Trend Following Strategy Index For December 2010

Monthly Rankings

Rank CTA/Program Dec 2010 Min Inv Inception
121 Future Trade AG
Thales Swing Trading Programme
-4.47 250k 6/1/2007
120 Clarke Capital Management
Global Basic
-4.47 50k 2/1/1996
119 Parizek Capital
Currency Program
-3.40 1,000k 4/1/2006
118 Conquest Capital Group
Conquest Macro
-2.39 250k 5/1/1999
117 Clarke Capital Management
Global Magnum
-1.55 100k 8/1/1997
116 Heyden & Steindl GmbH
TOMAC2
-0.84 5,000k 3/1/2003
115 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
114 Gap Partners LLC
Gap
-0.11 250k 11/1/2009
113 Alder Capital DAC
Alder Global 10
-0.10 2,500k 10/1/2000
112 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.00 5,000k 12/1/2010
111 Pacific Capital Advisors
Vanguard Program
0.19 100k 4/1/2007
110 Gladius Asset Management
Fulham Program
0.55 2,000k 1/1/2008
109 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.66 1,000k 3/1/2003
108 Superfund Group
Superfund Blue SPC Class A (Gold)
0.70 50k 12/1/2007
107 Mobius Asset Management
Diversified Program
0.80 250k 3/1/2004
106 Superfund Group
Superfund Blue SPC Class A (EUR)
0.85 50k 4/1/2005
105 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.92 250k 10/1/2009
104 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.15 100k 1/1/2000
103 Saxon Investment Corporation
Diversified Program
1.21 3,000k 9/1/1988
102 RAM Management Group
RAM MRTP 1X-Conservative
1.37 1,000k 9/1/1993
101 Briarwood Capital Management, Inc.
Diversified 2XL
1.44 250k 11/1/2004
100 Seven Capital Management
Seven Absolute Return
1.44 100k 6/1/2009
99 Wavefront Global Asset Management
IMFC Global Concentrated
1.66 500k 4/1/2009
98 Saxon Investment Corporation
Aggressive Diversified Program
2.12 2,000k 11/1/1993
97 Mobius Asset Management
Custom Trading Program
2.20 100k 1/1/2002
96 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.21 100k 1/1/2005
95 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.27 100k 10/1/2009
94 Transtrend B.V.
DTP – Standard Risk (EUR)
2.34 10,000k 2/1/1999
93 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.44 100k 3/1/2003
92 ALFAKRAFT
ALFA Commodity Fund
2.48 16k 6/1/2010
91 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
2.74 10,000k 8/1/2009
90 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.89 1,000k 9/1/2009
89 Wavefront Global Asset Management
IMFC Global Investment Program
3.07 2,000k 2/1/2007
88 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.33 10,000k 3/1/2006
87 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.33 1k 10/1/2006
86 Quantica Capital AG
Quantica Diversified FX
3.40 5,000k 3/1/2007
85 IDS Capital
IDS F&F Systematic Trading
3.53 50k 7/1/2013
84 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.58 10,000k 8/1/2004
83 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.60 10,000k 1/1/1995
82 Amplitude Capital International Limited
Klassik Strategy
3.69 1,000k 9/1/2009
81 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.73 10,000k 8/1/1999
80 Winton Capital Management
Diversified
3.75 50,000k 10/1/1997
79 Diamond Capital Management
Enhanced S&P Program
3.80 100k 10/1/2009
78 Cauldron Investments, LLC
Stock Index Plus
3.88 1,000k 10/1/2009
77 Estlander & Partners
Global Markets
3.95 10,000k 8/1/1999
76 Clarke Capital Management
Worldwide
3.96 250k 1/1/1996
75 RAM Management Group
MRTP Aggressive
4.21 1,000k 2/1/1998
74 Clarke Capital Management
FX Plus
4.23 1,000k 5/1/2004
73 Quantica Capital AG
Quantica Managed Futures
4.30 5,000k 1/1/2005
72 Ancile Capital Management
Global Markets Program
4.77 2,000k 4/1/2005
71 Vergho Asset Management LLC
Kinematics
4.78 1,000k 11/1/2008
70 Keck Capital Management LLC
The Keck Program
4.88 2,000k 12/1/2003
69 Red Rock Capital, LLC
Systematic Global Macro
4.90 500k 9/1/2003
68 Conquest Capital Group
Conquest Select
4.98 250k 6/1/2004
67 Robinson-Langley Capital Management, LLC
Managed Account Program
5.02 200k 1/1/2007
66 Estlander & Partners
Alpha Trend
5.03 30,000k 10/1/1991
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
5.25 10,000k 1/1/1991
64 John Locke Investments
Cyril Systematic Program
5.39 8,000k 7/1/2000
63 Estlander & Partners
Freedom
5.44 20,000k 8/1/2010
62 Lynx Asset Management AB
Lynx Program
5.45 75k 5/1/2000
61 Southwest Managed Investments, LLC
Global Diversified
5.76 200k 1/1/2002
60 Neural Capital Ltd
Sentinel Trading Program
5.88 2,000k 1/1/2006
59 EMC Capital Advisors, LLC
Classic
5.90 5,000k 1/1/1985
58 Covenant Capital Management
Original Program
6.74 5,000k 9/1/1999
57 ISAM
ISAM Systematic Trend Fund
6.82 1,000k 6/1/2001
56 Kelly Angle Inc.
Genesis Program
6.86 2,000k 4/1/2000
55 Covenant Capital Management
Aggressive Program
7.08 3,000k 2/1/2004
54 Altradis Capital AG
AlphAlgo
7.20 100k 5/1/2007
53 Insignia Managed Capital
Medallion
7.36 50k 2/1/2009
52 Acorn Global Investments Inc.
Acorn Diversified Program
7.41 10k 7/1/2005
51 Welton Investment Partners
Welton Global
7.51 10,000k 6/1/2004
50 Angle Capital Management LLC
AIP Program
7.56 100k 1/1/2010
49 Eclipse Capital Management
Global Monetary
7.72 5,000k 8/1/1990
48 Rabar Market Research
Short-Term Program
7.79 2,000k 11/1/2009
47 Estlander & Partners
Global XL
8.06 5,000k 8/1/1991
46 Auspice Capital Advisors Ltd
Auspice Diversified Program
8.08 1,500k 4/1/2006
45 Quality Capital Management
Global Diversified Programme
8.36 10,000k 12/1/1995
44 Eckhardt Trading Company
Evolution Strategies
8.45 20,000k 8/1/1991
43 Millburn Corporation
Commodity Program
8.47 25,000k 3/1/2005
42 DUNN Capital Management
D'Best Futures Fund, L.P.
8.61 100k 6/1/1994
41 Quantum Leap Capital Management
Managed Account Program
8.86 300k 8/1/2006
40 Drury Capital
Diversified Trend-Following Program
9.06 5,000k 5/1/1997
39 Clarke Capital Management
Millennium
9.08 1,000k 1/1/1998
38 Mark J. Walsh Company
Standard Program
9.11 2,000k 9/1/1985
37 Alee Capital Management, LLC
Poniente Program
9.17 2,500k 1/1/1999
36 Superfund Group
Superfund Green Gold L.P. Series A-1
9.41 5k 4/1/2009
35 Alee Capital Management, LLC
Mistral Program
9.46 2,500k 1/1/1999
34 Rho Asset Management
Rho Altius 1XL Program
9.55 5,000k 11/1/2007
33 DUNN Capital Management
DUNN Combined Fund (DCF)
9.58 100k 5/1/1989
32 AllMountain Capital AG
Mount Denali Global Trends
9.73 160k 7/1/2007
31 Beach Horizon LLP
Managed Account
9.80 5,000k 5/1/2005
30 John Locke Investments
JL Commodity Long Flat Program
9.95 5,000k 12/1/2007
29 Eckhardt Trading Company
Evolution Strategies 1.2X
10.12 10,000k 10/1/1991
28 Superfund Group
Superfund Green L.P. Series A
10.13 5k 10/1/2002
27 Rabar Market Research
Diversified Program
10.49 2,000k 1/1/1989
26 Tactical Investment Management
Tactical Institutional Commodity Program
10.60 10,000k 4/1/1993
25 Superfund Group
Superfund Green Q-AG
10.93 2k 3/1/1996
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.95 100k 11/1/1984
23 Somers Brothers Capital
Diversified Futures Program #1
11.00 100k 1/1/2005
22 Parizek Capital
Futures Trading Program
11.52 500k 4/1/2000
21 Hawksbill Capital Management
Global Diversified
11.76 5,000k 11/1/1988
20 Blackwater Capital Management
Global Program
12.02 5,000k 7/1/2005
19 QQFund.com
Investment Program 1
12.28 300k 9/1/2008
18 Hyman Beck and Company
Global Portfolio
12.72 1,000k 3/1/1991
17 M.S. Capital Management
Global Diversified Program
13.06 2,000k 11/1/1998
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.26 0k 11/1/1996
15 Superfund Group
Superfund Green Gold A (SPC)
13.73 5k 10/1/2005
14 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
13.81 250k 10/1/2009
13 Chesapeake Capital
Diversified (LV)
13.89 100k 2/1/1988
12 Superfund Group
Superfund Green Gold L.P. Series B-1
13.90 5k 4/1/2009
11 Clarke Capital Management
Jupiter
14.49 3,000k 5/1/2005
10 Superfund Group
Superfund Green L.P. Series B
15.25 5k 10/1/2002
9 Superfund Group
Superfund Green GCT USD
15.31 15k 1/1/2000
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
16.07 200k 11/1/1999
7 Estlander & Partners
Alpha Trend II - Class P
16.82 100k 12/1/2008
6 Dreiss Research Corporation
Diversified Program
19.08 1,000k 5/1/1991
5 Superfund Group
Superfund Green Gold B (SPC)
19.62 50k 10/1/2005
4 Superfund Group
Superfund Green Master
22.98 2,000k 5/1/2001
3 Purple Valley Capital, Inc.
Diversified Trend 1
23.22 100k 8/1/2008
2 Superfund Group
Superfund Green Gold C (SPC)
25.28 100k 10/1/2005
1 Mulvaney Capital Management
The Mulvaney Global Markets Program
25.30 100k 5/1/1999

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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