Trend Following Strategy Index For September 2011

Monthly Rankings

Rank CTA/Program Sep 2011 Min Inv Inception
128 Superfund Group
Superfund Green Gold C (SPC)
-16.35 100k 10/1/2005
127 Superfund Group
Superfund Green Gold B (SPC)
-15.33 50k 10/1/2005
126 Superfund Group
Superfund Green Gold A (SPC)
-14.43 5k 10/1/2005
125 Chesapeake Capital
Diversified (LV)
-14.09 100k 2/1/1988
124 Superfund Group
Superfund Green Gold L.P. Series B-1
-13.47 5k 4/1/2009
123 Superfund Group
Superfund Green Gold L.P. Series A-1
-12.94 5k 4/1/2009
122 Superfund Group
Superfund Blue SPC Class A (Gold)
-10.44 50k 12/1/2007
121 Insignia Managed Capital
Medallion
-10.17 50k 2/1/2009
120 Quality Capital Management
Global Diversified Programme
-9.58 10,000k 12/1/1995
119 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.47 10,000k 10/1/1991
118 Robinson-Langley Capital Management, LLC
Managed Account Program
-8.14 200k 1/1/2007
117 Eckhardt Trading Company
Evolution Strategies
-8.07 20,000k 8/1/1991
116 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-7.74 250k 10/1/2009
115 Rabar Market Research
Diversified Program
-7.29 2,000k 1/1/1989
114 John Locke Investments
JL Commodity Long Flat Program
-6.54 5,000k 12/1/2007
113 Rabar Market Research
Short-Term Program
-6.49 2,000k 11/1/2009
112 Melissinos Trading
Eupatrid Program
-5.65 50k 1/1/2011
111 Superfund Group
Superfund Blue SPC Class A (EUR)
-5.55 50k 4/1/2005
110 Superfund Group
Superfund Green Master
-5.34 2,000k 5/1/2001
109 Purple Valley Capital, Inc.
Diversified Trend 1
-5.19 100k 8/1/2008
108 Quantica Capital AG
Quantica Diversified FX
-4.83 5,000k 3/1/2007
107 Parizek Capital
Currency Program
-4.60 1,000k 4/1/2006
106 Superfund Group
Superfund Green L.P. Series B
-4.59 5k 10/1/2002
105 Adamah Capital LLC
Asset Allocator Program
-4.50 50k 3/1/2011
104 Mobius Asset Management
Custom Trading Program
-4.45 100k 1/1/2002
103 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.40 1,000k 3/1/2003
102 Superfund Group
Superfund Green GCT USD
-4.25 15k 1/1/2000
101 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.20 100k 5/1/1999
100 Millburn Corporation
Commodity Program
-4.12 25,000k 3/1/2005
99 Wavefront Global Asset Management
IMFC Global Investment Program
-4.08 2,000k 2/1/2007
98 Amplitude Capital International Limited
Klassik Strategy
-4.05 1,000k 9/1/2009
97 Serac, LLC
Diversified Reversal Program
-3.75 200k 4/1/2011
96 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.53 100k 5/1/1989
95 Alder Capital DAC
Alder Global 20
-3.40 2,500k 2/1/2001
94 Superfund Group
Superfund Green Q-AG
-3.31 2k 3/1/1996
93 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.05 100k 1/1/2005
92 Superfund Group
Superfund Green L.P. Series A
-2.81 5k 10/1/2002
91 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.76 1,500k 4/1/2006
90 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.64 100k 11/1/1984
89 Briarwood Capital Management, Inc.
Diversified 2XL
-2.40 250k 11/1/2004
88 Welton Investment Partners
Welton Global
-2.28 10,000k 6/1/2004
87 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.17 1,000k 9/1/2009
86 Clarke Capital Management
Millennium
-2.11 1,000k 1/1/1998
85 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.03 10,000k 8/1/1999
84 Estlander & Partners
Global XL
-2.02 5,000k 8/1/1991
83 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.00 10,000k 1/1/1995
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.92 10,000k 8/1/2004
81 Saxon Investment Corporation
Aggressive Diversified Program
-1.90 2,000k 11/1/1993
80 Alder Capital DAC
Alder Global 10
-1.70 2,500k 10/1/2000
79 Covenant Capital Management
Original Program
-1.59 5,000k 9/1/1999
78 UNISystems Research Inc.
Wall Street Program
-1.52 20k 8/1/2011
77 IDS Capital
IDS F&F Systematic Trading
-1.47 50k 7/1/2013
76 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.18 10,000k 2/1/1999
75 Saxon Investment Corporation
Diversified Program
-0.99 3,000k 9/1/1988
74 Estlander & Partners
Global Markets
-0.94 10,000k 8/1/1999
73 Beach Horizon LLP
Managed Account
-0.61 5,000k 5/1/2005
72 Acorn Global Investments Inc.
Acorn Diversified Program
-0.56 10k 7/1/2005
71 Covenant Capital Management
Aggressive Program
-0.54 3,000k 2/1/2004
70 Rho Asset Management
Rho Altius 1XL Program
-0.25 5,000k 11/1/2007
69 Hawksbill Capital Management
Global Diversified
-0.19 5,000k 11/1/1988
68 QQFund.com
Investment Program 1
-0.17 300k 9/1/2008
67 Quantica Capital AG
Quantica Managed Futures
-0.13 5,000k 1/1/2005
66 Red Rock Capital, LLC
Systematic Global Macro
-0.12 500k 9/1/2003
65 Pacific Capital Advisors
Vanguard Program
-0.05 100k 4/1/2007
64 Wavefront Global Asset Management
IMFC Global Concentrated
-0.05 500k 4/1/2009
63 Mobius Asset Management
Diversified Program
-0.02 250k 3/1/2004
62 IStar Capital B.V.
IStar Systematic Fund
0.00 1,000k 9/1/2011
61 Deep Field Capital AG
SINGULARITY Fund
0.00 100k 9/1/2011
60 Clarke Capital Management
Global Magnum
0.05 100k 8/1/1997
59 Winton Capital Management
Diversified
0.16 50,000k 10/1/1997
58 Somers Brothers Capital
Diversified Futures Program #1
0.34 100k 1/1/2005
57 Rotella Capital Management
Rotella Polaris Program (Diversified)
0.53 10,000k 1/1/1991
56 Gap Partners LLC
Gap
0.74 250k 11/1/2009
55 Estlander & Partners
Freedom
0.81 20,000k 8/1/2010
54 Tactical Investment Management
Tactical Institutional Commodity Program
0.82 10,000k 4/1/1993
53 Seven Capital Management
Seven Absolute Return
0.83 100k 6/1/2009
52 Alee Capital Management, LLC
Mistral Program
0.86 2,500k 1/1/1999
51 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.08 5,000k 12/1/2010
50 Quantum Leap Capital Management
Managed Account Program
1.30 300k 8/1/2006
49 Future Trade AG
Thales Swing Trading Programme
1.42 250k 6/1/2007
48 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.42 1k 10/1/2006
47 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.77 0k 11/1/1996
46 DUNN Capital Management
D'Best Futures Fund, L.P.
1.99 100k 6/1/1994
45 AllMountain Capital AG
Mount Denali Global Trends
2.13 160k 7/1/2007
44 Estlander & Partners
Alpha Trend
2.14 30,000k 10/1/1991
43 Vergho Asset Management LLC
Kinematics
2.61 1,000k 11/1/2008
42 Clarke Capital Management
Worldwide
2.64 250k 1/1/1996
41 ALFAKRAFT
ALFA Commodity Fund
2.66 16k 6/1/2010
40 ISAM
ISAM Systematic Trend Fund
2.70 1,000k 6/1/2001
39 John Locke Investments
Cyril Systematic Program
2.78 8,000k 7/1/2000
38 Diamond Capital Management
Enhanced S&P Program
2.82 100k 10/1/2009
37 Cauldron Investments, LLC
Stock Index Plus
2.82 1,000k 10/1/2009
36 Alee Capital Management, LLC
Poniente Program
2.88 2,500k 1/1/1999
35 RAM Management Group
RAM MRTP 1X-Conservative
3.31 1,000k 9/1/1993
34 EMC Capital Advisors, LLC
Classic
3.40 5,000k 1/1/1985
33 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.52 250k 10/1/2009
32 Ancile Capital Management
Global Markets Program
3.58 2,000k 4/1/2005
31 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.68 10,000k 8/1/2009
30 Clarke Capital Management
Jupiter
3.83 3,000k 5/1/2005
29 Altradis Capital AG
AlphAlgo
3.98 100k 5/1/2007
28 Clarke Capital Management
FX Plus
4.05 1,000k 5/1/2004
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
4.06 100k 1/1/2000
26 Gladius Asset Management
Fulham Program
4.48 2,000k 1/1/2008
25 Eclipse Capital Management
Global Monetary
4.52 5,000k 8/1/1990
24 Heyden & Steindl GmbH
TOMAC2
4.80 5,000k 3/1/2003
23 Mark J. Walsh Company
Standard Program
4.82 2,000k 9/1/1985
22 Lynx Asset Management AB
Lynx Program
5.41 75k 5/1/2000
21 Keck Capital Management LLC
The Keck Program
5.67 2,000k 12/1/2003
20 Estlander & Partners
Alpha Trend II - Class P
5.85 100k 12/1/2008
19 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.86 10,000k 3/1/2006
18 Hyman Beck and Company
Global Portfolio
6.15 1,000k 3/1/1991
17 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.60 100k 3/1/2003
16 Conquest Capital Group
Conquest Select
6.71 250k 6/1/2004
15 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
7.32 100k 10/1/2009
14 Southwest Managed Investments, LLC
Global Diversified
7.37 200k 1/1/2002
13 Drury Capital
Diversified Trend-Following Program
8.00 5,000k 5/1/1997
12 Dixon Midland Company LLC
Dixon Midland Diversified LLC
8.75 250k 5/1/2011
11 Clarke Capital Management
Global Basic
9.07 50k 2/1/1996
10 Neural Capital Ltd
Sentinel Trading Program
9.07 2,000k 1/1/2006
9 Angle Capital Management LLC
AIP Program
9.62 100k 1/1/2010
8 Blackwater Capital Management
Global Program
10.25 5,000k 7/1/2005
7 RAM Management Group
MRTP Aggressive
10.30 1,000k 2/1/1998
6 Parizek Capital
Futures Trading Program
10.43 500k 4/1/2000
5 Conquest Capital Group
Conquest Macro
11.19 250k 5/1/1999
4 Kelly Angle Inc.
Genesis Program
11.89 2,000k 4/1/2000
3 M.S. Capital Management
Global Diversified Program
12.10 2,000k 11/1/1998
2 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
13.11 200k 11/1/1999
1 Dreiss Research Corporation
Diversified Program
13.37 1,000k 5/1/1991

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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