Trend Following Strategy Index For October 2012

Monthly Rankings

Rank CTA/Program Oct 2012 Min Inv Inception
134 Estlander & Partners
Alpha Trend II - Class P
-21.15 100k 12/1/2008
133 Dreiss Research Corporation
Diversified Program
-17.70 1,000k 5/1/1991
132 Mulvaney Capital Management
The Mulvaney Global Markets Program
-15.07 100k 5/1/1999
131 Hawksbill Capital Management
Global Diversified
-13.74 5,000k 11/1/1988
130 QQFund.com
Investment Program 1
-13.13 300k 9/1/2008
129 Robinson-Langley Capital Management, LLC
Managed Account Program
-12.77 200k 1/1/2007
128 Superfund Group
Superfund Green Gold C (SPC)
-11.92 100k 10/1/2005
127 Quality Capital Management
Global Diversified Programme
-10.91 10,000k 12/1/1995
126 Purple Valley Capital, Inc.
Diversified Trend 1
-10.73 100k 8/1/2008
125 Somers Brothers Capital
Diversified Futures Program #1
-10.55 100k 1/1/2005
124 Clarke Capital Management
Jupiter
-10.06 3,000k 5/1/2005
123 Superfund Group
Superfund Green Gold B (SPC)
-9.88 50k 10/1/2005
122 Angle Capital Management LLC
AIP Program
-9.74 100k 1/1/2010
121 Kelly Angle Inc.
Genesis Program
-9.32 2,000k 4/1/2000
120 DUNN Capital Management
D'Best Futures Fund, L.P.
-9.25 100k 6/1/1994
119 Eckhardt Trading Company
Evolution Strategies 1.2X
-9.04 10,000k 10/1/1991
118 Clarke Capital Management
Millennium
-8.79 1,000k 1/1/1998
117 Neural Capital Ltd
Sentinel Trading Program
-8.50 2,000k 1/1/2006
116 Superfund Group
Superfund Green Master
-8.37 2,000k 5/1/2001
115 Eckhardt Trading Company
Evolution Strategies
-7.91 20,000k 8/1/1991
114 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.88 0k 11/1/1996
113 Superfund Group
Superfund Green Gold A (SPC)
-7.74 5k 10/1/2005
112 Rabar Market Research
Short-Term Program
-7.63 2,000k 11/1/2009
111 Rho Asset Management
Rho Altius 1XL Program
-7.22 5,000k 11/1/2007
110 Rabar Market Research
Diversified Program
-7.17 2,000k 1/1/1989
109 Covenant Capital Management
Aggressive Program
-7.15 3,000k 2/1/2004
108 Estlander & Partners
Alpha Trend
-6.95 30,000k 10/1/1991
107 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.95 5k 4/1/2009
106 Altradis Capital AG
AlphAlgo
-6.94 100k 5/1/2007
105 Estlander & Partners
Global XL
-6.88 5,000k 8/1/1991
104 Estlander & Partners
Freedom
-6.83 20,000k 8/1/2010
103 Amplitude Capital International Limited
Klassik Strategy
-6.77 1,000k 9/1/2009
102 Melissinos Trading
Eupatrid Program
-6.73 50k 1/1/2011
101 Superfund Group
Superfund Green GCT USD
-6.68 15k 1/1/2000
100 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.59 100k 11/1/1984
99 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-6.48 1,000k 9/1/2009
98 Keck Capital Management LLC
The Keck Program
-6.46 2,000k 12/1/2003
97 Lynx Asset Management AB
Lynx Program
-6.19 75k 5/1/2000
96 Superfund Group
Superfund Green Gold L.P. Series A-1
-6.03 5k 4/1/2009
95 Southwest Managed Investments, LLC
Global Diversified
-6.03 200k 1/1/2002
94 Tactical Investment Management
Tactical Institutional Commodity Program
-5.74 10,000k 4/1/1993
93 Superfund Group
Superfund Green L.P. Series B
-5.71 5k 10/1/2002
92 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.68 100k 5/1/1989
91 Clarke Capital Management
Worldwide
-5.52 250k 1/1/1996
90 ALFAKRAFT
ALFA Commodity Fund
-5.51 16k 6/1/2010
89 Covenant Capital Management
Original Program
-5.49 5,000k 9/1/1999
88 EMC Capital Advisors, LLC
Classic
-5.40 5,000k 1/1/1985
87 Chesapeake Capital
Diversified (LV)
-5.40 100k 2/1/1988
86 Conquest Capital Group
Conquest Select
-5.38 250k 6/1/2004
85 Eclipse Capital Management
Global Monetary
-5.20 5,000k 8/1/1990
84 UNISystems Research Inc.
Wall Street Program
-5.09 20k 8/1/2011
83 John Locke Investments
Cyril Systematic Program
-5.02 8,000k 7/1/2000
82 M.S. Capital Management
Global Diversified Program
-4.94 2,000k 11/1/1998
81 Alee Capital Management, LLC
Mistral Program
-4.92 2,500k 1/1/1999
80 ISAM
ISAM Systematic Trend Fund
-4.80 1,000k 6/1/2001
79 Wavefront Global Asset Management
IMFC Global Investment Program
-4.78 2,000k 2/1/2007
78 Briarwood Capital Management, Inc.
Diversified 2XL
-4.74 250k 11/1/2004
77 Clarke Capital Management
Global Basic
-4.62 50k 2/1/1996
76 Beach Horizon LLP
Managed Account
-4.50 5,000k 5/1/2005
75 Seven Capital Management
Seven Absolute Return
-4.48 100k 6/1/2009
74 Mark J. Walsh Company
Standard Program
-4.41 2,000k 9/1/1985
73 Adamah Capital LLC
Asset Allocator Program
-4.40 50k 3/1/2011
72 Superfund Group
Superfund Green Q-AG
-4.37 2k 3/1/1996
71 Wavefront Global Asset Management
IMFC Global Concentrated
-4.36 500k 4/1/2009
70 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.26 100k 1/1/2005
69 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.24 10,000k 1/1/1991
68 Drury Capital
Diversified Trend-Following Program
-4.22 5,000k 5/1/1997
67 John Locke Investments
JL Commodity Long Flat Program
-4.09 5,000k 12/1/2007
66 Clarke Capital Management
Global Magnum
-4.05 100k 8/1/1997
65 Welton Investment Partners
Welton Global
-3.95 10,000k 6/1/2004
64 Heyden & Steindl GmbH
TOMAC2
-3.90 5,000k 3/1/2003
63 Superfund Group
Superfund Green L.P. Series A
-3.85 5k 10/1/2002
62 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.85 50k 12/1/2007
61 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.83 250k 10/1/2009
60 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.73 10,000k 8/1/2004
59 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.67 10,000k 8/1/1999
58 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.65 10,000k 1/1/1995
57 Saxon Investment Corporation
Aggressive Diversified Program
-3.53 2,000k 11/1/1993
56 Quantum Leap Capital Management
Managed Account Program
-3.50 300k 8/1/2006
55 Estlander & Partners
Global Markets
-3.47 10,000k 8/1/1999
54 Future Trade AG
Thales Swing Trading Programme
-3.47 250k 6/1/2007
53 Alee Capital Management, LLC
Poniente Program
-3.35 2,500k 1/1/1999
52 Vergho Asset Management LLC
Kinematics
-3.31 1,000k 11/1/2008
51 Alder Capital DAC
Alder Global 20
-3.20 2,500k 2/1/2001
50 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.16 5,000k 12/1/2010
49 Acorn Global Investments Inc.
Acorn Diversified Program
-3.08 10k 7/1/2005
48 Quantica Capital AG
Quantica Managed Futures
-2.89 5,000k 1/1/2005
47 Parizek Capital
Futures Trading Program
-2.60 500k 4/1/2000
46 Winton Capital Management
Diversified
-2.54 50,000k 10/1/1997
45 Millburn Corporation
Commodity Program
-2.51 25,000k 3/1/2005
44 AllMountain Capital AG
Mount Denali Global Trends
-2.49 160k 7/1/2007
43 Ancile Capital Management
Global Markets Program
-2.46 2,000k 4/1/2005
42 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-2.43 100k 1/1/2012
41 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.42 10,000k 2/1/1999
40 Hyman Beck and Company
Global Portfolio
-2.24 1,000k 3/1/1991
39 Blackwater Capital Management
Global Program
-2.15 5,000k 7/1/2005
38 IStar Capital B.V.
IStar Systematic Fund
-2.11 1,000k 9/1/2011
37 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.10 100k 1/1/2000
36 Quantica Capital AG
Quantica Diversified FX
-2.00 5,000k 3/1/2007
35 IDS Capital
IDS F&F Systematic Trading
-2.00 50k 7/1/2013
34 Deep Field Capital AG
SINGULARITY Fund
-1.98 100k 9/1/2011
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.93 1k 10/1/2006
32 Saxon Investment Corporation
Diversified Program
-1.80 3,000k 9/1/1988
31 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.73 1,500k 4/1/2006
30 FTC Capital GmbH
FTC Global Diversified
-1.69 0k 3/1/2012
29 Gladius Asset Management
Fulham Program
-1.67 2,000k 1/1/2008
28 Alder Capital DAC
Alder Global 10
-1.60 2,500k 10/1/2000
27 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.54 1,000k 3/1/2003
26 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.49 250k 5/1/2011
25 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.28 10,000k 3/1/2006
24 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.08 200k 11/1/1999
23 ROW Asset Managment
Row Diversified Fund, L.P.
-0.97 1,000k 11/1/2011
22 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.85 10,000k 8/1/2009
21 Pacific Capital Advisors
Vanguard Program
-0.82 100k 4/1/2007
20 Conquest Capital Group
Conquest Macro
-0.41 250k 5/1/1999
19 Clarke Capital Management
FX Plus
-0.41 1,000k 5/1/2004
18 Gap Partners LLC
Gap
-0.19 250k 11/1/2009
17 Mobius Asset Management
Custom Trading Program
-0.13 100k 1/1/2002
16 Red Rock Capital, LLC
Systematic Global Macro
-0.06 500k 9/1/2003
15 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
14 Mobius Asset Management
Diversified Program
0.10 250k 3/1/2004
13 RAM Management Group
RAM MRTP 1X-Conservative
0.23 1,000k 9/1/1993
12 Superfund Group
Superfund Blue SPC Class A (EUR)
0.23 50k 4/1/2005
11 Parizek Capital
Currency Program
0.40 1,000k 4/1/2006
10 HASAFUMA
FX Momentum
0.70 30k 7/1/2012
9 RAM Management Group
MRTP Aggressive
0.80 1,000k 2/1/1998
8 HASAFUMA
Börstjänaren Hedgehog
0.86 100k 5/1/2012
7 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.07 250k 10/1/2009
6 Diamond Capital Management
Enhanced S&P Program
1.79 100k 10/1/2009
5 Cauldron Investments, LLC
Stock Index Plus
1.80 1,000k 10/1/2009
4 Serac, LLC
Diversified Reversal Program
2.23 200k 4/1/2011
3 Insignia Managed Capital
Medallion
2.91 50k 2/1/2009
2 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.03 100k 10/1/2009
1 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.29 100k 3/1/2003

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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