Trend Following Strategy Index For April 2013

Monthly Rankings

Rank CTA/Program Apr 2013 Min Inv Inception
134 Superfund Group
Superfund Blue SPC Class A (Gold)
-15.74 50k 12/1/2007
133 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-9.31 100k 10/1/2009
132 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.96 100k 3/1/2003
131 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-7.49 200k 11/1/1999
130 HASAFUMA
Börstjänaren Hedgehog
-7.19 100k 5/1/2012
129 RAM Management Group
MRTP Aggressive
-6.79 1,000k 2/1/1998
128 Future Trade AG
Thales Swing Trading Programme
-6.25 250k 6/1/2007
127 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-5.67 250k 10/1/2009
126 Superfund Group
Superfund Blue SPC Class A (EUR)
-5.47 50k 4/1/2005
125 Altradis Capital AG
AlphAlgo
-4.19 100k 5/1/2007
124 Quantum Leap Capital Management
Managed Account Program
-3.70 300k 8/1/2006
123 Southwest Managed Investments, LLC
Global Diversified
-3.50 200k 1/1/2002
122 Parizek Capital
Futures Trading Program
-3.41 500k 4/1/2000
121 Tactical Investment Management
Tactical Institutional Commodity Program
-3.12 10,000k 4/1/1993
120 Parizek Capital
Currency Program
-2.27 1,000k 4/1/2006
119 RAM Management Group
RAM MRTP 1X-Conservative
-2.26 1,000k 9/1/1993
118 Insignia Managed Capital
Medallion
-1.98 50k 2/1/2009
117 Alder Capital DAC
Alder Global 20
-1.70 2,500k 2/1/2001
116 Rho Asset Management
Rho Altius 1XL Program
-1.61 5,000k 11/1/2007
115 Somers Brothers Capital
Diversified Futures Program #1
-1.40 100k 1/1/2005
114 Gladius Asset Management
Fulham Program
-1.34 2,000k 1/1/2008
113 Briarwood Capital Management, Inc.
Diversified 2XL
-1.18 250k 11/1/2004
112 Clarke Capital Management
FX Plus
-1.06 1,000k 5/1/2004
111 Amplitude Capital International Limited
Klassik Strategy
-1.04 1,000k 9/1/2009
110 John Locke Investments
JL Commodity Long Flat Program
-1.00 5,000k 12/1/2007
109 Clarke Capital Management
Global Basic
-0.90 50k 2/1/1996
108 Alder Capital DAC
Alder Global 10
-0.90 2,500k 10/1/2000
107 Saxon Investment Corporation
Aggressive Diversified Program
-0.74 2,000k 11/1/1993
106 Pacific Capital Advisors
Vanguard Program
-0.66 100k 4/1/2007
105 Eclipse Capital Management
Global Monetary
-0.66 5,000k 8/1/1990
104 Vergho Asset Management LLC
Kinematics
-0.54 1,000k 11/1/2008
103 Dreiss Research Corporation
Diversified Program
-0.53 1,000k 5/1/1991
102 Clarke Capital Management
Worldwide
-0.48 250k 1/1/1996
101 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.46 100k 1/1/2000
100 Neural Capital Ltd
Sentinel Trading Program
-0.41 2,000k 1/1/2006
99 Saxon Investment Corporation
Diversified Program
-0.36 3,000k 9/1/1988
98 Gap Partners LLC
Gap
-0.35 250k 11/1/2009
97 Kelly Angle Inc.
Genesis Program
-0.27 2,000k 4/1/2000
96 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-0.26 1,000k 9/1/2009
95 Alee Capital Management, LLC
Mistral Program
-0.16 2,500k 1/1/1999
94 Millburn Corporation
Commodity Program
-0.13 25,000k 3/1/2005
93 Hawksbill Capital Management
Global Diversified
-0.13 5,000k 11/1/1988
92 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
91 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
90 ROW Asset Managment
Row Diversified Fund, L.P.
0.14 1,000k 11/1/2011
89 ALFAKRAFT
ALFA Commodity Fund
0.16 16k 6/1/2010
88 Mobius Asset Management
Custom Trading Program
0.17 100k 1/1/2002
87 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.19 100k 1/1/2012
86 Quantica Capital AG
Quantica Diversified FX
0.22 5,000k 3/1/2007
85 Melissinos Trading
Eupatrid Program
0.44 50k 1/1/2011
84 Eckhardt Trading Company
Evolution Strategies
0.45 20,000k 8/1/1991
83 Red Rock Capital, LLC
Systematic Global Macro
0.50 500k 9/1/2003
82 Eckhardt Trading Company
Evolution Strategies 1.2X
0.52 10,000k 10/1/1991
81 FTC Capital GmbH
FTC Global Diversified
0.66 0k 3/1/2012
80 Deep Field Capital AG
SINGULARITY Fund
0.70 100k 9/1/2011
79 Clarke Capital Management
Global Magnum
0.72 100k 8/1/1997
78 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.91 250k 5/1/2011
77 Conquest Capital Group
Conquest Select
0.95 250k 6/1/2004
76 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.98 10,000k 8/1/2009
75 UNISystems Research Inc.
Wall Street Program
0.98 20k 8/1/2011
74 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.15 1,500k 4/1/2006
73 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.23 0k 11/1/1996
72 Chesapeake Capital
Diversified (LV)
1.31 100k 2/1/1988
71 Angle Capital Management LLC
AIP Program
1.44 100k 1/1/2010
70 Quantica Capital AG
Quantica Managed Futures
1.55 5,000k 1/1/2005
69 Welton Investment Partners
Welton Global
1.56 10,000k 6/1/2004
68 Ancile Capital Management
Global Markets Program
1.56 2,000k 4/1/2005
67 Transtrend B.V.
DTP – Standard Risk (EUR)
1.80 10,000k 2/1/1999
66 Estlander & Partners
Alpha Trend
1.85 30,000k 10/1/1991
65 Mark J. Walsh Company
Standard Program
1.87 2,000k 9/1/1985
64 AllMountain Capital AG
Mount Denali Global Trends
1.88 160k 7/1/2007
63 ISAM
ISAM Systematic Trend Fund
1.92 1,000k 6/1/2001
62 Conquest Capital Group
Conquest Macro
1.94 250k 5/1/1999
61 Blackwater Capital Management
Global Program
2.03 5,000k 7/1/2005
60 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.09 250k 10/1/2009
59 Adamah Capital LLC
Asset Allocator Program
2.10 50k 3/1/2011
58 Keck Capital Management LLC
The Keck Program
2.10 2,000k 12/1/2003
57 Rabar Market Research
Short-Term Program
2.16 2,000k 11/1/2009
56 Covenant Capital Management
Aggressive Program
2.17 3,000k 2/1/2004
55 Seven Capital Management
Seven Absolute Return
2.18 100k 6/1/2009
54 Robinson-Langley Capital Management, LLC
Managed Account Program
2.19 200k 1/1/2007
53 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
2.27 5,000k 12/1/2010
52 EMC Capital Advisors, LLC
Classic
2.30 5,000k 1/1/1985
51 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.37 100k 1/1/2005
50 Wavefront Global Asset Management
IMFC Global Concentrated
2.37 500k 4/1/2009
49 Diamond Capital Management
Enhanced S&P Program
2.37 100k 10/1/2009
48 M.S. Capital Management
Global Diversified Program
2.48 2,000k 11/1/1998
47 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.54 1k 10/1/2006
46 Covenant Capital Management
Original Program
2.55 5,000k 9/1/1999
45 Quality Capital Management
Global Diversified Programme
2.60 10,000k 12/1/1995
44 Estlander & Partners
Global Markets
2.69 10,000k 8/1/1999
43 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.80 10,000k 8/1/1999
42 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.89 10,000k 8/1/2004
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.90 10,000k 1/1/1995
40 Cauldron Investments, LLC
Stock Index Plus
3.09 1,000k 10/1/2009
39 Beach Horizon LLP
Managed Account
3.12 5,000k 5/1/2005
38 Estlander & Partners
Freedom
3.27 20,000k 8/1/2010
37 Lynx Asset Management AB
Lynx Program
3.30 75k 5/1/2000
36 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.38 1,000k 3/1/2003
35 Winton Capital Management
Diversified
3.41 50,000k 10/1/1997
34 Rabar Market Research
Diversified Program
3.45 2,000k 1/1/1989
33 Hyman Beck and Company
Global Portfolio
3.56 1,000k 3/1/1991
32 IDS Capital
IDS F&F Systematic Trading
3.60 50k 7/1/2013
31 Superfund Group
Superfund Green Gold L.P. Series A-1
3.69 5k 4/1/2009
30 Acorn Global Investments Inc.
Acorn Diversified Program
3.70 10k 7/1/2005
29 IStar Capital B.V.
IStar Systematic Fund
3.77 1,000k 9/1/2011
28 HASAFUMA
FX Momentum
3.86 30k 7/1/2012
27 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.92 10,000k 1/1/1991
26 Wavefront Global Asset Management
IMFC Global Investment Program
4.04 2,000k 2/1/2007
25 Superfund Group
Superfund Green Gold A (SPC)
4.08 5k 10/1/2005
24 John Locke Investments
Cyril Systematic Program
4.36 8,000k 7/1/2000
23 Estlander & Partners
Alpha Trend II - Class P
4.73 100k 12/1/2008
22 Estlander & Partners
Global XL
5.42 5,000k 8/1/1991
21 QQFund.com
Investment Program 1
5.64 300k 9/1/2008
20 Clarke Capital Management
Jupiter
5.99 3,000k 5/1/2005
19 Purple Valley Capital, Inc.
Diversified Trend 1
6.81 100k 8/1/2008
18 Rotella Capital Management
Rotella Orion (Short-Term) Program
6.92 10,000k 3/1/2006
17 Heyden & Steindl GmbH
TOMAC2
7.72 5,000k 3/1/2003
16 Drury Capital
Diversified Trend-Following Program
8.18 5,000k 5/1/1997
15 Clarke Capital Management
Millennium
8.44 1,000k 1/1/1998
14 Alee Capital Management, LLC
Poniente Program
8.93 2,500k 1/1/1999
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.73 100k 5/1/1999
12 DUNN Capital Management
D'Best Futures Fund, L.P.
10.05 100k 6/1/1994
11 Superfund Group
Superfund Green Gold B (SPC)
10.22 50k 10/1/2005
10 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
10.59 100k 11/1/1984
9 Superfund Group
Superfund Green Gold L.P. Series B-1
11.00 5k 4/1/2009
8 Superfund Group
Superfund Green L.P. Series A
11.47 5k 10/1/2002
7 Superfund Group
Superfund Green Q-AG
11.70 2k 3/1/1996
6 DUNN Capital Management
DUNN Combined Fund (DCF)
12.67 100k 5/1/1989
5 Superfund Group
Superfund Green Gold C (SPC)
16.29 100k 10/1/2005
4 Superfund Group
Superfund Green L.P. Series B
17.53 5k 10/1/2002
3 Superfund Group
Superfund Green GCT USD
17.70 15k 1/1/2000
2 Serac, LLC
Diversified Reversal Program
21.21 200k 4/1/2011
1 Superfund Group
Superfund Green Master
24.32 2,000k 5/1/2001

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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