Trend Following Strategy Index For October 2011

Monthly Rankings

Rank CTA/Program Oct 2011 Min Inv Inception
128 Superfund Group
Superfund Green Master
-21.46 2,000k 5/1/2001
127 Dreiss Research Corporation
Diversified Program
-21.43 1,000k 5/1/1991
126 Estlander & Partners
Alpha Trend II - Class P
-21.07 100k 12/1/2008
125 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-20.41 200k 11/1/1999
124 Clarke Capital Management
Worldwide
-19.12 250k 1/1/1996
123 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-18.89 250k 5/1/2011
122 Purple Valley Capital, Inc.
Diversified Trend 1
-17.52 100k 8/1/2008
121 Keck Capital Management LLC
The Keck Program
-17.52 2,000k 12/1/2003
120 Angle Capital Management LLC
AIP Program
-17.32 100k 1/1/2010
119 Superfund Group
Superfund Green Gold C (SPC)
-16.45 100k 10/1/2005
118 Clarke Capital Management
Millennium
-16.00 1,000k 1/1/1998
117 Heyden & Steindl GmbH
TOMAC2
-15.30 5,000k 3/1/2003
116 Parizek Capital
Futures Trading Program
-15.05 500k 4/1/2000
115 Clarke Capital Management
Jupiter
-14.47 3,000k 5/1/2005
114 Mulvaney Capital Management
The Mulvaney Global Markets Program
-14.14 100k 5/1/1999
113 Conquest Capital Group
Conquest Macro
-14.12 250k 5/1/1999
112 M.S. Capital Management
Global Diversified Program
-14.01 2,000k 11/1/1998
111 Kelly Angle Inc.
Genesis Program
-12.98 2,000k 4/1/2000
110 Hyman Beck and Company
Global Portfolio
-12.48 1,000k 3/1/1991
109 Superfund Group
Superfund Green L.P. Series B
-11.69 5k 10/1/2002
108 Conquest Capital Group
Conquest Select
-11.53 250k 6/1/2004
107 Superfund Group
Superfund Green Q-AG
-11.17 2k 3/1/1996
106 Altradis Capital AG
AlphAlgo
-11.10 100k 5/1/2007
105 Somers Brothers Capital
Diversified Futures Program #1
-10.97 100k 1/1/2005
104 Neural Capital Ltd
Sentinel Trading Program
-10.91 2,000k 1/1/2006
103 Superfund Group
Superfund Green Gold B (SPC)
-10.85 50k 10/1/2005
102 Southwest Managed Investments, LLC
Global Diversified
-10.73 200k 1/1/2002
101 Superfund Group
Superfund Green GCT USD
-10.70 15k 1/1/2000
100 Tactical Investment Management
Tactical Institutional Commodity Program
-10.52 10,000k 4/1/1993
99 Hawksbill Capital Management
Global Diversified
-10.39 5,000k 11/1/1988
98 Blackwater Capital Management
Global Program
-10.12 5,000k 7/1/2005
97 Lynx Asset Management AB
Lynx Program
-9.12 75k 5/1/2000
96 EMC Capital Advisors, LLC
Classic
-9.00 5,000k 1/1/1985
95 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.00 100k 11/1/1984
94 Drury Capital
Diversified Trend-Following Program
-8.98 5,000k 5/1/1997
93 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-8.92 0k 11/1/1996
92 ISAM
ISAM Systematic Trend Fund
-8.79 1,000k 6/1/2001
91 Eclipse Capital Management
Global Monetary
-8.54 5,000k 8/1/1990
90 Gladius Asset Management
Fulham Program
-8.48 2,000k 1/1/2008
89 Mark J. Walsh Company
Standard Program
-8.43 2,000k 9/1/1985
88 IStar Capital B.V.
IStar Systematic Fund
-8.31 1,000k 9/1/2011
87 Ancile Capital Management
Global Markets Program
-8.30 2,000k 4/1/2005
86 Superfund Group
Superfund Green L.P. Series A
-7.83 5k 10/1/2002
85 Clarke Capital Management
FX Plus
-7.82 1,000k 5/1/2004
84 Clarke Capital Management
Global Basic
-7.71 50k 2/1/1996
83 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.70 100k 1/1/2005
82 DUNN Capital Management
D'Best Futures Fund, L.P.
-7.46 100k 6/1/1994
81 John Locke Investments
Cyril Systematic Program
-7.31 8,000k 7/1/2000
80 Briarwood Capital Management, Inc.
Diversified 2XL
-7.10 250k 11/1/2004
79 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-7.07 5,000k 12/1/2010
78 Estlander & Partners
Alpha Trend
-6.77 30,000k 10/1/1991
77 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.75 200k 1/1/2007
76 Estlander & Partners
Freedom
-6.69 20,000k 8/1/2010
75 Estlander & Partners
Global XL
-6.57 5,000k 8/1/1991
74 Beach Horizon LLP
Managed Account
-6.54 5,000k 5/1/2005
73 Melissinos Trading
Eupatrid Program
-6.21 50k 1/1/2011
72 ALFAKRAFT
ALFA Commodity Fund
-6.06 16k 6/1/2010
71 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.02 250k 10/1/2009
70 Acorn Global Investments Inc.
Acorn Diversified Program
-5.80 10k 7/1/2005
69 IDS Capital
IDS F&F Systematic Trading
-5.52 50k 7/1/2013
68 Welton Investment Partners
Welton Global
-5.49 10,000k 6/1/2004
67 Clarke Capital Management
Global Magnum
-5.48 100k 8/1/1997
66 AllMountain Capital AG
Mount Denali Global Trends
-5.23 160k 7/1/2007
65 Superfund Group
Superfund Green Gold A (SPC)
-5.22 5k 10/1/2005
64 Quantum Leap Capital Management
Managed Account Program
-4.90 300k 8/1/2006
63 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.90 1k 10/1/2006
62 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.58 10,000k 10/1/1991
61 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.55 10,000k 1/1/1991
60 Covenant Capital Management
Aggressive Program
-4.47 3,000k 2/1/2004
59 Wavefront Global Asset Management
IMFC Global Investment Program
-4.29 2,000k 2/1/2007
58 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.06 10,000k 3/1/2006
57 Rabar Market Research
Diversified Program
-4.01 2,000k 1/1/1989
56 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.93 1,500k 4/1/2006
55 Eckhardt Trading Company
Evolution Strategies
-3.92 20,000k 8/1/1991
54 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
53 Seven Capital Management
Seven Absolute Return
-3.69 100k 6/1/2009
52 RAM Management Group
MRTP Aggressive
-3.48 1,000k 2/1/1998
51 Red Rock Capital, LLC
Systematic Global Macro
-3.46 500k 9/1/2003
50 Estlander & Partners
Global Markets
-3.32 10,000k 8/1/1999
49 Rho Asset Management
Rho Altius 1XL Program
-3.31 5,000k 11/1/2007
48 Quality Capital Management
Global Diversified Programme
-3.10 10,000k 12/1/1995
47 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.00 5k 4/1/2009
46 Winton Capital Management
Diversified
-2.59 50,000k 10/1/1997
45 Covenant Capital Management
Original Program
-2.49 5,000k 9/1/1999
44 Wavefront Global Asset Management
IMFC Global Concentrated
-2.30 500k 4/1/2009
43 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.23 10,000k 8/1/2004
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.15 10,000k 8/1/1999
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.11 10,000k 1/1/1995
40 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.81 1,000k 9/1/2009
39 Alder Capital DAC
Alder Global 10
-1.70 2,500k 10/1/2000
38 Rabar Market Research
Short-Term Program
-1.64 2,000k 11/1/2009
37 Chesapeake Capital
Diversified (LV)
-1.61 100k 2/1/1988
36 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.35 10,000k 2/1/1999
35 Millburn Corporation
Commodity Program
-1.34 25,000k 3/1/2005
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.30 1,000k 3/1/2003
33 Quantica Capital AG
Quantica Managed Futures
-1.25 5,000k 1/1/2005
32 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.22 10,000k 8/1/2009
31 Future Trade AG
Thales Swing Trading Programme
-1.08 250k 6/1/2007
30 Amplitude Capital International Limited
Klassik Strategy
-1.06 1,000k 9/1/2009
29 RAM Management Group
RAM MRTP 1X-Conservative
-1.06 1,000k 9/1/1993
28 Mobius Asset Management
Custom Trading Program
-0.76 100k 1/1/2002
27 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.32 100k 5/1/1989
26 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.24 5k 4/1/2009
25 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
24 QQFund.com
Investment Program 1
-0.18 300k 9/1/2008
23 Pacific Capital Advisors
Vanguard Program
-0.11 100k 4/1/2007
22 Parizek Capital
Currency Program
-0.08 1,000k 4/1/2006
21 Saxon Investment Corporation
Aggressive Diversified Program
-0.03 2,000k 11/1/1993
20 Saxon Investment Corporation
Diversified Program
0.00 3,000k 9/1/1988
18 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
19 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
17 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
16 Gap Partners LLC
Gap
0.45 250k 11/1/2009
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.45 100k 1/1/2000
14 Quantica Capital AG
Quantica Diversified FX
1.49 5,000k 3/1/2007
13 John Locke Investments
JL Commodity Long Flat Program
1.58 5,000k 12/1/2007
12 Superfund Group
Superfund Blue SPC Class A (EUR)
2.32 50k 4/1/2005
11 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.02 100k 10/1/2009
10 Deep Field Capital AG
SINGULARITY Fund
3.26 100k 9/1/2011
9 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.31 100k 3/1/2003
8 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.94 250k 10/1/2009
7 Vergho Asset Management LLC
Kinematics
4.62 1,000k 11/1/2008
6 Superfund Group
Superfund Blue SPC Class A (Gold)
4.78 50k 12/1/2007
5 UNISystems Research Inc.
Wall Street Program
4.81 20k 8/1/2011
4 Diamond Capital Management
Enhanced S&P Program
5.71 100k 10/1/2009
3 Cauldron Investments, LLC
Stock Index Plus
5.88 1,000k 10/1/2009
2 Adamah Capital LLC
Asset Allocator Program
6.40 50k 3/1/2011
1 Insignia Managed Capital
Medallion
9.67 50k 2/1/2009

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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