Trend Following Strategy Index For July 2010

Monthly Rankings

Rank CTA/Program Jul 2010 Min Inv Inception
119 Purple Valley Capital, Inc.
Diversified Trend 1
-16.18 100k 8/1/2008
118 Superfund Group
Superfund Blue SPC Class A (Gold)
-12.91 50k 12/1/2007
117 Mulvaney Capital Management
The Mulvaney Global Markets Program
-12.03 100k 5/1/1999
116 Superfund Group
Superfund Green Gold L.P. Series B-1
-10.98 5k 4/1/2009
115 Heyden & Steindl GmbH
TOMAC2
-9.96 5,000k 3/1/2003
114 Conquest Capital Group
Conquest Macro
-9.09 250k 5/1/1999
113 Hyman Beck and Company
Global Portfolio
-8.85 1,000k 3/1/1991
112 Superfund Group
Superfund Green Gold L.P. Series A-1
-8.60 5k 4/1/2009
111 Amplitude Capital International Limited
Klassik Strategy
-8.39 1,000k 9/1/2009
110 Superfund Group
Superfund Green Gold C (SPC)
-8.14 100k 10/1/2005
109 Superfund Group
Superfund Green Gold B (SPC)
-7.51 50k 10/1/2005
108 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.06 100k 5/1/1989
107 Superfund Group
Superfund Green Gold A (SPC)
-6.99 5k 10/1/2005
106 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-6.75 1,000k 9/1/2009
105 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.61 200k 1/1/2007
104 Dreiss Research Corporation
Diversified Program
-6.46 1,000k 5/1/1991
103 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.26 0k 11/1/1996
102 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-6.24 100k 1/1/2000
101 Alee Capital Management, LLC
Mistral Program
-5.76 2,500k 1/1/1999
100 Drury Capital
Diversified Trend-Following Program
-4.88 5,000k 5/1/1997
99 Blackwater Capital Management
Global Program
-4.85 5,000k 7/1/2005
98 Beach Horizon LLP
Managed Account
-4.76 5,000k 5/1/2005
97 Clarke Capital Management
Global Basic
-4.62 50k 2/1/1996
96 IDS Capital
IDS F&F Systematic Trading
-4.43 50k 7/1/2013
95 Conquest Capital Group
Conquest Select
-4.41 250k 6/1/2004
94 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.39 100k 11/1/1984
93 Neural Capital Ltd
Sentinel Trading Program
-4.37 2,000k 1/1/2006
92 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.90 10,000k 1/1/1991
91 Wavefront Global Asset Management
IMFC Global Investment Program
-3.88 2,000k 2/1/2007
90 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.76 100k 6/1/1994
89 Superfund Group
Superfund Green L.P. Series B
-3.74 5k 10/1/2002
88 Rho Asset Management
Rho Altius 1XL Program
-3.57 5,000k 11/1/2007
87 ISAM
ISAM Systematic Trend Fund
-3.49 1,000k 6/1/2001
86 Superfund Group
Superfund Green Master
-3.41 2,000k 5/1/2001
85 Eclipse Capital Management
Global Monetary
-3.40 5,000k 8/1/1990
84 Superfund Group
Superfund Green GCT USD
-3.20 15k 1/1/2000
83 Lynx Asset Management AB
Lynx Program
-3.04 75k 5/1/2000
82 Mobius Asset Management
Custom Trading Program
-2.99 100k 1/1/2002
81 Altradis Capital AG
AlphAlgo
-2.94 100k 5/1/2007
80 Covenant Capital Management
Original Program
-2.94 5,000k 9/1/1999
79 Red Rock Capital, LLC
Systematic Global Macro
-2.89 500k 9/1/2003
78 Millburn Corporation
Commodity Program
-2.87 25,000k 3/1/2005
77 Winton Capital Management
Diversified
-2.78 50,000k 10/1/1997
76 Pacific Capital Advisors
Vanguard Program
-2.72 100k 4/1/2007
75 M.S. Capital Management
Global Diversified Program
-2.70 2,000k 11/1/1998
74 Superfund Group
Superfund Green L.P. Series A
-2.55 5k 10/1/2002
73 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.37 10,000k 10/1/1991
72 Superfund Group
Superfund Green Q-AG
-2.29 2k 3/1/1996
71 Estlander & Partners
Alpha Trend II - Class P
-2.27 100k 12/1/2008
70 Mobius Asset Management
Diversified Program
-1.98 250k 3/1/2004
69 Quantica Capital AG
Quantica Diversified FX
-1.90 5,000k 3/1/2007
68 Eckhardt Trading Company
Evolution Strategies
-1.87 20,000k 8/1/1991
67 Somers Brothers Capital
Diversified Futures Program #1
-1.68 100k 1/1/2005
66 Chesapeake Capital
Diversified (LV)
-1.54 100k 2/1/1988
65 Wavefront Global Asset Management
IMFC Global Concentrated
-1.45 500k 4/1/2009
64 AllMountain Capital AG
Mount Denali Global Trends
-1.41 160k 7/1/2007
63 John Locke Investments
Cyril Systematic Program
-1.35 8,000k 7/1/2000
62 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.30 50k 4/1/2005
61 Quantum Leap Capital Management
Managed Account Program
-1.27 300k 8/1/2006
60 Acorn Global Investments Inc.
Acorn Diversified Program
-1.25 10k 7/1/2005
59 Alee Capital Management, LLC
Poniente Program
-1.19 2,500k 1/1/1999
58 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.14 100k 1/1/2005
57 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
56 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.02 1,500k 4/1/2006
55 Keck Capital Management LLC
The Keck Program
-0.94 2,000k 12/1/2003
54 Estlander & Partners
Alpha Trend
-0.89 30,000k 10/1/1991
53 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.87 1,000k 3/1/2003
52 Ancile Capital Management
Global Markets Program
-0.86 2,000k 4/1/2005
51 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.86 10,000k 1/1/1995
50 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.86 10,000k 8/1/1999
49 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.74 10,000k 8/1/2004
48 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.65 10,000k 2/1/1999
47 EMC Capital Advisors, LLC
Classic
-0.60 5,000k 1/1/1985
46 Tactical Investment Management
Tactical Institutional Commodity Program
-0.54 10,000k 4/1/1993
45 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.39 1k 10/1/2006
44 Clarke Capital Management
Global Magnum
-0.39 100k 8/1/1997
43 Covenant Capital Management
Aggressive Program
-0.34 3,000k 2/1/2004
42 Clarke Capital Management
Jupiter
-0.31 3,000k 5/1/2005
41 Estlander & Partners
Global XL
-0.20 5,000k 8/1/1991
40 Estlander & Partners
Global Markets
-0.09 10,000k 8/1/1999
39 Saxon Investment Corporation
Diversified Program
0.10 3,000k 9/1/1988
38 Southwest Managed Investments, LLC
Global Diversified
0.12 200k 1/1/2002
37 Gap Partners LLC
Gap
0.36 250k 11/1/2009
36 Angle Capital Management LLC
AIP Program
0.43 100k 1/1/2010
35 Saxon Investment Corporation
Aggressive Diversified Program
0.52 2,000k 11/1/1993
34 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.61 250k 10/1/2009
33 Briarwood Capital Management, Inc.
Diversified 2XL
0.86 250k 11/1/2004
32 Alder Capital DAC
Alder Global 10
0.90 2,500k 10/1/2000
31 Welton Investment Partners
Welton Global
1.07 10,000k 6/1/2004
30 Parizek Capital
Futures Trading Program
1.37 500k 4/1/2000
29 Rabar Market Research
Short-Term Program
1.41 2,000k 11/1/2009
28 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.59 10,000k 8/1/2009
27 Clarke Capital Management
FX Plus
1.64 1,000k 5/1/2004
26 Alder Capital DAC
Alder Global 20
1.70 2,500k 2/1/2001
25 Kelly Angle Inc.
Genesis Program
1.80 2,000k 4/1/2000
24 Quality Capital Management
Global Diversified Programme
1.90 10,000k 12/1/1995
23 Seven Capital Management
Seven Absolute Return
1.90 100k 6/1/2009
22 Parizek Capital
Currency Program
1.92 1,000k 4/1/2006
21 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.99 200k 11/1/1999
20 ALFAKRAFT
ALFA Commodity Fund
2.01 16k 6/1/2010
19 Gladius Asset Management
Fulham Program
2.05 2,000k 1/1/2008
18 Vergho Asset Management LLC
Kinematics
2.25 1,000k 11/1/2008
17 Mark J. Walsh Company
Standard Program
2.38 2,000k 9/1/1985
16 John Locke Investments
JL Commodity Long Flat Program
2.50 5,000k 12/1/2007
15 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.51 10,000k 3/1/2006
14 Clarke Capital Management
Millennium
2.63 1,000k 1/1/1998
13 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.79 250k 10/1/2009
12 Clarke Capital Management
Worldwide
2.86 250k 1/1/1996
11 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.13 100k 10/1/2009
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.30 100k 3/1/2003
9 RAM Management Group
RAM MRTP 1X-Conservative
4.05 1,000k 9/1/1993
8 Rabar Market Research
Diversified Program
5.47 2,000k 1/1/1989
7 QQFund.com
Investment Program 1
5.61 300k 9/1/2008
6 Hawksbill Capital Management
Global Diversified
5.68 5,000k 11/1/1988
5 Diamond Capital Management
Enhanced S&P Program
5.77 100k 10/1/2009
4 Cauldron Investments, LLC
Stock Index Plus
5.84 1,000k 10/1/2009
3 Insignia Managed Capital
Medallion
6.10 50k 2/1/2009
2 Future Trade AG
Thales Swing Trading Programme
10.91 250k 6/1/2007
1 RAM Management Group
MRTP Aggressive
12.79 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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