Trend Following Strategy Index For March 2012

Monthly Rankings

Rank CTA/Program Mar 2012 Min Inv Inception
132 Superfund Group
Superfund Green Gold C (SPC)
-16.54 100k 10/1/2005
131 Superfund Group
Superfund Green Master
-13.92 2,000k 5/1/2001
130 Superfund Group
Superfund Green Gold B (SPC)
-13.12 50k 10/1/2005
129 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.79 5k 4/1/2009
128 Estlander & Partners
Alpha Trend II - Class P
-12.65 100k 12/1/2008
127 Superfund Group
Superfund Green GCT USD
-11.08 15k 1/1/2000
126 Superfund Group
Superfund Green L.P. Series B
-9.99 5k 10/1/2002
125 Superfund Group
Superfund Green Gold A (SPC)
-9.68 5k 10/1/2005
124 Superfund Group
Superfund Green Gold L.P. Series A-1
-9.37 5k 4/1/2009
123 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.32 100k 3/1/2003
122 Alder Capital DAC
Alder Global 20
-8.00 2,500k 2/1/2001
121 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-7.94 100k 10/1/2009
120 Superfund Group
Superfund Green L.P. Series A
-7.77 5k 10/1/2002
119 Rabar Market Research
Short-Term Program
-7.59 2,000k 11/1/2009
118 Altradis Capital AG
AlphAlgo
-7.33 100k 5/1/2007
117 Superfund Group
Superfund Green Q-AG
-7.18 2k 3/1/1996
116 Parizek Capital
Futures Trading Program
-6.52 500k 4/1/2000
115 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-6.36 250k 10/1/2009
114 AllMountain Capital AG
Mount Denali Global Trends
-6.17 160k 7/1/2007
113 Conquest Capital Group
Conquest Macro
-5.98 250k 5/1/1999
112 Hawksbill Capital Management
Global Diversified
-5.53 5,000k 11/1/1988
111 Tactical Investment Management
Tactical Institutional Commodity Program
-5.43 10,000k 4/1/1993
110 Blackwater Capital Management
Global Program
-5.12 5,000k 7/1/2005
109 Keck Capital Management LLC
The Keck Program
-5.09 2,000k 12/1/2003
108 Heyden & Steindl GmbH
TOMAC2
-5.07 5,000k 3/1/2003
107 Rabar Market Research
Diversified Program
-4.92 2,000k 1/1/1989
106 Quantica Capital AG
Quantica Diversified FX
-4.72 5,000k 3/1/2007
105 Clarke Capital Management
Worldwide
-4.62 250k 1/1/1996
104 Angle Capital Management LLC
AIP Program
-4.52 100k 1/1/2010
103 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.48 200k 11/1/1999
102 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.34 100k 1/1/2000
101 Clarke Capital Management
Jupiter
-4.28 3,000k 5/1/2005
100 Eclipse Capital Management
Global Monetary
-4.20 5,000k 8/1/1990
99 Lynx Asset Management AB
Lynx Program
-4.16 75k 5/1/2000
98 Neural Capital Ltd
Sentinel Trading Program
-4.15 2,000k 1/1/2006
97 Estlander & Partners
Global XL
-4.12 5,000k 8/1/1991
96 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.07 250k 5/1/2011
95 Estlander & Partners
Alpha Trend
-4.03 30,000k 10/1/1991
94 Alder Capital DAC
Alder Global 10
-4.00 2,500k 10/1/2000
93 Estlander & Partners
Freedom
-3.98 20,000k 8/1/2010
92 Hyman Beck and Company
Global Portfolio
-3.84 1,000k 3/1/1991
91 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.78 10,000k 1/1/1991
90 M.S. Capital Management
Global Diversified Program
-3.62 2,000k 11/1/1998
89 Briarwood Capital Management, Inc.
Diversified 2XL
-3.51 250k 11/1/2004
88 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.44 1,000k 3/1/2003
87 Mark J. Walsh Company
Standard Program
-3.42 2,000k 9/1/1985
86 Melissinos Trading
Eupatrid Program
-3.42 50k 1/1/2011
85 EMC Capital Advisors, LLC
Classic
-3.40 5,000k 1/1/1985
84 Beach Horizon LLP
Managed Account
-3.36 5,000k 5/1/2005
83 John Locke Investments
Cyril Systematic Program
-3.35 8,000k 7/1/2000
82 Eckhardt Trading Company
Evolution Strategies 1.2X
-3.19 10,000k 10/1/1991
81 ISAM
ISAM Systematic Trend Fund
-3.10 1,000k 6/1/2001
80 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.96 100k 11/1/1984
79 Clarke Capital Management
FX Plus
-2.91 1,000k 5/1/2004
78 Covenant Capital Management
Aggressive Program
-2.82 3,000k 2/1/2004
77 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-2.65 10,000k 8/1/2009
76 John Locke Investments
JL Commodity Long Flat Program
-2.62 5,000k 12/1/2007
75 Conquest Capital Group
Conquest Select
-2.60 250k 6/1/2004
74 Quantum Leap Capital Management
Managed Account Program
-2.50 300k 8/1/2006
73 Eckhardt Trading Company
Evolution Strategies
-2.47 20,000k 8/1/1991
72 Wavefront Global Asset Management
IMFC Global Concentrated
-2.46 500k 4/1/2009
71 Covenant Capital Management
Original Program
-2.28 5,000k 9/1/1999
70 Kelly Angle Inc.
Genesis Program
-2.27 2,000k 4/1/2000
69 Dreiss Research Corporation
Diversified Program
-2.15 1,000k 5/1/1991
68 Amplitude Capital International Limited
Klassik Strategy
-2.10 1,000k 9/1/2009
67 Parizek Capital
Currency Program
-2.04 1,000k 4/1/2006
66 Red Rock Capital, LLC
Systematic Global Macro
-2.02 500k 9/1/2003
65 Estlander & Partners
Global Markets
-2.01 10,000k 8/1/1999
64 Purple Valley Capital, Inc.
Diversified Trend 1
-1.92 100k 8/1/2008
63 ALFAKRAFT
ALFA Commodity Fund
-1.68 16k 6/1/2010
62 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.59 50k 12/1/2007
61 Wavefront Global Asset Management
IMFC Global Investment Program
-1.51 2,000k 2/1/2007
60 Robinson-Langley Capital Management, LLC
Managed Account Program
-1.50 200k 1/1/2007
59 IDS Capital
IDS F&F Systematic Trading
-1.50 50k 7/1/2013
58 Ancile Capital Management
Global Markets Program
-1.45 2,000k 4/1/2005
57 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.44 1k 10/1/2006
56 Quality Capital Management
Global Diversified Programme
-1.44 10,000k 12/1/1995
55 Welton Investment Partners
Welton Global
-1.41 10,000k 6/1/2004
54 Rho Asset Management
Rho Altius 1XL Program
-1.29 5,000k 11/1/2007
53 Mobius Asset Management
Custom Trading Program
-1.27 100k 1/1/2002
52 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.08 1,000k 9/1/2009
51 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.07 1,500k 4/1/2006
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.89 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.87 10,000k 8/1/1999
48 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.70 10,000k 8/1/2004
47 Winton Capital Management
Diversified
-0.68 50,000k 10/1/1997
46 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.66 10,000k 2/1/1999
45 ROW Asset Managment
Row Diversified Fund, L.P.
-0.62 1,000k 11/1/2011
44 DUNN Capital Management
D'Best Futures Fund, L.P.
-0.39 100k 6/1/1994
43 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.36 100k 1/1/2005
42 Quantica Capital AG
Quantica Managed Futures
-0.35 5,000k 1/1/2005
41 Seven Capital Management
Seven Absolute Return
-0.16 100k 6/1/2009
40 Serac, LLC
Diversified Reversal Program
-0.14 200k 4/1/2011
39 Saxon Investment Corporation
Aggressive Diversified Program
-0.07 2,000k 11/1/1993
38 Saxon Investment Corporation
Diversified Program
-0.05 3,000k 9/1/1988
34 FTC Capital GmbH
FTC Global Diversified
0.00 0k 3/1/2012
37 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
35 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
36 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
33 Vergho Asset Management LLC
Kinematics
0.01 1,000k 11/1/2008
32 Mobius Asset Management
Diversified Program
0.07 250k 3/1/2004
31 Adamah Capital LLC
Asset Allocator Program
0.10 50k 3/1/2011
30 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
0.10 0k 11/1/1996
29 Gladius Asset Management
Fulham Program
0.17 2,000k 1/1/2008
28 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.40 5,000k 12/1/2010
27 Superfund Group
Superfund Blue SPC Class A (EUR)
0.50 50k 4/1/2005
26 IStar Capital B.V.
IStar Systematic Fund
0.64 1,000k 9/1/2011
25 Chesapeake Capital
Diversified (LV)
0.72 100k 2/1/1988
24 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.79 100k 1/1/2012
23 Pacific Capital Advisors
Vanguard Program
0.96 100k 4/1/2007
22 Acorn Global Investments Inc.
Acorn Diversified Program
0.96 10k 7/1/2005
21 Gap Partners LLC
Gap
1.02 250k 11/1/2009
20 UNISystems Research Inc.
Wall Street Program
1.02 20k 8/1/2011
19 Clarke Capital Management
Millennium
1.06 1,000k 1/1/1998
18 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.12 10,000k 3/1/2006
17 Millburn Corporation
Commodity Program
1.13 25,000k 3/1/2005
16 Deep Field Capital AG
SINGULARITY Fund
1.38 100k 9/1/2011
15 Future Trade AG
Thales Swing Trading Programme
1.45 250k 6/1/2007
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.49 250k 10/1/2009
13 Southwest Managed Investments, LLC
Global Diversified
1.60 200k 1/1/2002
12 Drury Capital
Diversified Trend-Following Program
2.87 5,000k 5/1/1997
11 RAM Management Group
RAM MRTP 1X-Conservative
3.31 1,000k 9/1/1993
10 Somers Brothers Capital
Diversified Futures Program #1
3.73 100k 1/1/2005
9 Cauldron Investments, LLC
Stock Index Plus
3.83 1,000k 10/1/2009
8 Diamond Capital Management
Enhanced S&P Program
3.89 100k 10/1/2009
7 DUNN Capital Management
DUNN Combined Fund (DCF)
4.29 100k 5/1/1989
6 Insignia Managed Capital
Medallion
4.45 50k 2/1/2009
5 Mulvaney Capital Management
The Mulvaney Global Markets Program
5.21 100k 5/1/1999
4 RAM Management Group
MRTP Aggressive
10.66 1,000k 2/1/1998
3 QQFund.com
Investment Program 1
11.44 300k 9/1/2008
2 Clarke Capital Management
Global Basic
12.54 50k 2/1/1996
1 Clarke Capital Management
Global Magnum
13.83 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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