Trend Following Strategy Index For November 2011

Monthly Rankings

Rank CTA/Program Nov 2011 Min Inv Inception
129 Estlander & Partners
Alpha Trend II - Class P
-16.46 100k 12/1/2008
128 Superfund Group
Superfund Green GCT USD
-15.34 15k 1/1/2000
127 Future Trade AG
Thales Swing Trading Programme
-11.87 250k 6/1/2007
126 Tactical Investment Management
Tactical Institutional Commodity Program
-6.77 10,000k 4/1/1993
125 Superfund Group
Superfund Green Master
-6.16 2,000k 5/1/2001
124 Estlander & Partners
Alpha Trend
-5.39 30,000k 10/1/1991
123 Rho Asset Management
Rho Altius 1XL Program
-5.30 5,000k 11/1/2007
122 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-4.99 1,000k 9/1/2009
121 Amplitude Capital International Limited
Klassik Strategy
-4.86 1,000k 9/1/2009
120 ALFAKRAFT
ALFA Commodity Fund
-4.78 16k 6/1/2010
119 Superfund Group
Superfund Green L.P. Series B
-4.76 5k 10/1/2002
118 Superfund Group
Superfund Green Gold C (SPC)
-4.47 100k 10/1/2005
117 Estlander & Partners
Freedom
-4.03 20,000k 8/1/2010
116 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.02 200k 1/1/2007
115 Quality Capital Management
Global Diversified Programme
-4.00 10,000k 12/1/1995
114 Hawksbill Capital Management
Global Diversified
-3.99 5,000k 11/1/1988
113 Superfund Group
Superfund Green Q-AG
-3.80 2k 3/1/1996
112 Blackwater Capital Management
Global Program
-3.57 5,000k 7/1/2005
111 Eclipse Capital Management
Global Monetary
-3.56 5,000k 8/1/1990
110 Superfund Group
Superfund Green Gold B (SPC)
-3.10 50k 10/1/2005
109 Superfund Group
Superfund Green L.P. Series A
-3.04 5k 10/1/2002
108 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.85 10,000k 10/1/1991
107 Eckhardt Trading Company
Evolution Strategies
-2.53 20,000k 8/1/1991
106 Deep Field Capital AG
SINGULARITY Fund
-2.41 100k 9/1/2011
105 Parizek Capital
Currency Program
-2.40 1,000k 4/1/2006
104 UNISystems Research Inc.
Wall Street Program
-2.22 20k 8/1/2011
103 John Locke Investments
Cyril Systematic Program
-2.08 8,000k 7/1/2000
102 Clarke Capital Management
Global Magnum
-2.06 100k 8/1/1997
101 Briarwood Capital Management, Inc.
Diversified 2XL
-1.90 250k 11/1/2004
100 Neural Capital Ltd
Sentinel Trading Program
-1.85 2,000k 1/1/2006
99 Welton Investment Partners
Welton Global
-1.76 10,000k 6/1/2004
98 Quantica Capital AG
Quantica Diversified FX
-1.72 5,000k 3/1/2007
97 Superfund Group
Superfund Green Gold A (SPC)
-1.57 5k 10/1/2005
96 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.43 250k 10/1/2009
95 Estlander & Partners
Global XL
-1.36 5,000k 8/1/1991
94 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.35 50k 4/1/2005
93 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.32 1,000k 3/1/2003
92 Rabar Market Research
Diversified Program
-1.29 2,000k 1/1/1989
91 IStar Capital B.V.
IStar Systematic Fund
-1.29 1,000k 9/1/2011
90 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.25 5k 4/1/2009
89 Vergho Asset Management LLC
Kinematics
-0.93 1,000k 11/1/2008
88 Conquest Capital Group
Conquest Select
-0.84 250k 6/1/2004
87 Mobius Asset Management
Custom Trading Program
-0.80 100k 1/1/2002
86 Rabar Market Research
Short-Term Program
-0.68 2,000k 11/1/2009
85 Estlander & Partners
Global Markets
-0.67 10,000k 8/1/1999
84 Quantum Leap Capital Management
Managed Account Program
-0.60 300k 8/1/2006
83 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.58 5k 4/1/2009
82 Cauldron Investments, LLC
Stock Index Plus
-0.40 1,000k 10/1/2009
81 Diamond Capital Management
Enhanced S&P Program
-0.40 100k 10/1/2009
80 RAM Management Group
MRTP Aggressive
-0.40 1,000k 2/1/1998
79 Clarke Capital Management
Global Basic
-0.38 50k 2/1/1996
78 Gladius Asset Management
Fulham Program
-0.18 2,000k 1/1/2008
77 QQFund.com
Investment Program 1
-0.17 300k 9/1/2008
76 Southwest Managed Investments, LLC
Global Diversified
-0.13 200k 1/1/2002
75 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.12 100k 1/1/2005
74 Mark J. Walsh Company
Standard Program
-0.09 2,000k 9/1/1985
73 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
72 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
62 Quantica Capital AG
Quantica Managed Futures
0.00 5,000k 1/1/2005
63 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
64 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
65 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
66 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
67 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
68 Clarke Capital Management
FX Plus
0.00 1,000k 5/1/2004
69 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
70 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
71 RAM Management Group
RAM MRTP 1X-Conservative
0.00 1,000k 9/1/1993
61 Altradis Capital AG
AlphAlgo
0.02 100k 5/1/2007
60 John Locke Investments
JL Commodity Long Flat Program
0.16 5,000k 12/1/2007
59 Transtrend B.V.
DTP – Standard Risk (EUR)
0.18 10,000k 2/1/1999
58 Somers Brothers Capital
Diversified Futures Program #1
0.18 100k 1/1/2005
57 IDS Capital
IDS F&F Systematic Trading
0.20 50k 7/1/2013
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.29 10,000k 8/1/1999
55 Wavefront Global Asset Management
IMFC Global Concentrated
0.48 500k 4/1/2009
54 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.48 10,000k 1/1/1995
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.49 10,000k 1/1/1991
52 Alder Capital DAC
Alder Global 10
0.50 2,500k 10/1/2000
51 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.51 10,000k 8/1/2004
50 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.52 250k 10/1/2009
49 Covenant Capital Management
Original Program
0.61 5,000k 9/1/1999
48 Acorn Global Investments Inc.
Acorn Diversified Program
0.63 10k 7/1/2005
47 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.63 100k 3/1/2003
46 Gap Partners LLC
Gap
0.67 250k 11/1/2009
45 Wavefront Global Asset Management
IMFC Global Investment Program
0.68 2,000k 2/1/2007
44 Adamah Capital LLC
Asset Allocator Program
0.70 50k 3/1/2011
43 Alder Capital DAC
Alder Global 20
0.70 2,500k 2/1/2001
42 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.77 10,000k 3/1/2006
41 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.85 1k 10/1/2006
40 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.90 10,000k 8/1/2009
39 Lynx Asset Management AB
Lynx Program
0.91 75k 5/1/2000
38 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.95 100k 10/1/2009
37 Winton Capital Management
Diversified
0.97 50,000k 10/1/1997
36 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.99 200k 11/1/1999
35 Heyden & Steindl GmbH
TOMAC2
1.00 5,000k 3/1/2003
34 Covenant Capital Management
Aggressive Program
1.14 3,000k 2/1/2004
33 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.17 1,500k 4/1/2006
32 AllMountain Capital AG
Mount Denali Global Trends
1.32 160k 7/1/2007
31 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.34 0k 11/1/1996
30 Seven Capital Management
Seven Absolute Return
1.35 100k 6/1/2009
29 Drury Capital
Diversified Trend-Following Program
1.38 5,000k 5/1/1997
28 Purple Valley Capital, Inc.
Diversified Trend 1
1.42 100k 8/1/2008
27 DUNN Capital Management
D'Best Futures Fund, L.P.
1.44 100k 6/1/1994
26 Kelly Angle Inc.
Genesis Program
2.00 2,000k 4/1/2000
25 Hyman Beck and Company
Global Portfolio
2.06 1,000k 3/1/1991
24 Clarke Capital Management
Worldwide
2.07 250k 1/1/1996
23 Red Rock Capital, LLC
Systematic Global Macro
2.08 500k 9/1/2003
22 Conquest Capital Group
Conquest Macro
2.09 250k 5/1/1999
21 EMC Capital Advisors, LLC
Classic
2.10 5,000k 1/1/1985
20 Insignia Managed Capital
Medallion
2.33 50k 2/1/2009
19 DUNN Capital Management
DUNN Combined Fund (DCF)
2.35 100k 5/1/1989
18 Millburn Corporation
Commodity Program
2.41 25,000k 3/1/2005
17 Superfund Group
Superfund Blue SPC Class A (Gold)
3.42 50k 12/1/2007
16 Beach Horizon LLP
Managed Account
3.59 5,000k 5/1/2005
15 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
3.85 5,000k 12/1/2010
14 ISAM
ISAM Systematic Trend Fund
4.11 1,000k 6/1/2001
13 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.28 100k 1/1/2000
12 Angle Capital Management LLC
AIP Program
4.84 100k 1/1/2010
11 Keck Capital Management LLC
The Keck Program
4.90 2,000k 12/1/2003
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.26 100k 11/1/1984
9 Chesapeake Capital
Diversified (LV)
5.58 100k 2/1/1988
8 Clarke Capital Management
Jupiter
5.92 3,000k 5/1/2005
7 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.06 250k 5/1/2011
6 Ancile Capital Management
Global Markets Program
6.25 2,000k 4/1/2005
5 M.S. Capital Management
Global Diversified Program
6.50 2,000k 11/1/1998
4 Mulvaney Capital Management
The Mulvaney Global Markets Program
12.05 100k 5/1/1999
3 Clarke Capital Management
Millennium
15.80 1,000k 1/1/1998
2 Dreiss Research Corporation
Diversified Program
17.95 1,000k 5/1/1991
1 Parizek Capital
Futures Trading Program
19.73 500k 4/1/2000

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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