Trend Following Strategy Index For September 2012

Monthly Rankings

Rank CTA/Program Sep 2012 Min Inv Inception
134 Dreiss Research Corporation
Diversified Program
-10.34 1,000k 5/1/1991
133 Mulvaney Capital Management
The Mulvaney Global Markets Program
-8.58 100k 5/1/1999
132 Altradis Capital AG
AlphAlgo
-6.88 100k 5/1/2007
131 Southwest Managed Investments, LLC
Global Diversified
-6.69 200k 1/1/2002
130 Superfund Group
Superfund Green L.P. Series B
-6.15 5k 10/1/2002
129 Chesapeake Capital
Diversified (LV)
-5.69 100k 2/1/1988
128 Conquest Capital Group
Conquest Macro
-5.36 250k 5/1/1999
127 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.30 0k 11/1/1996
126 Clarke Capital Management
Global Basic
-5.14 50k 2/1/1996
125 Clarke Capital Management
Jupiter
-4.92 3,000k 5/1/2005
124 IDS Capital
IDS F&F Systematic Trading
-4.90 50k 7/1/2013
123 Hyman Beck and Company
Global Portfolio
-4.88 1,000k 3/1/1991
122 Beach Horizon LLP
Managed Account
-4.88 5,000k 5/1/2005
121 Superfund Group
Superfund Green Master
-4.73 2,000k 5/1/2001
120 Superfund Group
Superfund Green GCT USD
-4.59 15k 1/1/2000
119 Wavefront Global Asset Management
IMFC Global Investment Program
-4.51 2,000k 2/1/2007
118 Alder Capital DAC
Alder Global 20
-4.50 2,500k 2/1/2001
117 Wavefront Global Asset Management
IMFC Global Concentrated
-4.45 500k 4/1/2009
116 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.37 100k 11/1/1984
115 Superfund Group
Superfund Green L.P. Series A
-4.31 5k 10/1/2002
114 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.94 1,000k 3/1/2003
113 Millburn Corporation
Commodity Program
-3.75 25,000k 3/1/2005
112 Kelly Angle Inc.
Genesis Program
-3.46 2,000k 4/1/2000
111 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.46 1,500k 4/1/2006
110 Drury Capital
Diversified Trend-Following Program
-3.41 5,000k 5/1/1997
109 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.39 100k 6/1/1994
108 ROW Asset Managment
Row Diversified Fund, L.P.
-3.38 1,000k 11/1/2011
107 Lynx Asset Management AB
Lynx Program
-3.36 75k 5/1/2000
106 Red Rock Capital, LLC
Systematic Global Macro
-3.28 500k 9/1/2003
105 Neural Capital Ltd
Sentinel Trading Program
-3.23 2,000k 1/1/2006
104 John Locke Investments
Cyril Systematic Program
-3.08 8,000k 7/1/2000
103 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.07 10,000k 1/1/1995
102 Purple Valley Capital, Inc.
Diversified Trend 1
-2.98 100k 8/1/2008
101 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.96 10,000k 8/1/2004
100 Robinson-Langley Capital Management, LLC
Managed Account Program
-2.96 200k 1/1/2007
99 Blackwater Capital Management
Global Program
-2.96 5,000k 7/1/2005
98 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.94 10,000k 8/1/1999
97 Estlander & Partners
Alpha Trend II - Class P
-2.91 100k 12/1/2008
96 Rabar Market Research
Diversified Program
-2.91 2,000k 1/1/1989
95 Clarke Capital Management
Millennium
-2.90 1,000k 1/1/1998
94 Superfund Group
Superfund Green Q-AG
-2.87 2k 3/1/1996
93 Welton Investment Partners
Welton Global
-2.86 10,000k 6/1/2004
92 Hawksbill Capital Management
Global Diversified
-2.61 5,000k 11/1/1988
91 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.55 100k 1/1/2005
90 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.19 250k 5/1/2011
89 Winton Capital Management
Diversified
-2.18 50,000k 10/1/1997
88 AllMountain Capital AG
Mount Denali Global Trends
-2.16 160k 7/1/2007
87 Alder Capital DAC
Alder Global 10
-2.10 2,500k 10/1/2000
86 Tactical Investment Management
Tactical Institutional Commodity Program
-2.06 10,000k 4/1/1993
85 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.03 100k 5/1/1989
84 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.01 10,000k 2/1/1999
83 Clarke Capital Management
FX Plus
-2.01 1,000k 5/1/2004
82 Somers Brothers Capital
Diversified Futures Program #1
-1.90 100k 1/1/2005
81 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.89 250k 10/1/2009
80 M.S. Capital Management
Global Diversified Program
-1.88 2,000k 11/1/1998
79 Melissinos Trading
Eupatrid Program
-1.71 50k 1/1/2011
78 Mark J. Walsh Company
Standard Program
-1.70 2,000k 9/1/1985
77 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.64 10,000k 8/1/2009
76 Ancile Capital Management
Global Markets Program
-1.64 2,000k 4/1/2005
75 ISAM
ISAM Systematic Trend Fund
-1.24 1,000k 6/1/2001
74 EMC Capital Advisors, LLC
Classic
-1.20 5,000k 1/1/1985
73 Seven Capital Management
Seven Absolute Return
-1.10 100k 6/1/2009
72 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.05 10,000k 10/1/1991
71 Clarke Capital Management
Global Magnum
-1.00 100k 8/1/1997
70 Pacific Capital Advisors
Vanguard Program
-0.97 100k 4/1/2007
69 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.96 200k 11/1/1999
68 Eckhardt Trading Company
Evolution Strategies
-0.95 20,000k 8/1/1991
67 Conquest Capital Group
Conquest Select
-0.93 250k 6/1/2004
66 Gladius Asset Management
Fulham Program
-0.91 2,000k 1/1/2008
65 Adamah Capital LLC
Asset Allocator Program
-0.90 50k 3/1/2011
64 Rabar Market Research
Short-Term Program
-0.76 2,000k 11/1/2009
63 Estlander & Partners
Alpha Trend
-0.75 30,000k 10/1/1991
62 FTC Capital GmbH
FTC Global Diversified
-0.71 0k 3/1/2012
61 Quantica Capital AG
Quantica Diversified FX
-0.58 5,000k 3/1/2007
60 Quantica Capital AG
Quantica Managed Futures
-0.52 5,000k 1/1/2005
59 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.51 100k 1/1/2000
58 Superfund Group
Superfund Green Gold L.P. Series B-1
-0.44 5k 4/1/2009
57 Eclipse Capital Management
Global Monetary
-0.38 5,000k 8/1/1990
56 Parizek Capital
Currency Program
-0.35 1,000k 4/1/2006
55 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.34 250k 10/1/2009
54 Quality Capital Management
Global Diversified Programme
-0.31 10,000k 12/1/1995
53 Mobius Asset Management
Diversified Program
-0.30 250k 3/1/2004
52 Superfund Group
Superfund Green Gold C (SPC)
-0.27 100k 10/1/2005
51 Clarke Capital Management
Worldwide
-0.27 250k 1/1/1996
50 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.22 5,000k 12/1/2010
49 Deep Field Capital AG
SINGULARITY Fund
-0.19 100k 9/1/2011
48 Gap Partners LLC
Gap
-0.18 250k 11/1/2009
47 Estlander & Partners
Freedom
-0.09 20,000k 8/1/2010
46 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
45 John Locke Investments
JL Commodity Long Flat Program
0.01 5,000k 12/1/2007
44 Parizek Capital
Futures Trading Program
0.05 500k 4/1/2000
43 Superfund Group
Superfund Blue SPC Class A (EUR)
0.08 50k 4/1/2005
42 Angle Capital Management LLC
AIP Program
0.20 100k 1/1/2010
41 Saxon Investment Corporation
Diversified Program
0.25 3,000k 9/1/1988
40 Rho Asset Management
Rho Altius 1XL Program
0.41 5,000k 11/1/2007
39 Vergho Asset Management LLC
Kinematics
0.47 1,000k 11/1/2008
38 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.48 1k 10/1/2006
37 Future Trade AG
Thales Swing Trading Programme
0.49 250k 6/1/2007
36 Estlander & Partners
Global Markets
0.52 10,000k 8/1/1999
35 Saxon Investment Corporation
Aggressive Diversified Program
0.55 2,000k 11/1/1993
34 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.56 100k 1/1/2012
33 UNISystems Research Inc.
Wall Street Program
0.66 20k 8/1/2011
32 Mobius Asset Management
Custom Trading Program
0.75 100k 1/1/2002
31 Superfund Group
Superfund Green Gold B (SPC)
0.97 50k 10/1/2005
30 Alee Capital Management, LLC
Mistral Program
1.03 2,500k 1/1/1999
29 Estlander & Partners
Global XL
1.07 5,000k 8/1/1991
28 RAM Management Group
RAM MRTP 1X-Conservative
1.25 1,000k 9/1/1993
27 Insignia Managed Capital
Medallion
1.40 50k 2/1/2009
26 Superfund Group
Superfund Green Gold L.P. Series A-1
1.48 5k 4/1/2009
25 Alee Capital Management, LLC
Poniente Program
1.55 2,500k 1/1/1999
24 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.56 1,000k 9/1/2009
23 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.74 10,000k 3/1/2006
22 HASAFUMA
FX Momentum
1.74 30k 7/1/2012
21 Diamond Capital Management
Enhanced S&P Program
1.92 100k 10/1/2009
20 Cauldron Investments, LLC
Stock Index Plus
1.95 1,000k 10/1/2009
19 Superfund Group
Superfund Blue SPC Class A (Gold)
2.20 50k 12/1/2007
18 QQFund.com
Investment Program 1
2.21 300k 9/1/2008
17 Superfund Group
Superfund Green Gold A (SPC)
2.22 5k 10/1/2005
16 Amplitude Capital International Limited
Klassik Strategy
2.25 1,000k 9/1/2009
15 IStar Capital B.V.
IStar Systematic Fund
2.39 1,000k 9/1/2011
14 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.50 10,000k 1/1/1991
13 Briarwood Capital Management, Inc.
Diversified 2XL
2.56 250k 11/1/2004
12 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
2.76 100k 3/1/2003
11 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
2.79 100k 10/1/2009
10 Keck Capital Management LLC
The Keck Program
2.93 2,000k 12/1/2003
9 Serac, LLC
Diversified Reversal Program
3.89 200k 4/1/2011
8 RAM Management Group
MRTP Aggressive
3.97 1,000k 2/1/1998
7 Covenant Capital Management
Original Program
4.04 5,000k 9/1/1999
6 ALFAKRAFT
ALFA Commodity Fund
4.05 16k 6/1/2010
5 Heyden & Steindl GmbH
TOMAC2
4.51 5,000k 3/1/2003
4 Quantum Leap Capital Management
Managed Account Program
4.70 300k 8/1/2006
3 Covenant Capital Management
Aggressive Program
6.19 3,000k 2/1/2004
2 Acorn Global Investments Inc.
Acorn Diversified Program
9.96 10k 7/1/2005
1 HASAFUMA
Börstjänaren Hedgehog
20.85 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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