Trend Following Strategy Index For August 2012

Monthly Rankings

Rank CTA/Program Aug 2012 Min Inv Inception
134 Clarke Capital Management
Jupiter
-11.07 3,000k 5/1/2005
133 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-10.80 200k 11/1/1999
132 Conquest Capital Group
Conquest Macro
-9.54 250k 5/1/1999
131 Dreiss Research Corporation
Diversified Program
-9.29 1,000k 5/1/1991
130 Estlander & Partners
Alpha Trend II - Class P
-7.88 100k 12/1/2008
129 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.26 100k 5/1/1999
128 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.14 100k 6/1/1994
127 Serac, LLC
Diversified Reversal Program
-6.12 200k 4/1/2011
126 Somers Brothers Capital
Diversified Futures Program #1
-5.96 100k 1/1/2005
125 Alder Capital DAC
Alder Global 20
-5.70 2,500k 2/1/2001
124 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.52 100k 5/1/1989
123 Hyman Beck and Company
Global Portfolio
-5.28 1,000k 3/1/1991
122 M.S. Capital Management
Global Diversified Program
-5.07 2,000k 11/1/1998
121 Southwest Managed Investments, LLC
Global Diversified
-4.97 200k 1/1/2002
120 ISAM
ISAM Systematic Trend Fund
-4.68 1,000k 6/1/2001
119 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.44 5,000k 12/1/2010
118 Clarke Capital Management
FX Plus
-4.17 1,000k 5/1/2004
117 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.17 100k 11/1/1984
116 Quantica Capital AG
Quantica Diversified FX
-4.06 5,000k 3/1/2007
115 Superfund Group
Superfund Green Master
-3.93 2,000k 5/1/2001
114 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.88 250k 5/1/2011
113 Clarke Capital Management
Millennium
-3.77 1,000k 1/1/1998
112 Superfund Group
Superfund Green GCT USD
-3.66 15k 1/1/2000
111 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-3.61 10,000k 8/1/2009
110 Keck Capital Management LLC
The Keck Program
-3.60 2,000k 12/1/2003
109 Angle Capital Management LLC
AIP Program
-3.43 100k 1/1/2010
108 Beach Horizon LLP
Managed Account
-3.11 5,000k 5/1/2005
107 Superfund Group
Superfund Green L.P. Series B
-3.08 5k 10/1/2002
106 Deep Field Capital AG
SINGULARITY Fund
-2.97 100k 9/1/2011
105 Alder Capital DAC
Alder Global 10
-2.80 2,500k 10/1/2000
104 Altradis Capital AG
AlphAlgo
-2.79 100k 5/1/2007
103 EMC Capital Advisors, LLC
Classic
-2.70 5,000k 1/1/1985
102 Acorn Global Investments Inc.
Acorn Diversified Program
-2.66 10k 7/1/2005
101 Quantica Capital AG
Quantica Managed Futures
-2.55 5,000k 1/1/2005
100 Estlander & Partners
Alpha Trend
-2.45 30,000k 10/1/1991
99 AllMountain Capital AG
Mount Denali Global Trends
-2.36 160k 7/1/2007
98 Superfund Group
Superfund Green Q-AG
-2.36 2k 3/1/1996
97 Blackwater Capital Management
Global Program
-2.36 5,000k 7/1/2005
96 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.34 250k 10/1/2009
95 Lynx Asset Management AB
Lynx Program
-2.24 75k 5/1/2000
94 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.20 200k 1/1/2007
93 Superfund Group
Superfund Green L.P. Series A
-2.19 5k 10/1/2002
92 Clarke Capital Management
Worldwide
-2.10 250k 1/1/1996
91 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.06 0k 11/1/1996
90 Kelly Angle Inc.
Genesis Program
-2.00 2,000k 4/1/2000
89 Adamah Capital LLC
Asset Allocator Program
-1.90 50k 3/1/2011
88 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.72 10,000k 8/1/2004
87 Ancile Capital Management
Global Markets Program
-1.64 2,000k 4/1/2005
86 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.62 1k 10/1/2006
85 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.58 100k 1/1/2005
84 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.57 10,000k 8/1/1999
83 Seven Capital Management
Seven Absolute Return
-1.54 100k 6/1/2009
82 Mark J. Walsh Company
Standard Program
-1.46 2,000k 9/1/1985
81 Wavefront Global Asset Management
IMFC Global Investment Program
-1.46 2,000k 2/1/2007
80 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.41 10,000k 1/1/1995
79 IDS Capital
IDS F&F Systematic Trading
-1.40 50k 7/1/2013
78 Estlander & Partners
Freedom
-1.37 20,000k 8/1/2010
77 Rho Asset Management
Rho Altius 1XL Program
-1.31 5,000k 11/1/2007
76 Winton Capital Management
Diversified
-1.29 50,000k 10/1/1997
75 Red Rock Capital, LLC
Systematic Global Macro
-1.28 500k 9/1/2003
74 John Locke Investments
Cyril Systematic Program
-1.27 8,000k 7/1/2000
73 Welton Investment Partners
Welton Global
-1.26 10,000k 6/1/2004
72 Drury Capital
Diversified Trend-Following Program
-1.26 5,000k 5/1/1997
71 Millburn Corporation
Commodity Program
-1.15 25,000k 3/1/2005
70 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.09 10,000k 2/1/1999
69 Conquest Capital Group
Conquest Select
-1.02 250k 6/1/2004
68 Chesapeake Capital
Diversified (LV)
-0.96 100k 2/1/1988
67 Pacific Capital Advisors
Vanguard Program
-0.92 100k 4/1/2007
66 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.90 10,000k 3/1/2006
65 Gladius Asset Management
Fulham Program
-0.86 2,000k 1/1/2008
64 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.77 10,000k 1/1/1991
63 Parizek Capital
Currency Program
-0.62 1,000k 4/1/2006
62 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.59 1,500k 4/1/2006
61 Alee Capital Management, LLC
Poniente Program
-0.58 2,500k 1/1/1999
60 RAM Management Group
MRTP Aggressive
-0.47 1,000k 2/1/1998
59 Wavefront Global Asset Management
IMFC Global Concentrated
-0.26 500k 4/1/2009
58 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-0.22 250k 10/1/2009
57 Clarke Capital Management
Global Basic
-0.21 50k 2/1/1996
56 RAM Management Group
RAM MRTP 1X-Conservative
-0.18 1,000k 9/1/1993
55 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.06 1,000k 3/1/2003
54 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
53 Gap Partners LLC
Gap
0.07 250k 11/1/2009
52 Saxon Investment Corporation
Diversified Program
0.13 3,000k 9/1/1988
51 Eclipse Capital Management
Global Monetary
0.14 5,000k 8/1/1990
50 Superfund Group
Superfund Green Gold C (SPC)
0.17 100k 10/1/2005
49 Mobius Asset Management
Diversified Program
0.25 250k 3/1/2004
48 Saxon Investment Corporation
Aggressive Diversified Program
0.28 2,000k 11/1/1993
47 Parizek Capital
Futures Trading Program
0.29 500k 4/1/2000
46 Melissinos Trading
Eupatrid Program
0.30 50k 1/1/2011
45 Estlander & Partners
Global Markets
0.33 10,000k 8/1/1999
44 Briarwood Capital Management, Inc.
Diversified 2XL
0.36 250k 11/1/2004
43 Alee Capital Management, LLC
Mistral Program
0.39 2,500k 1/1/1999
42 Superfund Group
Superfund Blue SPC Class A (EUR)
0.47 50k 4/1/2005
41 Covenant Capital Management
Original Program
0.53 5,000k 9/1/1999
40 Superfund Group
Superfund Green Gold L.P. Series B-1
0.58 5k 4/1/2009
39 Neural Capital Ltd
Sentinel Trading Program
0.59 2,000k 1/1/2006
38 ROW Asset Managment
Row Diversified Fund, L.P.
0.64 1,000k 11/1/2011
37 Estlander & Partners
Global XL
0.64 5,000k 8/1/1991
36 Rabar Market Research
Short-Term Program
0.75 2,000k 11/1/2009
35 IStar Capital B.V.
IStar Systematic Fund
0.81 1,000k 9/1/2011
34 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.08 100k 1/1/2000
33 Vergho Asset Management LLC
Kinematics
1.08 1,000k 11/1/2008
32 Superfund Group
Superfund Green Gold B (SPC)
1.11 50k 10/1/2005
31 Rabar Market Research
Diversified Program
1.13 2,000k 1/1/1989
30 Cauldron Investments, LLC
Stock Index Plus
1.14 1,000k 10/1/2009
29 Diamond Capital Management
Enhanced S&P Program
1.16 100k 10/1/2009
28 Tactical Investment Management
Tactical Institutional Commodity Program
1.22 10,000k 4/1/1993
27 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
1.45 100k 1/1/2012
26 Quantum Leap Capital Management
Managed Account Program
1.50 300k 8/1/2006
25 Quality Capital Management
Global Diversified Programme
1.54 10,000k 12/1/1995
24 UNISystems Research Inc.
Wall Street Program
1.62 20k 8/1/2011
23 Clarke Capital Management
Global Magnum
1.62 100k 8/1/1997
22 Superfund Group
Superfund Green Gold L.P. Series A-1
1.63 5k 4/1/2009
21 John Locke Investments
JL Commodity Long Flat Program
1.69 5,000k 12/1/2007
20 Eckhardt Trading Company
Evolution Strategies
1.72 20,000k 8/1/1991
19 Eckhardt Trading Company
Evolution Strategies 1.2X
1.86 10,000k 10/1/1991
18 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.95 1,000k 9/1/2009
17 Hawksbill Capital Management
Global Diversified
1.98 5,000k 11/1/1988
16 Covenant Capital Management
Aggressive Program
1.99 3,000k 2/1/2004
15 Superfund Group
Superfund Green Gold A (SPC)
2.12 5k 10/1/2005
14 FTC Capital GmbH
FTC Global Diversified
2.14 0k 3/1/2012
13 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.50 100k 10/1/2009
12 Future Trade AG
Thales Swing Trading Programme
2.57 250k 6/1/2007
11 Superfund Group
Superfund Blue SPC Class A (Gold)
2.67 50k 12/1/2007
10 Insignia Managed Capital
Medallion
2.83 50k 2/1/2009
9 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.03 100k 3/1/2003
8 Purple Valley Capital, Inc.
Diversified Trend 1
3.14 100k 8/1/2008
7 Mobius Asset Management
Custom Trading Program
3.57 100k 1/1/2002
6 ALFAKRAFT
ALFA Commodity Fund
3.71 16k 6/1/2010
5 Amplitude Capital International Limited
Klassik Strategy
3.89 1,000k 9/1/2009
4 HASAFUMA
FX Momentum
6.86 30k 7/1/2012
3 Heyden & Steindl GmbH
TOMAC2
10.12 5,000k 3/1/2003
2 QQFund.com
Investment Program 1
13.08 300k 9/1/2008
1 HASAFUMA
Börstjänaren Hedgehog
16.67 100k 5/1/2012

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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