Trend Following Strategy Index For February 2012

Monthly Rankings

Rank CTA/Program Feb 2012 Min Inv Inception
130 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.40 100k 5/1/1989
129 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-6.64 100k 3/1/2003
128 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-6.43 100k 10/1/2009
127 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.13 250k 5/1/2011
126 Conquest Capital Group
Conquest Macro
-6.04 250k 5/1/1999
125 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.96 100k 11/1/1984
124 Ancile Capital Management
Global Markets Program
-4.68 2,000k 4/1/2005
123 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.30 10,000k 3/1/2006
122 Acorn Global Investments Inc.
Acorn Diversified Program
-4.19 10k 7/1/2005
121 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.89 100k 6/1/1994
120 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.84 50k 12/1/2007
119 Wavefront Global Asset Management
IMFC Global Investment Program
-2.75 2,000k 2/1/2007
118 Chesapeake Capital
Diversified (LV)
-2.68 100k 2/1/1988
117 Alder Capital DAC
Alder Global 20
-2.47 2,500k 2/1/2001
116 Wavefront Global Asset Management
IMFC Global Concentrated
-2.38 500k 4/1/2009
115 Red Rock Capital, LLC
Systematic Global Macro
-2.25 500k 9/1/2003
114 Dreiss Research Corporation
Diversified Program
-2.19 1,000k 5/1/1991
113 Vergho Asset Management LLC
Kinematics
-1.75 1,000k 11/1/2008
112 Beach Horizon LLP
Managed Account
-1.53 5,000k 5/1/2005
111 M.S. Capital Management
Global Diversified Program
-1.24 2,000k 11/1/1998
110 Alder Capital DAC
Alder Global 10
-1.20 2,500k 10/1/2000
109 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.10 100k 1/1/2012
108 Neural Capital Ltd
Sentinel Trading Program
-0.99 2,000k 1/1/2006
107 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.97 1,500k 4/1/2006
106 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.92 200k 1/1/2007
105 IDS Capital
IDS F&F Systematic Trading
-0.90 50k 7/1/2013
104 Millburn Corporation
Commodity Program
-0.85 25,000k 3/1/2005
103 Winton Capital Management
Diversified
-0.83 50,000k 10/1/1997
102 Mobius Asset Management
Custom Trading Program
-0.79 100k 1/1/2002
101 Melissinos Trading
Eupatrid Program
-0.67 50k 1/1/2011
100 IStar Capital B.V.
IStar Systematic Fund
-0.64 1,000k 9/1/2011
99 Lynx Asset Management AB
Lynx Program
-0.57 75k 5/1/2000
98 Adamah Capital LLC
Asset Allocator Program
-0.50 50k 3/1/2011
97 Pacific Capital Advisors
Vanguard Program
-0.44 100k 4/1/2007
96 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.32 1k 10/1/2006
95 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.21 5k 4/1/2009
94 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.21 50k 4/1/2005
93 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.20 10,000k 8/1/2009
92 Superfund Group
Superfund Green Gold A (SPC)
-0.13 5k 10/1/2005
91 Mobius Asset Management
Diversified Program
-0.07 250k 3/1/2004
89 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
87 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
88 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
90 Quantum Leap Capital Management
Managed Account Program
0.00 300k 8/1/2006
86 Saxon Investment Corporation
Diversified Program
0.03 3,000k 9/1/1988
85 Saxon Investment Corporation
Aggressive Diversified Program
0.06 2,000k 11/1/1993
84 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.33 100k 1/1/2005
83 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.37 250k 10/1/2009
82 Tactical Investment Management
Tactical Institutional Commodity Program
0.45 10,000k 4/1/1993
81 Gladius Asset Management
Fulham Program
0.45 2,000k 1/1/2008
80 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.46 5,000k 12/1/2010
79 Superfund Group
Superfund Green Gold L.P. Series B-1
0.46 5k 4/1/2009
78 Gap Partners LLC
Gap
0.67 250k 11/1/2009
77 Covenant Capital Management
Original Program
0.76 5,000k 9/1/1999
76 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.78 100k 5/1/1999
75 ALFAKRAFT
ALFA Commodity Fund
0.80 16k 6/1/2010
74 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.80 200k 11/1/1999
73 Mark J. Walsh Company
Standard Program
0.80 2,000k 9/1/1985
72 Superfund Group
Superfund Green Gold B (SPC)
0.86 50k 10/1/2005
71 Superfund Group
Superfund Green L.P. Series A
0.95 5k 10/1/2002
70 Parizek Capital
Currency Program
0.95 1,000k 4/1/2006
69 Welton Investment Partners
Welton Global
1.31 10,000k 6/1/2004
68 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.31 10,000k 1/1/1991
67 Transtrend B.V.
DTP – Standard Risk (EUR)
1.37 10,000k 2/1/1999
66 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.39 0k 11/1/1996
65 Quantica Capital AG
Quantica Diversified FX
1.44 5,000k 3/1/2007
64 Superfund Group
Superfund Green L.P. Series B
1.45 5k 10/1/2002
63 John Locke Investments
Cyril Systematic Program
1.45 8,000k 7/1/2000
62 Conquest Capital Group
Conquest Select
1.57 250k 6/1/2004
61 Rabar Market Research
Short-Term Program
1.57 2,000k 11/1/2009
60 Eckhardt Trading Company
Evolution Strategies
1.68 20,000k 8/1/1991
59 Estlander & Partners
Alpha Trend
1.85 30,000k 10/1/1991
58 ROW Asset Managment
Row Diversified Fund, L.P.
1.86 1,000k 11/1/2011
57 Superfund Group
Superfund Green Gold C (SPC)
1.87 100k 10/1/2005
56 ISAM
ISAM Systematic Trend Fund
1.92 1,000k 6/1/2001
55 Eckhardt Trading Company
Evolution Strategies 1.2X
1.93 10,000k 10/1/1991
54 Superfund Group
Superfund Green Q-AG
1.97 2k 3/1/1996
53 Parizek Capital
Futures Trading Program
1.98 500k 4/1/2000
52 Hyman Beck and Company
Global Portfolio
1.98 1,000k 3/1/1991
51 Quantica Capital AG
Quantica Managed Futures
2.05 5,000k 1/1/2005
50 Superfund Group
Superfund Green GCT USD
2.12 15k 1/1/2000
49 RAM Management Group
RAM MRTP 1X-Conservative
2.13 1,000k 9/1/1993
48 Seven Capital Management
Seven Absolute Return
2.21 100k 6/1/2009
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.26 100k 1/1/2000
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.31 10,000k 1/1/1995
45 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.32 10,000k 8/1/1999
44 John Locke Investments
JL Commodity Long Flat Program
2.34 5,000k 12/1/2007
43 AllMountain Capital AG
Mount Denali Global Trends
2.43 160k 7/1/2007
42 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.45 10,000k 8/1/2004
41 Altradis Capital AG
AlphAlgo
2.54 100k 5/1/2007
40 Blackwater Capital Management
Global Program
2.63 5,000k 7/1/2005
39 Covenant Capital Management
Aggressive Program
2.74 3,000k 2/1/2004
38 Rabar Market Research
Diversified Program
2.79 2,000k 1/1/1989
37 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.83 1,000k 3/1/2003
36 Estlander & Partners
Global Markets
2.85 10,000k 8/1/1999
35 UNISystems Research Inc.
Wall Street Program
3.03 20k 8/1/2011
34 Estlander & Partners
Freedom
3.05 20,000k 8/1/2010
33 Deep Field Capital AG
SINGULARITY Fund
3.07 100k 9/1/2011
32 Future Trade AG
Thales Swing Trading Programme
3.12 250k 6/1/2007
31 Keck Capital Management LLC
The Keck Program
3.24 2,000k 12/1/2003
30 Hawksbill Capital Management
Global Diversified
3.52 5,000k 11/1/1988
29 Clarke Capital Management
FX Plus
3.63 1,000k 5/1/2004
28 Insignia Managed Capital
Medallion
3.63 50k 2/1/2009
27 Quality Capital Management
Global Diversified Programme
4.00 10,000k 12/1/1995
26 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
4.00 1,000k 9/1/2009
25 Rho Asset Management
Rho Altius 1XL Program
4.14 5,000k 11/1/2007
24 Drury Capital
Diversified Trend-Following Program
4.23 5,000k 5/1/1997
23 Superfund Group
Superfund Green Master
4.38 2,000k 5/1/2001
22 Diamond Capital Management
Enhanced S&P Program
4.43 100k 10/1/2009
21 Cauldron Investments, LLC
Stock Index Plus
4.53 1,000k 10/1/2009
20 Amplitude Capital International Limited
Klassik Strategy
4.76 1,000k 9/1/2009
19 Estlander & Partners
Alpha Trend II - Class P
5.68 100k 12/1/2008
18 Estlander & Partners
Global XL
5.74 5,000k 8/1/1991
17 Southwest Managed Investments, LLC
Global Diversified
5.86 200k 1/1/2002
16 Kelly Angle Inc.
Genesis Program
6.04 2,000k 4/1/2000
15 EMC Capital Advisors, LLC
Classic
6.30 5,000k 1/1/1985
14 RAM Management Group
MRTP Aggressive
6.32 1,000k 2/1/1998
13 Eclipse Capital Management
Global Monetary
6.40 5,000k 8/1/1990
12 Angle Capital Management LLC
AIP Program
6.58 100k 1/1/2010
11 Clarke Capital Management
Millennium
7.39 1,000k 1/1/1998
10 QQFund.com
Investment Program 1
7.62 300k 9/1/2008
9 Clarke Capital Management
Worldwide
7.78 250k 1/1/1996
8 Heyden & Steindl GmbH
TOMAC2
8.52 5,000k 3/1/2003
7 Somers Brothers Capital
Diversified Futures Program #1
9.39 100k 1/1/2005
6 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
9.92 250k 10/1/2009
5 Clarke Capital Management
Jupiter
10.44 3,000k 5/1/2005
4 Purple Valley Capital, Inc.
Diversified Trend 1
11.77 100k 8/1/2008
3 Briarwood Capital Management, Inc.
Diversified 2XL
12.63 250k 11/1/2004
2 Clarke Capital Management
Global Basic
16.58 50k 2/1/1996
1 Clarke Capital Management
Global Magnum
16.76 100k 8/1/1997

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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