Trend Following Strategy Index For April 2011

Monthly Rankings

Rank CTA/Program Apr 2011 Min Inv Inception
124 Adamah Capital LLC
Asset Allocator Program
-3.90 50k 3/1/2011
123 Mobius Asset Management
Custom Trading Program
-3.34 100k 1/1/2002
122 Clarke Capital Management
Global Basic
-2.51 50k 2/1/1996
121 RAM Management Group
MRTP Aggressive
-2.20 1,000k 2/1/1998
120 Parizek Capital
Futures Trading Program
-2.20 500k 4/1/2000
119 Future Trade AG
Thales Swing Trading Programme
-1.70 250k 6/1/2007
118 Clarke Capital Management
Global Magnum
-0.86 100k 8/1/1997
117 Pacific Capital Advisors
Vanguard Program
-0.72 100k 4/1/2007
116 Mobius Asset Management
Diversified Program
-0.71 250k 3/1/2004
115 RAM Management Group
RAM MRTP 1X-Conservative
-0.70 1,000k 9/1/1993
114 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.25 10,000k 3/1/2006
113 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
112 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
111 Superfund Group
Superfund Blue SPC Class A (EUR)
0.27 50k 4/1/2005
110 Parizek Capital
Currency Program
0.59 1,000k 4/1/2006
109 Insignia Managed Capital
Medallion
0.63 50k 2/1/2009
108 Somers Brothers Capital
Diversified Futures Program #1
0.71 100k 1/1/2005
107 John Locke Investments
JL Commodity Long Flat Program
0.91 5,000k 12/1/2007
106 Wavefront Global Asset Management
IMFC Global Concentrated
0.99 500k 4/1/2009
105 Conquest Capital Group
Conquest Macro
1.29 250k 5/1/1999
104 M.S. Capital Management
Global Diversified Program
1.33 2,000k 11/1/1998
103 Transtrend B.V.
DTP – Standard Risk (EUR)
1.59 10,000k 2/1/1999
102 Southwest Managed Investments, LLC
Global Diversified
1.66 200k 1/1/2002
101 Ancile Capital Management
Global Markets Program
1.73 2,000k 4/1/2005
100 Quantica Capital AG
Quantica Diversified FX
1.86 5,000k 3/1/2007
99 Seven Capital Management
Seven Absolute Return
1.94 100k 6/1/2009
98 Cauldron Investments, LLC
Stock Index Plus
2.19 1,000k 10/1/2009
97 Hyman Beck and Company
Global Portfolio
2.25 1,000k 3/1/1991
96 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.28 250k 10/1/2009
95 Saxon Investment Corporation
Diversified Program
2.32 3,000k 9/1/1988
94 Millburn Corporation
Commodity Program
2.36 25,000k 3/1/2005
93 Diamond Capital Management
Enhanced S&P Program
2.41 100k 10/1/2009
92 Welton Investment Partners
Welton Global
2.42 10,000k 6/1/2004
91 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.46 250k 10/1/2009
90 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.58 1,000k 3/1/2003
89 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.73 1k 10/1/2006
88 Heyden & Steindl GmbH
TOMAC2
2.77 5,000k 3/1/2003
87 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.81 10,000k 8/1/1999
86 ISAM
ISAM Systematic Trend Fund
2.81 1,000k 6/1/2001
85 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.85 10,000k 1/1/1995
84 IDS Capital
IDS F&F Systematic Trading
2.91 50k 7/1/2013
83 Winton Capital Management
Diversified
3.00 50,000k 10/1/1997
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.04 10,000k 8/1/2004
81 Vergho Asset Management LLC
Kinematics
3.05 1,000k 11/1/2008
80 DUNN Capital Management
DUNN Combined Fund (DCF)
3.15 100k 5/1/1989
79 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.20 10,000k 8/1/2009
78 Estlander & Partners
Alpha Trend
3.27 30,000k 10/1/1991
77 Red Rock Capital, LLC
Systematic Global Macro
3.34 500k 9/1/2003
76 AllMountain Capital AG
Mount Denali Global Trends
3.38 160k 7/1/2007
75 Superfund Group
Superfund Blue SPC Class A (Gold)
3.44 50k 12/1/2007
74 John Locke Investments
Cyril Systematic Program
3.57 8,000k 7/1/2000
73 Saxon Investment Corporation
Aggressive Diversified Program
3.66 2,000k 11/1/1993
72 Wavefront Global Asset Management
IMFC Global Investment Program
3.73 2,000k 2/1/2007
71 Drury Capital
Diversified Trend-Following Program
3.78 5,000k 5/1/1997
70 Conquest Capital Group
Conquest Select
4.15 250k 6/1/2004
69 Kelly Angle Inc.
Genesis Program
4.17 2,000k 4/1/2000
68 Alder Capital DAC
Alder Global 10
4.20 2,500k 10/1/2000
67 Beach Horizon LLP
Managed Account
4.20 5,000k 5/1/2005
66 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
4.20 1,000k 9/1/2009
65 Amplitude Capital International Limited
Klassik Strategy
4.29 1,000k 9/1/2009
64 Estlander & Partners
Global Markets
4.32 10,000k 8/1/1999
63 Quantica Capital AG
Quantica Managed Futures
4.45 5,000k 1/1/2005
62 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.51 200k 11/1/1999
61 Gladius Asset Management
Fulham Program
4.85 2,000k 1/1/2008
60 Estlander & Partners
Freedom
4.98 20,000k 8/1/2010
59 Quality Capital Management
Global Diversified Programme
5.04 10,000k 12/1/1995
58 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
5.20 5,000k 12/1/2010
57 Robinson-Langley Capital Management, LLC
Managed Account Program
5.20 200k 1/1/2007
56 Auspice Capital Advisors Ltd
Auspice Diversified Program
5.30 1,500k 4/1/2006
55 DUNN Capital Management
D'Best Futures Fund, L.P.
5.34 100k 6/1/1994
54 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.40 100k 1/1/2000
53 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.51 0k 11/1/1996
52 Covenant Capital Management
Aggressive Program
5.51 3,000k 2/1/2004
51 Chesapeake Capital
Diversified (LV)
5.54 100k 2/1/1988
50 QQFund.com
Investment Program 1
5.91 300k 9/1/2008
49 Clarke Capital Management
FX Plus
6.00 1,000k 5/1/2004
48 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.07 100k 5/1/1999
47 EMC Capital Advisors, LLC
Classic
6.10 5,000k 1/1/1985
46 Acorn Global Investments Inc.
Acorn Diversified Program
6.17 10k 7/1/2005
45 Mark J. Walsh Company
Standard Program
6.22 2,000k 9/1/1985
44 Quantum Leap Capital Management
Managed Account Program
6.32 300k 8/1/2006
43 Lynx Asset Management AB
Lynx Program
6.56 75k 5/1/2000
42 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.64 10,000k 1/1/1991
41 Neural Capital Ltd
Sentinel Trading Program
7.14 2,000k 1/1/2006
40 Dreiss Research Corporation
Diversified Program
7.31 1,000k 5/1/1991
39 Covenant Capital Management
Original Program
7.55 5,000k 9/1/1999
38 Clarke Capital Management
Jupiter
7.90 3,000k 5/1/2005
37 Blackwater Capital Management
Global Program
8.06 5,000k 7/1/2005
36 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
8.25 100k 1/1/2005
35 Alder Capital DAC
Alder Global 20
8.40 2,500k 2/1/2001
34 Rabar Market Research
Diversified Program
8.60 2,000k 1/1/1989
33 Melissinos Trading
Eupatrid Program
8.67 50k 1/1/2011
32 Estlander & Partners
Global XL
8.69 5,000k 8/1/1991
31 Eclipse Capital Management
Global Monetary
8.73 5,000k 8/1/1990
30 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
8.93 100k 10/1/2009
29 Superfund Group
Superfund Green Q-AG
8.99 2k 3/1/1996
28 Eckhardt Trading Company
Evolution Strategies
9.04 20,000k 8/1/1991
27 Superfund Group
Superfund Green L.P. Series A
9.30 5k 10/1/2002
26 Angle Capital Management LLC
AIP Program
9.71 100k 1/1/2010
25 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.82 100k 3/1/2003
24 Keck Capital Management LLC
The Keck Program
9.84 2,000k 12/1/2003
23 ALFAKRAFT
ALFA Commodity Fund
9.89 16k 6/1/2010
22 Estlander & Partners
Alpha Trend II - Class P
10.00 100k 12/1/2008
21 Rabar Market Research
Short-Term Program
10.59 2,000k 11/1/2009
20 Clarke Capital Management
Millennium
10.64 1,000k 1/1/1998
19 Altradis Capital AG
AlphAlgo
10.72 100k 5/1/2007
18 Eckhardt Trading Company
Evolution Strategies 1.2X
10.88 10,000k 10/1/1991
17 Alee Capital Management, LLC
Mistral Program
11.33 2,500k 1/1/1999
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
11.78 100k 11/1/1984
15 Hawksbill Capital Management
Global Diversified
11.87 5,000k 11/1/1988
14 Rho Asset Management
Rho Altius 1XL Program
12.22 5,000k 11/1/2007
13 Clarke Capital Management
Worldwide
12.55 250k 1/1/1996
12 Alee Capital Management, LLC
Poniente Program
12.61 2,500k 1/1/1999
11 Briarwood Capital Management, Inc.
Diversified 2XL
13.18 250k 11/1/2004
10 Tactical Investment Management
Tactical Institutional Commodity Program
13.53 10,000k 4/1/1993
9 Purple Valley Capital, Inc.
Diversified Trend 1
13.64 100k 8/1/2008
8 Superfund Group
Superfund Green Gold L.P. Series A-1
13.90 5k 4/1/2009
7 Superfund Group
Superfund Green L.P. Series B
14.09 5k 10/1/2002
6 Superfund Group
Superfund Green GCT USD
14.27 15k 1/1/2000
5 Superfund Group
Superfund Green Gold L.P. Series B-1
17.27 5k 4/1/2009
4 Superfund Group
Superfund Green Gold A (SPC)
17.94 5k 10/1/2005
3 Superfund Group
Superfund Green Master
19.19 2,000k 5/1/2001
2 Superfund Group
Superfund Green Gold B (SPC)
23.29 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
28.34 100k 10/1/2005

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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