Trend Following Strategy Index For October 2010

Monthly Rankings

Rank CTA/Program Oct 2010 Min Inv Inception
120 Insignia Managed Capital
Medallion
-9.69 50k 2/1/2009
119 Clarke Capital Management
Global Magnum
-8.10 100k 8/1/1997
118 Parizek Capital
Currency Program
-7.54 1,000k 4/1/2006
117 Clarke Capital Management
Global Basic
-5.03 50k 2/1/1996
116 RAM Management Group
MRTP Aggressive
-5.03 1,000k 2/1/1998
115 AllMountain Capital AG
Mount Denali Global Trends
-3.42 160k 7/1/2007
114 Neural Capital Ltd
Sentinel Trading Program
-3.16 2,000k 1/1/2006
113 Vergho Asset Management LLC
Kinematics
-2.95 1,000k 11/1/2008
112 Conquest Capital Group
Conquest Macro
-2.62 250k 5/1/1999
111 RAM Management Group
RAM MRTP 1X-Conservative
-1.73 1,000k 9/1/1993
110 Heyden & Steindl GmbH
TOMAC2
-0.91 5,000k 3/1/2003
109 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.86 10,000k 3/1/2006
108 Gap Partners LLC
Gap
-0.86 250k 11/1/2009
107 Pacific Capital Advisors
Vanguard Program
-0.61 100k 4/1/2007
106 Alder Capital DAC
Alder Global 20
-0.30 2,500k 2/1/2001
105 Alder Capital DAC
Alder Global 10
-0.20 2,500k 10/1/2000
104 Superfund Group
Superfund Blue SPC Class A (EUR)
0.00 50k 4/1/2005
103 Quantum Leap Capital Management
Managed Account Program
0.09 300k 8/1/2006
102 Clarke Capital Management
FX Plus
0.44 1,000k 5/1/2004
101 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.64 100k 1/1/2000
100 Mobius Asset Management
Diversified Program
0.78 250k 3/1/2004
99 Quantica Capital AG
Quantica Diversified FX
0.80 5,000k 3/1/2007
98 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
0.93 250k 10/1/2009
97 Blackwater Capital Management
Global Program
1.17 5,000k 7/1/2005
96 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.32 1k 10/1/2006
95 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.44 250k 10/1/2009
94 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.54 10,000k 8/1/2009
93 Seven Capital Management
Seven Absolute Return
1.66 100k 6/1/2009
92 Quantica Capital AG
Quantica Managed Futures
1.80 5,000k 1/1/2005
91 Mobius Asset Management
Custom Trading Program
1.94 100k 1/1/2002
90 Estlander & Partners
Global Markets
2.16 10,000k 8/1/1999
89 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.17 1,000k 3/1/2003
88 Transtrend B.V.
DTP – Standard Risk (EUR)
2.41 10,000k 2/1/1999
87 Superfund Group
Superfund Blue SPC Class A (Gold)
2.47 50k 12/1/2007
86 Winton Capital Management
Diversified
2.51 50,000k 10/1/1997
85 Future Trade AG
Thales Swing Trading Programme
2.52 250k 6/1/2007
84 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.56 1,000k 9/1/2009
83 Acorn Global Investments Inc.
Acorn Diversified Program
2.74 10k 7/1/2005
82 Gladius Asset Management
Fulham Program
2.84 2,000k 1/1/2008
81 John Locke Investments
Cyril Systematic Program
2.87 8,000k 7/1/2000
80 Saxon Investment Corporation
Diversified Program
2.96 3,000k 9/1/1988
79 Conquest Capital Group
Conquest Select
3.29 250k 6/1/2004
78 Cauldron Investments, LLC
Stock Index Plus
3.33 1,000k 10/1/2009
77 Diamond Capital Management
Enhanced S&P Program
3.37 100k 10/1/2009
76 Eckhardt Trading Company
Evolution Strategies
3.62 20,000k 8/1/1991
75 Ancile Capital Management
Global Markets Program
3.64 2,000k 4/1/2005
74 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.65 10,000k 8/1/1999
73 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.78 10,000k 8/1/2004
72 Lynx Asset Management AB
Lynx Program
3.78 75k 5/1/2000
71 Briarwood Capital Management, Inc.
Diversified 2XL
3.84 250k 11/1/2004
70 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.91 10,000k 1/1/1995
69 Red Rock Capital, LLC
Systematic Global Macro
3.98 500k 9/1/2003
68 Rabar Market Research
Short-Term Program
4.01 2,000k 11/1/2009
67 Drury Capital
Diversified Trend-Following Program
4.12 5,000k 5/1/1997
66 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.18 100k 10/1/2009
65 Clarke Capital Management
Worldwide
4.24 250k 1/1/1996
64 Estlander & Partners
Global XL
4.30 5,000k 8/1/1991
63 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.35 10,000k 1/1/1991
62 Eckhardt Trading Company
Evolution Strategies 1.2X
4.37 10,000k 10/1/1991
61 Estlander & Partners
Freedom
4.46 20,000k 8/1/2010
60 ALFAKRAFT
ALFA Commodity Fund
4.51 16k 6/1/2010
59 Welton Investment Partners
Welton Global
4.58 10,000k 6/1/2004
58 Eclipse Capital Management
Global Monetary
4.63 5,000k 8/1/1990
57 Amplitude Capital International Limited
Klassik Strategy
4.65 1,000k 9/1/2009
56 Millburn Corporation
Commodity Program
4.89 25,000k 3/1/2005
55 Rho Asset Management
Rho Altius 1XL Program
4.91 5,000k 11/1/2007
54 John Locke Investments
JL Commodity Long Flat Program
4.96 5,000k 12/1/2007
53 ISAM
ISAM Systematic Trend Fund
4.98 1,000k 6/1/2001
52 IDS Capital
IDS F&F Systematic Trading
5.07 50k 7/1/2013
51 Saxon Investment Corporation
Aggressive Diversified Program
5.08 2,000k 11/1/1993
50 Altradis Capital AG
AlphAlgo
5.17 100k 5/1/2007
49 Hawksbill Capital Management
Global Diversified
5.17 5,000k 11/1/1988
48 Rabar Market Research
Diversified Program
5.20 2,000k 1/1/1989
47 Covenant Capital Management
Original Program
5.21 5,000k 9/1/1999
46 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.22 200k 11/1/1999
45 Southwest Managed Investments, LLC
Global Diversified
5.29 200k 1/1/2002
44 Estlander & Partners
Alpha Trend
5.30 30,000k 10/1/1991
43 Kelly Angle Inc.
Genesis Program
5.40 2,000k 4/1/2000
42 Wavefront Global Asset Management
IMFC Global Concentrated
5.41 500k 4/1/2009
41 Superfund Group
Superfund Green Q-AG
5.49 2k 3/1/1996
40 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.54 100k 3/1/2003
39 Wavefront Global Asset Management
IMFC Global Investment Program
5.63 2,000k 2/1/2007
38 Superfund Group
Superfund Green L.P. Series A
5.70 5k 10/1/2002
37 Hyman Beck and Company
Global Portfolio
5.89 1,000k 3/1/1991
36 Quality Capital Management
Global Diversified Programme
6.38 10,000k 12/1/1995
35 Angle Capital Management LLC
AIP Program
6.38 100k 1/1/2010
34 Keck Capital Management LLC
The Keck Program
6.66 2,000k 12/1/2003
33 EMC Capital Advisors, LLC
Classic
6.80 5,000k 1/1/1985
32 Covenant Capital Management
Aggressive Program
6.82 3,000k 2/1/2004
31 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.11 100k 1/1/2005
30 Auspice Capital Advisors Ltd
Auspice Diversified Program
7.75 1,500k 4/1/2006
29 Beach Horizon LLP
Managed Account
7.82 5,000k 5/1/2005
28 Superfund Group
Superfund Green Gold L.P. Series A-1
7.83 5k 4/1/2009
27 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.22 100k 11/1/1984
26 Superfund Group
Superfund Green L.P. Series B
8.34 5k 10/1/2002
25 Superfund Group
Superfund Green GCT USD
8.53 15k 1/1/2000
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
8.55 0k 11/1/1996
23 Superfund Group
Superfund Green Gold A (SPC)
8.75 5k 10/1/2005
22 Mark J. Walsh Company
Standard Program
10.08 2,000k 9/1/1985
21 Robinson-Langley Capital Management, LLC
Managed Account Program
10.22 200k 1/1/2007
20 M.S. Capital Management
Global Diversified Program
10.69 2,000k 11/1/1998
19 Alee Capital Management, LLC
Poniente Program
10.85 2,500k 1/1/1999
18 Chesapeake Capital
Diversified (LV)
10.93 100k 2/1/1988
17 Superfund Group
Superfund Green Gold B (SPC)
11.01 50k 10/1/2005
16 Clarke Capital Management
Millennium
11.01 1,000k 1/1/1998
15 Alee Capital Management, LLC
Mistral Program
11.71 2,500k 1/1/1999
14 Superfund Group
Superfund Green Master
12.03 2,000k 5/1/2001
13 Superfund Group
Superfund Green Gold L.P. Series B-1
12.17 5k 4/1/2009
12 Clarke Capital Management
Jupiter
12.51 3,000k 5/1/2005
11 Parizek Capital
Futures Trading Program
12.91 500k 4/1/2000
10 Superfund Group
Superfund Green Gold C (SPC)
14.15 100k 10/1/2005
9 Somers Brothers Capital
Diversified Futures Program #1
14.18 100k 1/1/2005
8 DUNN Capital Management
D'Best Futures Fund, L.P.
14.99 100k 6/1/1994
7 Dreiss Research Corporation
Diversified Program
17.71 1,000k 5/1/1991
6 DUNN Capital Management
DUNN Combined Fund (DCF)
18.01 100k 5/1/1989
5 Tactical Investment Management
Tactical Institutional Commodity Program
18.27 10,000k 4/1/1993
4 QQFund.com
Investment Program 1
18.30 300k 9/1/2008
3 Estlander & Partners
Alpha Trend II - Class P
18.42 100k 12/1/2008
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
22.29 100k 5/1/1999
1 Purple Valley Capital, Inc.
Diversified Trend 1
25.77 100k 8/1/2008

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan