Trend Following Strategy Index For August 2011

Monthly Rankings

Rank CTA/Program Aug 2011 Min Inv Inception
126 QQFund.com
Investment Program 1
-21.34 300k 9/1/2008
125 Parizek Capital
Currency Program
-18.99 1,000k 4/1/2006
124 Adamah Capital LLC
Asset Allocator Program
-10.50 50k 3/1/2011
123 Heyden & Steindl GmbH
TOMAC2
-8.55 5,000k 3/1/2003
122 Drury Capital
Diversified Trend-Following Program
-8.34 5,000k 5/1/1997
121 M.S. Capital Management
Global Diversified Program
-4.37 2,000k 11/1/1998
120 Diamond Capital Management
Enhanced S&P Program
-3.90 100k 10/1/2009
119 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.88 100k 5/1/1989
118 Cauldron Investments, LLC
Stock Index Plus
-3.82 1,000k 10/1/2009
117 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
116 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.56 10,000k 8/1/2004
115 Welton Investment Partners
Welton Global
-3.51 10,000k 6/1/2004
114 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.50 10,000k 8/1/1999
113 Dreiss Research Corporation
Diversified Program
-3.26 1,000k 5/1/1991
112 Quality Capital Management
Global Diversified Programme
-3.26 10,000k 12/1/1995
111 Quantum Leap Capital Management
Managed Account Program
-3.20 300k 8/1/2006
110 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.20 10,000k 1/1/1995
109 Quantica Capital AG
Quantica Diversified FX
-2.99 5,000k 3/1/2007
108 Blackwater Capital Management
Global Program
-2.73 5,000k 7/1/2005
107 Eclipse Capital Management
Global Monetary
-2.58 5,000k 8/1/1990
106 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.37 10,000k 2/1/1999
105 IDS Capital
IDS F&F Systematic Trading
-2.13 50k 7/1/2013
104 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.04 250k 10/1/2009
103 Briarwood Capital Management, Inc.
Diversified 2XL
-2.03 250k 11/1/2004
102 EMC Capital Advisors, LLC
Classic
-2.00 5,000k 1/1/1985
101 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.87 250k 5/1/2011
100 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.66 1,000k 3/1/2003
99 Alder Capital DAC
Alder Global 10
-1.60 2,500k 10/1/2000
98 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.57 200k 11/1/1999
97 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.20 1,500k 4/1/2006
96 Chesapeake Capital
Diversified (LV)
-1.03 100k 2/1/1988
95 Pacific Capital Advisors
Vanguard Program
-0.86 100k 4/1/2007
94 Millburn Corporation
Commodity Program
-0.61 25,000k 3/1/2005
93 Hyman Beck and Company
Global Portfolio
-0.57 1,000k 3/1/1991
92 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.47 10,000k 8/1/2009
91 Hawksbill Capital Management
Global Diversified
-0.42 5,000k 11/1/1988
90 Rabar Market Research
Diversified Program
-0.37 2,000k 1/1/1989
89 John Locke Investments
JL Commodity Long Flat Program
-0.34 5,000k 12/1/2007
88 Eckhardt Trading Company
Evolution Strategies
-0.32 20,000k 8/1/1991
87 Clarke Capital Management
Jupiter
-0.31 3,000k 5/1/2005
86 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.29 10,000k 10/1/1991
85 Estlander & Partners
Global XL
-0.19 5,000k 8/1/1991
84 Superfund Group
Superfund Green L.P. Series A
-0.09 5k 10/1/2002
83 Estlander & Partners
Global Markets
-0.07 10,000k 8/1/1999
82 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.04 10,000k 3/1/2006
81 UNISystems Research Inc.
Wall Street Program
0.00 20k 8/1/2011
80 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.15 10,000k 1/1/1991
79 Superfund Group
Superfund Green L.P. Series B
0.16 5k 10/1/2002
78 Saxon Investment Corporation
Diversified Program
0.38 3,000k 9/1/1988
77 Red Rock Capital, LLC
Systematic Global Macro
0.42 500k 9/1/2003
76 Beach Horizon LLP
Managed Account
0.46 5,000k 5/1/2005
75 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.56 100k 1/1/2000
74 Saxon Investment Corporation
Aggressive Diversified Program
0.64 2,000k 11/1/1993
73 Superfund Group
Superfund Green Q-AG
0.64 2k 3/1/1996
72 Vergho Asset Management LLC
Kinematics
0.67 1,000k 11/1/2008
71 Superfund Group
Superfund Green GCT USD
0.83 15k 1/1/2000
70 Mobius Asset Management
Diversified Program
0.90 250k 3/1/2004
69 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.92 1k 10/1/2006
68 Lynx Asset Management AB
Lynx Program
0.95 75k 5/1/2000
67 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.98 5,000k 12/1/2010
66 Clarke Capital Management
Worldwide
1.00 250k 1/1/1996
65 Wavefront Global Asset Management
IMFC Global Investment Program
1.03 2,000k 2/1/2007
64 Superfund Group
Superfund Blue SPC Class A (EUR)
1.11 50k 4/1/2005
63 Serac, LLC
Diversified Reversal Program
1.13 200k 4/1/2011
62 ALFAKRAFT
ALFA Commodity Fund
1.39 16k 6/1/2010
61 Clarke Capital Management
Millennium
1.41 1,000k 1/1/1998
60 Winton Capital Management
Diversified
1.43 50,000k 10/1/1997
59 Insignia Managed Capital
Medallion
1.48 50k 2/1/2009
58 ISAM
ISAM Systematic Trend Fund
1.49 1,000k 6/1/2001
57 Superfund Group
Superfund Green Master
1.57 2,000k 5/1/2001
56 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.59 100k 5/1/1999
55 AllMountain Capital AG
Mount Denali Global Trends
1.85 160k 7/1/2007
54 Clarke Capital Management
FX Plus
1.88 1,000k 5/1/2004
53 Covenant Capital Management
Aggressive Program
2.08 3,000k 2/1/2004
52 Robinson-Langley Capital Management, LLC
Managed Account Program
2.11 200k 1/1/2007
51 Conquest Capital Group
Conquest Macro
2.54 250k 5/1/1999
50 Estlander & Partners
Freedom
2.59 20,000k 8/1/2010
49 Gap Partners LLC
Gap
3.00 250k 11/1/2009
48 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.01 100k 10/1/2009
47 Covenant Capital Management
Original Program
3.05 5,000k 9/1/1999
46 Ancile Capital Management
Global Markets Program
3.09 2,000k 4/1/2005
45 Acorn Global Investments Inc.
Acorn Diversified Program
3.16 10k 7/1/2005
44 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.28 100k 1/1/2005
43 Tactical Investment Management
Tactical Institutional Commodity Program
3.30 10,000k 4/1/1993
42 Wavefront Global Asset Management
IMFC Global Concentrated
3.34 500k 4/1/2009
41 John Locke Investments
Cyril Systematic Program
3.46 8,000k 7/1/2000
40 Seven Capital Management
Seven Absolute Return
3.51 100k 6/1/2009
39 Estlander & Partners
Alpha Trend
3.56 30,000k 10/1/1991
38 Gladius Asset Management
Fulham Program
3.72 2,000k 1/1/2008
37 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.95 100k 3/1/2003
36 Rabar Market Research
Short-Term Program
4.17 2,000k 11/1/2009
35 Mark J. Walsh Company
Standard Program
4.24 2,000k 9/1/1985
34 Somers Brothers Capital
Diversified Futures Program #1
4.30 100k 1/1/2005
33 DUNN Capital Management
D'Best Futures Fund, L.P.
4.71 100k 6/1/1994
32 Clarke Capital Management
Global Magnum
4.89 100k 8/1/1997
31 Alee Capital Management, LLC
Poniente Program
5.05 2,500k 1/1/1999
30 Mobius Asset Management
Custom Trading Program
5.07 100k 1/1/2002
29 Conquest Capital Group
Conquest Select
5.30 250k 6/1/2004
28 Quantica Capital AG
Quantica Managed Futures
5.33 5,000k 1/1/2005
27 Alee Capital Management, LLC
Mistral Program
5.78 2,500k 1/1/1999
26 RAM Management Group
RAM MRTP 1X-Conservative
6.68 1,000k 9/1/1993
25 Southwest Managed Investments, LLC
Global Diversified
6.97 200k 1/1/2002
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.79 0k 11/1/1996
23 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
8.73 1,000k 9/1/2009
22 Parizek Capital
Futures Trading Program
8.79 500k 4/1/2000
21 Estlander & Partners
Alpha Trend II - Class P
9.48 100k 12/1/2008
20 Melissinos Trading
Eupatrid Program
9.56 50k 1/1/2011
19 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.40 100k 11/1/1984
18 Future Trade AG
Thales Swing Trading Programme
10.67 250k 6/1/2007
17 Amplitude Capital International Limited
Klassik Strategy
11.16 1,000k 9/1/2009
16 Altradis Capital AG
AlphAlgo
11.51 100k 5/1/2007
15 Superfund Group
Superfund Green Gold A (SPC)
12.46 5k 10/1/2005
14 Superfund Group
Superfund Green Gold B (SPC)
12.67 50k 10/1/2005
13 Superfund Group
Superfund Green Gold C (SPC)
13.23 100k 10/1/2005
12 Superfund Group
Superfund Green Gold L.P. Series A-1
13.42 5k 4/1/2009
11 Superfund Group
Superfund Blue SPC Class A (Gold)
13.45 50k 12/1/2007
10 Keck Capital Management LLC
The Keck Program
13.76 2,000k 12/1/2003
9 Neural Capital Ltd
Sentinel Trading Program
13.97 2,000k 1/1/2006
8 Rho Asset Management
Rho Altius 1XL Program
14.13 5,000k 11/1/2007
7 Superfund Group
Superfund Green Gold L.P. Series B-1
14.16 5k 4/1/2009
6 Angle Capital Management LLC
AIP Program
15.81 100k 1/1/2010
5 Clarke Capital Management
Global Basic
16.20 50k 2/1/1996
4 Purple Valley Capital, Inc.
Diversified Trend 1
17.02 100k 8/1/2008
3 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
17.06 250k 10/1/2009
2 Kelly Angle Inc.
Genesis Program
17.22 2,000k 4/1/2000
1 RAM Management Group
MRTP Aggressive
20.81 1,000k 2/1/1998

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