Trend Following Strategy Index For December 2011

Monthly Rankings

Rank CTA/Program Dec 2011 Min Inv Inception
129 Superfund Group
Superfund Green Gold C (SPC)
-20.19 100k 10/1/2005
128 Superfund Group
Superfund Green Gold B (SPC)
-17.86 50k 10/1/2005
127 Superfund Group
Superfund Green Gold A (SPC)
-15.96 5k 10/1/2005
126 Superfund Group
Superfund Green Gold L.P. Series B-1
-15.33 5k 4/1/2009
125 Superfund Group
Superfund Green Gold L.P. Series A-1
-14.04 5k 4/1/2009
124 Parizek Capital
Futures Trading Program
-10.73 500k 4/1/2000
123 Superfund Group
Superfund Green Master
-9.35 2,000k 5/1/2001
122 Superfund Group
Superfund Blue SPC Class A (Gold)
-7.64 50k 12/1/2007
121 Superfund Group
Superfund Green GCT USD
-7.45 15k 1/1/2000
120 Superfund Group
Superfund Green L.P. Series B
-7.15 5k 10/1/2002
119 Superfund Group
Superfund Green L.P. Series A
-4.94 5k 10/1/2002
118 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-4.04 250k 10/1/2009
117 Superfund Group
Superfund Green Q-AG
-3.90 2k 3/1/1996
116 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.53 1,000k 3/1/2003
115 Hawksbill Capital Management
Global Diversified
-3.44 5,000k 11/1/1988
114 Southwest Managed Investments, LLC
Global Diversified
-3.42 200k 1/1/2002
113 Mobius Asset Management
Custom Trading Program
-3.40 100k 1/1/2002
112 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.12 1,500k 4/1/2006
111 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.73 1,000k 9/1/2009
110 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.53 100k 1/1/2000
109 John Locke Investments
JL Commodity Long Flat Program
-2.50 5,000k 12/1/2007
108 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.36 100k 5/1/1989
107 Clarke Capital Management
Millennium
-2.25 1,000k 1/1/1998
106 Gladius Asset Management
Fulham Program
-2.13 2,000k 1/1/2008
105 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.11 100k 6/1/1994
104 Briarwood Capital Management, Inc.
Diversified 2XL
-1.85 250k 11/1/2004
103 Amplitude Capital International Limited
Klassik Strategy
-1.78 1,000k 9/1/2009
102 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.64 100k 5/1/1999
101 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.56 0k 11/1/1996
100 Acorn Global Investments Inc.
Acorn Diversified Program
-1.51 10k 7/1/2005
99 Dreiss Research Corporation
Diversified Program
-1.49 1,000k 5/1/1991
98 IStar Capital B.V.
IStar Systematic Fund
-1.45 1,000k 9/1/2011
97 RAM Management Group
MRTP Aggressive
-1.44 1,000k 2/1/1998
96 EMC Capital Advisors, LLC
Classic
-1.40 5,000k 1/1/1985
95 Clarke Capital Management
Jupiter
-1.11 3,000k 5/1/2005
94 Clarke Capital Management
Global Basic
-1.07 50k 2/1/1996
93 Estlander & Partners
Alpha Trend II - Class P
-1.04 100k 12/1/2008
92 Clarke Capital Management
Worldwide
-1.01 250k 1/1/1996
91 IDS Capital
IDS F&F Systematic Trading
-0.90 50k 7/1/2013
90 Quality Capital Management
Global Diversified Programme
-0.90 10,000k 12/1/1995
89 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.88 200k 1/1/2007
88 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.86 50k 4/1/2005
87 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.81 250k 10/1/2009
86 Somers Brothers Capital
Diversified Futures Program #1
-0.71 100k 1/1/2005
85 Angle Capital Management LLC
AIP Program
-0.67 100k 1/1/2010
84 Kelly Angle Inc.
Genesis Program
-0.58 2,000k 4/1/2000
83 Conquest Capital Group
Conquest Select
-0.52 250k 6/1/2004
82 RAM Management Group
RAM MRTP 1X-Conservative
-0.47 1,000k 9/1/1993
81 Tactical Investment Management
Tactical Institutional Commodity Program
-0.44 10,000k 4/1/1993
80 Wavefront Global Asset Management
IMFC Global Concentrated
-0.34 500k 4/1/2009
79 Conquest Capital Group
Conquest Macro
-0.32 250k 5/1/1999
78 Cauldron Investments, LLC
Stock Index Plus
-0.31 1,000k 10/1/2009
77 Diamond Capital Management
Enhanced S&P Program
-0.31 100k 10/1/2009
76 Estlander & Partners
Alpha Trend
-0.30 30,000k 10/1/1991
75 Mark J. Walsh Company
Standard Program
-0.28 2,000k 9/1/1985
74 Seven Capital Management
Seven Absolute Return
-0.27 100k 6/1/2009
73 QQFund.com
Investment Program 1
-0.17 300k 9/1/2008
72 Covenant Capital Management
Original Program
-0.16 5,000k 9/1/1999
71 Keck Capital Management LLC
The Keck Program
-0.16 2,000k 12/1/2003
70 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.11 100k 1/1/2005
69 Beach Horizon LLP
Managed Account
-0.10 5,000k 5/1/2005
68 Purple Valley Capital, Inc.
Diversified Trend 1
-0.10 100k 8/1/2008
67 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
61 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
62 Pacific Capital Advisors
Vanguard Program
0.00 100k 4/1/2007
59 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
60 Eckhardt Trading Company
Evolution Strategies 1.2X
0.00 10,000k 10/1/1991
63 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
64 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
65 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
66 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
58 Eckhardt Trading Company
Evolution Strategies
0.03 20,000k 8/1/1991
57 John Locke Investments
Cyril Systematic Program
0.03 8,000k 7/1/2000
56 Rho Asset Management
Rho Altius 1XL Program
0.05 5,000k 11/1/2007
55 Estlander & Partners
Freedom
0.08 20,000k 8/1/2010
54 ALFAKRAFT
ALFA Commodity Fund
0.09 16k 6/1/2010
53 Adamah Capital LLC
Asset Allocator Program
0.10 50k 3/1/2011
52 Millburn Corporation
Commodity Program
0.11 25,000k 3/1/2005
51 Deep Field Capital AG
SINGULARITY Fund
0.13 100k 9/1/2011
50 M.S. Capital Management
Global Diversified Program
0.31 2,000k 11/1/1998
49 Rabar Market Research
Diversified Program
0.38 2,000k 1/1/1989
48 Clarke Capital Management
FX Plus
0.39 1,000k 5/1/2004
47 Welton Investment Partners
Welton Global
0.53 10,000k 6/1/2004
46 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.60 5,000k 12/1/2010
45 Estlander & Partners
Global Markets
0.63 10,000k 8/1/1999
44 Rabar Market Research
Short-Term Program
0.71 2,000k 11/1/2009
43 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.75 200k 11/1/1999
42 Red Rock Capital, LLC
Systematic Global Macro
0.76 500k 9/1/2003
41 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.84 10,000k 3/1/2006
40 Quantica Capital AG
Quantica Managed Futures
0.88 5,000k 1/1/2005
39 Covenant Capital Management
Aggressive Program
0.88 3,000k 2/1/2004
38 Blackwater Capital Management
Global Program
0.92 5,000k 7/1/2005
37 Chesapeake Capital
Diversified (LV)
1.04 100k 2/1/1988
36 Transtrend B.V.
DTP – Standard Risk (EUR)
1.11 10,000k 2/1/1999
35 Gap Partners LLC
Gap
1.16 250k 11/1/2009
34 ISAM
ISAM Systematic Trend Fund
1.18 1,000k 6/1/2001
33 Wavefront Global Asset Management
IMFC Global Investment Program
1.22 2,000k 2/1/2007
32 Quantica Capital AG
Quantica Diversified FX
1.23 5,000k 3/1/2007
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
1.25 100k 11/1/1984
30 Estlander & Partners
Global XL
1.25 5,000k 8/1/1991
29 Clarke Capital Management
Global Magnum
1.37 100k 8/1/1997
28 Hyman Beck and Company
Global Portfolio
1.38 1,000k 3/1/1991
27 ROW Asset Managment
Row Diversified Fund, L.P.
1.46 1,000k 11/1/2011
26 Parizek Capital
Currency Program
1.48 1,000k 4/1/2006
25 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.58 10,000k 1/1/1995
24 Eclipse Capital Management
Global Monetary
1.64 5,000k 8/1/1990
23 Winton Capital Management
Diversified
1.65 50,000k 10/1/1997
22 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.69 10,000k 8/1/2004
21 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.70 10,000k 8/1/2009
20 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.76 10,000k 8/1/1999
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.88 10,000k 1/1/1991
18 Vergho Asset Management LLC
Kinematics
2.00 1,000k 11/1/2008
17 Altradis Capital AG
AlphAlgo
2.03 100k 5/1/2007
16 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.12 100k 10/1/2009
15 Heyden & Steindl GmbH
TOMAC2
2.18 5,000k 3/1/2003
14 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.25 1k 10/1/2006
13 Drury Capital
Diversified Trend-Following Program
2.30 5,000k 5/1/1997
12 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.40 100k 3/1/2003
11 UNISystems Research Inc.
Wall Street Program
2.71 20k 8/1/2011
10 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.86 250k 5/1/2011
9 Lynx Asset Management AB
Lynx Program
3.06 75k 5/1/2000
8 Neural Capital Ltd
Sentinel Trading Program
3.39 2,000k 1/1/2006
7 Alder Capital DAC
Alder Global 10
3.40 2,500k 10/1/2000
6 Ancile Capital Management
Global Markets Program
3.72 2,000k 4/1/2005
5 AllMountain Capital AG
Mount Denali Global Trends
4.03 160k 7/1/2007
4 Quantum Leap Capital Management
Managed Account Program
4.20 300k 8/1/2006
3 Insignia Managed Capital
Medallion
5.22 50k 2/1/2009
2 Alder Capital DAC
Alder Global 20
6.80 2,500k 2/1/2001
1 Future Trade AG
Thales Swing Trading Programme
8.39 250k 6/1/2007

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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