Trend Following Strategy Index For January 2011

Monthly Rankings

Rank CTA/Program Jan 2011 Min Inv Inception
122 RAM Management Group
MRTP Aggressive
-13.94 1,000k 2/1/1998
121 Superfund Group
Superfund Green Gold C (SPC)
-13.16 100k 10/1/2005
120 Superfund Group
Superfund Green Gold B (SPC)
-11.51 50k 10/1/2005
119 Superfund Group
Superfund Green Gold L.P. Series B-1
-11.22 5k 4/1/2009
118 Superfund Group
Superfund Green Gold A (SPC)
-9.84 5k 10/1/2005
117 Superfund Group
Superfund Green Gold L.P. Series A-1
-9.66 5k 4/1/2009
116 Alee Capital Management, LLC
Poniente Program
-9.26 2,500k 1/1/1999
115 Conquest Capital Group
Conquest Macro
-9.00 250k 5/1/1999
114 Superfund Group
Superfund Blue SPC Class A (Gold)
-8.67 50k 12/1/2007
113 Clarke Capital Management
Worldwide
-8.43 250k 1/1/1996
112 Tactical Investment Management
Tactical Institutional Commodity Program
-8.39 10,000k 4/1/1993
111 Rabar Market Research
Short-Term Program
-6.81 2,000k 11/1/2009
110 Superfund Group
Superfund Green Master
-6.49 2,000k 5/1/2001
109 Alee Capital Management, LLC
Mistral Program
-5.84 2,500k 1/1/1999
108 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-5.77 100k 10/1/2009
107 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.59 100k 3/1/2003
106 Superfund Group
Superfund Green GCT USD
-5.28 15k 1/1/2000
105 Superfund Group
Superfund Green L.P. Series B
-5.22 5k 10/1/2002
104 Rho Asset Management
Rho Altius 1XL Program
-5.19 5,000k 11/1/2007
103 Hawksbill Capital Management
Global Diversified
-4.97 5,000k 11/1/1988
102 Quantica Capital AG
Quantica Diversified FX
-4.52 5,000k 3/1/2007
101 RAM Management Group
RAM MRTP 1X-Conservative
-4.47 1,000k 9/1/1993
100 Southwest Managed Investments, LLC
Global Diversified
-4.43 200k 1/1/2002
99 Superfund Group
Superfund Green L.P. Series A
-4.22 5k 10/1/2002
98 Mobius Asset Management
Custom Trading Program
-4.22 100k 1/1/2002
97 Neural Capital Ltd
Sentinel Trading Program
-4.07 2,000k 1/1/2006
96 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.87 10,000k 10/1/1991
95 Superfund Group
Superfund Green Q-AG
-3.78 2k 3/1/1996
94 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.71 250k 10/1/2009
93 John Locke Investments
Cyril Systematic Program
-3.71 8,000k 7/1/2000
92 Eckhardt Trading Company
Evolution Strategies
-3.24 20,000k 8/1/1991
91 Eclipse Capital Management
Global Monetary
-3.13 5,000k 8/1/1990
90 Alder Capital DAC
Alder Global 20
-3.10 2,500k 2/1/2001
89 Altradis Capital AG
AlphAlgo
-3.07 100k 5/1/2007
88 Vergho Asset Management LLC
Kinematics
-3.07 1,000k 11/1/2008
87 Quantum Leap Capital Management
Managed Account Program
-2.94 300k 8/1/2006
86 Clarke Capital Management
Global Basic
-2.86 50k 2/1/1996
85 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.82 10,000k 3/1/2006
84 AllMountain Capital AG
Mount Denali Global Trends
-2.78 160k 7/1/2007
83 Briarwood Capital Management, Inc.
Diversified 2XL
-2.33 250k 11/1/2004
82 Estlander & Partners
Alpha Trend II - Class P
-2.32 100k 12/1/2008
81 Estlander & Partners
Global XL
-2.27 5,000k 8/1/1991
80 Acorn Global Investments Inc.
Acorn Diversified Program
-2.18 10k 7/1/2005
79 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.12 0k 11/1/1996
78 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.12 10,000k 1/1/1991
77 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.12 100k 1/1/2005
76 Covenant Capital Management
Aggressive Program
-2.05 3,000k 2/1/2004
75 Covenant Capital Management
Original Program
-2.00 5,000k 9/1/1999
74 Clarke Capital Management
FX Plus
-1.95 1,000k 5/1/2004
73 Keck Capital Management LLC
The Keck Program
-1.90 2,000k 12/1/2003
72 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.87 100k 1/1/2000
71 IDS Capital
IDS F&F Systematic Trading
-1.74 50k 7/1/2013
70 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.60 10,000k 8/1/2009
69 Future Trade AG
Thales Swing Trading Programme
-1.58 250k 6/1/2007
68 Wavefront Global Asset Management
IMFC Global Concentrated
-1.52 500k 4/1/2009
67 Alder Capital DAC
Alder Global 10
-1.40 2,500k 10/1/2000
66 Gladius Asset Management
Fulham Program
-1.23 2,000k 1/1/2008
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.17 1k 10/1/2006
64 Estlander & Partners
Global Markets
-1.11 10,000k 8/1/1999
63 Estlander & Partners
Freedom
-1.10 20,000k 8/1/2010
62 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-0.96 1,000k 9/1/2009
61 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.94 10,000k 8/1/1999
60 Conquest Capital Group
Conquest Select
-0.94 250k 6/1/2004
59 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.93 10,000k 8/1/2004
58 Clarke Capital Management
Global Magnum
-0.87 100k 8/1/1997
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.77 10,000k 1/1/1995
56 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.72 10,000k 2/1/1999
55 Purple Valley Capital, Inc.
Diversified Trend 1
-0.68 100k 8/1/2008
54 Amplitude Capital International Limited
Klassik Strategy
-0.67 1,000k 9/1/2009
53 Lynx Asset Management AB
Lynx Program
-0.60 75k 5/1/2000
52 Mark J. Walsh Company
Standard Program
-0.58 2,000k 9/1/1985
51 Parizek Capital
Currency Program
-0.56 1,000k 4/1/2006
50 Quality Capital Management
Global Diversified Programme
-0.52 10,000k 12/1/1995
49 Estlander & Partners
Alpha Trend
-0.39 30,000k 10/1/1991
48 Wavefront Global Asset Management
IMFC Global Investment Program
-0.21 2,000k 2/1/2007
47 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
46 ALFAKRAFT
ALFA Commodity Fund
-0.11 16k 6/1/2010
45 Hyman Beck and Company
Global Portfolio
-0.10 1,000k 3/1/1991
44 Seven Capital Management
Seven Absolute Return
-0.08 100k 6/1/2009
43 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
42 Pacific Capital Advisors
Vanguard Program
-0.05 100k 4/1/2007
40 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
41 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.04 1,000k 3/1/2003
38 Winton Capital Management
Diversified
0.08 50,000k 10/1/1997
37 Clarke Capital Management
Jupiter
0.39 3,000k 5/1/2005
36 Clarke Capital Management
Millennium
0.70 1,000k 1/1/1998
35 EMC Capital Advisors, LLC
Classic
0.70 5,000k 1/1/1985
34 Rabar Market Research
Diversified Program
0.73 2,000k 1/1/1989
33 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.81 250k 10/1/2009
32 Somers Brothers Capital
Diversified Futures Program #1
0.84 100k 1/1/2005
31 Beach Horizon LLP
Managed Account
0.94 5,000k 5/1/2005
30 Mobius Asset Management
Diversified Program
1.13 250k 3/1/2004
29 Ancile Capital Management
Global Markets Program
1.35 2,000k 4/1/2005
28 Diamond Capital Management
Enhanced S&P Program
1.43 100k 10/1/2009
27 Cauldron Investments, LLC
Stock Index Plus
1.46 1,000k 10/1/2009
26 Saxon Investment Corporation
Diversified Program
1.48 3,000k 9/1/1988
25 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.52 1,500k 4/1/2006
24 Welton Investment Partners
Welton Global
1.55 10,000k 6/1/2004
23 Chesapeake Capital
Diversified (LV)
1.62 100k 2/1/1988
22 Angle Capital Management LLC
AIP Program
1.68 100k 1/1/2010
21 Millburn Corporation
Commodity Program
1.78 25,000k 3/1/2005
20 Red Rock Capital, LLC
Systematic Global Macro
1.89 500k 9/1/2003
19 Robinson-Langley Capital Management, LLC
Managed Account Program
1.97 200k 1/1/2007
18 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.07 100k 5/1/1999
17 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
2.23 5,000k 12/1/2010
16 Blackwater Capital Management
Global Program
2.27 5,000k 7/1/2005
15 John Locke Investments
JL Commodity Long Flat Program
2.51 5,000k 12/1/2007
14 Saxon Investment Corporation
Aggressive Diversified Program
2.57 2,000k 11/1/1993
13 ISAM
ISAM Systematic Trend Fund
2.78 1,000k 6/1/2001
12 Heyden & Steindl GmbH
TOMAC2
3.02 5,000k 3/1/2003
11 M.S. Capital Management
Global Diversified Program
3.40 2,000k 11/1/1998
10 Drury Capital
Diversified Trend-Following Program
3.49 5,000k 5/1/1997
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.69 100k 11/1/1984
8 Dreiss Research Corporation
Diversified Program
3.91 1,000k 5/1/1991
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.96 200k 11/1/1999
6 Kelly Angle Inc.
Genesis Program
4.00 2,000k 4/1/2000
5 DUNN Capital Management
D'Best Futures Fund, L.P.
4.37 100k 6/1/1994
4 Parizek Capital
Futures Trading Program
5.22 500k 4/1/2000
3 DUNN Capital Management
DUNN Combined Fund (DCF)
5.81 100k 5/1/1989
2 Insignia Managed Capital
Medallion
5.86 50k 2/1/2009
1 QQFund.com
Investment Program 1
6.92 300k 9/1/2008

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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