Trend Following Strategy Index For April 2010

Monthly Rankings

Rank CTA/Program Apr 2010 Min Inv Inception
118 Heyden & Steindl GmbH
TOMAC2
-10.03 5,000k 3/1/2003
117 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-7.97 100k 1/1/2000
116 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.63 100k 3/1/2003
115 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-6.76 100k 10/1/2009
114 Gladius Asset Management
Fulham Program
-5.93 2,000k 1/1/2008
113 Clarke Capital Management
Global Basic
-5.40 50k 2/1/1996
112 Parizek Capital
Futures Trading Program
-4.59 500k 4/1/2000
111 AllMountain Capital AG
Mount Denali Global Trends
-4.15 160k 7/1/2007
110 Blackwater Capital Management
Global Program
-3.87 5,000k 7/1/2005
109 Clarke Capital Management
Global Magnum
-3.68 100k 8/1/1997
108 Altradis Capital AG
AlphAlgo
-3.66 100k 5/1/2007
107 Wavefront Global Asset Management
IMFC Global Concentrated
-3.44 500k 4/1/2009
106 RAM Management Group
MRTP Aggressive
-3.13 1,000k 2/1/1998
105 Estlander & Partners
Alpha Trend II - Class P
-3.04 100k 12/1/2008
104 Alee Capital Management, LLC
Poniente Program
-2.85 2,500k 1/1/1999
103 Acorn Global Investments Inc.
Acorn Diversified Program
-2.82 10k 7/1/2005
102 Mark J. Walsh Company
Standard Program
-2.11 2,000k 9/1/1985
101 Conquest Capital Group
Conquest Select
-2.07 250k 6/1/2004
100 Alee Capital Management, LLC
Mistral Program
-1.96 2,500k 1/1/1999
99 Briarwood Capital Management, Inc.
Diversified 2XL
-1.91 250k 11/1/2004
98 Hyman Beck and Company
Global Portfolio
-1.71 1,000k 3/1/1991
97 Keck Capital Management LLC
The Keck Program
-1.56 2,000k 12/1/2003
96 Vergho Asset Management LLC
Kinematics
-1.46 1,000k 11/1/2008
95 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.22 250k 10/1/2009
94 RAM Management Group
RAM MRTP 1X-Conservative
-1.10 1,000k 9/1/1993
93 Neural Capital Ltd
Sentinel Trading Program
-1.00 2,000k 1/1/2006
92 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.86 200k 11/1/1999
91 Purple Valley Capital, Inc.
Diversified Trend 1
-0.86 100k 8/1/2008
90 Gap Partners LLC
Gap
-0.85 250k 11/1/2009
89 Estlander & Partners
Alpha Trend
-0.82 30,000k 10/1/1991
88 Southwest Managed Investments, LLC
Global Diversified
-0.66 200k 1/1/2002
87 Eclipse Capital Management
Global Monetary
-0.66 5,000k 8/1/1990
86 Alder Capital DAC
Alder Global 20
-0.60 2,500k 2/1/2001
85 John Locke Investments
Cyril Systematic Program
-0.55 8,000k 7/1/2000
84 Angle Capital Management LLC
AIP Program
-0.49 100k 1/1/2010
83 Alder Capital DAC
Alder Global 10
-0.40 2,500k 10/1/2000
82 Clarke Capital Management
Jupiter
-0.36 3,000k 5/1/2005
81 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.34 200k 1/1/2007
80 Clarke Capital Management
FX Plus
-0.33 1,000k 5/1/2004
79 John Locke Investments
JL Commodity Long Flat Program
-0.25 5,000k 12/1/2007
78 Parizek Capital
Currency Program
-0.20 1,000k 4/1/2006
77 Rabar Market Research
Short-Term Program
0.05 2,000k 11/1/2009
76 Rho Asset Management
Rho Altius 1XL Program
0.08 5,000k 11/1/2007
75 Somers Brothers Capital
Diversified Futures Program #1
0.18 100k 1/1/2005
74 Diamond Capital Management
Enhanced S&P Program
0.38 100k 10/1/2009
73 Drury Capital
Diversified Trend-Following Program
0.38 5,000k 5/1/1997
72 Cauldron Investments, LLC
Stock Index Plus
0.48 1,000k 10/1/2009
71 EMC Capital Advisors, LLC
Classic
0.50 5,000k 1/1/1985
70 Wavefront Global Asset Management
IMFC Global Investment Program
0.56 2,000k 2/1/2007
69 Insignia Managed Capital
Medallion
0.60 50k 2/1/2009
68 Mobius Asset Management
Diversified Program
0.62 250k 3/1/2004
67 Millburn Corporation
Commodity Program
0.69 25,000k 3/1/2005
66 Lynx Asset Management AB
Lynx Program
0.71 75k 5/1/2000
65 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.78 10,000k 3/1/2006
64 Red Rock Capital, LLC
Systematic Global Macro
0.85 500k 9/1/2003
63 Kelly Angle Inc.
Genesis Program
0.97 2,000k 4/1/2000
62 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.99 0k 11/1/1996
61 Conquest Capital Group
Conquest Macro
1.00 250k 5/1/1999
60 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.01 1,500k 4/1/2006
59 Ancile Capital Management
Global Markets Program
1.03 2,000k 4/1/2005
58 Transtrend B.V.
DTP – Standard Risk (EUR)
1.17 10,000k 2/1/1999
57 Quality Capital Management
Global Diversified Programme
1.19 10,000k 12/1/1995
56 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
1.26 250k 10/1/2009
55 Pacific Capital Advisors
Vanguard Program
1.29 100k 4/1/2007
54 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.38 100k 1/1/2005
53 Seven Capital Management
Seven Absolute Return
1.41 100k 6/1/2009
52 Superfund Group
Superfund Blue SPC Class A (EUR)
1.50 50k 4/1/2005
51 Quantum Leap Capital Management
Managed Account Program
1.57 300k 8/1/2006
50 Quantica Capital AG
Quantica Managed Futures
1.60 5,000k 1/1/2005
49 Saxon Investment Corporation
Diversified Program
1.64 3,000k 9/1/1988
48 Winton Capital Management
Diversified
1.75 50,000k 10/1/1997
47 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.76 10,000k 1/1/1991
46 IDS Capital
IDS F&F Systematic Trading
1.81 50k 7/1/2013
45 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.82 10,000k 1/1/1995
44 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.83 1k 10/1/2006
43 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.84 10,000k 8/1/2004
42 ISAM
ISAM Systematic Trend Fund
1.85 1,000k 6/1/2001
41 Clarke Capital Management
Millennium
1.90 1,000k 1/1/1998
40 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.93 10,000k 8/1/1999
39 Rabar Market Research
Diversified Program
1.95 2,000k 1/1/1989
38 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.02 100k 5/1/1999
37 Beach Horizon LLP
Managed Account
2.14 5,000k 5/1/2005
36 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.19 1,000k 9/1/2009
35 Tactical Investment Management
Tactical Institutional Commodity Program
2.26 10,000k 4/1/1993
34 Mobius Asset Management
Custom Trading Program
2.29 100k 1/1/2002
33 Estlander & Partners
Global Markets
2.31 10,000k 8/1/1999
32 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.31 1,000k 3/1/2003
31 M.S. Capital Management
Global Diversified Program
2.42 2,000k 11/1/1998
30 Eckhardt Trading Company
Evolution Strategies
2.55 20,000k 8/1/1991
29 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
2.71 10,000k 8/1/2009
28 Eckhardt Trading Company
Evolution Strategies 1.2X
2.83 10,000k 10/1/1991
27 Saxon Investment Corporation
Aggressive Diversified Program
2.86 2,000k 11/1/1993
26 Amplitude Capital International Limited
Klassik Strategy
2.88 1,000k 9/1/2009
25 Quantica Capital AG
Quantica Diversified FX
2.90 5,000k 3/1/2007
24 Future Trade AG
Thales Swing Trading Programme
3.18 250k 6/1/2007
23 Chesapeake Capital
Diversified (LV)
3.71 100k 2/1/1988
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.22 100k 11/1/1984
21 Covenant Capital Management
Original Program
4.48 5,000k 9/1/1999
20 Welton Investment Partners
Welton Global
4.59 10,000k 6/1/2004
19 Estlander & Partners
Global XL
4.59 5,000k 8/1/1991
18 Superfund Group
Superfund Green L.P. Series A
4.59 5k 10/1/2002
17 QQFund.com
Investment Program 1
5.39 300k 9/1/2008
16 Dreiss Research Corporation
Diversified Program
5.40 1,000k 5/1/1991
15 Covenant Capital Management
Aggressive Program
5.42 3,000k 2/1/2004
14 Clarke Capital Management
Worldwide
5.45 250k 1/1/1996
13 Superfund Group
Superfund Green Q-AG
5.58 2k 3/1/1996
12 Hawksbill Capital Management
Global Diversified
6.87 5,000k 11/1/1988
11 Superfund Group
Superfund Green L.P. Series B
7.04 5k 10/1/2002
10 Superfund Group
Superfund Green GCT USD
7.72 15k 1/1/2000
9 DUNN Capital Management
D'Best Futures Fund, L.P.
8.28 100k 6/1/1994
8 Superfund Group
Superfund Green Gold L.P. Series A-1
8.98 5k 4/1/2009
7 Superfund Group
Superfund Blue SPC Class A (Gold)
9.45 50k 12/1/2007
6 Superfund Group
Superfund Green Master
10.07 2,000k 5/1/2001
5 Superfund Group
Superfund Green Gold A (SPC)
10.14 5k 10/1/2005
4 Superfund Group
Superfund Green Gold L.P. Series B-1
11.88 5k 4/1/2009
3 Superfund Group
Superfund Green Gold B (SPC)
12.41 50k 10/1/2005
2 DUNN Capital Management
DUNN Combined Fund (DCF)
12.42 100k 5/1/1989
1 Superfund Group
Superfund Green Gold C (SPC)
14.83 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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