Trend Following Strategy Index For July 2011

Monthly Rankings

Rank CTA/Program Jul 2011 Min Inv Inception
125 Heyden & Steindl GmbH
TOMAC2
-6.23 5,000k 3/1/2003
124 Insignia Managed Capital
Medallion
-5.24 50k 2/1/2009
123 Estlander & Partners
Alpha Trend II - Class P
-4.98 100k 12/1/2008
122 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.62 250k 5/1/2011
121 Superfund Group
Superfund Blue SPC Class A (EUR)
-3.54 50k 4/1/2005
120 Cauldron Investments, LLC
Stock Index Plus
-2.40 1,000k 10/1/2009
119 Diamond Capital Management
Enhanced S&P Program
-2.34 100k 10/1/2009
118 Neural Capital Ltd
Sentinel Trading Program
-2.03 2,000k 1/1/2006
117 Alee Capital Management, LLC
Poniente Program
-1.88 2,500k 1/1/1999
116 Estlander & Partners
Alpha Trend
-1.51 30,000k 10/1/1991
115 Gap Partners LLC
Gap
-1.48 250k 11/1/2009
114 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.30 250k 10/1/2009
113 Alee Capital Management, LLC
Mistral Program
-1.05 2,500k 1/1/1999
112 Purple Valley Capital, Inc.
Diversified Trend 1
-0.82 100k 8/1/2008
111 Pacific Capital Advisors
Vanguard Program
-0.69 100k 4/1/2007
110 Mobius Asset Management
Custom Trading Program
-0.03 100k 1/1/2002
109 RAM Management Group
RAM MRTP 1X-Conservative
0.08 1,000k 9/1/1993
108 Seven Capital Management
Seven Absolute Return
0.20 100k 6/1/2009
107 Quantica Capital AG
Quantica Diversified FX
0.21 5,000k 3/1/2007
106 John Locke Investments
JL Commodity Long Flat Program
0.33 5,000k 12/1/2007
105 RAM Management Group
MRTP Aggressive
0.35 1,000k 2/1/1998
104 Drury Capital
Diversified Trend-Following Program
0.52 5,000k 5/1/1997
103 Mobius Asset Management
Diversified Program
0.64 250k 3/1/2004
102 Saxon Investment Corporation
Diversified Program
0.65 3,000k 9/1/1988
101 Eckhardt Trading Company
Evolution Strategies
0.85 20,000k 8/1/1991
100 Eckhardt Trading Company
Evolution Strategies 1.2X
0.91 10,000k 10/1/1991
99 Wavefront Global Asset Management
IMFC Global Concentrated
1.03 500k 4/1/2009
98 Tactical Investment Management
Tactical Institutional Commodity Program
1.19 10,000k 4/1/1993
97 Saxon Investment Corporation
Aggressive Diversified Program
1.24 2,000k 11/1/1993
96 Transtrend B.V.
DTP – Standard Risk (EUR)
1.27 10,000k 2/1/1999
95 Conquest Capital Group
Conquest Select
1.32 250k 6/1/2004
94 Dreiss Research Corporation
Diversified Program
1.58 1,000k 5/1/1991
93 Gladius Asset Management
Fulham Program
1.61 2,000k 1/1/2008
92 Estlander & Partners
Freedom
1.69 20,000k 8/1/2010
91 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.78 10,000k 8/1/2004
90 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.79 100k 1/1/2000
89 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.87 1,000k 9/1/2009
88 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.89 10,000k 1/1/1995
87 Adamah Capital LLC
Asset Allocator Program
2.00 50k 3/1/2011
86 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.01 10,000k 8/1/1999
85 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
2.08 10,000k 8/1/2009
84 Millburn Corporation
Commodity Program
2.09 25,000k 3/1/2005
83 Covenant Capital Management
Aggressive Program
2.20 3,000k 2/1/2004
82 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.26 100k 3/1/2003
81 IDS Capital
IDS F&F Systematic Trading
2.30 50k 7/1/2013
80 Vergho Asset Management LLC
Kinematics
2.38 1,000k 11/1/2008
79 ISAM
ISAM Systematic Trend Fund
2.54 1,000k 6/1/2001
78 Southwest Managed Investments, LLC
Global Diversified
2.56 200k 1/1/2002
77 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.77 1,500k 4/1/2006
76 Quantum Leap Capital Management
Managed Account Program
2.80 300k 8/1/2006
75 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.82 10,000k 1/1/1991
74 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
2.91 5,000k 12/1/2010
73 Amplitude Capital International Limited
Klassik Strategy
2.93 1,000k 9/1/2009
72 Mark J. Walsh Company
Standard Program
2.96 2,000k 9/1/1985
71 Wavefront Global Asset Management
IMFC Global Investment Program
2.96 2,000k 2/1/2007
70 Red Rock Capital, LLC
Systematic Global Macro
3.08 500k 9/1/2003
69 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.38 100k 10/1/2009
68 QQFund.com
Investment Program 1
3.49 300k 9/1/2008
67 Chesapeake Capital
Diversified (LV)
3.51 100k 2/1/1988
66 Quality Capital Management
Global Diversified Programme
3.62 10,000k 12/1/1995
65 Robinson-Langley Capital Management, LLC
Managed Account Program
3.65 200k 1/1/2007
64 Estlander & Partners
Global Markets
3.66 10,000k 8/1/1999
63 AllMountain Capital AG
Mount Denali Global Trends
3.68 160k 7/1/2007
62 Clarke Capital Management
Global Magnum
3.91 100k 8/1/1997
61 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.05 10,000k 3/1/2006
60 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.15 1k 10/1/2006
59 Acorn Global Investments Inc.
Acorn Diversified Program
4.15 10k 7/1/2005
58 Briarwood Capital Management, Inc.
Diversified 2XL
4.29 250k 11/1/2004
57 Covenant Capital Management
Original Program
4.30 5,000k 9/1/1999
56 Welton Investment Partners
Welton Global
4.32 10,000k 6/1/2004
55 Altradis Capital AG
AlphAlgo
4.51 100k 5/1/2007
54 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
4.56 250k 10/1/2009
53 Winton Capital Management
Diversified
4.59 50,000k 10/1/1997
52 Alder Capital DAC
Alder Global 10
4.60 2,500k 10/1/2000
51 ALFAKRAFT
ALFA Commodity Fund
4.68 16k 6/1/2010
50 John Locke Investments
Cyril Systematic Program
4.82 8,000k 7/1/2000
49 Rho Asset Management
Rho Altius 1XL Program
4.88 5,000k 11/1/2007
48 Clarke Capital Management
Global Basic
5.11 50k 2/1/1996
47 Ancile Capital Management
Global Markets Program
5.38 2,000k 4/1/2005
46 Hyman Beck and Company
Global Portfolio
5.43 1,000k 3/1/1991
45 M.S. Capital Management
Global Diversified Program
5.51 2,000k 11/1/1998
44 Melissinos Trading
Eupatrid Program
5.51 50k 1/1/2011
43 Superfund Group
Superfund Blue SPC Class A (Gold)
5.52 50k 12/1/2007
42 Quantica Capital AG
Quantica Managed Futures
5.53 5,000k 1/1/2005
41 Superfund Group
Superfund Green L.P. Series A
5.55 5k 10/1/2002
40 Beach Horizon LLP
Managed Account
5.56 5,000k 5/1/2005
39 Clarke Capital Management
FX Plus
5.67 1,000k 5/1/2004
38 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.78 1,000k 3/1/2003
37 Rabar Market Research
Diversified Program
5.79 2,000k 1/1/1989
36 Clarke Capital Management
Worldwide
5.97 250k 1/1/1996
35 Eclipse Capital Management
Global Monetary
6.03 5,000k 8/1/1990
34 Superfund Group
Superfund Green Q-AG
6.16 2k 3/1/1996
33 Hawksbill Capital Management
Global Diversified
6.66 5,000k 11/1/1988
32 EMC Capital Advisors, LLC
Classic
6.80 5,000k 1/1/1985
31 Lynx Asset Management AB
Lynx Program
6.83 75k 5/1/2000
30 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
6.94 0k 11/1/1996
29 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.94 200k 11/1/1999
28 Clarke Capital Management
Jupiter
7.14 3,000k 5/1/2005
27 Parizek Capital
Currency Program
7.27 1,000k 4/1/2006
26 Blackwater Capital Management
Global Program
7.29 5,000k 7/1/2005
25 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.46 100k 1/1/2005
24 Estlander & Partners
Global XL
7.52 5,000k 8/1/1991
23 Conquest Capital Group
Conquest Macro
7.93 250k 5/1/1999
22 Rabar Market Research
Short-Term Program
7.97 2,000k 11/1/2009
21 Superfund Group
Superfund Green L.P. Series B
8.49 5k 10/1/2002
20 Parizek Capital
Futures Trading Program
8.64 500k 4/1/2000
19 Alder Capital DAC
Alder Global 20
8.80 2,500k 2/1/2001
18 Superfund Group
Superfund Green GCT USD
8.95 15k 1/1/2000
17 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.15 100k 5/1/1999
16 Keck Capital Management LLC
The Keck Program
11.33 2,000k 12/1/2003
15 DUNN Capital Management
DUNN Combined Fund (DCF)
11.43 100k 5/1/1989
14 Somers Brothers Capital
Diversified Futures Program #1
11.74 100k 1/1/2005
13 Superfund Group
Superfund Green Master
12.46 2,000k 5/1/2001
12 Serac, LLC
Diversified Reversal Program
13.05 200k 4/1/2011
11 Superfund Group
Superfund Green Gold L.P. Series A-1
13.63 5k 4/1/2009
10 Clarke Capital Management
Millennium
13.97 1,000k 1/1/1998
9 Superfund Group
Superfund Green Gold A (SPC)
14.19 5k 10/1/2005
8 DUNN Capital Management
D'Best Futures Fund, L.P.
14.25 100k 6/1/1994
7 Kelly Angle Inc.
Genesis Program
14.92 2,000k 4/1/2000
6 Angle Capital Management LLC
AIP Program
15.36 100k 1/1/2010
5 Superfund Group
Superfund Green Gold L.P. Series B-1
16.42 5k 4/1/2009
4 Superfund Group
Superfund Green Gold B (SPC)
17.41 50k 10/1/2005
3 Future Trade AG
Thales Swing Trading Programme
18.35 250k 6/1/2007
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
19.93 100k 11/1/1984
1 Superfund Group
Superfund Green Gold C (SPC)
20.49 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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