Trend Following Strategy Index For August 2010

Monthly Rankings

Rank CTA/Program Aug 2010 Min Inv Inception
120 QQFund.com
Investment Program 1
-17.93 300k 9/1/2008
119 Heyden & Steindl GmbH
TOMAC2
-8.38 5,000k 3/1/2003
118 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.82 100k 10/1/2009
117 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.46 100k 3/1/2003
116 Tactical Investment Management
Tactical Institutional Commodity Program
-3.65 10,000k 4/1/1993
115 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.76 100k 1/1/2000
114 Gladius Asset Management
Fulham Program
-2.46 2,000k 1/1/2008
113 Southwest Managed Investments, LLC
Global Diversified
-1.86 200k 1/1/2002
112 Purple Valley Capital, Inc.
Diversified Trend 1
-1.83 100k 8/1/2008
111 Parizek Capital
Currency Program
-1.39 1,000k 4/1/2006
110 John Locke Investments
JL Commodity Long Flat Program
-1.31 5,000k 12/1/2007
109 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.31 250k 10/1/2009
108 Alder Capital DAC
Alder Global 20
-1.30 2,500k 2/1/2001
107 Alder Capital DAC
Alder Global 10
-0.60 2,500k 10/1/2000
106 Millburn Corporation
Commodity Program
-0.48 25,000k 3/1/2005
105 Diamond Capital Management
Enhanced S&P Program
-0.04 100k 10/1/2009
104 Cauldron Investments, LLC
Stock Index Plus
-0.02 1,000k 10/1/2009
102 Quantica Capital AG
Quantica Diversified FX
0.00 5,000k 3/1/2007
103 Estlander & Partners
Freedom
0.00 20,000k 8/1/2010
101 Blackwater Capital Management
Global Program
0.04 5,000k 7/1/2005
100 Saxon Investment Corporation
Diversified Program
0.24 3,000k 9/1/1988
99 Superfund Group
Superfund Blue SPC Class A (EUR)
0.29 50k 4/1/2005
98 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.44 10,000k 8/1/2009
97 Gap Partners LLC
Gap
0.58 250k 11/1/2009
96 Saxon Investment Corporation
Aggressive Diversified Program
0.79 2,000k 11/1/1993
95 EMC Capital Advisors, LLC
Classic
0.80 5,000k 1/1/1985
94 Mobius Asset Management
Diversified Program
0.82 250k 3/1/2004
93 Red Rock Capital, LLC
Systematic Global Macro
0.90 500k 9/1/2003
92 RAM Management Group
RAM MRTP 1X-Conservative
1.12 1,000k 9/1/1993
91 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.16 1,500k 4/1/2006
90 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.37 1k 10/1/2006
89 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.41 1,000k 3/1/2003
88 Pacific Capital Advisors
Vanguard Program
1.52 100k 4/1/2007
87 Estlander & Partners
Global Markets
1.63 10,000k 8/1/1999
86 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.65 1,000k 9/1/2009
85 Briarwood Capital Management, Inc.
Diversified 2XL
1.65 250k 11/1/2004
84 Transtrend B.V.
DTP – Standard Risk (EUR)
1.73 10,000k 2/1/1999
83 Covenant Capital Management
Aggressive Program
1.76 3,000k 2/1/2004
82 Amplitude Capital International Limited
Klassik Strategy
1.89 1,000k 9/1/2009
81 Parizek Capital
Futures Trading Program
2.22 500k 4/1/2000
80 Altradis Capital AG
AlphAlgo
2.25 100k 5/1/2007
79 Robinson-Langley Capital Management, LLC
Managed Account Program
2.38 200k 1/1/2007
78 Welton Investment Partners
Welton Global
2.46 10,000k 6/1/2004
77 Insignia Managed Capital
Medallion
2.49 50k 2/1/2009
76 IDS Capital
IDS F&F Systematic Trading
2.57 50k 7/1/2013
75 Drury Capital
Diversified Trend-Following Program
2.66 5,000k 5/1/1997
74 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.66 10,000k 8/1/2004
73 Estlander & Partners
Alpha Trend
2.68 30,000k 10/1/1991
72 Future Trade AG
Thales Swing Trading Programme
2.74 250k 6/1/2007
71 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.75 10,000k 1/1/1995
70 AllMountain Capital AG
Mount Denali Global Trends
2.78 160k 7/1/2007
69 ALFAKRAFT
ALFA Commodity Fund
2.79 16k 6/1/2010
68 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.85 10,000k 8/1/1999
67 Eclipse Capital Management
Global Monetary
2.90 5,000k 8/1/1990
66 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.97 10,000k 3/1/2006
65 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.11 10,000k 1/1/1991
64 Ancile Capital Management
Global Markets Program
3.19 2,000k 4/1/2005
63 Estlander & Partners
Global XL
3.27 5,000k 8/1/1991
62 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.39 250k 10/1/2009
61 Chesapeake Capital
Diversified (LV)
3.50 100k 2/1/1988
60 RAM Management Group
MRTP Aggressive
3.51 1,000k 2/1/1998
59 Hyman Beck and Company
Global Portfolio
3.55 1,000k 3/1/1991
58 Eckhardt Trading Company
Evolution Strategies
3.63 20,000k 8/1/1991
57 Rabar Market Research
Short-Term Program
3.84 2,000k 11/1/2009
56 Vergho Asset Management LLC
Kinematics
3.94 1,000k 11/1/2008
55 Beach Horizon LLP
Managed Account
4.04 5,000k 5/1/2005
54 Seven Capital Management
Seven Absolute Return
4.08 100k 6/1/2009
53 Superfund Group
Superfund Green Q-AG
4.10 2k 3/1/1996
52 Superfund Group
Superfund Green L.P. Series A
4.15 5k 10/1/2002
51 Mobius Asset Management
Custom Trading Program
4.30 100k 1/1/2002
50 Alee Capital Management, LLC
Poniente Program
4.30 2,500k 1/1/1999
49 Eckhardt Trading Company
Evolution Strategies 1.2X
4.31 10,000k 10/1/1991
48 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.50 100k 1/1/2005
47 Alee Capital Management, LLC
Mistral Program
4.64 2,500k 1/1/1999
46 Quantica Capital AG
Quantica Managed Futures
4.70 5,000k 1/1/2005
45 Winton Capital Management
Diversified
4.78 50,000k 10/1/1997
44 Rabar Market Research
Diversified Program
4.87 2,000k 1/1/1989
43 Mark J. Walsh Company
Standard Program
4.92 2,000k 9/1/1985
42 Covenant Capital Management
Original Program
4.97 5,000k 9/1/1999
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.13 0k 11/1/1996
40 Quantum Leap Capital Management
Managed Account Program
5.51 300k 8/1/2006
39 Somers Brothers Capital
Diversified Futures Program #1
5.52 100k 1/1/2005
38 John Locke Investments
Cyril Systematic Program
5.54 8,000k 7/1/2000
37 Quality Capital Management
Global Diversified Programme
5.61 10,000k 12/1/1995
36 Acorn Global Investments Inc.
Acorn Diversified Program
5.84 10k 7/1/2005
35 Conquest Capital Group
Conquest Select
5.96 250k 6/1/2004
34 Superfund Group
Superfund Green GCT USD
6.21 15k 1/1/2000
33 Superfund Group
Superfund Green L.P. Series B
6.43 5k 10/1/2002
32 Hawksbill Capital Management
Global Diversified
6.52 5,000k 11/1/1988
31 Rho Asset Management
Rho Altius 1XL Program
6.54 5,000k 11/1/2007
30 ISAM
ISAM Systematic Trend Fund
6.80 1,000k 6/1/2001
29 M.S. Capital Management
Global Diversified Program
7.51 2,000k 11/1/1998
28 Wavefront Global Asset Management
IMFC Global Concentrated
7.59 500k 4/1/2009
27 Kelly Angle Inc.
Genesis Program
8.03 2,000k 4/1/2000
26 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.19 200k 11/1/1999
25 Neural Capital Ltd
Sentinel Trading Program
8.46 2,000k 1/1/2006
24 Estlander & Partners
Alpha Trend II - Class P
8.47 100k 12/1/2008
23 Angle Capital Management LLC
AIP Program
8.50 100k 1/1/2010
22 Superfund Group
Superfund Green Gold A (SPC)
8.63 5k 10/1/2005
21 Superfund Group
Superfund Green Master
9.06 2,000k 5/1/2001
20 Superfund Group
Superfund Blue SPC Class A (Gold)
9.12 50k 12/1/2007
19 Clarke Capital Management
Worldwide
9.15 250k 1/1/1996
18 Keck Capital Management LLC
The Keck Program
9.27 2,000k 12/1/2003
17 Wavefront Global Asset Management
IMFC Global Investment Program
9.37 2,000k 2/1/2007
16 Conquest Capital Group
Conquest Macro
10.24 250k 5/1/1999
15 Lynx Asset Management AB
Lynx Program
10.38 75k 5/1/2000
14 Superfund Group
Superfund Green Gold B (SPC)
10.45 50k 10/1/2005
13 Superfund Group
Superfund Green Gold L.P. Series A-1
10.47 5k 4/1/2009
12 Dreiss Research Corporation
Diversified Program
11.31 1,000k 5/1/1991
11 Superfund Group
Superfund Green Gold C (SPC)
12.30 100k 10/1/2005
10 Superfund Group
Superfund Green Gold L.P. Series B-1
12.36 5k 4/1/2009
9 Mulvaney Capital Management
The Mulvaney Global Markets Program
14.59 100k 5/1/1999
8 Clarke Capital Management
FX Plus
14.73 1,000k 5/1/2004
7 DUNN Capital Management
D'Best Futures Fund, L.P.
15.56 100k 6/1/1994
6 DUNN Capital Management
DUNN Combined Fund (DCF)
15.77 100k 5/1/1989
5 Clarke Capital Management
Global Magnum
16.56 100k 8/1/1997
4 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.96 100k 11/1/1984
3 Clarke Capital Management
Millennium
17.27 1,000k 1/1/1998
2 Clarke Capital Management
Jupiter
21.26 3,000k 5/1/2005
1 Clarke Capital Management
Global Basic
24.30 50k 2/1/1996

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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