Trend Following Strategy Index For March 2010

Monthly Rankings

Rank CTA/Program Mar 2010 Min Inv Inception
118 Mulvaney Capital Management
The Mulvaney Global Markets Program
-5.15 100k 5/1/1999
117 Briarwood Capital Management, Inc.
Diversified 2XL
-4.75 250k 11/1/2004
116 Clarke Capital Management
Global Magnum
-4.74 100k 8/1/1997
115 Neural Capital Ltd
Sentinel Trading Program
-3.90 2,000k 1/1/2006
114 Clarke Capital Management
Global Basic
-3.84 50k 2/1/1996
113 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.45 200k 11/1/1999
112 Mobius Asset Management
Custom Trading Program
-2.91 100k 1/1/2002
111 Gap Partners LLC
Gap
-2.89 250k 11/1/2009
110 Purple Valley Capital, Inc.
Diversified Trend 1
-2.73 100k 8/1/2008
109 Alee Capital Management, LLC
Poniente Program
-2.57 2,500k 1/1/1999
108 Altradis Capital AG
AlphAlgo
-1.99 100k 5/1/2007
107 Alee Capital Management, LLC
Mistral Program
-1.92 2,500k 1/1/1999
106 Quantum Leap Capital Management
Managed Account Program
-1.92 300k 8/1/2006
105 Covenant Capital Management
Aggressive Program
-1.66 3,000k 2/1/2004
104 Mark J. Walsh Company
Standard Program
-1.29 2,000k 9/1/1985
103 Hawksbill Capital Management
Global Diversified
-1.25 5,000k 11/1/1988
102 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.11 50k 4/1/2005
101 Hyman Beck and Company
Global Portfolio
-0.99 1,000k 3/1/1991
100 Conquest Capital Group
Conquest Select
-0.95 250k 6/1/2004
99 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.85 50k 12/1/2007
98 Heyden & Steindl GmbH
TOMAC2
-0.76 5,000k 3/1/2003
97 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-0.69 100k 10/1/2009
96 Covenant Capital Management
Original Program
-0.60 5,000k 9/1/1999
95 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.55 100k 3/1/2003
94 Mobius Asset Management
Diversified Program
-0.52 250k 3/1/2004
93 Southwest Managed Investments, LLC
Global Diversified
-0.51 200k 1/1/2002
92 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.51 250k 10/1/2009
91 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.12 10,000k 8/1/2009
90 Kelly Angle Inc.
Genesis Program
-0.05 2,000k 4/1/2000
89 Clarke Capital Management
Millennium
0.15 1,000k 1/1/1998
88 AllMountain Capital AG
Mount Denali Global Trends
0.31 160k 7/1/2007
87 Eckhardt Trading Company
Evolution Strategies 1.2X
0.50 10,000k 10/1/1991
86 Eckhardt Trading Company
Evolution Strategies
0.52 20,000k 8/1/1991
85 John Locke Investments
Cyril Systematic Program
0.62 8,000k 7/1/2000
84 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.66 1,500k 4/1/2006
83 Seven Capital Management
Seven Absolute Return
0.71 100k 6/1/2009
82 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.93 100k 1/1/2000
81 Angle Capital Management LLC
AIP Program
0.95 100k 1/1/2010
80 Keck Capital Management LLC
The Keck Program
1.02 2,000k 12/1/2003
79 Vergho Asset Management LLC
Kinematics
1.05 1,000k 11/1/2008
78 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.06 10,000k 3/1/2006
77 Saxon Investment Corporation
Diversified Program
1.19 3,000k 9/1/1988
76 Alder Capital DAC
Alder Global 10
1.30 2,500k 10/1/2000
75 Clarke Capital Management
Worldwide
1.41 250k 1/1/1996
74 Parizek Capital
Currency Program
1.49 1,000k 4/1/2006
73 John Locke Investments
JL Commodity Long Flat Program
1.66 5,000k 12/1/2007
72 Wavefront Global Asset Management
IMFC Global Concentrated
1.78 500k 4/1/2009
71 Rabar Market Research
Short-Term Program
1.90 2,000k 11/1/2009
70 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
1.95 250k 10/1/2009
69 Saxon Investment Corporation
Aggressive Diversified Program
1.96 2,000k 11/1/1993
68 Lynx Asset Management AB
Lynx Program
1.97 75k 5/1/2000
67 Pacific Capital Advisors
Vanguard Program
2.13 100k 4/1/2007
66 Robinson-Langley Capital Management, LLC
Managed Account Program
2.14 200k 1/1/2007
65 Gladius Asset Management
Fulham Program
2.20 2,000k 1/1/2008
64 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.39 1,000k 3/1/2003
63 Quantica Capital AG
Quantica Managed Futures
2.39 5,000k 1/1/2005
62 Conquest Capital Group
Conquest Macro
2.42 250k 5/1/1999
61 Acorn Global Investments Inc.
Acorn Diversified Program
2.65 10k 7/1/2005
60 Alder Capital DAC
Alder Global 20
2.70 2,500k 2/1/2001
59 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.83 1k 10/1/2006
58 Estlander & Partners
Alpha Trend
2.84 30,000k 10/1/1991
57 Quantica Capital AG
Quantica Diversified FX
2.98 5,000k 3/1/2007
56 Insignia Managed Capital
Medallion
3.07 50k 2/1/2009
55 RAM Management Group
RAM MRTP 1X-Conservative
3.11 1,000k 9/1/1993
54 Clarke Capital Management
FX Plus
3.31 1,000k 5/1/2004
53 Estlander & Partners
Global Markets
3.33 10,000k 8/1/1999
52 Wavefront Global Asset Management
IMFC Global Investment Program
3.52 2,000k 2/1/2007
51 Red Rock Capital, LLC
Systematic Global Macro
3.65 500k 9/1/2003
50 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.77 10,000k 1/1/1991
49 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.99 100k 1/1/2005
48 Eclipse Capital Management
Global Monetary
4.03 5,000k 8/1/1990
47 Dreiss Research Corporation
Diversified Program
4.11 1,000k 5/1/1991
46 IDS Capital
IDS F&F Systematic Trading
4.26 50k 7/1/2013
45 Welton Investment Partners
Welton Global
4.42 10,000k 6/1/2004
44 Millburn Corporation
Commodity Program
4.47 25,000k 3/1/2005
43 Future Trade AG
Thales Swing Trading Programme
4.47 250k 6/1/2007
42 Tactical Investment Management
Tactical Institutional Commodity Program
4.88 10,000k 4/1/1993
41 Beach Horizon LLP
Managed Account
4.89 5,000k 5/1/2005
40 Winton Capital Management
Diversified
4.91 50,000k 10/1/1997
39 Transtrend B.V.
DTP – Standard Risk (EUR)
5.30 10,000k 2/1/1999
38 Somers Brothers Capital
Diversified Futures Program #1
5.33 100k 1/1/2005
37 ISAM
ISAM Systematic Trend Fund
5.50 1,000k 6/1/2001
36 Blackwater Capital Management
Global Program
5.66 5,000k 7/1/2005
35 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
5.67 1,000k 9/1/2009
34 Ancile Capital Management
Global Markets Program
5.75 2,000k 4/1/2005
33 Rabar Market Research
Diversified Program
5.86 2,000k 1/1/1989
32 EMC Capital Advisors, LLC
Classic
6.00 5,000k 1/1/1985
31 Drury Capital
Diversified Trend-Following Program
6.12 5,000k 5/1/1997
30 Chesapeake Capital
Diversified (LV)
6.40 100k 2/1/1988
29 M.S. Capital Management
Global Diversified Program
6.50 2,000k 11/1/1998
28 Clarke Capital Management
Jupiter
6.55 3,000k 5/1/2005
27 Estlander & Partners
Global XL
6.69 5,000k 8/1/1991
26 Superfund Group
Superfund Green Gold L.P. Series A-1
7.26 5k 4/1/2009
25 Quality Capital Management
Global Diversified Programme
7.37 10,000k 12/1/1995
24 Diamond Capital Management
Enhanced S&P Program
7.40 100k 10/1/2009
23 Cauldron Investments, LLC
Stock Index Plus
7.52 1,000k 10/1/2009
22 Amplitude Capital International Limited
Klassik Strategy
7.56 1,000k 9/1/2009
21 Transtrend B.V.
DTP – Enhanced Risk (EUR)
8.14 10,000k 8/1/1999
20 Transtrend B.V.
DTP – Enhanced Risk (USD)
8.18 10,000k 1/1/1995
19 Transtrend B.V.
DTP – Enhanced Risk (JPY)
8.37 10,000k 8/1/2004
18 Estlander & Partners
Alpha Trend II - Class P
9.18 100k 12/1/2008
17 RAM Management Group
MRTP Aggressive
9.20 1,000k 2/1/1998
16 Parizek Capital
Futures Trading Program
9.35 500k 4/1/2000
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.83 100k 11/1/1984
14 DUNN Capital Management
D'Best Futures Fund, L.P.
10.33 100k 6/1/1994
13 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
10.44 0k 11/1/1996
12 Rho Asset Management
Rho Altius 1XL Program
10.77 5,000k 11/1/2007
11 Superfund Group
Superfund Green Gold A (SPC)
12.54 5k 10/1/2005
10 DUNN Capital Management
DUNN Combined Fund (DCF)
13.78 100k 5/1/1989
9 Superfund Group
Superfund Green Q-AG
14.13 2k 3/1/1996
8 Superfund Group
Superfund Green L.P. Series A
14.41 5k 10/1/2002
7 Superfund Group
Superfund Green Gold L.P. Series B-1
17.60 5k 4/1/2009
6 QQFund.com
Investment Program 1
17.63 300k 9/1/2008
5 Superfund Group
Superfund Green GCT USD
18.50 15k 1/1/2000
4 Superfund Group
Superfund Green Gold B (SPC)
19.28 50k 10/1/2005
3 Superfund Group
Superfund Green L.P. Series B
22.85 5k 10/1/2002
2 Superfund Group
Superfund Green Master
25.94 2,000k 5/1/2001
1 Superfund Group
Superfund Green Gold C (SPC)
26.12 100k 10/1/2005

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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