Trend Following Strategy Index For November 2010

Monthly Rankings

Rank CTA/Program Nov 2010 Min Inv Inception
120 Kelly Angle Inc.
Genesis Program
-13.48 2,000k 4/1/2000
119 Clarke Capital Management
Global Basic
-11.69 50k 2/1/1996
118 DUNN Capital Management
DUNN Combined Fund (DCF)
-11.63 100k 5/1/1989
117 DUNN Capital Management
D'Best Futures Fund, L.P.
-10.22 100k 6/1/1994
116 Angle Capital Management LLC
AIP Program
-8.84 100k 1/1/2010
115 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-8.73 100k 11/1/1984
114 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.41 200k 11/1/1999
113 Altradis Capital AG
AlphAlgo
-7.91 100k 5/1/2007
112 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.63 0k 11/1/1996
111 Clarke Capital Management
FX Plus
-7.61 1,000k 5/1/2004
110 Parizek Capital
Futures Trading Program
-7.32 500k 4/1/2000
109 Dreiss Research Corporation
Diversified Program
-7.24 1,000k 5/1/1991
108 Hawksbill Capital Management
Global Diversified
-6.69 5,000k 11/1/1988
107 Rho Asset Management
Rho Altius 1XL Program
-6.66 5,000k 11/1/2007
106 Heyden & Steindl GmbH
TOMAC2
-6.42 5,000k 3/1/2003
105 Chesapeake Capital
Diversified (LV)
-6.11 100k 2/1/1988
104 RAM Management Group
MRTP Aggressive
-5.93 1,000k 2/1/1998
103 AllMountain Capital AG
Mount Denali Global Trends
-5.68 160k 7/1/2007
102 M.S. Capital Management
Global Diversified Program
-5.58 2,000k 11/1/1998
101 Eclipse Capital Management
Global Monetary
-5.53 5,000k 8/1/1990
100 Clarke Capital Management
Global Magnum
-5.43 100k 8/1/1997
99 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.36 100k 5/1/1999
98 Conquest Capital Group
Conquest Macro
-5.29 250k 5/1/1999
97 Estlander & Partners
Alpha Trend II - Class P
-5.24 100k 12/1/2008
96 Mark J. Walsh Company
Standard Program
-4.86 2,000k 9/1/1985
95 ISAM
ISAM Systematic Trend Fund
-4.65 1,000k 6/1/2001
94 Southwest Managed Investments, LLC
Global Diversified
-4.65 200k 1/1/2002
93 Conquest Capital Group
Conquest Select
-4.61 250k 6/1/2004
92 Hyman Beck and Company
Global Portfolio
-4.56 1,000k 3/1/1991
91 Superfund Group
Superfund Green Master
-4.51 2,000k 5/1/2001
90 Lynx Asset Management AB
Lynx Program
-4.39 75k 5/1/2000
89 Blackwater Capital Management
Global Program
-4.37 5,000k 7/1/2005
88 Beach Horizon LLP
Managed Account
-4.34 5,000k 5/1/2005
87 Drury Capital
Diversified Trend-Following Program
-4.19 5,000k 5/1/1997
86 John Locke Investments
Cyril Systematic Program
-4.11 8,000k 7/1/2000
85 Superfund Group
Superfund Green GCT USD
-3.59 15k 1/1/2000
84 Clarke Capital Management
Worldwide
-3.53 250k 1/1/1996
83 Amplitude Capital International Limited
Klassik Strategy
-3.53 1,000k 9/1/2009
82 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.49 1,000k 9/1/2009
81 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.39 1k 10/1/2006
80 Estlander & Partners
Global XL
-3.25 5,000k 8/1/1991
79 Superfund Group
Superfund Green L.P. Series B
-3.24 5k 10/1/2002
78 Seven Capital Management
Seven Absolute Return
-3.22 100k 6/1/2009
77 Welton Investment Partners
Welton Global
-3.21 10,000k 6/1/2004
76 Somers Brothers Capital
Diversified Futures Program #1
-3.02 100k 1/1/2005
75 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.96 10,000k 1/1/1991
74 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.92 10,000k 10/1/1991
73 Clarke Capital Management
Jupiter
-2.84 3,000k 5/1/2005
72 Superfund Group
Superfund Green Q-AG
-2.72 2k 3/1/1996
71 Superfund Group
Superfund Green L.P. Series A
-2.71 5k 10/1/2002
70 Alee Capital Management, LLC
Poniente Program
-2.62 2,500k 1/1/1999
69 Superfund Group
Superfund Green Gold B (SPC)
-2.47 50k 10/1/2005
68 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.46 1,500k 4/1/2006
67 Acorn Global Investments Inc.
Acorn Diversified Program
-2.45 10k 7/1/2005
66 Superfund Group
Superfund Green Gold C (SPC)
-2.44 100k 10/1/2005
65 Rabar Market Research
Diversified Program
-2.41 2,000k 1/1/1989
64 Eckhardt Trading Company
Evolution Strategies
-2.35 20,000k 8/1/1991
63 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.32 200k 1/1/2007
62 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.07 250k 10/1/2009
61 Red Rock Capital, LLC
Systematic Global Macro
-2.05 500k 9/1/2003
60 Rabar Market Research
Short-Term Program
-2.04 2,000k 11/1/2009
59 Winton Capital Management
Diversified
-2.01 50,000k 10/1/1997
58 RAM Management Group
RAM MRTP 1X-Conservative
-1.99 1,000k 9/1/1993
57 Gladius Asset Management
Fulham Program
-1.92 2,000k 1/1/2008
56 Ancile Capital Management
Global Markets Program
-1.89 2,000k 4/1/2005
55 Wavefront Global Asset Management
IMFC Global Investment Program
-1.86 2,000k 2/1/2007
54 Saxon Investment Corporation
Aggressive Diversified Program
-1.78 2,000k 11/1/1993
53 Alee Capital Management, LLC
Mistral Program
-1.72 2,500k 1/1/1999
52 John Locke Investments
JL Commodity Long Flat Program
-1.69 5,000k 12/1/2007
51 Estlander & Partners
Freedom
-1.64 20,000k 8/1/2010
50 Gap Partners LLC
Gap
-1.62 250k 11/1/2009
49 Estlander & Partners
Global Markets
-1.61 10,000k 8/1/1999
48 Quantum Leap Capital Management
Managed Account Program
-1.61 300k 8/1/2006
47 Clarke Capital Management
Millennium
-1.58 1,000k 1/1/1998
46 Quantica Capital AG
Quantica Managed Futures
-1.50 5,000k 1/1/2005
45 Keck Capital Management LLC
The Keck Program
-1.49 2,000k 12/1/2003
44 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.32 250k 10/1/2009
43 Briarwood Capital Management, Inc.
Diversified 2XL
-1.27 250k 11/1/2004
42 Estlander & Partners
Alpha Trend
-1.20 30,000k 10/1/1991
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.98 100k 1/1/2005
40 Superfund Group
Superfund Green Gold L.P. Series B-1
-0.97 5k 4/1/2009
39 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.89 10,000k 8/1/2004
38 Covenant Capital Management
Original Program
-0.89 5,000k 9/1/1999
37 Saxon Investment Corporation
Diversified Program
-0.83 3,000k 9/1/1988
36 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.82 10,000k 1/1/1995
35 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.81 10,000k 8/1/1999
34 QQFund.com
Investment Program 1
-0.81 300k 9/1/2008
33 Quality Capital Management
Global Diversified Programme
-0.69 10,000k 12/1/1995
32 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.67 1,000k 3/1/2003
31 Superfund Group
Superfund Green Gold A (SPC)
-0.64 5k 10/1/2005
30 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.63 10,000k 2/1/1999
29 Covenant Capital Management
Aggressive Program
-0.61 3,000k 2/1/2004
28 Wavefront Global Asset Management
IMFC Global Concentrated
-0.60 500k 4/1/2009
27 ALFAKRAFT
ALFA Commodity Fund
-0.49 16k 6/1/2010
26 Pacific Capital Advisors
Vanguard Program
-0.42 100k 4/1/2007
25 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.29 5k 4/1/2009
24 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
23 EMC Capital Advisors, LLC
Classic
-0.20 5,000k 1/1/1985
22 IDS Capital
IDS F&F Systematic Trading
-0.18 50k 7/1/2013
21 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.06 100k 1/1/2000
20 Vergho Asset Management LLC
Kinematics
0.33 1,000k 11/1/2008
19 Neural Capital Ltd
Sentinel Trading Program
0.39 2,000k 1/1/2006
18 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.61 10,000k 8/1/2009
17 Millburn Corporation
Commodity Program
0.67 25,000k 3/1/2005
16 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.70 100k 10/1/2009
15 Quantica Capital AG
Quantica Diversified FX
0.70 5,000k 3/1/2007
14 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
13 Purple Valley Capital, Inc.
Diversified Trend 1
0.88 100k 8/1/2008
12 Diamond Capital Management
Enhanced S&P Program
1.12 100k 10/1/2009
11 Cauldron Investments, LLC
Stock Index Plus
1.14 1,000k 10/1/2009
10 Mobius Asset Management
Custom Trading Program
1.21 100k 1/1/2002
9 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.30 100k 3/1/2003
8 Insignia Managed Capital
Medallion
1.64 50k 2/1/2009
7 Future Trade AG
Thales Swing Trading Programme
1.78 250k 6/1/2007
6 Alder Capital DAC
Alder Global 20
2.00 2,500k 2/1/2001
5 Superfund Group
Superfund Blue SPC Class A (EUR)
2.62 50k 4/1/2005
4 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.07 10,000k 3/1/2006
3 Parizek Capital
Currency Program
7.44 1,000k 4/1/2006
2 Tactical Investment Management
Tactical Institutional Commodity Program
9.23 10,000k 4/1/1993
1 Superfund Group
Superfund Blue SPC Class A (Gold)
11.55 50k 12/1/2007

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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