Trend Following Strategy Index For February 2011

Monthly Rankings

Rank CTA/Program Feb 2011 Min Inv Inception
122 Future Trade AG
Thales Swing Trading Programme
-12.88 250k 6/1/2007
121 Heyden & Steindl GmbH
TOMAC2
-6.36 5,000k 3/1/2003
120 Parizek Capital
Futures Trading Program
-2.09 500k 4/1/2000
119 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.65 100k 5/1/1989
118 Somers Brothers Capital
Diversified Futures Program #1
-1.32 100k 1/1/2005
117 Clarke Capital Management
Worldwide
-1.22 250k 1/1/1996
116 Parizek Capital
Currency Program
-1.05 1,000k 4/1/2006
115 Eclipse Capital Management
Global Monetary
-0.95 5,000k 8/1/1990
114 Insignia Managed Capital
Medallion
-0.77 50k 2/1/2009
113 Conquest Capital Group
Conquest Macro
-0.54 250k 5/1/1999
112 Southwest Managed Investments, LLC
Global Diversified
-0.51 200k 1/1/2002
111 Clarke Capital Management
Global Magnum
-0.46 100k 8/1/1997
110 Mobius Asset Management
Custom Trading Program
-0.40 100k 1/1/2002
109 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.34 100k 6/1/1994
108 Mobius Asset Management
Diversified Program
-0.31 250k 3/1/2004
107 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
106 Clarke Capital Management
Global Basic
-0.11 50k 2/1/1996
105 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.02 10,000k 3/1/2006
104 Melissinos Trading
Eupatrid Program
0.24 50k 1/1/2011
103 Gladius Asset Management
Fulham Program
0.34 2,000k 1/1/2008
102 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.39 10,000k 8/1/2009
101 RAM Management Group
RAM MRTP 1X-Conservative
0.46 1,000k 9/1/1993
100 M.S. Capital Management
Global Diversified Program
0.50 2,000k 11/1/1998
99 Wavefront Global Asset Management
IMFC Global Concentrated
0.51 500k 4/1/2009
98 Quantica Capital AG
Quantica Diversified FX
0.60 5,000k 3/1/2007
97 Briarwood Capital Management, Inc.
Diversified 2XL
0.76 250k 11/1/2004
96 Seven Capital Management
Seven Absolute Return
0.76 100k 6/1/2009
95 Ancile Capital Management
Global Markets Program
0.86 2,000k 4/1/2005
94 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.92 1,000k 9/1/2009
93 Robinson-Langley Capital Management, LLC
Managed Account Program
0.95 200k 1/1/2007
92 Transtrend B.V.
DTP – Standard Risk (EUR)
1.07 10,000k 2/1/1999
91 Amplitude Capital International Limited
Klassik Strategy
1.12 1,000k 9/1/2009
90 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.22 100k 1/1/2000
89 Altradis Capital AG
AlphAlgo
1.23 100k 5/1/2007
88 Pacific Capital Advisors
Vanguard Program
1.26 100k 4/1/2007
87 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.31 1,000k 3/1/2003
86 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
1.35 250k 10/1/2009
85 Kelly Angle Inc.
Genesis Program
1.41 2,000k 4/1/2000
84 Red Rock Capital, LLC
Systematic Global Macro
1.48 500k 9/1/2003
83 RAM Management Group
MRTP Aggressive
1.51 1,000k 2/1/1998
82 Winton Capital Management
Diversified
1.51 50,000k 10/1/1997
81 Clarke Capital Management
FX Plus
1.52 1,000k 5/1/2004
80 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.53 1k 10/1/2006
79 Blackwater Capital Management
Global Program
1.57 5,000k 7/1/2005
78 Neural Capital Ltd
Sentinel Trading Program
1.62 2,000k 1/1/2006
77 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.66 10,000k 1/1/1991
76 Conquest Capital Group
Conquest Select
1.72 250k 6/1/2004
75 John Locke Investments
Cyril Systematic Program
1.77 8,000k 7/1/2000
74 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.77 10,000k 1/1/1995
73 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.78 10,000k 8/1/1999
72 ALFAKRAFT
ALFA Commodity Fund
1.78 16k 6/1/2010
71 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.83 10,000k 8/1/2004
70 Saxon Investment Corporation
Diversified Program
1.86 3,000k 9/1/1988
69 Estlander & Partners
Alpha Trend
1.95 30,000k 10/1/1991
68 IDS Capital
IDS F&F Systematic Trading
1.97 50k 7/1/2013
67 Quality Capital Management
Global Diversified Programme
2.09 10,000k 12/1/1995
66 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.12 250k 10/1/2009
65 Vergho Asset Management LLC
Kinematics
2.18 1,000k 11/1/2008
64 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
63 Superfund Group
Superfund Blue SPC Class A (EUR)
2.26 50k 4/1/2005
62 Quantum Leap Capital Management
Managed Account Program
2.33 300k 8/1/2006
61 Lynx Asset Management AB
Lynx Program
2.39 75k 5/1/2000
60 Covenant Capital Management
Aggressive Program
2.40 3,000k 2/1/2004
59 Acorn Global Investments Inc.
Acorn Diversified Program
2.57 10k 7/1/2005
58 AllMountain Capital AG
Mount Denali Global Trends
2.61 160k 7/1/2007
57 ISAM
ISAM Systematic Trend Fund
2.67 1,000k 6/1/2001
56 Diamond Capital Management
Enhanced S&P Program
2.79 100k 10/1/2009
55 Cauldron Investments, LLC
Stock Index Plus
2.81 1,000k 10/1/2009
54 Estlander & Partners
Global Markets
2.86 10,000k 8/1/1999
53 Hyman Beck and Company
Global Portfolio
2.88 1,000k 3/1/1991
52 Millburn Corporation
Commodity Program
2.91 25,000k 3/1/2005
51 Estlander & Partners
Freedom
2.94 20,000k 8/1/2010
50 Covenant Capital Management
Original Program
3.01 5,000k 9/1/1999
49 Eckhardt Trading Company
Evolution Strategies
3.07 20,000k 8/1/1991
48 EMC Capital Advisors, LLC
Classic
3.10 5,000k 1/1/1985
47 Quantica Capital AG
Quantica Managed Futures
3.23 5,000k 1/1/2005
46 Welton Investment Partners
Welton Global
3.25 10,000k 6/1/2004
45 John Locke Investments
JL Commodity Long Flat Program
3.26 5,000k 12/1/2007
44 Alee Capital Management, LLC
Poniente Program
3.31 2,500k 1/1/1999
43 Saxon Investment Corporation
Aggressive Diversified Program
3.37 2,000k 11/1/1993
42 Mark J. Walsh Company
Standard Program
3.41 2,000k 9/1/1985
41 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.45 0k 11/1/1996
40 Eckhardt Trading Company
Evolution Strategies 1.2X
3.64 10,000k 10/1/1991
39 Beach Horizon LLP
Managed Account
3.68 5,000k 5/1/2005
38 Auspice Capital Advisors Ltd
Auspice Diversified Program
3.76 1,500k 4/1/2006
37 Wavefront Global Asset Management
IMFC Global Investment Program
3.88 2,000k 2/1/2007
36 Superfund Group
Superfund Green L.P. Series A
4.10 5k 10/1/2002
35 Alder Capital DAC
Alder Global 20
4.20 2,500k 2/1/2001
34 Alee Capital Management, LLC
Mistral Program
4.23 2,500k 1/1/1999
33 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
4.62 5,000k 12/1/2010
32 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.62 100k 1/1/2005
31 Superfund Group
Superfund Green Q-AG
4.90 2k 3/1/1996
30 Dreiss Research Corporation
Diversified Program
4.92 1,000k 5/1/1991
29 Hawksbill Capital Management
Global Diversified
5.13 5,000k 11/1/1988
28 Clarke Capital Management
Jupiter
5.21 3,000k 5/1/2005
27 Rabar Market Research
Diversified Program
5.29 2,000k 1/1/1989
26 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
5.68 100k 3/1/2003
25 Estlander & Partners
Global XL
5.78 5,000k 8/1/1991
24 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
5.90 100k 10/1/2009
23 Chesapeake Capital
Diversified (LV)
6.07 100k 2/1/1988
22 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
6.17 100k 11/1/1984
21 Drury Capital
Diversified Trend-Following Program
6.21 5,000k 5/1/1997
20 Estlander & Partners
Alpha Trend II - Class P
6.21 100k 12/1/2008
19 Angle Capital Management LLC
AIP Program
6.31 100k 1/1/2010
18 Rabar Market Research
Short-Term Program
6.44 2,000k 11/1/2009
17 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.09 200k 11/1/1999
16 QQFund.com
Investment Program 1
7.16 300k 9/1/2008
15 Superfund Group
Superfund Green L.P. Series B
7.17 5k 10/1/2002
14 Rho Asset Management
Rho Altius 1XL Program
7.35 5,000k 11/1/2007
13 Superfund Group
Superfund Green GCT USD
7.64 15k 1/1/2000
12 Superfund Group
Superfund Blue SPC Class A (Gold)
8.02 50k 12/1/2007
11 Clarke Capital Management
Millennium
8.50 1,000k 1/1/1998
10 Superfund Group
Superfund Green Gold L.P. Series A-1
9.40 5k 4/1/2009
9 Tactical Investment Management
Tactical Institutional Commodity Program
9.45 10,000k 4/1/1993
8 Keck Capital Management LLC
The Keck Program
9.48 2,000k 12/1/2003
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.78 100k 5/1/1999
6 Superfund Group
Superfund Green Gold A (SPC)
10.44 5k 10/1/2005
5 Superfund Group
Superfund Green Master
10.57 2,000k 5/1/2001
4 Superfund Group
Superfund Green Gold L.P. Series B-1
11.42 5k 4/1/2009
3 Superfund Group
Superfund Green Gold B (SPC)
13.05 50k 10/1/2005
2 Superfund Group
Superfund Green Gold C (SPC)
15.74 100k 10/1/2005
1 Purple Valley Capital, Inc.
Diversified Trend 1
17.96 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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