Trend Following Strategy Index For November 2013

Monthly Rankings

Rank CTA/Program Nov 2013 Min Inv Inception
134 Superfund Group
Superfund Green Gold L.P. Series B-1
-5.15 5k 4/1/2009
133 Superfund Group
Superfund Green Gold L.P. Series A-1
-5.12 5k 4/1/2009
132 Superfund Group
Superfund Green Gold A (SPC)
-5.11 5k 10/1/2005
131 Superfund Group
Superfund Green Gold B (SPC)
-4.72 50k 10/1/2005
130 Clarke Capital Management
Millennium
-4.68 1,000k 1/1/1998
129 Quantum Leap Capital Management
Managed Account Program
-4.33 300k 8/1/2006
128 Superfund Group
Superfund Green Gold C (SPC)
-4.22 100k 10/1/2005
127 Estlander & Partners
Alpha Trend II - Class P
-3.88 100k 12/1/2008
126 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.75 200k 11/1/1999
125 Conquest Capital Group
Conquest Macro
-3.42 250k 5/1/1999
124 Hawksbill Capital Management
Global Diversified
-2.87 5,000k 11/1/1988
123 Clarke Capital Management
Worldwide
-2.62 250k 1/1/1996
122 RAM Management Group
MRTP Aggressive
-2.55 1,000k 2/1/1998
121 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.50 50k 12/1/2007
120 Alee Capital Management, LLC
Poniente Program
-2.47 2,500k 1/1/1999
119 Purple Valley Capital, Inc.
Diversified Trend 1
-2.34 100k 8/1/2008
118 Briarwood Capital Management, Inc.
Diversified 2XL
-1.71 250k 11/1/2004
117 IStar Capital B.V.
IStar Systematic Fund
-1.59 1,000k 9/1/2011
116 Parizek Capital
Currency Program
-1.43 1,000k 4/1/2006
115 Altradis Capital AG
AlphAlgo
-1.34 100k 5/1/2007
114 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.29 250k 10/1/2009
113 Cauldron Investments, LLC
Stock Index Plus
-1.23 1,000k 10/1/2009
112 UNISystems Research Inc.
Wall Street Program
-1.23 20k 8/1/2011
111 Parizek Capital
Futures Trading Program
-1.19 500k 4/1/2000
110 Estlander & Partners
Alpha Trend
-1.13 30,000k 10/1/1991
109 Mark J. Walsh Company
Standard Program
-1.10 2,000k 9/1/1985
108 Gladius Asset Management
Fulham Program
-1.10 2,000k 1/1/2008
107 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.08 10,000k 3/1/2006
106 Quantica Capital AG
Quantica Diversified FX
-1.08 5,000k 3/1/2007
105 Somers Brothers Capital
Diversified Futures Program #1
-1.04 100k 1/1/2005
104 Serac, LLC
Diversified Reversal Program
-0.86 200k 4/1/2011
103 RAM Management Group
RAM MRTP 1X-Conservative
-0.80 1,000k 9/1/1993
102 John Locke Investments
JL Commodity Long Flat Program
-0.62 5,000k 12/1/2007
101 Estlander & Partners
Freedom
-0.61 20,000k 8/1/2010
100 Mobius Asset Management
Custom Trading Program
-0.55 100k 1/1/2002
99 Saxon Investment Corporation
Aggressive Diversified Program
-0.50 2,000k 11/1/1993
98 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.42 250k 10/1/2009
97 Adamah Capital LLC
Asset Allocator Program
-0.40 50k 3/1/2011
96 Gap Partners LLC
Gap
-0.35 250k 11/1/2009
95 Saxon Investment Corporation
Diversified Program
-0.33 3,000k 9/1/1988
94 Covenant Capital Management
Original Program
-0.25 5,000k 9/1/1999
93 HASAFUMA
Börstjänaren Hedgehog
-0.17 100k 5/1/2012
92 Beach Horizon LLP
Managed Account
-0.13 5,000k 5/1/2005
91 Tactical Investment Management
Tactical Institutional Commodity Program
-0.11 10,000k 4/1/1993
90 Mobius Asset Management
Diversified Program
-0.11 250k 3/1/2004
89 Estlander & Partners
Global XL
-0.10 5,000k 8/1/1991
88 Millburn Corporation
Commodity Program
-0.07 25,000k 3/1/2005
87 Estlander & Partners
Global Markets
-0.03 10,000k 8/1/1999
86 Robinson-Langley Capital Management, LLC
Managed Account Program
0.00 200k 1/1/2007
85 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
84 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.04 100k 1/1/2012
83 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.04 1,500k 4/1/2006
82 Blackwater Capital Management
Global Program
0.26 5,000k 7/1/2005
81 Covenant Capital Management
Aggressive Program
0.35 3,000k 2/1/2004
80 FTC Capital GmbH
FTC Global Diversified
0.42 0k 3/1/2012
79 Superfund Group
Superfund Green Q-AG
0.44 2k 3/1/1996
78 Acorn Global Investments Inc.
Acorn Diversified Program
0.46 10k 7/1/2005
77 ROW Asset Managment
Row Diversified Fund, L.P.
0.51 1,000k 11/1/2011
76 Transtrend B.V.
DTP – Standard Risk (EUR)
0.54 10,000k 2/1/1999
75 Neural Capital Ltd
Sentinel Trading Program
0.62 2,000k 1/1/2006
74 Seven Capital Management
Seven Absolute Return
0.71 100k 6/1/2009
73 Superfund Group
Superfund Green L.P. Series A
0.76 5k 10/1/2002
72 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.78 10,000k 8/1/1999
71 ISAM
ISAM Systematic Trend Fund
0.81 1,000k 6/1/2001
70 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.81 10,000k 8/1/2009
69 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.87 10,000k 1/1/1995
68 Red Rock Capital, LLC
Systematic Global Macro
0.87 500k 9/1/2003
67 Pacific Capital Advisors
Vanguard Program
0.91 100k 4/1/2007
66 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.92 10,000k 8/1/2004
65 Amplitude Capital International Limited
Klassik Strategy
0.93 1,000k 9/1/2009
64 M.S. Capital Management
Global Diversified Program
0.98 2,000k 11/1/1998
63 Quantica Capital AG
Quantica Managed Futures
1.00 5,000k 1/1/2005
62 Alee Capital Management, LLC
Mistral Program
1.07 2,500k 1/1/1999
61 Superfund Group
Superfund Green GCT USD
1.08 15k 1/1/2000
60 Diamond Capital Management
Enhanced S&P Program
1.09 100k 10/1/2009
59 Superfund Group
Superfund Green L.P. Series B
1.09 5k 10/1/2002
58 Heyden & Steindl GmbH
TOMAC2
1.11 5,000k 3/1/2003
57 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.37 1,000k 9/1/2009
56 Rabar Market Research
Short-Term Program
1.39 2,000k 11/1/2009
55 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.41 10,000k 1/1/1991
54 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.46 100k 1/1/2000
53 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.47 5,000k 12/1/2010
52 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.49 100k 1/1/2005
51 Southwest Managed Investments, LLC
Global Diversified
1.57 200k 1/1/2002
50 ALFAKRAFT
ALFA Commodity Fund
1.57 16k 6/1/2010
49 Melissinos Trading
Eupatrid Program
1.80 50k 1/1/2011
48 Superfund Group
Superfund Green Master
1.84 2,000k 5/1/2001
47 Insignia Managed Capital
Medallion
1.87 50k 2/1/2009
46 Vergho Asset Management LLC
Kinematics
1.94 1,000k 11/1/2008
45 Clarke Capital Management
Global Basic
1.95 50k 2/1/1996
44 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.97 250k 5/1/2011
43 Winton Capital Management
Diversified
2.20 50,000k 10/1/1997
42 Rabar Market Research
Diversified Program
2.26 2,000k 1/1/1989
41 Quality Capital Management
Global Diversified Programme
2.29 10,000k 12/1/1995
40 Wavefront Global Asset Management
IMFC Global Concentrated
2.30 500k 4/1/2009
39 Rho Asset Management
Rho Altius 1XL Program
2.45 5,000k 11/1/2007
38 Clarke Capital Management
FX Plus
2.51 1,000k 5/1/2004
37 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.59 1k 10/1/2006
36 Deep Field Capital AG
SINGULARITY Fund
2.77 100k 9/1/2011
35 Mehnert Capital Management, LLC
DTP (Client)
2.78 1,000k 3/1/2012
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.80 1,000k 3/1/2003
33 Conquest Capital Group
Conquest Select
2.81 250k 6/1/2004
32 Drury Capital
Diversified Trend-Following Program
2.85 5,000k 5/1/1997
31 AllMountain Capital AG
Mount Denali Global Trends
2.85 160k 7/1/2007
30 Superfund Group
Superfund Blue SPC Class A (EUR)
3.07 50k 4/1/2005
29 Wavefront Global Asset Management
IMFC Global Investment Program
3.36 2,000k 2/1/2007
28 Clarke Capital Management
Global Magnum
3.36 100k 8/1/1997
27 Ancile Capital Management
Global Markets Program
3.60 2,000k 4/1/2005
26 Eckhardt Trading Company
Evolution Strategies
3.89 20,000k 8/1/1991
25 EMC Capital Advisors, LLC
Classic
3.90 5,000k 1/1/1985
24 John Locke Investments
Cyril Systematic Program
4.13 8,000k 7/1/2000
23 Alder Capital DAC
Alder Global 10
4.20 2,500k 10/1/2000
22 Eckhardt Trading Company
Evolution Strategies 1.2X
4.20 10,000k 10/1/1991
21 Kelly Angle Inc.
Genesis Program
4.63 2,000k 4/1/2000
20 Welton Investment Partners
Welton Global
4.71 10,000k 6/1/2004
19 IDS Capital
IDS F&F Systematic Trading
4.80 50k 7/1/2013
18 Lynx Asset Management AB
Lynx Program
5.32 75k 5/1/2000
17 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.39 0k 11/1/1996
16 Eclipse Capital Management
Global Monetary
5.51 5,000k 8/1/1990
15 Clarke Capital Management
Jupiter
5.84 3,000k 5/1/2005
14 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
6.21 100k 10/1/2009
13 Hyman Beck and Company
Global Portfolio
6.32 1,000k 3/1/1991
12 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
6.57 100k 3/1/2003
11 QQFund.com
Investment Program 1
6.80 300k 9/1/2008
10 HASAFUMA
FX Momentum
7.32 30k 7/1/2012
9 Alder Capital DAC
Alder Global 20
7.60 2,500k 2/1/2001
8 Chesapeake Capital
Diversified (LV)
7.96 100k 2/1/1988
7 Angle Capital Management LLC
AIP Program
9.51 100k 1/1/2010
6 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.00 100k 11/1/1984
5 Keck Capital Management LLC
The Keck Program
10.01 2,000k 12/1/2003
4 Dreiss Research Corporation
Diversified Program
10.29 1,000k 5/1/1991
3 DUNN Capital Management
D'Best Futures Fund, L.P.
11.25 100k 6/1/1994
2 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.58 100k 5/1/1999
1 DUNN Capital Management
DUNN Combined Fund (DCF)
11.61 100k 5/1/1989

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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