Trend Following Strategy Index For January 2013

Monthly Rankings

Rank CTA/Program Jan 2013 Min Inv Inception
134 Conquest Capital Group
Conquest Macro
-13.38 250k 5/1/1999
133 RAM Management Group
MRTP Aggressive
-9.46 1,000k 2/1/1998
132 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-8.18 100k 10/1/2009
131 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-6.98 100k 3/1/2003
130 Quantum Leap Capital Management
Managed Account Program
-6.27 300k 8/1/2006
129 HASAFUMA
Börstjänaren Hedgehog
-3.75 100k 5/1/2012
128 RAM Management Group
RAM MRTP 1X-Conservative
-3.16 1,000k 9/1/1993
127 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.03 50k 12/1/2007
126 Parizek Capital
Currency Program
-2.02 1,000k 4/1/2006
125 Clarke Capital Management
Millennium
-1.79 1,000k 1/1/1998
124 Mobius Asset Management
Custom Trading Program
-1.62 100k 1/1/2002
123 Parizek Capital
Futures Trading Program
-1.16 500k 4/1/2000
122 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.90 100k 1/1/2012
121 John Locke Investments
Cyril Systematic Program
-0.86 8,000k 7/1/2000
120 Millburn Corporation
Commodity Program
-0.82 25,000k 3/1/2005
119 Southwest Managed Investments, LLC
Global Diversified
-0.77 200k 1/1/2002
118 Altradis Capital AG
AlphAlgo
-0.69 100k 5/1/2007
117 Neural Capital Ltd
Sentinel Trading Program
-0.56 2,000k 1/1/2006
116 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.41 250k 5/1/2011
115 Mobius Asset Management
Diversified Program
-0.39 250k 3/1/2004
114 Blackwater Capital Management
Global Program
-0.30 5,000k 7/1/2005
113 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.23 100k 11/1/1984
112 Alder Capital DAC
Alder Global 20
-0.20 2,500k 2/1/2001
111 ISAM
ISAM Systematic Trend Fund
-0.20 1,000k 6/1/2001
110 Gap Partners LLC
Gap
-0.19 250k 11/1/2009
109 Alder Capital DAC
Alder Global 10
-0.10 2,500k 10/1/2000
108 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-0.08 250k 10/1/2009
107 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
106 Transtrend B.V.
DTP – Standard Risk (EUR)
0.02 10,000k 2/1/1999
105 Gladius Asset Management
Fulham Program
0.03 2,000k 1/1/2008
104 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.08 5,000k 12/1/2010
103 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.10 250k 10/1/2009
102 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.17 10,000k 1/1/1995
101 Drury Capital
Diversified Trend-Following Program
0.21 5,000k 5/1/1997
100 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.30 10,000k 8/1/1999
99 Seven Capital Management
Seven Absolute Return
0.41 100k 6/1/2009
98 Somers Brothers Capital
Diversified Futures Program #1
0.45 100k 1/1/2005
97 ROW Asset Managment
Row Diversified Fund, L.P.
0.51 1,000k 11/1/2011
96 Superfund Group
Superfund Blue SPC Class A (EUR)
0.54 50k 4/1/2005
95 M.S. Capital Management
Global Diversified Program
0.55 2,000k 11/1/1998
94 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.58 1,500k 4/1/2006
93 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.72 10,000k 8/1/2004
92 FTC Capital GmbH
FTC Global Diversified
0.76 0k 3/1/2012
91 ALFAKRAFT
ALFA Commodity Fund
0.82 16k 6/1/2010
90 Adamah Capital LLC
Asset Allocator Program
1.00 50k 3/1/2011
89 Vergho Asset Management LLC
Kinematics
1.03 1,000k 11/1/2008
88 Pacific Capital Advisors
Vanguard Program
1.06 100k 4/1/2007
87 IDS Capital
IDS F&F Systematic Trading
1.10 50k 7/1/2013
86 Saxon Investment Corporation
Diversified Program
1.12 3,000k 9/1/1988
85 Heyden & Steindl GmbH
TOMAC2
1.12 5,000k 3/1/2003
84 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.16 10,000k 8/1/2009
83 Keck Capital Management LLC
The Keck Program
1.19 2,000k 12/1/2003
82 Melissinos Trading
Eupatrid Program
1.21 50k 1/1/2011
81 Rabar Market Research
Short-Term Program
1.35 2,000k 11/1/2009
80 Tactical Investment Management
Tactical Institutional Commodity Program
1.41 10,000k 4/1/1993
79 Estlander & Partners
Global Markets
1.42 10,000k 8/1/1999
78 Red Rock Capital, LLC
Systematic Global Macro
1.43 500k 9/1/2003
77 Clarke Capital Management
Global Basic
1.47 50k 2/1/1996
76 Mark J. Walsh Company
Standard Program
1.49 2,000k 9/1/1985
75 Insignia Managed Capital
Medallion
1.49 50k 2/1/2009
74 Beach Horizon LLP
Managed Account
1.68 5,000k 5/1/2005
73 Hawksbill Capital Management
Global Diversified
1.93 5,000k 11/1/1988
72 John Locke Investments
JL Commodity Long Flat Program
1.99 5,000k 12/1/2007
71 Deep Field Capital AG
SINGULARITY Fund
2.00 100k 9/1/2011
70 DUNN Capital Management
D'Best Futures Fund, L.P.
2.01 100k 6/1/1994
69 Saxon Investment Corporation
Aggressive Diversified Program
2.14 2,000k 11/1/1993
68 Superfund Group
Superfund Green Gold L.P. Series A-1
2.25 5k 4/1/2009
67 AllMountain Capital AG
Mount Denali Global Trends
2.30 160k 7/1/2007
66 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
2.38 200k 11/1/1999
65 Winton Capital Management
Diversified
2.51 50,000k 10/1/1997
64 Clarke Capital Management
Global Magnum
2.63 100k 8/1/1997
63 Amplitude Capital International Limited
Klassik Strategy
2.64 1,000k 9/1/2009
62 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.71 1k 10/1/2006
61 Estlander & Partners
Global XL
2.79 5,000k 8/1/1991
60 Future Trade AG
Thales Swing Trading Programme
2.81 250k 6/1/2007
59 Welton Investment Partners
Welton Global
2.86 10,000k 6/1/2004
58 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.88 1,000k 9/1/2009
57 Angle Capital Management LLC
AIP Program
2.97 100k 1/1/2010
56 Purple Valley Capital, Inc.
Diversified Trend 1
3.06 100k 8/1/2008
55 Rabar Market Research
Diversified Program
3.09 2,000k 1/1/1989
54 Wavefront Global Asset Management
IMFC Global Investment Program
3.16 2,000k 2/1/2007
53 Eckhardt Trading Company
Evolution Strategies
3.26 20,000k 8/1/1991
52 Kelly Angle Inc.
Genesis Program
3.31 2,000k 4/1/2000
51 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
3.35 100k 1/1/2005
50 Superfund Group
Superfund Green Gold A (SPC)
3.38 5k 10/1/2005
49 IStar Capital B.V.
IStar Systematic Fund
3.39 1,000k 9/1/2011
48 Superfund Group
Superfund Green L.P. Series A
3.56 5k 10/1/2002
47 Lynx Asset Management AB
Lynx Program
3.60 75k 5/1/2000
46 Eckhardt Trading Company
Evolution Strategies 1.2X
3.66 10,000k 10/1/1991
45 Quantica Capital AG
Quantica Diversified FX
3.71 5,000k 3/1/2007
44 Clarke Capital Management
Worldwide
3.72 250k 1/1/1996
43 Superfund Group
Superfund Green Gold L.P. Series B-1
3.77 5k 4/1/2009
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.95 1,000k 3/1/2003
41 Diamond Capital Management
Enhanced S&P Program
4.03 100k 10/1/2009
40 Cauldron Investments, LLC
Stock Index Plus
4.06 1,000k 10/1/2009
39 Serac, LLC
Diversified Reversal Program
4.23 200k 4/1/2011
38 Robinson-Langley Capital Management, LLC
Managed Account Program
4.32 200k 1/1/2007
37 Superfund Group
Superfund Green Q-AG
4.33 2k 3/1/1996
36 UNISystems Research Inc.
Wall Street Program
4.35 20k 8/1/2011
35 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.53 10,000k 1/1/1991
34 Alee Capital Management, LLC
Mistral Program
4.83 2,500k 1/1/1999
33 Estlander & Partners
Freedom
4.84 20,000k 8/1/2010
32 Covenant Capital Management
Original Program
4.85 5,000k 9/1/1999
31 Conquest Capital Group
Conquest Select
4.97 250k 6/1/2004
30 Quality Capital Management
Global Diversified Programme
5.12 10,000k 12/1/1995
29 Rho Asset Management
Rho Altius 1XL Program
5.15 5,000k 11/1/2007
28 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.17 10,000k 3/1/2006
27 DUNN Capital Management
DUNN Combined Fund (DCF)
5.39 100k 5/1/1989
26 Wavefront Global Asset Management
IMFC Global Concentrated
5.39 500k 4/1/2009
25 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.45 100k 1/1/2000
24 Superfund Group
Superfund Green Gold B (SPC)
5.74 50k 10/1/2005
23 EMC Capital Advisors, LLC
Classic
5.74 5,000k 1/1/1985
22 Superfund Group
Superfund Green L.P. Series B
5.99 5k 10/1/2002
21 Chesapeake Capital
Diversified (LV)
6.29 100k 2/1/1988
20 Estlander & Partners
Alpha Trend
6.46 30,000k 10/1/1991
19 QQFund.com
Investment Program 1
6.58 300k 9/1/2008
18 Superfund Group
Superfund Green GCT USD
6.69 15k 1/1/2000
17 Quantica Capital AG
Quantica Managed Futures
6.74 5,000k 1/1/2005
16 Briarwood Capital Management, Inc.
Diversified 2XL
6.82 250k 11/1/2004
15 Covenant Capital Management
Aggressive Program
6.87 3,000k 2/1/2004
14 Alee Capital Management, LLC
Poniente Program
7.11 2,500k 1/1/1999
13 Hyman Beck and Company
Global Portfolio
7.21 1,000k 3/1/1991
12 Acorn Global Investments Inc.
Acorn Diversified Program
7.55 10k 7/1/2005
11 Eclipse Capital Management
Global Monetary
7.55 5,000k 8/1/1990
10 Superfund Group
Superfund Green Gold C (SPC)
8.16 100k 10/1/2005
9 Ancile Capital Management
Global Markets Program
9.29 2,000k 4/1/2005
8 Superfund Group
Superfund Green Master
9.44 2,000k 5/1/2001
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
10.46 100k 5/1/1999
6 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
12.57 0k 11/1/1996
5 HASAFUMA
FX Momentum
12.67 30k 7/1/2012
4 Dreiss Research Corporation
Diversified Program
12.67 1,000k 5/1/1991
3 Clarke Capital Management
FX Plus
12.69 1,000k 5/1/2004
2 Clarke Capital Management
Jupiter
15.71 3,000k 5/1/2005
1 Estlander & Partners
Alpha Trend II - Class P
20.98 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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