
2.85 100k 8/1/2008
35 Saxon Investment Corporation
Aggressive Diversified Program
3.02 2,000k 11/1/1993
34 Kelly Angle Inc.
Genesis Program
3.08 2,000k 4/1/2000
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.20 1k 10/1/2006
32 Chesapeake Capital
Diversified (LV)
3.20 100k 2/1/1988
31 Briarwood Capital Management, Inc.
Diversified 2XL
3.31 250k 11/1/2004
30 Wavefront Global Asset Management
IMFC Global Investment Program
3.31 2,000k 2/1/2007
29 Covenant Capital Management
Aggressive Program
3.40 3,000k 2/1/2004
28 Quantica Capital AG
Quantica Diversified FX
3.55 5,000k 3/1/2007
27 DUNN Capital Management
D'Best Futures Fund, L.P.
3.70 100k 6/1/1994
26 Blackwater Capital Management
Global Program
3.74 5,000k 7/1/2005
25 Superfund Group
Superfund Green Q-AG
3.77 2k 3/1/1996
24 Rabar Market Research
Diversified Program
3.87 2,000k 1/1/1989
23 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.54 100k 11/1/1984
22 Superfund Group
Superfund Green L.P. Series B
4.58 5k 10/1/2002
21 DUNN Capital Management
DUNN Combined Fund (DCF)
4.92 100k 5/1/1989
20 Clarke Capital Management
FX Plus
5.03 1,000k 5/1/2004
19 Superfund Group
Superfund Blue SPC Class A (Gold)
5.24 50k 12/1/2007
18 Superfund Group
Superfund Green GCT USD
5.40 15k 1/1/2000
17 Hawksbill Capital Management
Global Diversified
5.50 5,000k 11/1/1988
16 Vergho Asset Management LLC
Kinematics
5.54 1,000k 11/1/2008
15 Cauldron Investments, LLC
Stock Index Plus
5.67 1,000k 10/1/2009
14 Ancile Capital Management
Global Markets Program
5.76 2,000k 4/1/2005
13 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.90 200k 11/1/1999
12 Clarke Capital Management
Worldwide
6.20 250k 1/1/1996
11 Superfund Group
Superfund Green Master
6.27 2,000k 5/1/2001
10 Clarke Capital Management
Global Basic
6.42 50k 2/1/1996
9 Clarke Capital Management
Jupiter
7.39 3,000k 5/1/2005
8 Superfund Group
Superfund Green Gold L.P. Series A-1
7.63 5k 4/1/2009
7 Keck Capital Management LLC
The Keck Program
7.84 2,000k 12/1/2003
6 Superfund Group
Superfund Green Gold A (SPC)
8.42 5k 10/1/2005
5 Insignia Managed Capital
Medallion
9.16 50k 2/1/2009
4 Superfund Group
Superfund Green Gold B (SPC)
9.87 50k 10/1/2005
3 Superfund Group
Superfund Green Gold L.P. Series B-1
10.39 5k 4/1/2009
2 Superfund Group
Superfund Green Gold C (SPC)
11.47 100k 10/1/2005
1 QQFund.com
Investment Program 1
15.82 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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