Trend Following Strategy Index For May 2010

Monthly Rankings

Rank CTA/Program May 2010 Min Inv Inception
118 Superfund Group
Superfund Green Gold C (SPC)
-33.98 100k 10/1/2005
117 Superfund Group
Superfund Green Master
-28.37 2,000k 5/1/2001
116 Superfund Group
Superfund Green Gold B (SPC)
-24.99 50k 10/1/2005
115 Superfund Group
Superfund Green GCT USD
-23.50 15k 1/1/2000
114 Superfund Group
Superfund Green L.P. Series B
-20.23 5k 10/1/2002
113 Dreiss Research Corporation
Diversified Program
-18.46 1,000k 5/1/1991
112 Chesapeake Capital
Diversified (LV)
-18.29 100k 2/1/1988
111 Superfund Group
Superfund Green Q-AG
-16.62 2k 3/1/1996
110 Superfund Group
Superfund Green Gold A (SPC)
-15.88 5k 10/1/2005
109 Superfund Group
Superfund Green L.P. Series A
-13.14 5k 10/1/2002
108 Superfund Group
Superfund Green Gold L.P. Series B-1
-13.05 5k 4/1/2009
107 M.S. Capital Management
Global Diversified Program
-12.69 2,000k 11/1/1998
106 QQFund.com
Investment Program 1
-11.89 300k 9/1/2008
105 Somers Brothers Capital
Diversified Futures Program #1
-11.66 100k 1/1/2005
104 Estlander & Partners
Global XL
-10.37 5,000k 8/1/1991
103 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.77 100k 5/1/1999
102 Insignia Managed Capital
Medallion
-8.77 50k 2/1/2009
101 Rabar Market Research
Diversified Program
-8.71 2,000k 1/1/1989
100 Beach Horizon LLP
Managed Account
-8.42 5,000k 5/1/2005
99 Ancile Capital Management
Global Markets Program
-8.37 2,000k 4/1/2005
98 Drury Capital
Diversified Trend-Following Program
-7.87 5,000k 5/1/1997
97 Cauldron Investments, LLC
Stock Index Plus
-7.46 1,000k 10/1/2009
96 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-7.39 100k 3/1/2003
95 Diamond Capital Management
Enhanced S&P Program
-7.37 100k 10/1/2009
94 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-7.26 100k 11/1/1984
93 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.12 0k 11/1/1996
92 Millburn Corporation
Commodity Program
-7.09 25,000k 3/1/2005
91 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-6.96 100k 10/1/2009
90 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.73 250k 10/1/2009
89 Clarke Capital Management
Jupiter
-6.67 3,000k 5/1/2005
88 Red Rock Capital, LLC
Systematic Global Macro
-6.16 500k 9/1/2003
87 Quality Capital Management
Global Diversified Programme
-5.99 10,000k 12/1/1995
86 Saxon Investment Corporation
Aggressive Diversified Program
-5.91 2,000k 11/1/1993
85 IDS Capital
IDS F&F Systematic Trading
-5.82 50k 7/1/2013
84 Estlander & Partners
Global Markets
-5.25 10,000k 8/1/1999
83 John Locke Investments
JL Commodity Long Flat Program
-5.07 5,000k 12/1/2007
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.71 10,000k 8/1/2004
81 Superfund Group
Superfund Green Gold L.P. Series A-1
-4.68 5k 4/1/2009
80 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.58 10,000k 1/1/1995
79 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.41 10,000k 8/1/1999
78 Welton Investment Partners
Welton Global
-4.06 10,000k 6/1/2004
77 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.68 10,000k 8/1/2009
76 EMC Capital Advisors, LLC
Classic
-3.64 5,000k 1/1/1985
75 Saxon Investment Corporation
Diversified Program
-3.59 3,000k 9/1/1988
74 Wavefront Global Asset Management
IMFC Global Investment Program
-3.44 2,000k 2/1/2007
73 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.99 10,000k 2/1/1999
72 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.95 100k 1/1/2005
71 Quantica Capital AG
Quantica Managed Futures
-2.80 5,000k 1/1/2005
70 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.47 10,000k 1/1/1991
69 Tactical Investment Management
Tactical Institutional Commodity Program
-2.40 10,000k 4/1/1993
68 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.03 100k 5/1/1989
67 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.00 1k 10/1/2006
66 Clarke Capital Management
Millennium
-1.89 1,000k 1/1/1998
65 Blackwater Capital Management
Global Program
-1.65 5,000k 7/1/2005
64 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.13 10,000k 3/1/2006
63 Winton Capital Management
Diversified
-1.01 50,000k 10/1/1997
62 Seven Capital Management
Seven Absolute Return
-0.78 100k 6/1/2009
61 Wavefront Global Asset Management
IMFC Global Concentrated
-0.48 500k 4/1/2009
60 Covenant Capital Management
Aggressive Program
-0.45 3,000k 2/1/2004
59 Rho Asset Management
Rho Altius 1XL Program
-0.42 5,000k 11/1/2007
58 Amplitude Capital International Limited
Klassik Strategy
-0.28 1,000k 9/1/2009
57 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.24 200k 1/1/2007
56 Alee Capital Management, LLC
Mistral Program
-0.08 2,500k 1/1/1999
55 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
54 Hyman Beck and Company
Global Portfolio
0.01 1,000k 3/1/1991
53 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.06 1,500k 4/1/2006
52 ISAM
ISAM Systematic Trend Fund
0.30 1,000k 6/1/2001
51 Clarke Capital Management
Global Basic
0.37 50k 2/1/1996
50 Purple Valley Capital, Inc.
Diversified Trend 1
0.50 100k 8/1/2008
49 Alder Capital DAC
Alder Global 10
0.50 2,500k 10/1/2000
48 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.53 1,000k 3/1/2003
47 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
46 Hawksbill Capital Management
Global Diversified
0.73 5,000k 11/1/1988
45 Pacific Capital Advisors
Vanguard Program
0.78 100k 4/1/2007
44 John Locke Investments
Cyril Systematic Program
0.96 8,000k 7/1/2000
43 Quantum Leap Capital Management
Managed Account Program
1.00 300k 8/1/2006
42 Mobius Asset Management
Custom Trading Program
1.12 100k 1/1/2002
41 Alee Capital Management, LLC
Poniente Program
1.13 2,500k 1/1/1999
40 Mobius Asset Management
Diversified Program
1.22 250k 3/1/2004
39 Parizek Capital
Currency Program
1.37 1,000k 4/1/2006
38 Lynx Asset Management AB
Lynx Program
1.76 75k 5/1/2000
37 Gap Partners LLC
Gap
1.78 250k 11/1/2009
36 Covenant Capital Management
Original Program
1.96 5,000k 9/1/1999
35 Rabar Market Research
Short-Term Program
2.11 2,000k 11/1/2009
34 Future Trade AG
Thales Swing Trading Programme
2.24 250k 6/1/2007
33 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.33 1,000k 9/1/2009
32 Acorn Global Investments Inc.
Acorn Diversified Program
2.34 10k 7/1/2005
31 Eckhardt Trading Company
Evolution Strategies
2.73 20,000k 8/1/1991
30 Parizek Capital
Futures Trading Program
2.92 500k 4/1/2000
29 DUNN Capital Management
D'Best Futures Fund, L.P.
3.41 100k 6/1/1994
28 Eckhardt Trading Company
Evolution Strategies 1.2X
3.41 10,000k 10/1/1991
27 Eclipse Capital Management
Global Monetary
3.66 5,000k 8/1/1990
26 AllMountain Capital AG
Mount Denali Global Trends
3.68 160k 7/1/2007
25 Clarke Capital Management
Worldwide
3.95 250k 1/1/1996
24 Clarke Capital Management
FX Plus
4.37 1,000k 5/1/2004
23 Southwest Managed Investments, LLC
Global Diversified
4.78 200k 1/1/2002
22 Conquest Capital Group
Conquest Select
4.96 250k 6/1/2004
21 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
5.17 250k 10/1/2009
20 Superfund Group
Superfund Blue SPC Class A (EUR)
5.40 50k 4/1/2005
19 Keck Capital Management LLC
The Keck Program
6.02 2,000k 12/1/2003
18 Gladius Asset Management
Fulham Program
6.03 2,000k 1/1/2008
17 Estlander & Partners
Alpha Trend
6.39 30,000k 10/1/1991
16 Angle Capital Management LLC
AIP Program
6.84 100k 1/1/2010
15 Vergho Asset Management LLC
Kinematics
8.36 1,000k 11/1/2008
14 Kelly Angle Inc.
Genesis Program
8.39 2,000k 4/1/2000
13 RAM Management Group
RAM MRTP 1X-Conservative
8.83 1,000k 9/1/1993
12 Briarwood Capital Management, Inc.
Diversified 2XL
10.47 250k 11/1/2004
11 Altradis Capital AG
AlphAlgo
10.88 100k 5/1/2007
10 Mark J. Walsh Company
Standard Program
11.06 2,000k 9/1/1985
9 Conquest Capital Group
Conquest Macro
11.92 250k 5/1/1999
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
12.81 100k 1/1/2000
7 Heyden & Steindl GmbH
TOMAC2
13.87 5,000k 3/1/2003
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
17.23 200k 11/1/1999
5 Superfund Group
Superfund Blue SPC Class A (Gold)
18.03 50k 12/1/2007
4 Neural Capital Ltd
Sentinel Trading Program
18.66 2,000k 1/1/2006
3 Estlander & Partners
Alpha Trend II - Class P
20.31 100k 12/1/2008
2 Clarke Capital Management
Global Magnum
22.53 100k 8/1/1997
1 RAM Management Group
MRTP Aggressive
27.93 1,000k 2/1/1998

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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