Trend Following Strategy Index For November 2012

Monthly Rankings

Rank CTA/Program Nov 2012 Min Inv Inception
134 Superfund Group
Superfund Green Gold L.P. Series B-1
-10.36 5k 4/1/2009
133 Superfund Group
Superfund Green Gold C (SPC)
-9.17 100k 10/1/2005
132 Superfund Group
Superfund Green Master
-8.45 2,000k 5/1/2001
131 Estlander & Partners
Alpha Trend II - Class P
-8.10 100k 12/1/2008
130 Superfund Group
Superfund Green L.P. Series B
-7.47 5k 10/1/2002
129 Superfund Group
Superfund Green GCT USD
-7.40 15k 1/1/2000
128 Superfund Group
Superfund Green Gold B (SPC)
-7.15 50k 10/1/2005
127 Neural Capital Ltd
Sentinel Trading Program
-7.10 2,000k 1/1/2006
126 Superfund Group
Superfund Green Gold L.P. Series A-1
-7.05 5k 4/1/2009
125 UNISystems Research Inc.
Wall Street Program
-6.62 20k 8/1/2011
124 Hawksbill Capital Management
Global Diversified
-6.17 5,000k 11/1/1988
123 RAM Management Group
MRTP Aggressive
-5.69 1,000k 2/1/1998
122 Superfund Group
Superfund Green L.P. Series A
-5.23 5k 10/1/2002
121 Superfund Group
Superfund Green Gold A (SPC)
-5.06 5k 10/1/2005
120 Superfund Group
Superfund Green Q-AG
-4.92 2k 3/1/1996
119 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.82 100k 10/1/2009
118 Kelly Angle Inc.
Genesis Program
-4.73 2,000k 4/1/2000
117 HASAFUMA
Börstjänaren Hedgehog
-4.60 100k 5/1/2012
116 Rabar Market Research
Short-Term Program
-4.47 2,000k 11/1/2009
115 Angle Capital Management LLC
AIP Program
-4.31 100k 1/1/2010
114 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.24 100k 3/1/2003
113 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.08 10,000k 3/1/2006
112 Future Trade AG
Thales Swing Trading Programme
-3.74 250k 6/1/2007
111 Alee Capital Management, LLC
Mistral Program
-3.67 2,500k 1/1/1999
110 Tactical Investment Management
Tactical Institutional Commodity Program
-3.39 10,000k 4/1/1993
109 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.14 100k 6/1/1994
108 FTC Capital GmbH
FTC Global Diversified
-2.80 0k 3/1/2012
107 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.72 100k 5/1/1989
106 Melissinos Trading
Eupatrid Program
-2.53 50k 1/1/2011
105 Estlander & Partners
Alpha Trend
-2.52 30,000k 10/1/1991
104 Conquest Capital Group
Conquest Macro
-2.52 250k 5/1/1999
103 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.27 200k 1/1/2007
102 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.23 1,500k 4/1/2006
101 Beach Horizon LLP
Managed Account
-1.93 5,000k 5/1/2005
100 Parizek Capital
Futures Trading Program
-1.92 500k 4/1/2000
99 RAM Management Group
RAM MRTP 1X-Conservative
-1.91 1,000k 9/1/1993
98 Estlander & Partners
Freedom
-1.90 20,000k 8/1/2010
97 Millburn Corporation
Commodity Program
-1.86 25,000k 3/1/2005
96 Keck Capital Management LLC
The Keck Program
-1.86 2,000k 12/1/2003
95 Clarke Capital Management
Global Basic
-1.85 50k 2/1/1996
94 Purple Valley Capital, Inc.
Diversified Trend 1
-1.82 100k 8/1/2008
93 Conquest Capital Group
Conquest Select
-1.81 250k 6/1/2004
92 Wavefront Global Asset Management
IMFC Global Concentrated
-1.77 500k 4/1/2009
91 Rabar Market Research
Diversified Program
-1.71 2,000k 1/1/1989
90 Saxon Investment Corporation
Aggressive Diversified Program
-1.54 2,000k 11/1/1993
89 Rho Asset Management
Rho Altius 1XL Program
-1.51 5,000k 11/1/2007
88 Wavefront Global Asset Management
IMFC Global Investment Program
-1.50 2,000k 2/1/2007
87 Heyden & Steindl GmbH
TOMAC2
-1.40 5,000k 3/1/2003
86 Pacific Capital Advisors
Vanguard Program
-1.39 100k 4/1/2007
85 Mark J. Walsh Company
Standard Program
-1.24 2,000k 9/1/1985
84 M.S. Capital Management
Global Diversified Program
-1.16 2,000k 11/1/1998
83 Clarke Capital Management
Global Magnum
-1.11 100k 8/1/1997
82 ISAM
ISAM Systematic Trend Fund
-1.11 1,000k 6/1/2001
81 IDS Capital
IDS F&F Systematic Trading
-1.00 50k 7/1/2013
80 EMC Capital Advisors, LLC
Classic
-1.00 5,000k 1/1/1985
79 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.97 100k 5/1/1999
78 Ancile Capital Management
Global Markets Program
-0.93 2,000k 4/1/2005
77 Gladius Asset Management
Fulham Program
-0.89 2,000k 1/1/2008
76 ROW Asset Managment
Row Diversified Fund, L.P.
-0.87 1,000k 11/1/2011
75 Welton Investment Partners
Welton Global
-0.85 10,000k 6/1/2004
74 John Locke Investments
JL Commodity Long Flat Program
-0.84 5,000k 12/1/2007
73 Vergho Asset Management LLC
Kinematics
-0.79 1,000k 11/1/2008
72 Saxon Investment Corporation
Diversified Program
-0.75 3,000k 9/1/1988
71 Estlander & Partners
Global XL
-0.67 5,000k 8/1/1991
70 John Locke Investments
Cyril Systematic Program
-0.58 8,000k 7/1/2000
69 Quantum Leap Capital Management
Managed Account Program
-0.57 300k 8/1/2006
68 ALFAKRAFT
ALFA Commodity Fund
-0.49 16k 6/1/2010
67 Drury Capital
Diversified Trend-Following Program
-0.43 5,000k 5/1/1997
66 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.34 10,000k 1/1/1995
65 Estlander & Partners
Global Markets
-0.32 10,000k 8/1/1999
64 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.30 10,000k 2/1/1999
63 Gap Partners LLC
Gap
-0.28 250k 11/1/2009
62 Acorn Global Investments Inc.
Acorn Diversified Program
-0.18 10k 7/1/2005
61 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.15 50k 12/1/2007
60 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.15 10,000k 8/1/2004
59 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.13 10,000k 8/1/1999
57 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
58 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.00 10,000k 8/1/2009
56 Chesapeake Capital
Diversified (LV)
0.03 100k 2/1/1988
55 Hyman Beck and Company
Global Portfolio
0.03 1,000k 3/1/1991
54 Adamah Capital LLC
Asset Allocator Program
0.10 50k 3/1/2011
53 Eclipse Capital Management
Global Monetary
0.10 5,000k 8/1/1990
52 Mobius Asset Management
Diversified Program
0.11 250k 3/1/2004
51 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.14 250k 5/1/2011
50 Alee Capital Management, LLC
Poniente Program
0.19 2,500k 1/1/1999
49 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.27 1,000k 3/1/2003
48 Eckhardt Trading Company
Evolution Strategies
0.28 20,000k 8/1/1991
47 Eckhardt Trading Company
Evolution Strategies 1.2X
0.30 10,000k 10/1/1991
46 Seven Capital Management
Seven Absolute Return
0.36 100k 6/1/2009
45 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.45 100k 1/1/2000
44 Quantica Capital AG
Quantica Managed Futures
0.46 5,000k 1/1/2005
43 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
0.59 250k 10/1/2009
42 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.60 5,000k 12/1/2010
41 Quantica Capital AG
Quantica Diversified FX
0.62 5,000k 3/1/2007
40 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.62 100k 1/1/2005
39 Clarke Capital Management
Millennium
0.63 1,000k 1/1/1998
38 Briarwood Capital Management, Inc.
Diversified 2XL
0.65 250k 11/1/2004
37 Somers Brothers Capital
Diversified Futures Program #1
0.65 100k 1/1/2005
36 Covenant Capital Management
Original Program
0.69 5,000k 9/1/1999
35 Superfund Group
Superfund Blue SPC Class A (EUR)
0.70 50k 4/1/2005
34 Blackwater Capital Management
Global Program
0.73 5,000k 7/1/2005
33 Lynx Asset Management AB
Lynx Program
0.79 75k 5/1/2000
32 Quality Capital Management
Global Diversified Programme
0.88 10,000k 12/1/1995
31 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.89 1k 10/1/2006
30 Covenant Capital Management
Aggressive Program
0.98 3,000k 2/1/2004
29 Winton Capital Management
Diversified
1.00 50,000k 10/1/1997
28 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.11 1,000k 9/1/2009
27 AllMountain Capital AG
Mount Denali Global Trends
1.12 160k 7/1/2007
26 Clarke Capital Management
FX Plus
1.14 1,000k 5/1/2004
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.27 250k 10/1/2009
24 Clarke Capital Management
Worldwide
1.37 250k 1/1/1996
23 Amplitude Capital International Limited
Klassik Strategy
1.41 1,000k 9/1/2009
22 Diamond Capital Management
Enhanced S&P Program
1.46 100k 10/1/2009
21 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
1.56 100k 1/1/2012
20 Red Rock Capital, LLC
Systematic Global Macro
1.56 500k 9/1/2003
19 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
18 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
1.64 200k 11/1/1999
17 Cauldron Investments, LLC
Stock Index Plus
1.64 1,000k 10/1/2009
16 IStar Capital B.V.
IStar Systematic Fund
1.69 1,000k 9/1/2011
15 Southwest Managed Investments, LLC
Global Diversified
1.80 200k 1/1/2002
14 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.87 0k 11/1/1996
13 Parizek Capital
Currency Program
2.19 1,000k 4/1/2006
12 Clarke Capital Management
Jupiter
2.44 3,000k 5/1/2005
11 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.52 10,000k 1/1/1991
10 Alder Capital DAC
Alder Global 20
3.00 2,500k 2/1/2001
9 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.23 100k 11/1/1984
8 QQFund.com
Investment Program 1
3.30 300k 9/1/2008
7 Insignia Managed Capital
Medallion
3.40 50k 2/1/2009
6 Deep Field Capital AG
SINGULARITY Fund
3.60 100k 9/1/2011
5 Altradis Capital AG
AlphAlgo
3.76 100k 5/1/2007
4 Mobius Asset Management
Custom Trading Program
4.24 100k 1/1/2002
3 HASAFUMA
FX Momentum
4.79 30k 7/1/2012
2 Dreiss Research Corporation
Diversified Program
5.15 1,000k 5/1/1991
1 Serac, LLC
Diversified Reversal Program
12.64 200k 4/1/2011

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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