Trend Following Strategy Index For May 2012

Monthly Rankings

Rank CTA/Program May 2012 Min Inv Inception
133 QQFund.com
Investment Program 1
-17.99 300k 9/1/2008
132 Ancile Capital Management
Global Markets Program
-10.62 2,000k 4/1/2005
131 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-9.29 0k 11/1/1996
130 Insignia Managed Capital
Medallion
-8.73 50k 2/1/2009
129 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.12 100k 5/1/1989
128 UNISystems Research Inc.
Wall Street Program
-6.52 20k 8/1/2011
127 Chesapeake Capital
Diversified (LV)
-3.90 100k 2/1/1988
126 John Locke Investments
JL Commodity Long Flat Program
-2.81 5,000k 12/1/2007
125 Adamah Capital LLC
Asset Allocator Program
-2.80 50k 3/1/2011
124 Seven Capital Management
Seven Absolute Return
-2.33 100k 6/1/2009
123 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.26 50k 4/1/2005
122 Quantica Capital AG
Quantica Diversified FX
-2.01 5,000k 3/1/2007
121 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.80 50k 12/1/2007
120 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-1.48 5,000k 12/1/2010
119 Quality Capital Management
Global Diversified Programme
-1.24 10,000k 12/1/1995
118 Quantica Capital AG
Quantica Managed Futures
-1.21 5,000k 1/1/2005
117 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.90 100k 5/1/1999
116 Tactical Investment Management
Tactical Institutional Commodity Program
-0.63 10,000k 4/1/1993
115 Saxon Investment Corporation
Aggressive Diversified Program
-0.62 2,000k 11/1/1993
114 Diamond Capital Management
Enhanced S&P Program
-0.60 100k 10/1/2009
113 Cauldron Investments, LLC
Stock Index Plus
-0.57 1,000k 10/1/2009
112 Millburn Corporation
Commodity Program
-0.50 25,000k 3/1/2005
111 Mobius Asset Management
Custom Trading Program
-0.45 100k 1/1/2002
110 Saxon Investment Corporation
Diversified Program
-0.37 3,000k 9/1/1988
109 Gap Partners LLC
Gap
-0.33 250k 11/1/2009
108 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.24 1,000k 3/1/2003
107 Somers Brothers Capital
Diversified Futures Program #1
-0.23 100k 1/1/2005
106 Winton Capital Management
Diversified
-0.22 50,000k 10/1/1997
105 Drury Capital
Diversified Trend-Following Program
-0.20 5,000k 5/1/1997
101 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
102 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
103 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
104 HASAFUMA
Börstjänaren Hedgehog
0.00 100k 5/1/2012
100 Mobius Asset Management
Diversified Program
0.10 250k 3/1/2004
99 IStar Capital B.V.
IStar Systematic Fund
0.16 1,000k 9/1/2011
98 Briarwood Capital Management, Inc.
Diversified 2XL
0.22 250k 11/1/2004
97 IDS Capital
IDS F&F Systematic Trading
0.60 50k 7/1/2013
96 Covenant Capital Management
Original Program
0.83 5,000k 9/1/1999
95 Estlander & Partners
Global Markets
0.88 10,000k 8/1/1999
94 Pacific Capital Advisors
Vanguard Program
1.01 100k 4/1/2007
93 Alder Capital DAC
Alder Global 10
1.10 2,500k 10/1/2000
92 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.16 100k 1/1/2005
91 Hyman Beck and Company
Global Portfolio
1.16 1,000k 3/1/1991
90 Red Rock Capital, LLC
Systematic Global Macro
1.24 500k 9/1/2003
89 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.31 1k 10/1/2006
88 Welton Investment Partners
Welton Global
1.33 10,000k 6/1/2004
87 Dreiss Research Corporation
Diversified Program
1.42 1,000k 5/1/1991
86 M.S. Capital Management
Global Diversified Program
1.44 2,000k 11/1/1998
85 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.50 10,000k 1/1/1991
84 Estlander & Partners
Global XL
1.71 5,000k 8/1/1991
83 FTC Capital GmbH
FTC Global Diversified
1.72 0k 3/1/2012
82 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.82 1,500k 4/1/2006
81 ROW Asset Managment
Row Diversified Fund, L.P.
1.91 1,000k 11/1/2011
80 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.95 100k 10/1/2009
79 AllMountain Capital AG
Mount Denali Global Trends
2.17 160k 7/1/2007
78 Alder Capital DAC
Alder Global 20
2.20 2,500k 2/1/2001
77 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.21 100k 3/1/2003
76 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.32 250k 5/1/2011
75 Covenant Capital Management
Aggressive Program
2.36 3,000k 2/1/2004
74 DUNN Capital Management
D'Best Futures Fund, L.P.
2.61 100k 6/1/1994
73 Vergho Asset Management LLC
Kinematics
2.66 1,000k 11/1/2008
72 Deep Field Capital AG
SINGULARITY Fund
2.78 100k 9/1/2011
71 ISAM
ISAM Systematic Trend Fund
3.01 1,000k 6/1/2001
70 RAM Management Group
RAM MRTP 1X-Conservative
3.67 1,000k 9/1/1993
69 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.68 250k 10/1/2009
68 Estlander & Partners
Freedom
3.92 20,000k 8/1/2010
67 Parizek Capital
Currency Program
3.94 1,000k 4/1/2006
66 Blackwater Capital Management
Global Program
4.54 5,000k 7/1/2005
65 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
4.95 100k 1/1/2012
64 John Locke Investments
Cyril Systematic Program
4.95 8,000k 7/1/2000
63 Estlander & Partners
Alpha Trend
4.96 30,000k 10/1/1991
62 Transtrend B.V.
DTP – Standard Risk (EUR)
4.98 10,000k 2/1/1999
61 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
5.52 10,000k 8/1/2009
60 Serac, LLC
Diversified Reversal Program
5.59 200k 4/1/2011
59 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
5.91 250k 10/1/2009
58 Altradis Capital AG
AlphAlgo
5.97 100k 5/1/2007
57 Keck Capital Management LLC
The Keck Program
6.15 2,000k 12/1/2003
56 Clarke Capital Management
Global Basic
6.33 50k 2/1/1996
55 Rho Asset Management
Rho Altius 1XL Program
6.44 5,000k 11/1/2007
54 Gladius Asset Management
Fulham Program
6.49 2,000k 1/1/2008
53 Amplitude Capital International Limited
Klassik Strategy
6.54 1,000k 9/1/2009
52 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
6.57 1,000k 9/1/2009
51 Rabar Market Research
Short-Term Program
6.73 2,000k 11/1/2009
50 Eclipse Capital Management
Global Monetary
6.76 5,000k 8/1/1990
49 Beach Horizon LLP
Managed Account
6.85 5,000k 5/1/2005
48 Wavefront Global Asset Management
IMFC Global Investment Program
6.99 2,000k 2/1/2007
47 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.46 10,000k 8/1/2004
46 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.53 10,000k 1/1/1995
45 Wavefront Global Asset Management
IMFC Global Concentrated
7.58 500k 4/1/2009
44 Rotella Capital Management
Rotella Orion (Short-Term) Program
7.67 10,000k 3/1/2006
43 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.69 100k 11/1/1984
42 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.71 10,000k 8/1/1999
41 Lynx Asset Management AB
Lynx Program
7.84 75k 5/1/2000
40 Rabar Market Research
Diversified Program
7.87 2,000k 1/1/1989
39 Quantum Leap Capital Management
Managed Account Program
7.99 300k 8/1/2006
38 Eckhardt Trading Company
Evolution Strategies
8.23 20,000k 8/1/1991
37 Eckhardt Trading Company
Evolution Strategies 1.2X
9.27 10,000k 10/1/1991
36 Melissinos Trading
Eupatrid Program
9.41 50k 1/1/2011
35 Acorn Global Investments Inc.
Acorn Diversified Program
9.92 10k 7/1/2005
34 Mark J. Walsh Company
Standard Program
10.75 2,000k 9/1/1985
33 Superfund Group
Superfund Green Gold A (SPC)
10.99 5k 10/1/2005
32 ALFAKRAFT
ALFA Commodity Fund
11.04 16k 6/1/2010
31 Robinson-Langley Capital Management, LLC
Managed Account Program
11.06 200k 1/1/2007
30 RAM Management Group
MRTP Aggressive
11.13 1,000k 2/1/1998
29 Superfund Group
Superfund Green Gold L.P. Series A-1
11.29 5k 4/1/2009
28 Angle Capital Management LLC
AIP Program
11.37 100k 1/1/2010
27 Future Trade AG
Thales Swing Trading Programme
12.42 250k 6/1/2007
26 Kelly Angle Inc.
Genesis Program
12.44 2,000k 4/1/2000
25 Clarke Capital Management
FX Plus
12.50 1,000k 5/1/2004
24 Conquest Capital Group
Conquest Select
12.59 250k 6/1/2004
23 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
13.14 100k 1/1/2000
22 Heyden & Steindl GmbH
TOMAC2
14.25 5,000k 3/1/2003
21 Purple Valley Capital, Inc.
Diversified Trend 1
14.64 100k 8/1/2008
20 Conquest Capital Group
Conquest Macro
14.95 250k 5/1/1999
19 Superfund Group
Superfund Green L.P. Series A
15.78 5k 10/1/2002
18 Clarke Capital Management
Global Magnum
16.11 100k 8/1/1997
17 Parizek Capital
Futures Trading Program
16.17 500k 4/1/2000
16 Hawksbill Capital Management
Global Diversified
16.20 5,000k 11/1/1988
15 Estlander & Partners
Alpha Trend II - Class P
16.41 100k 12/1/2008
14 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
18.15 200k 11/1/1999
13 Superfund Group
Superfund Green Q-AG
18.54 2k 3/1/1996
12 EMC Capital Advisors, LLC
Classic
19.10 5,000k 1/1/1985
11 Superfund Group
Superfund Green Gold L.P. Series B-1
19.43 5k 4/1/2009
10 Superfund Group
Superfund Green Gold B (SPC)
19.73 50k 10/1/2005
9 Superfund Group
Superfund Green L.P. Series B
23.63 5k 10/1/2002
8 Superfund Group
Superfund Green GCT USD
25.23 15k 1/1/2000
7 Clarke Capital Management
Worldwide
28.42 250k 1/1/1996
6 Superfund Group
Superfund Green Gold C (SPC)
28.54 100k 10/1/2005
5 Neural Capital Ltd
Sentinel Trading Program
30.02 2,000k 1/1/2006
4 Superfund Group
Superfund Green Master
36.11 2,000k 5/1/2001
3 Clarke Capital Management
Jupiter
39.70 3,000k 5/1/2005
2 Southwest Managed Investments, LLC
Global Diversified
44.73 200k 1/1/2002
1 Clarke Capital Management
Millennium
46.47 1,000k 1/1/1998

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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