Trend Following Strategy Index For September 2010

Monthly Rankings

Rank CTA/Program Sep 2010 Min Inv Inception
120 Insignia Managed Capital
Medallion
-6.84 50k 2/1/2009
119 Gap Partners LLC
Gap
-4.22 250k 11/1/2009
118 Clarke Capital Management
FX Plus
-3.59 1,000k 5/1/2004
117 Clarke Capital Management
Global Basic
-3.48 50k 2/1/1996
116 Conquest Capital Group
Conquest Macro
-3.35 250k 5/1/1999
115 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.06 50k 12/1/2007
114 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.03 100k 5/1/1989
113 Quantum Leap Capital Management
Managed Account Program
-2.98 300k 8/1/2006
112 Kelly Angle Inc.
Genesis Program
-2.93 2,000k 4/1/2000
111 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.14 100k 6/1/1994
110 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.44 100k 11/1/1984
109 Rho Asset Management
Rho Altius 1XL Program
-1.31 5,000k 11/1/2007
108 Conquest Capital Group
Conquest Select
-1.26 250k 6/1/2004
107 Altradis Capital AG
AlphAlgo
-1.18 100k 5/1/2007
106 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.17 10,000k 8/1/2009
105 Lynx Asset Management AB
Lynx Program
-1.04 75k 5/1/2000
104 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.82 250k 10/1/2009
103 Quantica Capital AG
Quantica Managed Futures
-0.80 5,000k 1/1/2005
102 Mobius Asset Management
Diversified Program
-0.50 250k 3/1/2004
101 Ancile Capital Management
Global Markets Program
-0.40 2,000k 4/1/2005
100 Estlander & Partners
Alpha Trend II - Class P
-0.30 100k 12/1/2008
99 Neural Capital Ltd
Sentinel Trading Program
-0.16 2,000k 1/1/2006
98 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
97 Angle Capital Management LLC
AIP Program
-0.05 100k 1/1/2010
96 Estlander & Partners
Alpha Trend
0.08 30,000k 10/1/1991
95 ISAM
ISAM Systematic Trend Fund
0.42 1,000k 6/1/2001
94 Wavefront Global Asset Management
IMFC Global Concentrated
0.47 500k 4/1/2009
93 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.55 10,000k 1/1/1991
92 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.57 1k 10/1/2006
91 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
90 AllMountain Capital AG
Mount Denali Global Trends
0.82 160k 7/1/2007
89 Alder Capital DAC
Alder Global 20
0.90 2,500k 2/1/2001
88 Clarke Capital Management
Global Magnum
0.93 100k 8/1/1997
87 Winton Capital Management
Diversified
0.94 50,000k 10/1/1997
86 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.01 200k 11/1/1999
85 John Locke Investments
Cyril Systematic Program
1.02 8,000k 7/1/2000
84 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.06 1,000k 9/1/2009
83 Amplitude Capital International Limited
Klassik Strategy
1.26 1,000k 9/1/2009
82 Quantica Capital AG
Quantica Diversified FX
1.30 5,000k 3/1/2007
81 Eclipse Capital Management
Global Monetary
1.38 5,000k 8/1/1990
80 Diamond Capital Management
Enhanced S&P Program
1.44 100k 10/1/2009
79 Mobius Asset Management
Custom Trading Program
1.44 100k 1/1/2002
78 Cauldron Investments, LLC
Stock Index Plus
1.54 1,000k 10/1/2009
77 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.62 10,000k 3/1/2006
76 Seven Capital Management
Seven Absolute Return
1.75 100k 6/1/2009
75 Wavefront Global Asset Management
IMFC Global Investment Program
1.80 2,000k 2/1/2007
74 Pacific Capital Advisors
Vanguard Program
1.82 100k 4/1/2007
73 Transtrend B.V.
DTP – Standard Risk (EUR)
2.01 10,000k 2/1/1999
72 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.10 1,500k 4/1/2006
71 RAM Management Group
RAM MRTP 1X-Conservative
2.17 1,000k 9/1/1993
70 Estlander & Partners
Freedom
2.38 20,000k 8/1/2010
69 Beach Horizon LLP
Managed Account
2.77 5,000k 5/1/2005
68 Keck Capital Management LLC
The Keck Program
2.78 2,000k 12/1/2003
67 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.82 100k 1/1/2000
66 Acorn Global Investments Inc.
Acorn Diversified Program
2.93 10k 7/1/2005
65 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.10 0k 11/1/1996
64 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.34 10,000k 8/1/1999
63 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.43 1,000k 3/1/2003
62 Parizek Capital
Currency Program
3.51 1,000k 4/1/2006
61 Quality Capital Management
Global Diversified Programme
3.57 10,000k 12/1/1995
60 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.59 10,000k 1/1/1995
59 Saxon Investment Corporation
Diversified Program
3.69 3,000k 9/1/1988
58 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.73 10,000k 8/1/2004
57 Superfund Group
Superfund Green Q-AG
3.74 2k 3/1/1996
56 Welton Investment Partners
Welton Global
3.86 10,000k 6/1/2004
55 Estlander & Partners
Global Markets
4.06 10,000k 8/1/1999
54 Drury Capital
Diversified Trend-Following Program
4.19 5,000k 5/1/1997
53 IDS Capital
IDS F&F Systematic Trading
4.23 50k 7/1/2013
52 Clarke Capital Management
Worldwide
4.23 250k 1/1/1996
51 Millburn Corporation
Commodity Program
4.55 25,000k 3/1/2005
50 Superfund Group
Superfund Green L.P. Series A
4.55 5k 10/1/2002
49 M.S. Capital Management
Global Diversified Program
4.97 2,000k 11/1/1998
48 Eckhardt Trading Company
Evolution Strategies
5.09 20,000k 8/1/1991
47 Briarwood Capital Management, Inc.
Diversified 2XL
5.12 250k 11/1/2004
46 Rabar Market Research
Short-Term Program
5.49 2,000k 11/1/2009
45 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
5.65 100k 1/1/2005
44 Eckhardt Trading Company
Evolution Strategies 1.2X
5.97 10,000k 10/1/1991
43 Red Rock Capital, LLC
Systematic Global Macro
6.10 500k 9/1/2003
42 EMC Capital Advisors, LLC
Classic
6.20 5,000k 1/1/1985
41 Saxon Investment Corporation
Aggressive Diversified Program
6.27 2,000k 11/1/1993
40 Vergho Asset Management LLC
Kinematics
6.34 1,000k 11/1/2008
39 Covenant Capital Management
Original Program
6.38 5,000k 9/1/1999
38 John Locke Investments
JL Commodity Long Flat Program
6.50 5,000k 12/1/2007
37 RAM Management Group
MRTP Aggressive
6.91 1,000k 2/1/1998
36 Hyman Beck and Company
Global Portfolio
7.11 1,000k 3/1/1991
35 Superfund Group
Superfund Green GCT USD
7.21 15k 1/1/2000
34 Superfund Group
Superfund Green L.P. Series B
7.44 5k 10/1/2002
33 ALFAKRAFT
ALFA Commodity Fund
7.91 16k 6/1/2010
32 Estlander & Partners
Global XL
8.34 5,000k 8/1/1991
31 Gladius Asset Management
Fulham Program
8.37 2,000k 1/1/2008
30 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
8.59 100k 3/1/2003
29 Chesapeake Capital
Diversified (LV)
8.80 100k 2/1/1988
28 Hawksbill Capital Management
Global Diversified
8.94 5,000k 11/1/1988
27 Superfund Group
Superfund Green Gold A (SPC)
9.01 5k 10/1/2005
26 Rabar Market Research
Diversified Program
9.29 2,000k 1/1/1989
25 Clarke Capital Management
Jupiter
9.40 3,000k 5/1/2005
24 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
9.53 100k 10/1/2009
23 Blackwater Capital Management
Global Program
9.73 5,000k 7/1/2005
22 Superfund Group
Superfund Green Gold L.P. Series A-1
9.83 5k 4/1/2009
21 Future Trade AG
Thales Swing Trading Programme
10.21 250k 6/1/2007
20 Alee Capital Management, LLC
Poniente Program
10.31 2,500k 1/1/1999
19 Somers Brothers Capital
Diversified Futures Program #1
10.53 100k 1/1/2005
18 Covenant Capital Management
Aggressive Program
10.54 3,000k 2/1/2004
17 Robinson-Langley Capital Management, LLC
Managed Account Program
10.74 200k 1/1/2007
16 Mark J. Walsh Company
Standard Program
10.76 2,000k 9/1/1985
15 Superfund Group
Superfund Green Gold B (SPC)
11.22 50k 10/1/2005
14 Parizek Capital
Futures Trading Program
11.39 500k 4/1/2000
13 Superfund Group
Superfund Green Gold L.P. Series B-1
11.47 5k 4/1/2009
12 Superfund Group
Superfund Green Master
12.41 2,000k 5/1/2001
11 Alee Capital Management, LLC
Mistral Program
12.87 2,500k 1/1/1999
10 QQFund.com
Investment Program 1
12.93 300k 9/1/2008
9 Clarke Capital Management
Millennium
13.38 1,000k 1/1/1998
8 Dreiss Research Corporation
Diversified Program
13.72 1,000k 5/1/1991
7 Heyden & Steindl GmbH
TOMAC2
13.87 5,000k 3/1/2003
6 Superfund Group
Superfund Green Gold C (SPC)
13.89 100k 10/1/2005
5 Southwest Managed Investments, LLC
Global Diversified
14.82 200k 1/1/2002
4 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
15.80 250k 10/1/2009
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
16.46 100k 5/1/1999
2 Tactical Investment Management
Tactical Institutional Commodity Program
19.98 10,000k 4/1/1993
1 Purple Valley Capital, Inc.
Diversified Trend 1
32.45 100k 8/1/2008

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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