Trend Following Strategy Index For January 2010

Monthly Rankings

Rank CTA/Program Jan 2010 Min Inv Inception
118 DUNN Capital Management
DUNN Combined Fund (DCF)
-25.15 100k 5/1/1989
117 Superfund Group
Superfund Green Gold C (SPC)
-21.20 100k 10/1/2005
116 Estlander & Partners
Alpha Trend II - Class P
-19.73 100k 12/1/2008
115 DUNN Capital Management
D'Best Futures Fund, L.P.
-19.53 100k 6/1/1994
114 Clarke Capital Management
Millennium
-18.95 1,000k 1/1/1998
113 Superfund Group
Superfund Green Master
-17.73 2,000k 5/1/2001
112 Clarke Capital Management
Jupiter
-17.26 3,000k 5/1/2005
111 Superfund Group
Superfund Green Gold B (SPC)
-16.59 50k 10/1/2005
110 Superfund Group
Superfund Green L.P. Series B
-14.51 5k 10/1/2002
109 Superfund Group
Superfund Green GCT USD
-13.91 15k 1/1/2000
108 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.17 5k 4/1/2009
107 Dreiss Research Corporation
Diversified Program
-12.03 1,000k 5/1/1991
106 QQFund.com
Investment Program 1
-11.44 300k 9/1/2008
105 Superfund Group
Superfund Green Gold A (SPC)
-11.40 5k 10/1/2005
104 EMC Capital Advisors, LLC
Classic
-11.00 5,000k 1/1/1985
103 Quality Capital Management
Global Diversified Programme
-10.20 10,000k 12/1/1995
102 Superfund Group
Superfund Green Q-AG
-9.79 2k 3/1/1996
101 Estlander & Partners
Global XL
-9.55 5,000k 8/1/1991
100 Superfund Group
Superfund Green L.P. Series A
-9.38 5k 10/1/2002
99 Purple Valley Capital, Inc.
Diversified Trend 1
-8.60 100k 8/1/2008
98 Somers Brothers Capital
Diversified Futures Program #1
-8.41 100k 1/1/2005
97 Eckhardt Trading Company
Evolution Strategies 1.2X
-8.11 10,000k 10/1/1991
96 Rabar Market Research
Diversified Program
-7.98 2,000k 1/1/1989
95 Eckhardt Trading Company
Evolution Strategies
-6.92 20,000k 8/1/1991
94 Welton Investment Partners
Welton Global
-6.76 10,000k 6/1/2004
93 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.61 100k 11/1/1984
92 Estlander & Partners
Alpha Trend
-6.29 30,000k 10/1/1991
91 Rabar Market Research
Short-Term Program
-6.27 2,000k 11/1/2009
90 Drury Capital
Diversified Trend-Following Program
-6.25 5,000k 5/1/1997
89 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.00 200k 1/1/2007
88 Chesapeake Capital
Diversified (LV)
-5.90 100k 2/1/1988
87 Covenant Capital Management
Aggressive Program
-5.88 3,000k 2/1/2004
86 Blackwater Capital Management
Global Program
-5.75 5,000k 7/1/2005
85 Clarke Capital Management
FX Plus
-5.56 1,000k 5/1/2004
84 Superfund Group
Superfund Green Gold L.P. Series A-1
-5.55 5k 4/1/2009
83 John Locke Investments
JL Commodity Long Flat Program
-5.33 5,000k 12/1/2007
82 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.33 100k 1/1/2005
81 Rho Asset Management
Rho Altius 1XL Program
-5.02 5,000k 11/1/2007
80 Estlander & Partners
Global Markets
-4.86 10,000k 8/1/1999
79 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.76 10,000k 1/1/1991
78 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.73 10,000k 3/1/2006
77 Clarke Capital Management
Global Magnum
-4.09 100k 8/1/1997
76 Beach Horizon LLP
Managed Account
-4.08 5,000k 5/1/2005
75 Briarwood Capital Management, Inc.
Diversified 2XL
-4.04 250k 11/1/2004
74 Ancile Capital Management
Global Markets Program
-4.04 2,000k 4/1/2005
73 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.98 10,000k 8/1/1999
72 M.S. Capital Management
Global Diversified Program
-3.90 2,000k 11/1/1998
71 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.90 10,000k 1/1/1995
70 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.84 100k 5/1/1999
69 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.80 1k 10/1/2006
68 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.79 10,000k 8/1/2009
67 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.76 10,000k 8/1/2004
66 Acorn Global Investments Inc.
Acorn Diversified Program
-3.72 10k 7/1/2005
65 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.57 250k 10/1/2009
64 IDS Capital
IDS F&F Systematic Trading
-3.47 50k 7/1/2013
63 Southwest Managed Investments, LLC
Global Diversified
-3.37 200k 1/1/2002
62 Wavefront Global Asset Management
IMFC Global Investment Program
-3.36 2,000k 2/1/2007
61 Lynx Asset Management AB
Lynx Program
-3.35 75k 5/1/2000
60 Kelly Angle Inc.
Genesis Program
-3.31 2,000k 4/1/2000
59 Quantica Capital AG
Quantica Managed Futures
-3.28 5,000k 1/1/2005
58 Covenant Capital Management
Original Program
-3.25 5,000k 9/1/1999
57 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.22 1,500k 4/1/2006
56 Parizek Capital
Futures Trading Program
-3.20 500k 4/1/2000
55 RAM Management Group
MRTP Aggressive
-3.12 1,000k 2/1/1998
54 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.86 0k 11/1/1996
53 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.77 10,000k 2/1/1999
52 Amplitude Capital International Limited
Klassik Strategy
-2.75 1,000k 9/1/2009
51 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.74 200k 11/1/1999
50 Winton Capital Management
Diversified
-2.64 50,000k 10/1/1997
49 Mark J. Walsh Company
Standard Program
-2.49 2,000k 9/1/1985
48 ISAM
ISAM Systematic Trend Fund
-2.48 1,000k 6/1/2001
47 Wavefront Global Asset Management
IMFC Global Concentrated
-2.38 500k 4/1/2009
46 Hyman Beck and Company
Global Portfolio
-2.31 1,000k 3/1/1991
45 Mobius Asset Management
Diversified Program
-2.29 250k 3/1/2004
44 Alee Capital Management, LLC
Poniente Program
-2.02 2,500k 1/1/1999
43 Millburn Corporation
Commodity Program
-2.00 25,000k 3/1/2005
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.96 1,000k 3/1/2003
41 John Locke Investments
Cyril Systematic Program
-1.85 8,000k 7/1/2000
40 Keck Capital Management LLC
The Keck Program
-1.77 2,000k 12/1/2003
39 Saxon Investment Corporation
Aggressive Diversified Program
-1.67 2,000k 11/1/1993
38 Tactical Investment Management
Tactical Institutional Commodity Program
-1.63 10,000k 4/1/1993
37 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.58 250k 10/1/2009
36 Quantica Capital AG
Quantica Diversified FX
-1.27 5,000k 3/1/2007
35 Mobius Asset Management
Custom Trading Program
-1.25 100k 1/1/2002
34 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.25 1,000k 9/1/2009
33 Quantum Leap Capital Management
Managed Account Program
-1.12 300k 8/1/2006
32 Eclipse Capital Management
Global Monetary
-1.02 5,000k 8/1/1990
31 RAM Management Group
RAM MRTP 1X-Conservative
-1.01 1,000k 9/1/1993
30 Red Rock Capital, LLC
Systematic Global Macro
-1.00 500k 9/1/2003
29 Saxon Investment Corporation
Diversified Program
-0.95 3,000k 9/1/1988
28 Gladius Asset Management
Fulham Program
-0.66 2,000k 1/1/2008
26 Angle Capital Management LLC
AIP Program
0.00 100k 1/1/2010
27 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
25 Seven Capital Management
Seven Absolute Return
0.16 100k 6/1/2009
24 Alee Capital Management, LLC
Mistral Program
0.19 2,500k 1/1/1999
23 Neural Capital Ltd
Sentinel Trading Program
0.20 2,000k 1/1/2006
22 Diamond Capital Management
Enhanced S&P Program
0.31 100k 10/1/2009
21 Cauldron Investments, LLC
Stock Index Plus
0.32 1,000k 10/1/2009
20 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.33 100k 3/1/2003
19 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.52 100k 10/1/2009
18 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
17 Superfund Group
Superfund Blue SPC Class A (EUR)
0.84 50k 4/1/2005
16 Conquest Capital Group
Conquest Macro
0.85 250k 5/1/1999
15 Clarke Capital Management
Global Basic
0.92 50k 2/1/1996
14 Hawksbill Capital Management
Global Diversified
1.08 5,000k 11/1/1988
13 Altradis Capital AG
AlphAlgo
1.27 100k 5/1/2007
12 Vergho Asset Management LLC
Kinematics
1.85 1,000k 11/1/2008
11 Alder Capital DAC
Alder Global 20
1.90 2,500k 2/1/2001
10 Parizek Capital
Currency Program
2.87 1,000k 4/1/2006
9 Pacific Capital Advisors
Vanguard Program
3.08 100k 4/1/2007
8 Superfund Group
Superfund Blue SPC Class A (Gold)
3.31 50k 12/1/2007
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.48 100k 1/1/2000
6 Insignia Managed Capital
Medallion
4.49 50k 2/1/2009
5 Gap Partners LLC
Gap
4.54 250k 11/1/2009
4 Heyden & Steindl GmbH
TOMAC2
4.90 5,000k 3/1/2003
3 AllMountain Capital AG
Mount Denali Global Trends
5.06 160k 7/1/2007
2 Clarke Capital Management
Worldwide
5.90 250k 1/1/1996
1 Future Trade AG
Thales Swing Trading Programme
10.17 250k 6/1/2007

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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