Trend Following Strategy Index For June 2011

Monthly Rankings

Rank CTA/Program Jun 2011 Min Inv Inception
125 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-12.59 100k 11/1/1984
124 Purple Valley Capital, Inc.
Diversified Trend 1
-12.17 100k 8/1/2008
123 M.S. Capital Management
Global Diversified Program
-10.08 2,000k 11/1/1998
122 Parizek Capital
Futures Trading Program
-9.13 500k 4/1/2000
121 Chesapeake Capital
Diversified (LV)
-8.15 100k 2/1/1988
120 Dreiss Research Corporation
Diversified Program
-7.63 1,000k 5/1/1991
119 Tactical Investment Management
Tactical Institutional Commodity Program
-7.43 10,000k 4/1/1993
118 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.41 100k 5/1/1999
117 Acorn Global Investments Inc.
Acorn Diversified Program
-7.01 10k 7/1/2005
116 Drury Capital
Diversified Trend-Following Program
-7.00 5,000k 5/1/1997
115 Clarke Capital Management
Millennium
-6.83 1,000k 1/1/1998
114 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-6.81 0k 11/1/1996
113 Alder Capital DAC
Alder Global 20
-6.80 2,500k 2/1/2001
112 Altradis Capital AG
AlphAlgo
-6.63 100k 5/1/2007
111 Superfund Group
Superfund Green Gold C (SPC)
-6.48 100k 10/1/2005
110 Alee Capital Management, LLC
Mistral Program
-6.32 2,500k 1/1/1999
109 Eckhardt Trading Company
Evolution Strategies 1.2X
-6.04 10,000k 10/1/1991
108 Rabar Market Research
Diversified Program
-5.86 2,000k 1/1/1989
107 Estlander & Partners
Global XL
-5.78 5,000k 8/1/1991
106 Superfund Group
Superfund Green Gold B (SPC)
-5.50 50k 10/1/2005
105 Alee Capital Management, LLC
Poniente Program
-5.44 2,500k 1/1/1999
104 Clarke Capital Management
Jupiter
-5.44 3,000k 5/1/2005
103 Millburn Corporation
Commodity Program
-5.43 25,000k 3/1/2005
102 EMC Capital Advisors, LLC
Classic
-5.30 5,000k 1/1/1985
101 Rabar Market Research
Short-Term Program
-5.26 2,000k 11/1/2009
100 Eckhardt Trading Company
Evolution Strategies
-5.00 20,000k 8/1/1991
99 Clarke Capital Management
FX Plus
-4.95 1,000k 5/1/2004
98 Hyman Beck and Company
Global Portfolio
-4.92 1,000k 3/1/1991
97 ISAM
ISAM Systematic Trend Fund
-4.80 1,000k 6/1/2001
96 QQFund.com
Investment Program 1
-4.53 300k 9/1/2008
95 Superfund Group
Superfund Green Gold A (SPC)
-4.53 5k 10/1/2005
94 Blackwater Capital Management
Global Program
-4.47 5,000k 7/1/2005
93 Conquest Capital Group
Conquest Select
-4.11 250k 6/1/2004
92 Lynx Asset Management AB
Lynx Program
-4.10 75k 5/1/2000
91 Rho Asset Management
Rho Altius 1XL Program
-4.07 5,000k 11/1/2007
90 Beach Horizon LLP
Managed Account
-4.03 5,000k 5/1/2005
89 Quality Capital Management
Global Diversified Programme
-3.98 10,000k 12/1/1995
88 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.91 100k 1/1/2005
87 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.86 200k 1/1/2007
86 Superfund Group
Superfund Green Master
-3.75 2,000k 5/1/2001
85 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.75 1,000k 3/1/2003
84 Eclipse Capital Management
Global Monetary
-3.73 5,000k 8/1/1990
83 Kelly Angle Inc.
Genesis Program
-3.72 2,000k 4/1/2000
82 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.67 200k 11/1/1999
81 Mobius Asset Management
Custom Trading Program
-3.65 100k 1/1/2002
80 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.64 100k 1/1/2000
79 Conquest Capital Group
Conquest Macro
-3.62 250k 5/1/1999
78 Southwest Managed Investments, LLC
Global Diversified
-3.38 200k 1/1/2002
77 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.31 50k 12/1/2007
76 Alder Capital DAC
Alder Global 10
-3.30 2,500k 10/1/2000
75 Superfund Group
Superfund Green GCT USD
-3.27 15k 1/1/2000
74 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.20 10,000k 1/1/1991
73 John Locke Investments
Cyril Systematic Program
-3.19 8,000k 7/1/2000
72 ALFAKRAFT
ALFA Commodity Fund
-3.19 16k 6/1/2010
71 Estlander & Partners
Alpha Trend II - Class P
-3.17 100k 12/1/2008
70 Quantica Capital AG
Quantica Managed Futures
-3.07 5,000k 1/1/2005
69 Angle Capital Management LLC
AIP Program
-3.06 100k 1/1/2010
68 Superfund Group
Superfund Green Gold L.P. Series A-1
-3.04 5k 4/1/2009
67 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.01 250k 10/1/2009
66 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-2.93 100k 10/1/2009
65 Estlander & Partners
Global Markets
-2.91 10,000k 8/1/1999
64 Superfund Group
Superfund Green L.P. Series B
-2.79 5k 10/1/2002
63 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.77 100k 3/1/2003
62 Red Rock Capital, LLC
Systematic Global Macro
-2.70 500k 9/1/2003
61 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.66 10,000k 8/1/1999
60 Mark J. Walsh Company
Standard Program
-2.65 2,000k 9/1/1985
59 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.61 10,000k 8/1/2004
58 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.59 10,000k 1/1/1995
57 Cauldron Investments, LLC
Stock Index Plus
-2.54 1,000k 10/1/2009
56 Diamond Capital Management
Enhanced S&P Program
-2.53 100k 10/1/2009
55 Covenant Capital Management
Aggressive Program
-2.52 3,000k 2/1/2004
54 Winton Capital Management
Diversified
-2.51 50,000k 10/1/1997
53 Ancile Capital Management
Global Markets Program
-2.44 2,000k 4/1/2005
52 Estlander & Partners
Freedom
-2.42 20,000k 8/1/2010
51 Clarke Capital Management
Worldwide
-2.40 250k 1/1/1996
50 Covenant Capital Management
Original Program
-2.33 5,000k 9/1/1999
49 Wavefront Global Asset Management
IMFC Global Investment Program
-2.32 2,000k 2/1/2007
48 Amplitude Capital International Limited
Klassik Strategy
-2.17 1,000k 9/1/2009
47 Superfund Group
Superfund Green Q-AG
-2.14 2k 3/1/1996
46 John Locke Investments
JL Commodity Long Flat Program
-2.11 5,000k 12/1/2007
45 Somers Brothers Capital
Diversified Futures Program #1
-2.05 100k 1/1/2005
44 Superfund Group
Superfund Green L.P. Series A
-2.01 5k 10/1/2002
43 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.00 5,000k 12/1/2010
42 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.94 1,000k 9/1/2009
41 Quantum Leap Capital Management
Managed Account Program
-1.90 300k 8/1/2006
40 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.85 1,500k 4/1/2006
39 Hawksbill Capital Management
Global Diversified
-1.81 5,000k 11/1/1988
38 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.73 10,000k 2/1/1999
37 IDS Capital
IDS F&F Systematic Trading
-1.70 50k 7/1/2013
36 Neural Capital Ltd
Sentinel Trading Program
-1.70 2,000k 1/1/2006
35 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.67 100k 6/1/1994
34 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.60 5k 4/1/2009
33 Welton Investment Partners
Welton Global
-1.58 10,000k 6/1/2004
32 Keck Capital Management LLC
The Keck Program
-1.48 2,000k 12/1/2003
31 Future Trade AG
Thales Swing Trading Programme
-1.47 250k 6/1/2007
30 Wavefront Global Asset Management
IMFC Global Concentrated
-1.38 500k 4/1/2009
29 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.33 1k 10/1/2006
28 Pacific Capital Advisors
Vanguard Program
-1.31 100k 4/1/2007
27 Saxon Investment Corporation
Aggressive Diversified Program
-1.18 2,000k 11/1/1993
26 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.87 250k 5/1/2011
25 Heyden & Steindl GmbH
TOMAC2
-0.84 5,000k 3/1/2003
24 Gladius Asset Management
Fulham Program
-0.83 2,000k 1/1/2008
23 Clarke Capital Management
Global Basic
-0.79 50k 2/1/1996
22 Estlander & Partners
Alpha Trend
-0.79 30,000k 10/1/1991
21 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.77 10,000k 3/1/2006
20 Seven Capital Management
Seven Absolute Return
-0.72 100k 6/1/2009
19 Briarwood Capital Management, Inc.
Diversified 2XL
-0.71 250k 11/1/2004
18 RAM Management Group
MRTP Aggressive
-0.69 1,000k 2/1/1998
17 Mobius Asset Management
Diversified Program
-0.68 250k 3/1/2004
16 Saxon Investment Corporation
Diversified Program
-0.67 3,000k 9/1/1988
15 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.63 100k 5/1/1989
14 Parizek Capital
Currency Program
-0.24 1,000k 4/1/2006
13 RAM Management Group
RAM MRTP 1X-Conservative
-0.23 1,000k 9/1/1993
12 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.07 50k 4/1/2005
11 AllMountain Capital AG
Mount Denali Global Trends
-0.07 160k 7/1/2007
10 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.13 10,000k 8/1/2009
9 Gap Partners LLC
Gap
0.17 250k 11/1/2009
8 Clarke Capital Management
Global Magnum
0.21 100k 8/1/1997
7 Quantica Capital AG
Quantica Diversified FX
0.51 5,000k 3/1/2007
6 Adamah Capital LLC
Asset Allocator Program
0.70 50k 3/1/2011
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.12 250k 10/1/2009
4 Melissinos Trading
Eupatrid Program
1.17 50k 1/1/2011
3 Vergho Asset Management LLC
Kinematics
2.18 1,000k 11/1/2008
2 Serac, LLC
Diversified Reversal Program
9.26 200k 4/1/2011
1 Insignia Managed Capital
Medallion
9.49 50k 2/1/2009

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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