Trend Following Strategy Index For January 2012

Monthly Rankings

Rank CTA/Program Jan 2012 Min Inv Inception
130 Southwest Managed Investments, LLC
Global Diversified
-10.87 200k 1/1/2002
129 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-7.28 250k 5/1/2011
128 Dreiss Research Corporation
Diversified Program
-5.90 1,000k 5/1/1991
127 Clarke Capital Management
Millennium
-5.78 1,000k 1/1/1998
126 Mobius Asset Management
Custom Trading Program
-4.56 100k 1/1/2002
125 Hyman Beck and Company
Global Portfolio
-4.51 1,000k 3/1/1991
124 Heyden & Steindl GmbH
TOMAC2
-4.31 5,000k 3/1/2003
123 Conquest Capital Group
Conquest Macro
-4.24 250k 5/1/1999
122 Future Trade AG
Thales Swing Trading Programme
-4.11 250k 6/1/2007
121 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.75 100k 5/1/1999
120 ISAM
ISAM Systematic Trend Fund
-3.64 1,000k 6/1/2001
119 Mark J. Walsh Company
Standard Program
-3.52 2,000k 9/1/1985
118 Clarke Capital Management
Global Basic
-3.47 50k 2/1/1996
117 Purple Valley Capital, Inc.
Diversified Trend 1
-3.36 100k 8/1/2008
116 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.34 250k 10/1/2009
115 Blackwater Capital Management
Global Program
-3.18 5,000k 7/1/2005
114 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.10 100k 11/1/1984
113 Beach Horizon LLP
Managed Account
-3.07 5,000k 5/1/2005
112 Wavefront Global Asset Management
IMFC Global Investment Program
-2.74 2,000k 2/1/2007
111 RAM Management Group
MRTP Aggressive
-2.63 1,000k 2/1/1998
110 Conquest Capital Group
Conquest Select
-2.44 250k 6/1/2004
109 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.44 100k 3/1/2003
108 Acorn Global Investments Inc.
Acorn Diversified Program
-2.42 10k 7/1/2005
107 Altradis Capital AG
AlphAlgo
-2.35 100k 5/1/2007
106 Tactical Investment Management
Tactical Institutional Commodity Program
-2.27 10,000k 4/1/1993
105 Clarke Capital Management
Jupiter
-2.21 3,000k 5/1/2005
104 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.20 5,000k 12/1/2010
103 Chesapeake Capital
Diversified (LV)
-2.16 100k 2/1/1988
102 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.09 1k 10/1/2006
101 Melissinos Trading
Eupatrid Program
-2.05 50k 1/1/2011
100 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-2.05 100k 10/1/2009
99 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.01 10,000k 1/1/1991
98 Somers Brothers Capital
Diversified Futures Program #1
-2.00 100k 1/1/2005
97 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.97 10,000k 3/1/2006
96 Briarwood Capital Management, Inc.
Diversified 2XL
-1.96 250k 11/1/2004
95 Clarke Capital Management
Worldwide
-1.79 250k 1/1/1996
94 AllMountain Capital AG
Mount Denali Global Trends
-1.63 160k 7/1/2007
93 Millburn Corporation
Commodity Program
-1.60 25,000k 3/1/2005
92 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.52 200k 1/1/2007
91 Covenant Capital Management
Aggressive Program
-1.42 3,000k 2/1/2004
90 Clarke Capital Management
FX Plus
-1.40 1,000k 5/1/2004
89 Seven Capital Management
Seven Absolute Return
-1.39 100k 6/1/2009
88 Red Rock Capital, LLC
Systematic Global Macro
-1.28 500k 9/1/2003
87 Welton Investment Partners
Welton Global
-1.15 10,000k 6/1/2004
86 Clarke Capital Management
Global Magnum
-1.14 100k 8/1/1997
85 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.01 100k 5/1/1989
84 Quantum Leap Capital Management
Managed Account Program
-1.00 300k 8/1/2006
83 RAM Management Group
RAM MRTP 1X-Conservative
-0.90 1,000k 9/1/1993
82 John Locke Investments
Cyril Systematic Program
-0.88 8,000k 7/1/2000
81 IStar Capital B.V.
IStar Systematic Fund
-0.82 1,000k 9/1/2011
80 IDS Capital
IDS F&F Systematic Trading
-0.80 50k 7/1/2013
79 Ancile Capital Management
Global Markets Program
-0.78 2,000k 4/1/2005
78 Wavefront Global Asset Management
IMFC Global Concentrated
-0.72 500k 4/1/2009
77 Gladius Asset Management
Fulham Program
-0.56 2,000k 1/1/2008
76 M.S. Capital Management
Global Diversified Program
-0.53 2,000k 11/1/1998
75 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.48 100k 1/1/2005
74 Mobius Asset Management
Diversified Program
-0.40 250k 3/1/2004
73 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.30 250k 10/1/2009
72 Pacific Capital Advisors
Vanguard Program
-0.28 100k 4/1/2007
71 Superfund Group
Superfund Green Q-AG
-0.26 2k 3/1/1996
70 Superfund Group
Superfund Green GCT USD
-0.23 15k 1/1/2000
69 Superfund Group
Superfund Green L.P. Series A
-0.19 5k 10/1/2002
68 Neural Capital Ltd
Sentinel Trading Program
-0.19 2,000k 1/1/2006
67 Superfund Group
Superfund Green L.P. Series B
-0.18 5k 10/1/2002
66 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.18 10,000k 8/1/2009
65 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
64 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
59 Adamah Capital LLC
Asset Allocator Program
0.00 50k 3/1/2011
61 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.00 100k 1/1/2012
60 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
62 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
63 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
58 QQFund.com
Investment Program 1
0.03 300k 9/1/2008
57 John Locke Investments
JL Commodity Long Flat Program
0.10 5,000k 12/1/2007
56 Hawksbill Capital Management
Global Diversified
0.13 5,000k 11/1/1988
55 Covenant Capital Management
Original Program
0.18 5,000k 9/1/1999
54 Rabar Market Research
Short-Term Program
0.24 2,000k 11/1/2009
53 Estlander & Partners
Alpha Trend
0.32 30,000k 10/1/1991
52 Superfund Group
Superfund Green Master
0.43 2,000k 5/1/2001
51 Estlander & Partners
Freedom
0.53 20,000k 8/1/2010
50 Quantica Capital AG
Quantica Managed Futures
0.54 5,000k 1/1/2005
49 Estlander & Partners
Global Markets
0.55 10,000k 8/1/1999
48 Transtrend B.V.
DTP – Standard Risk (EUR)
0.56 10,000k 2/1/1999
47 Gap Partners LLC
Gap
0.58 250k 11/1/2009
46 Winton Capital Management
Diversified
0.63 50,000k 10/1/1997
45 Kelly Angle Inc.
Genesis Program
0.76 2,000k 4/1/2000
44 Estlander & Partners
Alpha Trend II - Class P
0.79 100k 12/1/2008
43 Alder Capital DAC
Alder Global 20
0.80 2,500k 2/1/2001
42 Alder Capital DAC
Alder Global 10
0.80 2,500k 10/1/2000
41 Rabar Market Research
Diversified Program
0.84 2,000k 1/1/1989
40 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.88 10,000k 8/1/2004
39 EMC Capital Advisors, LLC
Classic
0.90 5,000k 1/1/1985
38 Drury Capital
Diversified Trend-Following Program
0.98 5,000k 5/1/1997
37 DUNN Capital Management
D'Best Futures Fund, L.P.
1.03 100k 6/1/1994
36 Estlander & Partners
Global XL
1.08 5,000k 8/1/1991
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.09 10,000k 1/1/1995
34 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.16 10,000k 8/1/1999
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.36 1,000k 3/1/2003
32 Eckhardt Trading Company
Evolution Strategies
1.36 20,000k 8/1/1991
31 Eckhardt Trading Company
Evolution Strategies 1.2X
1.65 10,000k 10/1/1991
30 Vergho Asset Management LLC
Kinematics
1.73 1,000k 11/1/2008
29 ALFAKRAFT
ALFA Commodity Fund
1.77 16k 6/1/2010
28 Lynx Asset Management AB
Lynx Program
1.78 75k 5/1/2000
27 Parizek Capital
Futures Trading Program
1.87 500k 4/1/2000
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.08 0k 11/1/1996
25 UNISystems Research Inc.
Wall Street Program
2.10 20k 8/1/2011
24 Rho Asset Management
Rho Altius 1XL Program
2.28 5,000k 11/1/2007
23 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.42 100k 1/1/2000
22 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.54 1,500k 4/1/2006
21 Insignia Managed Capital
Medallion
2.55 50k 2/1/2009
20 Quantica Capital AG
Quantica Diversified FX
2.56 5,000k 3/1/2007
19 Quality Capital Management
Global Diversified Programme
2.58 10,000k 12/1/1995
18 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
2.58 200k 11/1/1999
17 Eclipse Capital Management
Global Monetary
2.62 5,000k 8/1/1990
16 Superfund Group
Superfund Blue SPC Class A (EUR)
2.68 50k 4/1/2005
15 Cauldron Investments, LLC
Stock Index Plus
2.77 1,000k 10/1/2009
14 Diamond Capital Management
Enhanced S&P Program
2.80 100k 10/1/2009
13 Parizek Capital
Currency Program
3.78 1,000k 4/1/2006
12 Deep Field Capital AG
SINGULARITY Fund
4.25 100k 9/1/2011
11 ROW Asset Managment
Row Diversified Fund, L.P.
4.73 1,000k 11/1/2011
10 Angle Capital Management LLC
AIP Program
5.51 100k 1/1/2010
9 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
7.42 1,000k 9/1/2009
8 Amplitude Capital International Limited
Klassik Strategy
8.54 1,000k 9/1/2009
7 Keck Capital Management LLC
The Keck Program
9.16 2,000k 12/1/2003
6 Superfund Group
Superfund Green Gold A (SPC)
10.83 5k 10/1/2005
5 Superfund Group
Superfund Green Gold B (SPC)
11.13 50k 10/1/2005
4 Superfund Group
Superfund Green Gold C (SPC)
11.24 100k 10/1/2005
3 Superfund Group
Superfund Green Gold L.P. Series A-1
11.70 5k 4/1/2009
2 Superfund Group
Superfund Green Gold L.P. Series B-1
12.16 5k 4/1/2009
1 Superfund Group
Superfund Blue SPC Class A (Gold)
12.39 50k 12/1/2007

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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