Trend Following Strategy Index For May 2011

Monthly Rankings

Rank CTA/Program May 2011 Min Inv Inception
125 Estlander & Partners
Alpha Trend II - Class P
-24.70 100k 12/1/2008
124 Superfund Group
Superfund Green Gold C (SPC)
-18.10 100k 10/1/2005
123 Superfund Group
Superfund Green Master
-17.72 2,000k 5/1/2001
122 Purple Valley Capital, Inc.
Diversified Trend 1
-17.32 100k 8/1/2008
121 Tactical Investment Management
Tactical Institutional Commodity Program
-15.31 10,000k 4/1/1993
120 Superfund Group
Superfund Green Gold B (SPC)
-13.96 50k 10/1/2005
119 Superfund Group
Superfund Green L.P. Series B
-13.28 5k 10/1/2002
118 Superfund Group
Superfund Green Gold L.P. Series B-1
-13.01 5k 4/1/2009
117 M.S. Capital Management
Global Diversified Program
-12.90 2,000k 11/1/1998
116 Superfund Group
Superfund Green GCT USD
-12.54 15k 1/1/2000
115 Mulvaney Capital Management
The Mulvaney Global Markets Program
-11.82 100k 5/1/1999
114 Future Trade AG
Thales Swing Trading Programme
-10.33 250k 6/1/2007
113 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.05 100k 11/1/1984
112 Superfund Group
Superfund Green Gold A (SPC)
-9.94 5k 10/1/2005
111 EMC Capital Advisors, LLC
Classic
-9.80 5,000k 1/1/1985
110 Alee Capital Management, LLC
Poniente Program
-9.63 2,500k 1/1/1999
109 Alee Capital Management, LLC
Mistral Program
-9.60 2,500k 1/1/1999
108 Keck Capital Management LLC
The Keck Program
-9.56 2,000k 12/1/2003
107 Dreiss Research Corporation
Diversified Program
-9.48 1,000k 5/1/1991
106 Drury Capital
Diversified Trend-Following Program
-9.48 5,000k 5/1/1997
105 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-9.34 100k 3/1/2003
104 Chesapeake Capital
Diversified (LV)
-9.27 100k 2/1/1988
103 Superfund Group
Superfund Green Gold L.P. Series A-1
-9.19 5k 4/1/2009
102 Rho Asset Management
Rho Altius 1XL Program
-9.06 5,000k 11/1/2007
101 Melissinos Trading
Eupatrid Program
-9.06 50k 1/1/2011
100 Mark J. Walsh Company
Standard Program
-9.04 2,000k 9/1/1985
99 Superfund Group
Superfund Green Q-AG
-8.97 2k 3/1/1996
98 Welton Investment Partners
Welton Global
-8.86 10,000k 6/1/2004
97 Superfund Group
Superfund Green L.P. Series A
-8.84 5k 10/1/2002
96 Clarke Capital Management
Millennium
-8.80 1,000k 1/1/1998
95 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-8.80 100k 10/1/2009
94 Clarke Capital Management
Worldwide
-8.49 250k 1/1/1996
93 Estlander & Partners
Global XL
-8.27 5,000k 8/1/1991
92 Estlander & Partners
Alpha Trend
-8.13 30,000k 10/1/1991
91 Estlander & Partners
Freedom
-8.08 20,000k 8/1/2010
90 Hyman Beck and Company
Global Portfolio
-7.89 1,000k 3/1/1991
89 Angle Capital Management LLC
AIP Program
-7.73 100k 1/1/2010
88 Altradis Capital AG
AlphAlgo
-7.72 100k 5/1/2007
87 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.64 0k 11/1/1996
86 Rabar Market Research
Diversified Program
-7.44 2,000k 1/1/1989
85 Parizek Capital
Futures Trading Program
-7.43 500k 4/1/2000
84 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.36 100k 1/1/2005
83 Alder Capital DAC
Alder Global 20
-7.30 2,500k 2/1/2001
82 Covenant Capital Management
Original Program
-7.11 5,000k 9/1/1999
81 Clarke Capital Management
Jupiter
-6.91 3,000k 5/1/2005
80 RAM Management Group
MRTP Aggressive
-6.80 1,000k 2/1/1998
79 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-6.70 1,000k 9/1/2009
78 Robinson-Langley Capital Management, LLC
Managed Account Program
-6.67 200k 1/1/2007
77 Insignia Managed Capital
Medallion
-6.38 50k 2/1/2009
76 Amplitude Capital International Limited
Klassik Strategy
-6.20 1,000k 9/1/2009
75 Eclipse Capital Management
Global Monetary
-6.14 5,000k 8/1/1990
74 ALFAKRAFT
ALFA Commodity Fund
-6.08 16k 6/1/2010
73 Lynx Asset Management AB
Lynx Program
-5.90 75k 5/1/2000
72 Conquest Capital Group
Conquest Select
-5.87 250k 6/1/2004
71 Somers Brothers Capital
Diversified Futures Program #1
-5.84 100k 1/1/2005
70 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.81 100k 6/1/1994
69 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.65 10,000k 1/1/1991
68 Briarwood Capital Management, Inc.
Diversified 2XL
-5.60 250k 11/1/2004
67 Blackwater Capital Management
Global Program
-5.40 5,000k 7/1/2005
66 IDS Capital
IDS F&F Systematic Trading
-5.25 50k 7/1/2013
65 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.23 10,000k 10/1/1991
64 Millburn Corporation
Commodity Program
-5.07 25,000k 3/1/2005
63 Quality Capital Management
Global Diversified Programme
-4.94 10,000k 12/1/1995
62 Beach Horizon LLP
Managed Account
-4.93 5,000k 5/1/2005
61 Covenant Capital Management
Aggressive Program
-4.88 3,000k 2/1/2004
60 ISAM
ISAM Systematic Trend Fund
-4.74 1,000k 6/1/2001
59 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.48 10,000k 8/1/2004
58 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.46 10,000k 1/1/1995
57 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.46 10,000k 8/1/1999
56 John Locke Investments
Cyril Systematic Program
-4.38 8,000k 7/1/2000
55 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.31 100k 5/1/1989
54 Eckhardt Trading Company
Evolution Strategies
-4.26 20,000k 8/1/1991
53 Estlander & Partners
Global Markets
-4.10 10,000k 8/1/1999
52 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.05 5,000k 12/1/2010
51 John Locke Investments
JL Commodity Long Flat Program
-3.99 5,000k 12/1/2007
50 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.91 1,000k 3/1/2003
49 Alder Capital DAC
Alder Global 10
-3.90 2,500k 10/1/2000
48 Red Rock Capital, LLC
Systematic Global Macro
-3.21 500k 9/1/2003
47 Rabar Market Research
Short-Term Program
-3.07 2,000k 11/1/2009
46 Quantica Capital AG
Quantica Managed Futures
-3.02 5,000k 1/1/2005
45 Acorn Global Investments Inc.
Acorn Diversified Program
-3.02 10k 7/1/2005
44 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.96 10,000k 2/1/1999
43 Wavefront Global Asset Management
IMFC Global Investment Program
-2.92 2,000k 2/1/2007
42 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-2.81 200k 11/1/1999
41 QQFund.com
Investment Program 1
-2.76 300k 9/1/2008
40 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.73 10,000k 3/1/2006
39 Parizek Capital
Currency Program
-2.64 1,000k 4/1/2006
38 RAM Management Group
RAM MRTP 1X-Conservative
-2.28 1,000k 9/1/1993
37 Hawksbill Capital Management
Global Diversified
-2.21 5,000k 11/1/1988
36 Kelly Angle Inc.
Genesis Program
-2.16 2,000k 4/1/2000
35 Winton Capital Management
Diversified
-2.16 50,000k 10/1/1997
34 Clarke Capital Management
FX Plus
-2.12 1,000k 5/1/2004
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.04 1k 10/1/2006
32 Saxon Investment Corporation
Aggressive Diversified Program
-1.98 2,000k 11/1/1993
31 Mobius Asset Management
Custom Trading Program
-1.83 100k 1/1/2002
30 Southwest Managed Investments, LLC
Global Diversified
-1.79 200k 1/1/2002
29 Wavefront Global Asset Management
IMFC Global Concentrated
-1.58 500k 4/1/2009
28 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.44 1,500k 4/1/2006
27 Saxon Investment Corporation
Diversified Program
-1.31 3,000k 9/1/1988
26 Gladius Asset Management
Fulham Program
-1.30 2,000k 1/1/2008
25 Clarke Capital Management
Global Basic
-1.28 50k 2/1/1996
24 Heyden & Steindl GmbH
TOMAC2
-1.22 5,000k 3/1/2003
23 Quantica Capital AG
Quantica Diversified FX
-1.20 5,000k 3/1/2007
22 Vergho Asset Management LLC
Kinematics
-0.90 1,000k 11/1/2008
21 Mobius Asset Management
Diversified Program
-0.59 250k 3/1/2004
20 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.41 100k 1/1/2000
19 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-0.37 250k 10/1/2009
18 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.04 10,000k 8/1/2009
16 Adamah Capital LLC
Asset Allocator Program
0.00 50k 3/1/2011
17 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.00 250k 5/1/2011
15 Diamond Capital Management
Enhanced S&P Program
0.05 100k 10/1/2009
14 Ancile Capital Management
Global Markets Program
0.15 2,000k 4/1/2005
13 Cauldron Investments, LLC
Stock Index Plus
0.20 1,000k 10/1/2009
12 AllMountain Capital AG
Mount Denali Global Trends
0.21 160k 7/1/2007
11 Conquest Capital Group
Conquest Macro
0.63 250k 5/1/1999
10 Seven Capital Management
Seven Absolute Return
0.64 100k 6/1/2009
9 Pacific Capital Advisors
Vanguard Program
1.18 100k 4/1/2007
8 Superfund Group
Superfund Blue SPC Class A (EUR)
2.11 50k 4/1/2005
7 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.69 250k 10/1/2009
6 Neural Capital Ltd
Sentinel Trading Program
2.99 2,000k 1/1/2006
5 Clarke Capital Management
Global Magnum
4.15 100k 8/1/1997
4 Superfund Group
Superfund Blue SPC Class A (Gold)
4.74 50k 12/1/2007
3 Gap Partners LLC
Gap
5.39 250k 11/1/2009
2 Quantum Leap Capital Management
Managed Account Program
5.40 300k 8/1/2006
1 Serac, LLC
Diversified Reversal Program
47.27 200k 4/1/2011

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan