Trend Following Strategy Index For December 2012

Monthly Rankings

Rank CTA/Program Dec 2012 Min Inv Inception
134 Conquest Capital Group
Conquest Macro
-5.97 250k 5/1/1999
133 Melissinos Trading
Eupatrid Program
-5.81 50k 1/1/2011
132 Robinson-Langley Capital Management, LLC
Managed Account Program
-4.75 200k 1/1/2007
131 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.71 50k 12/1/2007
130 Mobius Asset Management
Custom Trading Program
-2.75 100k 1/1/2002
129 RAM Management Group
MRTP Aggressive
-2.67 1,000k 2/1/1998
128 Chesapeake Capital
Diversified (LV)
-2.52 100k 2/1/1988
127 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.36 0k 11/1/1996
126 HASAFUMA
Börstjänaren Hedgehog
-2.08 100k 5/1/2012
125 Acorn Global Investments Inc.
Acorn Diversified Program
-1.98 10k 7/1/2005
124 Millburn Corporation
Commodity Program
-1.84 25,000k 3/1/2005
123 QQFund.com
Investment Program 1
-1.71 300k 9/1/2008
122 Somers Brothers Capital
Diversified Futures Program #1
-1.48 100k 1/1/2005
121 Vergho Asset Management LLC
Kinematics
-1.47 1,000k 11/1/2008
120 Clarke Capital Management
Millennium
-1.45 1,000k 1/1/1998
119 Parizek Capital
Currency Program
-1.43 1,000k 4/1/2006
118 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-1.38 5,000k 12/1/2010
117 John Locke Investments
JL Commodity Long Flat Program
-1.29 5,000k 12/1/2007
116 UNISystems Research Inc.
Wall Street Program
-1.23 20k 8/1/2011
115 Red Rock Capital, LLC
Systematic Global Macro
-1.14 500k 9/1/2003
114 Lynx Asset Management AB
Lynx Program
-0.97 75k 5/1/2000
113 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.96 250k 10/1/2009
112 RAM Management Group
RAM MRTP 1X-Conservative
-0.93 1,000k 9/1/1993
111 DUNN Capital Management
DUNN Combined Fund (DCF)
-0.90 100k 5/1/1989
110 Beach Horizon LLP
Managed Account
-0.84 5,000k 5/1/2005
109 Hawksbill Capital Management
Global Diversified
-0.82 5,000k 11/1/1988
108 Saxon Investment Corporation
Aggressive Diversified Program
-0.81 2,000k 11/1/1993
107 Insignia Managed Capital
Medallion
-0.81 50k 2/1/2009
106 Quality Capital Management
Global Diversified Programme
-0.76 10,000k 12/1/1995
105 ALFAKRAFT
ALFA Commodity Fund
-0.74 16k 6/1/2010
104 Alee Capital Management, LLC
Mistral Program
-0.65 2,500k 1/1/1999
103 ROW Asset Managment
Row Diversified Fund, L.P.
-0.64 1,000k 11/1/2011
102 Welton Investment Partners
Welton Global
-0.62 10,000k 6/1/2004
101 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.50 10,000k 8/1/2009
100 Saxon Investment Corporation
Diversified Program
-0.48 3,000k 9/1/1988
99 Mobius Asset Management
Diversified Program
-0.40 250k 3/1/2004
98 Quantica Capital AG
Quantica Managed Futures
-0.39 5,000k 1/1/2005
97 FTC Capital GmbH
FTC Global Diversified
-0.32 0k 3/1/2012
96 HASAFUMA
FX Momentum
-0.27 30k 7/1/2012
95 Deep Field Capital AG
SINGULARITY Fund
-0.21 100k 9/1/2011
94 Tactical Investment Management
Tactical Institutional Commodity Program
-0.19 10,000k 4/1/1993
93 Amplitude Capital International Limited
Klassik Strategy
-0.17 1,000k 9/1/2009
92 ISAM
ISAM Systematic Trend Fund
-0.14 1,000k 6/1/2001
91 Diamond Capital Management
Enhanced S&P Program
-0.14 100k 10/1/2009
90 Eckhardt Trading Company
Evolution Strategies
-0.07 20,000k 8/1/1991
89 Gap Partners LLC
Gap
-0.07 250k 11/1/2009
88 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.03 10,000k 10/1/1991
87 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
86 Rabar Market Research
Diversified Program
0.03 2,000k 1/1/1989
85 Seven Capital Management
Seven Absolute Return
0.04 100k 6/1/2009
84 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.09 1,000k 9/1/2009
83 Serac, LLC
Diversified Reversal Program
0.10 200k 4/1/2011
82 Pacific Capital Advisors
Vanguard Program
0.11 100k 4/1/2007
81 Cauldron Investments, LLC
Stock Index Plus
0.16 1,000k 10/1/2009
80 Kelly Angle Inc.
Genesis Program
0.16 2,000k 4/1/2000
79 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.27 100k 1/1/2012
78 M.S. Capital Management
Global Diversified Program
0.27 2,000k 11/1/1998
77 Quantica Capital AG
Quantica Diversified FX
0.29 5,000k 3/1/2007
76 Future Trade AG
Thales Swing Trading Programme
0.36 250k 6/1/2007
75 Superfund Group
Superfund Green Gold A (SPC)
0.37 5k 10/1/2005
74 Transtrend B.V.
DTP – Standard Risk (EUR)
0.37 10,000k 2/1/1999
73 Estlander & Partners
Alpha Trend
0.38 30,000k 10/1/1991
72 Adamah Capital LLC
Asset Allocator Program
0.40 50k 3/1/2011
71 Wavefront Global Asset Management
IMFC Global Concentrated
0.44 500k 4/1/2009
70 Parizek Capital
Futures Trading Program
0.47 500k 4/1/2000
69 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.50 10,000k 1/1/1995
68 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.52 10,000k 8/1/1999
67 Superfund Group
Superfund Blue SPC Class A (EUR)
0.54 50k 4/1/2005
66 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.58 10,000k 8/1/2004
65 Rabar Market Research
Short-Term Program
0.59 2,000k 11/1/2009
64 IDS Capital
IDS F&F Systematic Trading
0.60 50k 7/1/2013
63 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.62 1,000k 3/1/2003
62 Wavefront Global Asset Management
IMFC Global Investment Program
0.63 2,000k 2/1/2007
61 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.76 100k 5/1/1999
60 Estlander & Partners
Alpha Trend II - Class P
0.88 100k 12/1/2008
59 Estlander & Partners
Global Markets
0.89 10,000k 8/1/1999
58 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.89 250k 5/1/2011
57 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.96 10,000k 3/1/2006
56 Altradis Capital AG
AlphAlgo
0.98 100k 5/1/2007
55 Superfund Group
Superfund Green Gold L.P. Series A-1
0.98 5k 4/1/2009
54 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.98 1,500k 4/1/2006
53 Gladius Asset Management
Fulham Program
1.01 2,000k 1/1/2008
52 Estlander & Partners
Freedom
1.12 20,000k 8/1/2010
51 Mark J. Walsh Company
Standard Program
1.19 2,000k 9/1/1985
50 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.19 1k 10/1/2006
49 EMC Capital Advisors, LLC
Classic
1.20 5,000k 1/1/1985
48 Winton Capital Management
Diversified
1.36 50,000k 10/1/1997
47 DUNN Capital Management
D'Best Futures Fund, L.P.
1.46 100k 6/1/1994
46 Neural Capital Ltd
Sentinel Trading Program
1.57 2,000k 1/1/2006
45 Ancile Capital Management
Global Markets Program
1.62 2,000k 4/1/2005
44 John Locke Investments
Cyril Systematic Program
1.63 8,000k 7/1/2000
43 Estlander & Partners
Global XL
1.69 5,000k 8/1/1991
42 Covenant Capital Management
Original Program
1.70 5,000k 9/1/1999
41 Superfund Group
Superfund Green Gold B (SPC)
1.79 50k 10/1/2005
40 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.89 10,000k 1/1/1991
39 Drury Capital
Diversified Trend-Following Program
1.93 5,000k 5/1/1997
38 Rho Asset Management
Rho Altius 1XL Program
1.94 5,000k 11/1/2007
37 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.98 100k 1/1/2005
36 Superfund Group
Superfund Green L.P. Series A
1.99 5k 10/1/2002
35 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.04 250k 10/1/2009
34 Alder Capital DAC
Alder Global 10
2.10 2,500k 10/1/2000
33 Superfund Group
Superfund Green Q-AG
2.50 2k 3/1/1996
32 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.64 100k 11/1/1984
31 Southwest Managed Investments, LLC
Global Diversified
2.68 200k 1/1/2002
30 Alee Capital Management, LLC
Poniente Program
2.70 2,500k 1/1/1999
29 Covenant Capital Management
Aggressive Program
2.80 3,000k 2/1/2004
28 Superfund Group
Superfund Green Gold L.P. Series B-1
2.89 5k 4/1/2009
27 AllMountain Capital AG
Mount Denali Global Trends
3.08 160k 7/1/2007
26 IStar Capital B.V.
IStar Systematic Fund
3.12 1,000k 9/1/2011
25 Superfund Group
Superfund Green Gold C (SPC)
3.30 100k 10/1/2005
24 Purple Valley Capital, Inc.
Diversified Trend 1
3.33 100k 8/1/2008
23 Conquest Capital Group
Conquest Select
3.34 250k 6/1/2004
22 Superfund Group
Superfund Green L.P. Series B
3.48 5k 10/1/2002
21 Blackwater Capital Management
Global Program
3.62 5,000k 7/1/2005
20 Hyman Beck and Company
Global Portfolio
3.67 1,000k 3/1/1991
19 Superfund Group
Superfund Green GCT USD
3.87 15k 1/1/2000
18 Clarke Capital Management
Global Magnum
3.93 100k 8/1/1997
17 Alder Capital DAC
Alder Global 20
4.30 2,500k 2/1/2001
16 Angle Capital Management LLC
AIP Program
4.37 100k 1/1/2010
15 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.58 100k 3/1/2003
14 Eclipse Capital Management
Global Monetary
4.73 5,000k 8/1/1990
13 Clarke Capital Management
Worldwide
4.92 250k 1/1/1996
12 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
5.00 100k 10/1/2009
11 Superfund Group
Superfund Green Master
5.79 2,000k 5/1/2001
10 Clarke Capital Management
Jupiter
5.92 3,000k 5/1/2005
9 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
6.09 100k 1/1/2000
8 Dreiss Research Corporation
Diversified Program
7.17 1,000k 5/1/1991
7 Keck Capital Management LLC
The Keck Program
7.34 2,000k 12/1/2003
6 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.76 200k 11/1/1999
5 Clarke Capital Management
FX Plus
8.32 1,000k 5/1/2004
4 Heyden & Steindl GmbH
TOMAC2
8.88 5,000k 3/1/2003
3 Quantum Leap Capital Management
Managed Account Program
9.10 300k 8/1/2006
2 Clarke Capital Management
Global Basic
9.15 50k 2/1/1996
1 Briarwood Capital Management, Inc.
Diversified 2XL
17.44 250k 11/1/2004

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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