Trend Following Strategy Index For April 2012

Monthly Rankings

Rank CTA/Program Apr 2012 Min Inv Inception
132 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.58 200k 11/1/1999
131 Purple Valley Capital, Inc.
Diversified Trend 1
-6.43 100k 8/1/2008
130 Parizek Capital
Futures Trading Program
-6.39 500k 4/1/2000
129 Somers Brothers Capital
Diversified Futures Program #1
-6.25 100k 1/1/2005
128 RAM Management Group
MRTP Aggressive
-6.07 1,000k 2/1/1998
127 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.60 200k 1/1/2007
126 Neural Capital Ltd
Sentinel Trading Program
-4.68 2,000k 1/1/2006
125 Briarwood Capital Management, Inc.
Diversified 2XL
-4.67 250k 11/1/2004
124 Southwest Managed Investments, LLC
Global Diversified
-4.17 200k 1/1/2002
123 Rabar Market Research
Short-Term Program
-4.16 2,000k 11/1/2009
122 Covenant Capital Management
Aggressive Program
-4.02 3,000k 2/1/2004
121 Alder Capital DAC
Alder Global 20
-3.50 2,500k 2/1/2001
120 Clarke Capital Management
FX Plus
-3.42 1,000k 5/1/2004
119 Clarke Capital Management
Jupiter
-3.36 3,000k 5/1/2005
118 Rho Asset Management
Rho Altius 1XL Program
-3.18 5,000k 11/1/2007
117 Acorn Global Investments Inc.
Acorn Diversified Program
-3.15 10k 7/1/2005
116 Kelly Angle Inc.
Genesis Program
-2.99 2,000k 4/1/2000
115 ALFAKRAFT
ALFA Commodity Fund
-2.96 16k 6/1/2010
114 QQFund.com
Investment Program 1
-2.95 300k 9/1/2008
113 Conquest Capital Group
Conquest Select
-2.68 250k 6/1/2004
112 IStar Capital B.V.
IStar Systematic Fund
-2.64 1,000k 9/1/2011
111 Mehnert Capital Management, LLC
DTP (Client)
-2.25 1,000k 3/1/2012
110 Covenant Capital Management
Original Program
-2.22 5,000k 9/1/1999
109 RAM Management Group
RAM MRTP 1X-Conservative
-1.97 1,000k 9/1/1993
108 Eclipse Capital Management
Global Monetary
-1.94 5,000k 8/1/1990
107 Heyden & Steindl GmbH
TOMAC2
-1.94 5,000k 3/1/2003
106 Gap Partners LLC
Gap
-1.94 250k 11/1/2009
105 Hyman Beck and Company
Global Portfolio
-1.84 1,000k 3/1/1991
104 AllMountain Capital AG
Mount Denali Global Trends
-1.81 160k 7/1/2007
103 Alder Capital DAC
Alder Global 10
-1.70 2,500k 10/1/2000
102 Superfund Group
Superfund Green Gold C (SPC)
-1.66 100k 10/1/2005
101 Quantica Capital AG
Quantica Managed Futures
-1.62 5,000k 1/1/2005
100 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.56 5k 4/1/2009
99 Superfund Group
Superfund Green Gold B (SPC)
-1.48 50k 10/1/2005
98 ISAM
ISAM Systematic Trend Fund
-1.44 1,000k 6/1/2001
97 Angle Capital Management LLC
AIP Program
-1.41 100k 1/1/2010
96 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.41 10,000k 1/1/1991
95 Quantica Capital AG
Quantica Diversified FX
-1.39 5,000k 3/1/2007
94 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.38 100k 1/1/2012
93 Mobius Asset Management
Custom Trading Program
-1.28 100k 1/1/2002
92 Superfund Group
Superfund Green Gold A (SPC)
-1.27 5k 10/1/2005
91 Dreiss Research Corporation
Diversified Program
-1.24 1,000k 5/1/1991
90 Millburn Corporation
Commodity Program
-1.23 25,000k 3/1/2005
89 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.22 250k 5/1/2011
88 John Locke Investments
JL Commodity Long Flat Program
-1.19 5,000k 12/1/2007
87 Superfund Group
Superfund Green Gold L.P. Series A-1
-1.14 5k 4/1/2009
86 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.08 100k 5/1/1999
85 Superfund Group
Superfund Green GCT USD
-1.03 15k 1/1/2000
84 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.00 1,000k 9/1/2009
83 Blackwater Capital Management
Global Program
-0.91 5,000k 7/1/2005
82 Seven Capital Management
Seven Absolute Return
-0.84 100k 6/1/2009
81 Superfund Group
Superfund Green L.P. Series A
-0.76 5k 10/1/2002
80 Pacific Capital Advisors
Vanguard Program
-0.67 100k 4/1/2007
79 Superfund Group
Superfund Green Q-AG
-0.64 2k 3/1/1996
78 Future Trade AG
Thales Swing Trading Programme
-0.63 250k 6/1/2007
77 Superfund Group
Superfund Green Master
-0.59 2,000k 5/1/2001
76 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.46 100k 1/1/2005
75 Gladius Asset Management
Fulham Program
-0.43 2,000k 1/1/2008
74 Saxon Investment Corporation
Aggressive Diversified Program
-0.37 2,000k 11/1/1993
73 Quality Capital Management
Global Diversified Programme
-0.35 10,000k 12/1/1995
72 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.34 0k 11/1/1996
71 Rabar Market Research
Diversified Program
-0.33 2,000k 1/1/1989
70 Deep Field Capital AG
SINGULARITY Fund
-0.31 100k 9/1/2011
69 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.28 100k 1/1/2000
68 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.28 50k 4/1/2005
67 Drury Capital
Diversified Trend-Following Program
-0.25 5,000k 5/1/1997
66 Estlander & Partners
Global XL
-0.24 5,000k 8/1/1991
65 Conquest Capital Group
Conquest Macro
-0.24 250k 5/1/1999
64 Mobius Asset Management
Diversified Program
-0.23 250k 3/1/2004
63 Beach Horizon LLP
Managed Account
-0.22 5,000k 5/1/2005
62 Hawksbill Capital Management
Global Diversified
-0.22 5,000k 11/1/1988
61 Saxon Investment Corporation
Diversified Program
-0.22 3,000k 9/1/1988
60 Vergho Asset Management LLC
Kinematics
-0.16 1,000k 11/1/2008
59 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.15 250k 10/1/2009
58 Estlander & Partners
Global Markets
-0.10 10,000k 8/1/1999
57 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.02 50k 12/1/2007
54 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
55 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
56 IDS Capital
IDS F&F Systematic Trading
0.00 50k 7/1/2013
53 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.04 1k 10/1/2006
52 Winton Capital Management
Diversified
0.12 50,000k 10/1/1997
51 Transtrend B.V.
DTP – Standard Risk (EUR)
0.23 10,000k 2/1/1999
50 FTC Capital GmbH
FTC Global Diversified
0.36 0k 3/1/2012
49 Keck Capital Management LLC
The Keck Program
0.38 2,000k 12/1/2003
48 ROW Asset Managment
Row Diversified Fund, L.P.
0.40 1,000k 11/1/2011
47 Mark J. Walsh Company
Standard Program
0.44 2,000k 9/1/1985
46 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.51 10,000k 8/1/2004
45 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.55 10,000k 1/1/1995
44 Ancile Capital Management
Global Markets Program
0.55 2,000k 4/1/2005
43 EMC Capital Advisors, LLC
Classic
0.60 5,000k 1/1/1985
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.67 10,000k 8/1/1999
41 Superfund Group
Superfund Green L.P. Series B
0.70 5k 10/1/2002
40 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.73 1,500k 4/1/2006
39 Amplitude Capital International Limited
Klassik Strategy
0.84 1,000k 9/1/2009
38 Welton Investment Partners
Welton Global
0.85 10,000k 6/1/2004
37 Clarke Capital Management
Millennium
0.89 1,000k 1/1/1998
36 John Locke Investments
Cyril Systematic Program
0.89 8,000k 7/1/2000
35 Cauldron Investments, LLC
Stock Index Plus
0.97 1,000k 10/1/2009
34 Diamond Capital Management
Enhanced S&P Program
0.98 100k 10/1/2009
33 Tactical Investment Management
Tactical Institutional Commodity Program
1.00 10,000k 4/1/1993
32 Red Rock Capital, LLC
Systematic Global Macro
1.09 500k 9/1/2003
31 Melissinos Trading
Eupatrid Program
1.19 50k 1/1/2011
30 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.21 5,000k 12/1/2010
29 UNISystems Research Inc.
Wall Street Program
1.31 20k 8/1/2011
28 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.39 10,000k 8/1/2009
27 M.S. Capital Management
Global Diversified Program
1.45 2,000k 11/1/1998
26 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.45 1,000k 3/1/2003
25 Wavefront Global Asset Management
IMFC Global Concentrated
1.49 500k 4/1/2009
24 Estlander & Partners
Freedom
1.52 20,000k 8/1/2010
23 Eckhardt Trading Company
Evolution Strategies
1.61 20,000k 8/1/1991
22 Eckhardt Trading Company
Evolution Strategies 1.2X
1.72 10,000k 10/1/1991
21 Lynx Asset Management AB
Lynx Program
2.01 75k 5/1/2000
20 DUNN Capital Management
D'Best Futures Fund, L.P.
2.03 100k 6/1/1994
19 Chesapeake Capital
Diversified (LV)
2.17 100k 2/1/1988
18 Serac, LLC
Diversified Reversal Program
2.39 200k 4/1/2011
17 Estlander & Partners
Alpha Trend
2.39 30,000k 10/1/1991
16 Adamah Capital LLC
Asset Allocator Program
2.50 50k 3/1/2011
15 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.63 250k 10/1/2009
14 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.77 100k 11/1/1984
13 Wavefront Global Asset Management
IMFC Global Investment Program
3.16 2,000k 2/1/2007
12 Insignia Managed Capital
Medallion
3.33 50k 2/1/2009
11 Clarke Capital Management
Global Basic
3.36 50k 2/1/1996
10 Altradis Capital AG
AlphAlgo
3.46 100k 5/1/2007
9 DUNN Capital Management
DUNN Combined Fund (DCF)
3.66 100k 5/1/1989
8 Parizek Capital
Currency Program
3.92 1,000k 4/1/2006
7 Rotella Capital Management
Rotella Orion (Short-Term) Program
3.99 10,000k 3/1/2006
6 Quantum Leap Capital Management
Managed Account Program
5.10 300k 8/1/2006
5 Clarke Capital Management
Global Magnum
5.46 100k 8/1/1997
4 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
6.30 100k 10/1/2009
3 Clarke Capital Management
Worldwide
6.88 250k 1/1/1996
2 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.94 100k 3/1/2003
1 Estlander & Partners
Alpha Trend II - Class P
7.72 100k 12/1/2008

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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