Trend Following Strategy Index For February 2010

Monthly Rankings

Rank CTA/Program Feb 2010 Min Inv Inception
118 Alee Capital Management, LLC
Poniente Program
-9.87 2,500k 1/1/1999
117 Future Trade AG
Thales Swing Trading Programme
-8.15 250k 6/1/2007
116 Alee Capital Management, LLC
Mistral Program
-7.53 2,500k 1/1/1999
115 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.15 100k 5/1/1999
114 Clarke Capital Management
Millennium
-6.90 1,000k 1/1/1998
113 Purple Valley Capital, Inc.
Diversified Trend 1
-6.76 100k 8/1/2008
112 Estlander & Partners
Alpha Trend II - Class P
-6.70 100k 12/1/2008
111 Amplitude Capital International Limited
Klassik Strategy
-6.62 1,000k 9/1/2009
110 Briarwood Capital Management, Inc.
Diversified 2XL
-5.84 250k 11/1/2004
109 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-5.46 1,000k 9/1/2009
108 Parizek Capital
Futures Trading Program
-5.42 500k 4/1/2000
107 Clarke Capital Management
Worldwide
-4.63 250k 1/1/1996
106 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.46 100k 1/1/2000
105 Clarke Capital Management
Jupiter
-4.36 3,000k 5/1/2005
104 RAM Management Group
MRTP Aggressive
-4.28 1,000k 2/1/1998
103 Mark J. Walsh Company
Standard Program
-4.27 2,000k 9/1/1985
102 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.10 200k 1/1/2007
101 Clarke Capital Management
Global Basic
-3.84 50k 2/1/1996
100 Quantum Leap Capital Management
Managed Account Program
-3.50 300k 8/1/2006
99 Tactical Investment Management
Tactical Institutional Commodity Program
-3.23 10,000k 4/1/1993
98 Somers Brothers Capital
Diversified Futures Program #1
-3.01 100k 1/1/2005
97 Hyman Beck and Company
Global Portfolio
-2.98 1,000k 3/1/1991
96 Neural Capital Ltd
Sentinel Trading Program
-2.80 2,000k 1/1/2006
95 Estlander & Partners
Alpha Trend
-2.08 30,000k 10/1/1991
94 Dreiss Research Corporation
Diversified Program
-1.44 1,000k 5/1/1991
93 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.40 250k 10/1/2009
92 RAM Management Group
RAM MRTP 1X-Conservative
-1.38 1,000k 9/1/1993
91 Drury Capital
Diversified Trend-Following Program
-1.35 5,000k 5/1/1997
90 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.27 0k 11/1/1996
89 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.27 10,000k 10/1/1991
88 Rho Asset Management
Rho Altius 1XL Program
-1.25 5,000k 11/1/2007
87 Clarke Capital Management
Global Magnum
-1.25 100k 8/1/1997
86 Eckhardt Trading Company
Evolution Strategies
-1.12 20,000k 8/1/1991
85 EMC Capital Advisors, LLC
Classic
-1.10 5,000k 1/1/1985
84 Covenant Capital Management
Original Program
-0.98 5,000k 9/1/1999
83 John Locke Investments
Cyril Systematic Program
-0.86 8,000k 7/1/2000
82 Parizek Capital
Currency Program
-0.81 1,000k 4/1/2006
81 Acorn Global Investments Inc.
Acorn Diversified Program
-0.70 10k 7/1/2005
80 Conquest Capital Group
Conquest Select
-0.59 250k 6/1/2004
79 John Locke Investments
JL Commodity Long Flat Program
-0.40 5,000k 12/1/2007
78 Millburn Corporation
Commodity Program
-0.37 25,000k 3/1/2005
77 QQFund.com
Investment Program 1
-0.16 300k 9/1/2008
76 Beach Horizon LLP
Managed Account
-0.15 5,000k 5/1/2005
75 Quality Capital Management
Global Diversified Programme
-0.12 10,000k 12/1/1995
74 Eclipse Capital Management
Global Monetary
-0.09 5,000k 8/1/1990
73 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-0.05 250k 10/1/2009
72 Diamond Capital Management
Enhanced S&P Program
-0.03 100k 10/1/2009
71 Seven Capital Management
Seven Absolute Return
0.01 100k 6/1/2009
70 Covenant Capital Management
Aggressive Program
0.09 3,000k 2/1/2004
69 Mobius Asset Management
Diversified Program
0.14 250k 3/1/2004
68 M.S. Capital Management
Global Diversified Program
0.20 2,000k 11/1/1998
67 Estlander & Partners
Global Markets
0.28 10,000k 8/1/1999
66 Alder Capital DAC
Alder Global 10
0.30 2,500k 10/1/2000
65 Wavefront Global Asset Management
IMFC Global Concentrated
0.35 500k 4/1/2009
64 Cauldron Investments, LLC
Stock Index Plus
0.39 1,000k 10/1/2009
63 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.50 1,500k 4/1/2006
62 Saxon Investment Corporation
Diversified Program
0.52 3,000k 9/1/1988
61 Estlander & Partners
Global XL
0.52 5,000k 8/1/1991
60 Blackwater Capital Management
Global Program
0.60 5,000k 7/1/2005
59 Alder Capital DAC
Alder Global 20
0.60 2,500k 2/1/2001
58 Southwest Managed Investments, LLC
Global Diversified
0.65 200k 1/1/2002
57 Transtrend B.V.
DTP – Standard Risk (EUR)
0.73 10,000k 2/1/1999
56 Red Rock Capital, LLC
Systematic Global Macro
0.74 500k 9/1/2003
55 Ancile Capital Management
Global Markets Program
0.89 2,000k 4/1/2005
54 Saxon Investment Corporation
Aggressive Diversified Program
0.96 2,000k 11/1/1993
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.97 1,000k 3/1/2003
52 Rabar Market Research
Diversified Program
0.98 2,000k 1/1/1989
51 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.13 10,000k 1/1/1991
50 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.17 1k 10/1/2006
49 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.18 10,000k 1/1/1995
48 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.21 10,000k 8/1/2004
47 Altradis Capital AG
AlphAlgo
1.30 100k 5/1/2007
46 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.35 10,000k 8/1/1999
45 Vergho Asset Management LLC
Kinematics
1.36 1,000k 11/1/2008
44 Quantica Capital AG
Quantica Diversified FX
1.42 5,000k 3/1/2007
43 Superfund Group
Superfund Green L.P. Series A
1.49 5k 10/1/2002
42 Gladius Asset Management
Fulham Program
1.55 2,000k 1/1/2008
41 Superfund Group
Superfund Blue SPC Class A (EUR)
1.58 50k 4/1/2005
40 ISAM
ISAM Systematic Trend Fund
1.63 1,000k 6/1/2001
39 Mobius Asset Management
Custom Trading Program
1.66 100k 1/1/2002
38 Clarke Capital Management
FX Plus
1.76 1,000k 5/1/2004
37 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.78 200k 11/1/1999
36 Conquest Capital Group
Conquest Macro
1.84 250k 5/1/1999
35 Pacific Capital Advisors
Vanguard Program
2.00 100k 4/1/2007
34 Kelly Angle Inc.
Genesis Program
2.16 2,000k 4/1/2000
33 Superfund Group
Superfund Green GCT USD
2.23 15k 1/1/2000
32 IDS Capital
IDS F&F Systematic Trading
2.26 50k 7/1/2013
31 Wavefront Global Asset Management
IMFC Global Investment Program
2.31 2,000k 2/1/2007
30 Winton Capital Management
Diversified
2.33 50,000k 10/1/1997
29 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.40 10,000k 3/1/2006
28 Chesapeake Capital
Diversified (LV)
2.47 100k 2/1/1988
27 Welton Investment Partners
Welton Global
2.48 10,000k 6/1/2004
26 Quantica Capital AG
Quantica Managed Futures
2.48 5,000k 1/1/2005
25 Rabar Market Research
Short-Term Program
2.52 2,000k 11/1/2009
24 Superfund Group
Superfund Green L.P. Series B
2.60 5k 10/1/2002
23 Superfund Group
Superfund Green Q-AG
2.66 2k 3/1/1996
22 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.89 100k 3/1/2003
21 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.95 100k 10/1/2009
20 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.68 100k 1/1/2005
19 Superfund Group
Superfund Green Master
3.76 2,000k 5/1/2001
18 Lynx Asset Management AB
Lynx Program
3.94 75k 5/1/2000
17 Gap Partners LLC
Gap
3.97 250k 11/1/2009
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.97 100k 11/1/1984
15 AllMountain Capital AG
Mount Denali Global Trends
4.08 160k 7/1/2007
14 Hawksbill Capital Management
Global Diversified
4.31 5,000k 11/1/1988
13 Superfund Group
Superfund Green Gold A (SPC)
4.70 5k 10/1/2005
12 Superfund Group
Superfund Green Gold L.P. Series A-1
4.75 5k 4/1/2009
11 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.88 10,000k 8/1/2009
10 Angle Capital Management LLC
AIP Program
5.17 100k 1/1/2010
9 Superfund Group
Superfund Green Gold L.P. Series B-1
6.12 5k 4/1/2009
8 Superfund Group
Superfund Green Gold B (SPC)
6.29 50k 10/1/2005
7 Superfund Group
Superfund Green Gold C (SPC)
6.73 100k 10/1/2005
6 Keck Capital Management LLC
The Keck Program
6.90 2,000k 12/1/2003
5 Superfund Group
Superfund Blue SPC Class A (Gold)
7.01 50k 12/1/2007
4 Heyden & Steindl GmbH
TOMAC2
10.73 5,000k 3/1/2003
3 Insignia Managed Capital
Medallion
12.61 50k 2/1/2009
2 DUNN Capital Management
D'Best Futures Fund, L.P.
13.81 100k 6/1/1994
1 DUNN Capital Management
DUNN Combined Fund (DCF)
18.17 100k 5/1/1989

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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