Trend Following Strategy Index For May 2013

Monthly Rankings

Rank CTA/Program May 2013 Min Inv Inception
134 Superfund Group
Superfund Green Gold C (SPC)
-20.52 100k 10/1/2005
133 Superfund Group
Superfund Green Gold L.P. Series B-1
-16.83 5k 4/1/2009
132 Superfund Group
Superfund Green Gold B (SPC)
-16.81 50k 10/1/2005
131 Superfund Group
Superfund Green Master
-14.69 2,000k 5/1/2001
130 Superfund Group
Superfund Green Gold A (SPC)
-13.16 5k 10/1/2005
129 Superfund Group
Superfund Green Gold L.P. Series A-1
-13.02 5k 4/1/2009
128 Superfund Group
Superfund Green GCT USD
-11.42 15k 1/1/2000
127 Superfund Group
Superfund Green L.P. Series B
-10.97 5k 10/1/2002
126 Future Trade AG
Thales Swing Trading Programme
-10.92 250k 6/1/2007
125 Keck Capital Management LLC
The Keck Program
-10.29 2,000k 12/1/2003
124 Clarke Capital Management
Millennium
-8.86 1,000k 1/1/1998
123 Superfund Group
Superfund Green Q-AG
-8.26 2k 3/1/1996
122 Ancile Capital Management
Global Markets Program
-7.85 2,000k 4/1/2005
121 Angle Capital Management LLC
AIP Program
-7.36 100k 1/1/2010
120 Robinson-Langley Capital Management, LLC
Managed Account Program
-7.17 200k 1/1/2007
119 Superfund Group
Superfund Green L.P. Series A
-6.76 5k 10/1/2002
118 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-6.67 100k 11/1/1984
117 Hawksbill Capital Management
Global Diversified
-6.42 5,000k 11/1/1988
116 Quantica Capital AG
Quantica Diversified FX
-6.23 5,000k 3/1/2007
115 Amplitude Capital International Limited
Klassik Strategy
-5.96 1,000k 9/1/2009
114 RAM Management Group
MRTP Aggressive
-5.79 1,000k 2/1/1998
113 Welton Investment Partners
Welton Global
-5.70 10,000k 6/1/2004
112 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.70 10,000k 10/1/1991
111 EMC Capital Advisors, LLC
Classic
-5.52 5,000k 1/1/1985
110 Clarke Capital Management
Jupiter
-5.36 3,000k 5/1/2005
109 Estlander & Partners
Global XL
-5.27 5,000k 8/1/1991
108 Clarke Capital Management
FX Plus
-5.13 1,000k 5/1/2004
107 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-5.04 1,000k 9/1/2009
106 Eckhardt Trading Company
Evolution Strategies
-5.03 20,000k 8/1/1991
105 Transtrend B.V.
DTP – Enhanced Risk (USD)
-4.58 10,000k 1/1/1995
104 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-4.57 10,000k 8/1/1999
103 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-4.47 10,000k 8/1/2004
102 Adamah Capital LLC
Asset Allocator Program
-4.40 50k 3/1/2011
101 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.05 100k 6/1/1994
100 ISAM
ISAM Systematic Trend Fund
-3.98 1,000k 6/1/2001
99 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-3.83 250k 10/1/2009
98 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-3.75 0k 11/1/1996
97 Quality Capital Management
Global Diversified Programme
-3.54 10,000k 12/1/1995
96 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.52 10,000k 1/1/1991
95 IDS Capital
IDS F&F Systematic Trading
-3.10 50k 7/1/2013
94 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.07 10,000k 2/1/1999
93 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.03 1k 10/1/2006
92 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-3.02 100k 1/1/2012
91 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.85 50k 12/1/2007
90 Insignia Managed Capital
Medallion
-2.85 50k 2/1/2009
89 Rho Asset Management
Rho Altius 1XL Program
-2.83 5,000k 11/1/2007
88 Estlander & Partners
Global Markets
-2.63 10,000k 8/1/1999
87 Clarke Capital Management
Worldwide
-2.60 250k 1/1/1996
86 Drury Capital
Diversified Trend-Following Program
-2.49 5,000k 5/1/1997
85 Winton Capital Management
Diversified
-2.40 50,000k 10/1/1997
84 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-2.38 100k 1/1/2005
83 John Locke Investments
JL Commodity Long Flat Program
-2.37 5,000k 12/1/2007
82 AllMountain Capital AG
Mount Denali Global Trends
-2.30 160k 7/1/2007
81 Eclipse Capital Management
Global Monetary
-2.23 5,000k 8/1/1990
80 Red Rock Capital, LLC
Systematic Global Macro
-2.20 500k 9/1/2003
79 John Locke Investments
Cyril Systematic Program
-1.99 8,000k 7/1/2000
78 RAM Management Group
RAM MRTP 1X-Conservative
-1.96 1,000k 9/1/1993
77 Rabar Market Research
Diversified Program
-1.93 2,000k 1/1/1989
76 Millburn Corporation
Commodity Program
-1.82 25,000k 3/1/2005
75 Alder Capital DAC
Alder Global 20
-1.80 2,500k 2/1/2001
74 Rabar Market Research
Short-Term Program
-1.75 2,000k 11/1/2009
73 Lynx Asset Management AB
Lynx Program
-1.69 75k 5/1/2000
72 Parizek Capital
Futures Trading Program
-1.69 500k 4/1/2000
71 Kelly Angle Inc.
Genesis Program
-1.68 2,000k 4/1/2000
70 Southwest Managed Investments, LLC
Global Diversified
-1.58 200k 1/1/2002
69 Beach Horizon LLP
Managed Account
-1.56 5,000k 5/1/2005
68 Serac, LLC
Diversified Reversal Program
-1.48 200k 4/1/2011
67 IStar Capital B.V.
IStar Systematic Fund
-1.44 1,000k 9/1/2011
66 Wavefront Global Asset Management
IMFC Global Concentrated
-1.41 500k 4/1/2009
65 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.31 1,000k 3/1/2003
64 M.S. Capital Management
Global Diversified Program
-1.26 2,000k 11/1/1998
63 Pacific Capital Advisors
Vanguard Program
-1.13 100k 4/1/2007
62 Mark J. Walsh Company
Standard Program
-1.13 2,000k 9/1/1985
61 Chesapeake Capital
Diversified (LV)
-0.94 100k 2/1/1988
60 Saxon Investment Corporation
Aggressive Diversified Program
-0.86 2,000k 11/1/1993
59 HASAFUMA
Börstjänaren Hedgehog
-0.84 100k 5/1/2012
58 Alder Capital DAC
Alder Global 10
-0.80 2,500k 10/1/2000
57 Quantica Capital AG
Quantica Managed Futures
-0.80 5,000k 1/1/2005
56 Parizek Capital
Currency Program
-0.77 1,000k 4/1/2006
55 Estlander & Partners
Freedom
-0.74 20,000k 8/1/2010
54 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.73 1,500k 4/1/2006
53 Mobius Asset Management
Custom Trading Program
-0.72 100k 1/1/2002
52 Hyman Beck and Company
Global Portfolio
-0.61 1,000k 3/1/1991
51 Gladius Asset Management
Fulham Program
-0.49 2,000k 1/1/2008
50 Saxon Investment Corporation
Diversified Program
-0.46 3,000k 9/1/1988
49 Blackwater Capital Management
Global Program
-0.42 5,000k 7/1/2005
48 HASAFUMA
FX Momentum
-0.42 30k 7/1/2012
47 Gap Partners LLC
Gap
-0.28 250k 11/1/2009
46 Seven Capital Management
Seven Absolute Return
-0.25 100k 6/1/2009
45 Clarke Capital Management
Global Magnum
-0.22 100k 8/1/1997
44 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.12 10,000k 8/1/2009
43 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.09 100k 1/1/2000
42 Wavefront Global Asset Management
IMFC Global Investment Program
-0.08 2,000k 2/1/2007
41 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
40 Mulvaney Capital Management
The Mulvaney Global Markets Program
0.13 100k 5/1/1999
39 Vergho Asset Management LLC
Kinematics
0.14 1,000k 11/1/2008
38 Clarke Capital Management
Global Basic
0.21 50k 2/1/1996
37 UNISystems Research Inc.
Wall Street Program
0.51 20k 8/1/2011
36 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.55 5,000k 12/1/2010
35 Tactical Investment Management
Tactical Institutional Commodity Program
0.59 10,000k 4/1/1993
34 FTC Capital GmbH
FTC Global Diversified
0.78 0k 3/1/2012
33 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.84 10,000k 3/1/2006
32 Cauldron Investments, LLC
Stock Index Plus
0.96 1,000k 10/1/2009
31 Mobius Asset Management
Diversified Program
1.04 250k 3/1/2004
30 Superfund Group
Superfund Blue SPC Class A (EUR)
1.17 50k 4/1/2005
29 ALFAKRAFT
ALFA Commodity Fund
1.33 16k 6/1/2010
28 Briarwood Capital Management, Inc.
Diversified 2XL
1.39 250k 11/1/2004
27 DUNN Capital Management
DUNN Combined Fund (DCF)
1.41 100k 5/1/1989
26 Diamond Capital Management
Enhanced S&P Program
1.47 100k 10/1/2009
25 Estlander & Partners
Alpha Trend
1.54 30,000k 10/1/1991
24 Quantum Leap Capital Management
Managed Account Program
1.65 300k 8/1/2006
23 Conquest Capital Group
Conquest Macro
1.77 250k 5/1/1999
22 Heyden & Steindl GmbH
TOMAC2
2.24 5,000k 3/1/2003
21 Acorn Global Investments Inc.
Acorn Diversified Program
2.34 10k 7/1/2005
20 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.47 250k 10/1/2009
19 Conquest Capital Group
Conquest Select
2.56 250k 6/1/2004
18 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.53 250k 5/1/2011
17 Deep Field Capital AG
SINGULARITY Fund
3.56 100k 9/1/2011
16 Melissinos Trading
Eupatrid Program
3.63 50k 1/1/2011
15 ROW Asset Managment
Row Diversified Fund, L.P.
3.78 1,000k 11/1/2011
14 Alee Capital Management, LLC
Mistral Program
3.91 2,500k 1/1/1999
13 Somers Brothers Capital
Diversified Futures Program #1
3.93 100k 1/1/2005
12 Estlander & Partners
Alpha Trend II - Class P
4.05 100k 12/1/2008
11 Covenant Capital Management
Original Program
4.89 5,000k 9/1/1999
10 Covenant Capital Management
Aggressive Program
4.89 3,000k 2/1/2004
9 Alee Capital Management, LLC
Poniente Program
5.12 2,500k 1/1/1999
8 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.90 200k 11/1/1999
7 Purple Valley Capital, Inc.
Diversified Trend 1
6.16 100k 8/1/2008
6 Neural Capital Ltd
Sentinel Trading Program
7.38 2,000k 1/1/2006
5 QQFund.com
Investment Program 1
7.56 300k 9/1/2008
4 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
8.39 100k 3/1/2003
3 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
8.63 100k 10/1/2009
2 Dreiss Research Corporation
Diversified Program
9.21 1,000k 5/1/1991
1 Altradis Capital AG
AlphAlgo
11.93 100k 5/1/2007

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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