Trend Following Strategy Index For March 2013

Monthly Rankings

Rank CTA/Program Mar 2013 Min Inv Inception
134 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.91 10,000k 3/1/2006
133 Purple Valley Capital, Inc.
Diversified Trend 1
-4.85 100k 8/1/2008
132 Heyden & Steindl GmbH
TOMAC2
-3.89 5,000k 3/1/2003
131 Conquest Capital Group
Conquest Macro
-3.80 250k 5/1/1999
130 Estlander & Partners
Global XL
-3.27 5,000k 8/1/1991
129 Quantum Leap Capital Management
Managed Account Program
-2.80 300k 8/1/2006
128 ALFAKRAFT
ALFA Commodity Fund
-2.80 16k 6/1/2010
127 Keck Capital Management LLC
The Keck Program
-2.16 2,000k 12/1/2003
126 Altradis Capital AG
AlphAlgo
-1.94 100k 5/1/2007
125 Future Trade AG
Thales Swing Trading Programme
-1.74 250k 6/1/2007
124 Estlander & Partners
Global Markets
-1.64 10,000k 8/1/1999
123 Mark J. Walsh Company
Standard Program
-1.28 2,000k 9/1/1985
122 RAM Management Group
MRTP Aggressive
-1.23 1,000k 2/1/1998
121 Quality Capital Management
Global Diversified Programme
-1.23 10,000k 12/1/1995
120 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.22 0k 11/1/1996
119 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.11 250k 5/1/2011
118 Angle Capital Management LLC
AIP Program
-1.02 100k 1/1/2010
117 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.69 100k 1/1/2012
116 Beach Horizon LLP
Managed Account
-0.64 5,000k 5/1/2005
115 IStar Capital B.V.
IStar Systematic Fund
-0.61 1,000k 9/1/2011
114 Mobius Asset Management
Diversified Program
-0.55 250k 3/1/2004
113 Vergho Asset Management LLC
Kinematics
-0.55 1,000k 11/1/2008
112 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.51 250k 10/1/2009
111 Gladius Asset Management
Fulham Program
-0.44 2,000k 1/1/2008
110 RAM Management Group
RAM MRTP 1X-Conservative
-0.41 1,000k 9/1/1993
109 Rabar Market Research
Short-Term Program
-0.38 2,000k 11/1/2009
108 Clarke Capital Management
Global Magnum
-0.30 100k 8/1/1997
107 Mobius Asset Management
Custom Trading Program
-0.26 100k 1/1/2002
106 Parizek Capital
Currency Program
-0.25 1,000k 4/1/2006
105 Millburn Corporation
Commodity Program
-0.24 25,000k 3/1/2005
104 Estlander & Partners
Freedom
-0.24 20,000k 8/1/2010
103 Hyman Beck and Company
Global Portfolio
-0.21 1,000k 3/1/1991
102 Deep Field Capital AG
SINGULARITY Fund
-0.17 100k 9/1/2011
101 Gap Partners LLC
Gap
-0.16 250k 11/1/2009
100 Tactical Investment Management
Tactical Institutional Commodity Program
-0.15 10,000k 4/1/1993
99 Alee Capital Management, LLC
Poniente Program
-0.15 2,500k 1/1/1999
98 Hawksbill Capital Management
Global Diversified
-0.10 5,000k 11/1/1988
97 Rabar Market Research
Diversified Program
-0.05 2,000k 1/1/1989
96 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
95 Clarke Capital Management
Global Basic
0.03 50k 2/1/1996
94 Serac, LLC
Diversified Reversal Program
0.09 200k 4/1/2011
93 Southwest Managed Investments, LLC
Global Diversified
0.24 200k 1/1/2002
92 Pacific Capital Advisors
Vanguard Program
0.26 100k 4/1/2007
91 Wavefront Global Asset Management
IMFC Global Concentrated
0.34 500k 4/1/2009
90 Saxon Investment Corporation
Diversified Program
0.43 3,000k 9/1/1988
89 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.47 1,500k 4/1/2006
88 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
0.48 250k 10/1/2009
87 Conquest Capital Group
Conquest Select
0.61 250k 6/1/2004
86 John Locke Investments
JL Commodity Long Flat Program
0.65 5,000k 12/1/2007
85 Alee Capital Management, LLC
Mistral Program
0.65 2,500k 1/1/1999
84 Superfund Group
Superfund Blue SPC Class A (EUR)
0.67 50k 4/1/2005
83 Saxon Investment Corporation
Aggressive Diversified Program
0.67 2,000k 11/1/1993
82 Wavefront Global Asset Management
IMFC Global Investment Program
0.69 2,000k 2/1/2007
81 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.70 100k 1/1/2005
80 AllMountain Capital AG
Mount Denali Global Trends
0.73 160k 7/1/2007
79 Lynx Asset Management AB
Lynx Program
0.73 75k 5/1/2000
78 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.81 100k 1/1/2000
77 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.83 1,000k 3/1/2003
76 Eckhardt Trading Company
Evolution Strategies
0.85 20,000k 8/1/1991
75 Melissinos Trading
Eupatrid Program
0.91 50k 1/1/2011
74 John Locke Investments
Cyril Systematic Program
0.99 8,000k 7/1/2000
73 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.01 5,000k 12/1/2010
72 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.03 1,000k 9/1/2009
71 Welton Investment Partners
Welton Global
1.03 10,000k 6/1/2004
70 Ancile Capital Management
Global Markets Program
1.04 2,000k 4/1/2005
69 Seven Capital Management
Seven Absolute Return
1.06 100k 6/1/2009
68 Eckhardt Trading Company
Evolution Strategies 1.2X
1.08 10,000k 10/1/1991
67 ISAM
ISAM Systematic Trend Fund
1.11 1,000k 6/1/2001
66 Amplitude Capital International Limited
Klassik Strategy
1.15 1,000k 9/1/2009
65 Clarke Capital Management
Millennium
1.24 1,000k 1/1/1998
64 ROW Asset Managment
Row Diversified Fund, L.P.
1.30 1,000k 11/1/2011
63 DUNN Capital Management
D'Best Futures Fund, L.P.
1.37 100k 6/1/1994
62 M.S. Capital Management
Global Diversified Program
1.38 2,000k 11/1/1998
61 Transtrend B.V.
DTP – Standard Risk (EUR)
1.45 10,000k 2/1/1999
60 Insignia Managed Capital
Medallion
1.46 50k 2/1/2009
59 Superfund Group
Superfund Green Q-AG
1.47 2k 3/1/1996
58 Estlander & Partners
Alpha Trend
1.48 30,000k 10/1/1991
57 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.54 10,000k 1/1/1991
56 Clarke Capital Management
Worldwide
1.60 250k 1/1/1996
55 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.61 100k 10/1/2009
54 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.62 100k 3/1/2003
53 FTC Capital GmbH
FTC Global Diversified
1.66 0k 3/1/2012
52 Superfund Group
Superfund Green L.P. Series A
1.78 5k 10/1/2002
51 HASAFUMA
FX Momentum
1.78 30k 7/1/2012
50 Red Rock Capital, LLC
Systematic Global Macro
1.83 500k 9/1/2003
49 Quantica Capital AG
Quantica Diversified FX
1.90 5,000k 3/1/2007
48 Diamond Capital Management
Enhanced S&P Program
1.94 100k 10/1/2009
47 Adamah Capital LLC
Asset Allocator Program
2.00 50k 3/1/2011
46 IDS Capital
IDS F&F Systematic Trading
2.00 50k 7/1/2013
45 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
2.06 200k 11/1/1999
44 Cauldron Investments, LLC
Stock Index Plus
2.08 1,000k 10/1/2009
43 Chesapeake Capital
Diversified (LV)
2.08 100k 2/1/1988
42 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.18 10,000k 1/1/1995
41 Kelly Angle Inc.
Genesis Program
2.31 2,000k 4/1/2000
40 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.31 10,000k 8/1/2004
39 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.35 10,000k 8/1/1999
38 Quantica Capital AG
Quantica Managed Futures
2.36 5,000k 1/1/2005
37 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.39 1k 10/1/2006
36 Covenant Capital Management
Original Program
2.47 5,000k 9/1/1999
35 Drury Capital
Diversified Trend-Following Program
2.48 5,000k 5/1/1997
34 Superfund Group
Superfund Green Gold A (SPC)
2.49 5k 10/1/2005
33 Superfund Group
Superfund Green L.P. Series B
2.52 5k 10/1/2002
32 DUNN Capital Management
DUNN Combined Fund (DCF)
2.56 100k 5/1/1989
31 Covenant Capital Management
Aggressive Program
2.58 3,000k 2/1/2004
30 Winton Capital Management
Diversified
2.66 50,000k 10/1/1997
29 Blackwater Capital Management
Global Program
2.72 5,000k 7/1/2005
28 EMC Capital Advisors, LLC
Classic
2.73 5,000k 1/1/1985
27 Superfund Group
Superfund Green GCT USD
3.01 15k 1/1/2000
26 Briarwood Capital Management, Inc.
Diversified 2XL
3.06 250k 11/1/2004
25 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.17 10,000k 8/1/2009
24 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
3.22 100k 11/1/1984
23 Eclipse Capital Management
Global Monetary
3.29 5,000k 8/1/1990
22 Superfund Group
Superfund Green Gold B (SPC)
3.43 50k 10/1/2005
21 UNISystems Research Inc.
Wall Street Program
3.48 20k 8/1/2011
20 Superfund Group
Superfund Blue SPC Class A (Gold)
3.61 50k 12/1/2007
19 Superfund Group
Superfund Green Master
3.62 2,000k 5/1/2001
18 Robinson-Langley Capital Management, LLC
Managed Account Program
3.64 200k 1/1/2007
17 Superfund Group
Superfund Green Gold L.P. Series A-1
3.87 5k 4/1/2009
16 Alder Capital DAC
Alder Global 10
4.20 2,500k 10/1/2000
15 Acorn Global Investments Inc.
Acorn Diversified Program
4.20 10k 7/1/2005
14 Superfund Group
Superfund Green Gold C (SPC)
4.40 100k 10/1/2005
13 Clarke Capital Management
FX Plus
4.87 1,000k 5/1/2004
12 Rho Asset Management
Rho Altius 1XL Program
5.12 5,000k 11/1/2007
11 Parizek Capital
Futures Trading Program
5.35 500k 4/1/2000
10 Estlander & Partners
Alpha Trend II - Class P
5.37 100k 12/1/2008
9 Somers Brothers Capital
Diversified Futures Program #1
5.84 100k 1/1/2005
8 Superfund Group
Superfund Green Gold L.P. Series B-1
5.88 5k 4/1/2009
7 Dreiss Research Corporation
Diversified Program
6.70 1,000k 5/1/1991
6 QQFund.com
Investment Program 1
6.78 300k 9/1/2008
5 Neural Capital Ltd
Sentinel Trading Program
6.86 2,000k 1/1/2006
4 Alder Capital DAC
Alder Global 20
8.60 2,500k 2/1/2001
3 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.29 100k 5/1/1999
2 Clarke Capital Management
Jupiter
10.34 3,000k 5/1/2005
1 HASAFUMA
Börstjänaren Hedgehog
19.22 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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