Trend Following Strategy Index For December 2013

Monthly Rankings

Rank CTA/Program Dec 2013 Min Inv Inception
134 Keck Capital Management LLC
The Keck Program
-6.23 2,000k 12/1/2003
133 Superfund Group
Superfund Blue SPC Class A (Gold)
-6.07 50k 12/1/2007
132 HASAFUMA
Börstjänaren Hedgehog
-5.51 100k 5/1/2012
131 Mehnert Capital Management, LLC
DTP (Client)
-4.07 1,000k 3/1/2012
130 Welton Investment Partners
Welton Global
-4.06 10,000k 6/1/2004
129 Amplitude Capital International Limited
Klassik Strategy
-3.60 1,000k 9/1/2009
128 IStar Capital B.V.
IStar Systematic Fund
-3.50 1,000k 9/1/2011
127 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.02 1,000k 9/1/2009
126 EMC Capital Advisors, LLC
Classic
-3.00 5,000k 1/1/1985
125 UNISystems Research Inc.
Wall Street Program
-2.47 20k 8/1/2011
124 Drury Capital
Diversified Trend-Following Program
-2.40 5,000k 5/1/1997
123 Superfund Group
Superfund Green Gold A (SPC)
-2.35 5k 10/1/2005
122 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.34 100k 1/1/2000
121 Gladius Asset Management
Fulham Program
-2.32 2,000k 1/1/2008
120 IDS Capital
IDS F&F Systematic Trading
-2.30 50k 7/1/2013
119 HASAFUMA
FX Momentum
-2.26 30k 7/1/2012
118 Altradis Capital AG
AlphAlgo
-2.25 100k 5/1/2007
117 Estlander & Partners
Global XL
-2.23 5,000k 8/1/1991
116 Adamah Capital LLC
Asset Allocator Program
-2.20 50k 3/1/2011
115 Quality Capital Management
Global Diversified Programme
-2.16 10,000k 12/1/1995
114 Neural Capital Ltd
Sentinel Trading Program
-1.71 2,000k 1/1/2006
113 Southwest Managed Investments, LLC
Global Diversified
-1.67 200k 1/1/2002
112 Beach Horizon LLP
Managed Account
-1.47 5,000k 5/1/2005
111 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.44 200k 11/1/1999
110 Superfund Group
Superfund Green Gold B (SPC)
-1.36 50k 10/1/2005
109 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.24 100k 5/1/1999
108 Superfund Group
Superfund Green Gold L.P. Series A-1
-1.20 5k 4/1/2009
107 FTC Capital GmbH
FTC Global Diversified
-1.12 0k 3/1/2012
106 Estlander & Partners
Global Markets
-1.10 10,000k 8/1/1999
105 Mobius Asset Management
Diversified Program
-1.08 250k 3/1/2004
104 Quantica Capital AG
Quantica Diversified FX
-1.00 5,000k 3/1/2007
103 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.97 10,000k 8/1/2009
102 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.92 250k 10/1/2009
101 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.88 50k 4/1/2005
100 Mobius Asset Management
Custom Trading Program
-0.57 100k 1/1/2002
99 Mark J. Walsh Company
Standard Program
-0.43 2,000k 9/1/1985
98 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.43 100k 1/1/2005
97 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.36 1,500k 4/1/2006
96 AllMountain Capital AG
Mount Denali Global Trends
-0.36 160k 7/1/2007
95 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.36 0k 11/1/1996
94 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.31 1,000k 3/1/2003
93 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.31 5,000k 12/1/2010
92 ALFAKRAFT
ALFA Commodity Fund
-0.30 16k 6/1/2010
91 Superfund Group
Superfund Green Gold C (SPC)
-0.26 100k 10/1/2005
90 Gap Partners LLC
Gap
-0.21 250k 11/1/2009
89 Quantica Capital AG
Quantica Managed Futures
-0.10 5,000k 1/1/2005
88 Tactical Investment Management
Tactical Institutional Commodity Program
0.00 10,000k 4/1/1993
87 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
86 ISAM
ISAM Systematic Trend Fund
0.05 1,000k 6/1/2001
85 Parizek Capital
Currency Program
0.05 1,000k 4/1/2006
84 Vergho Asset Management LLC
Kinematics
0.10 1,000k 11/1/2008
83 Seven Capital Management
Seven Absolute Return
0.23 100k 6/1/2009
82 Blackwater Capital Management
Global Program
0.27 5,000k 7/1/2005
81 Millburn Corporation
Commodity Program
0.31 25,000k 3/1/2005
80 Winton Capital Management
Diversified
0.37 50,000k 10/1/1997
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.41 1k 10/1/2006
78 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.43 100k 1/1/2012
77 M.S. Capital Management
Global Diversified Program
0.45 2,000k 11/1/1998
76 Purple Valley Capital, Inc.
Diversified Trend 1
0.46 100k 8/1/2008
75 Covenant Capital Management
Original Program
0.47 5,000k 9/1/1999
74 Ancile Capital Management
Global Markets Program
0.49 2,000k 4/1/2005
73 Covenant Capital Management
Aggressive Program
0.53 3,000k 2/1/2004
72 Wavefront Global Asset Management
IMFC Global Concentrated
0.54 500k 4/1/2009
71 John Locke Investments
JL Commodity Long Flat Program
0.65 5,000k 12/1/2007
70 Estlander & Partners
Freedom
0.68 20,000k 8/1/2010
69 ROW Asset Managment
Row Diversified Fund, L.P.
0.75 1,000k 11/1/2011
68 Superfund Group
Superfund Green Gold L.P. Series B-1
0.76 5k 4/1/2009
67 Saxon Investment Corporation
Diversified Program
0.83 3,000k 9/1/1988
66 Rabar Market Research
Diversified Program
0.84 2,000k 1/1/1989
65 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.85 250k 5/1/2011
64 Cauldron Investments, LLC
Stock Index Plus
0.85 1,000k 10/1/2009
63 Angle Capital Management LLC
AIP Program
0.85 100k 1/1/2010
62 Transtrend B.V.
DTP – Standard Risk (EUR)
0.88 10,000k 2/1/1999
61 Rabar Market Research
Short-Term Program
0.98 2,000k 11/1/2009
60 Deep Field Capital AG
SINGULARITY Fund
1.02 100k 9/1/2011
59 Serac, LLC
Diversified Reversal Program
1.05 200k 4/1/2011
58 Clarke Capital Management
FX Plus
1.05 1,000k 5/1/2004
57 Acorn Global Investments Inc.
Acorn Diversified Program
1.08 10k 7/1/2005
56 John Locke Investments
Cyril Systematic Program
1.15 8,000k 7/1/2000
55 Somers Brothers Capital
Diversified Futures Program #1
1.30 100k 1/1/2005
54 Rho Asset Management
Rho Altius 1XL Program
1.31 5,000k 11/1/2007
53 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.39 10,000k 8/1/1999
52 Parizek Capital
Futures Trading Program
1.44 500k 4/1/2000
51 Eclipse Capital Management
Global Monetary
1.48 5,000k 8/1/1990
50 Saxon Investment Corporation
Aggressive Diversified Program
1.61 2,000k 11/1/1993
49 Superfund Group
Superfund Green Q-AG
1.73 2k 3/1/1996
48 Clarke Capital Management
Millennium
1.75 1,000k 1/1/1998
47 Red Rock Capital, LLC
Systematic Global Macro
1.75 500k 9/1/2003
46 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.82 10,000k 8/1/2004
45 Heyden & Steindl GmbH
TOMAC2
1.87 5,000k 3/1/2003
44 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.92 10,000k 1/1/1995
43 Melissinos Trading
Eupatrid Program
1.95 50k 1/1/2011
42 Quantum Leap Capital Management
Managed Account Program
2.02 300k 8/1/2006
41 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.06 10,000k 1/1/1991
40 Conquest Capital Group
Conquest Select
2.12 250k 6/1/2004
39 Superfund Group
Superfund Green L.P. Series A
2.14 5k 10/1/2002
38 Hyman Beck and Company
Global Portfolio
2.16 1,000k 3/1/1991
37 Insignia Managed Capital
Medallion
2.16 50k 2/1/2009
36 Alder Capital DAC
Alder Global 10
2.20 2,500k 10/1/2000
35 Hawksbill Capital Management
Global Diversified
2.20 5,000k 11/1/1988
34 Diamond Capital Management
Enhanced S&P Program
2.22 100k 10/1/2009
33 RAM Management Group
RAM MRTP 1X-Conservative
2.24 1,000k 9/1/1993
32 Wavefront Global Asset Management
IMFC Global Investment Program
2.33 2,000k 2/1/2007
31 Eckhardt Trading Company
Evolution Strategies
2.34 20,000k 8/1/1991
30 Estlander & Partners
Alpha Trend
2.49 30,000k 10/1/1991
29 Eckhardt Trading Company
Evolution Strategies 1.2X
2.66 10,000k 10/1/1991
28 Superfund Group
Superfund Green GCT USD
2.67 15k 1/1/2000
27 Alee Capital Management, LLC
Mistral Program
2.70 2,500k 1/1/1999
26 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
3.05 100k 10/1/2009
25 Lynx Asset Management AB
Lynx Program
3.30 75k 5/1/2000
24 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
3.37 100k 3/1/2003
23 Alder Capital DAC
Alder Global 20
3.60 2,500k 2/1/2001
22 Superfund Group
Superfund Green L.P. Series B
3.62 5k 10/1/2002
21 Superfund Group
Superfund Green Master
3.64 2,000k 5/1/2001
20 Robinson-Langley Capital Management, LLC
Managed Account Program
3.72 200k 1/1/2007
19 Briarwood Capital Management, Inc.
Diversified 2XL
4.06 250k 11/1/2004
18 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.40 100k 11/1/1984
17 Alee Capital Management, LLC
Poniente Program
4.47 2,500k 1/1/1999
16 DUNN Capital Management
D'Best Futures Fund, L.P.
4.54 100k 6/1/1994
15 Pacific Capital Advisors
Vanguard Program
4.59 100k 4/1/2007
14 Dreiss Research Corporation
Diversified Program
4.65 1,000k 5/1/1991
13 Clarke Capital Management
Global Magnum
4.95 100k 8/1/1997
12 Clarke Capital Management
Worldwide
4.99 250k 1/1/1996
11 Chesapeake Capital
Diversified (LV)
5.23 100k 2/1/1988
10 QQFund.com
Investment Program 1
5.35 300k 9/1/2008
9 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.36 10,000k 3/1/2006
8 Conquest Capital Group
Conquest Macro
5.68 250k 5/1/1999
7 Clarke Capital Management
Jupiter
6.04 3,000k 5/1/2005
6 Clarke Capital Management
Global Basic
6.45 50k 2/1/1996
5 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
6.71 250k 10/1/2009
4 RAM Management Group
MRTP Aggressive
6.80 1,000k 2/1/1998
3 Estlander & Partners
Alpha Trend II - Class P
7.74 100k 12/1/2008
2 DUNN Capital Management
DUNN Combined Fund (DCF)
7.81 100k 5/1/1989
1 Kelly Angle Inc.
Genesis Program
8.08 2,000k 4/1/2000

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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