Trend Following Strategy Index For July 2013

Monthly Rankings

Rank CTA/Program Jul 2013 Min Inv Inception
134 Altradis Capital AG
AlphAlgo
-13.87 100k 5/1/2007
133 Clarke Capital Management
Jupiter
-12.94 3,000k 5/1/2005
132 Dreiss Research Corporation
Diversified Program
-11.71 1,000k 5/1/1991
131 Clarke Capital Management
Worldwide
-10.34 250k 1/1/1996
130 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-9.90 100k 10/1/2009
129 Parizek Capital
Futures Trading Program
-9.29 500k 4/1/2000
128 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-9.19 100k 3/1/2003
127 Quantum Leap Capital Management
Managed Account Program
-9.07 300k 8/1/2006
126 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-8.45 200k 11/1/1999
125 Purple Valley Capital, Inc.
Diversified Trend 1
-8.00 100k 8/1/2008
124 Somers Brothers Capital
Diversified Futures Program #1
-7.11 100k 1/1/2005
123 Kelly Angle Inc.
Genesis Program
-5.58 2,000k 4/1/2000
122 RAM Management Group
MRTP Aggressive
-5.42 1,000k 2/1/1998
121 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-5.41 250k 10/1/2009
120 Hawksbill Capital Management
Global Diversified
-5.24 5,000k 11/1/1988
119 Clarke Capital Management
FX Plus
-5.08 1,000k 5/1/2004
118 Clarke Capital Management
Millennium
-4.96 1,000k 1/1/1998
117 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.91 10,000k 3/1/2006
116 Mark J. Walsh Company
Standard Program
-4.45 2,000k 9/1/1985
115 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.44 250k 5/1/2011
114 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.34 0k 11/1/1996
113 Beach Horizon LLP
Managed Account
-4.28 5,000k 5/1/2005
112 Estlander & Partners
Alpha Trend II - Class P
-4.12 100k 12/1/2008
111 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.03 100k 5/1/1999
110 ALFAKRAFT
ALFA Commodity Fund
-4.03 16k 6/1/2010
109 EMC Capital Advisors, LLC
Classic
-3.94 5,000k 1/1/1985
108 DUNN Capital Management
DUNN Combined Fund (DCF)
-3.92 100k 5/1/1989
107 Conquest Capital Group
Conquest Select
-3.57 250k 6/1/2004
106 Estlander & Partners
Global XL
-3.46 5,000k 8/1/1991
105 IStar Capital B.V.
IStar Systematic Fund
-3.41 1,000k 9/1/2011
104 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.30 100k 1/1/2000
103 Deep Field Capital AG
SINGULARITY Fund
-3.23 100k 9/1/2011
102 John Locke Investments
Cyril Systematic Program
-3.11 8,000k 7/1/2000
101 Welton Investment Partners
Welton Global
-3.08 10,000k 6/1/2004
100 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.05 5,000k 12/1/2010
99 Southwest Managed Investments, LLC
Global Diversified
-2.99 200k 1/1/2002
98 Wavefront Global Asset Management
IMFC Global Investment Program
-2.87 2,000k 2/1/2007
97 Clarke Capital Management
Global Basic
-2.78 50k 2/1/1996
96 Wavefront Global Asset Management
IMFC Global Concentrated
-2.71 500k 4/1/2009
95 ISAM
ISAM Systematic Trend Fund
-2.65 1,000k 6/1/2001
94 DUNN Capital Management
D'Best Futures Fund, L.P.
-2.55 100k 6/1/1994
93 Hyman Beck and Company
Global Portfolio
-2.48 1,000k 3/1/1991
92 Angle Capital Management LLC
AIP Program
-2.47 100k 1/1/2010
91 Clarke Capital Management
Global Magnum
-2.46 100k 8/1/1997
90 FTC Capital GmbH
FTC Global Diversified
-2.42 0k 3/1/2012
89 Tactical Investment Management
Tactical Institutional Commodity Program
-2.25 10,000k 4/1/1993
88 Covenant Capital Management
Aggressive Program
-2.19 3,000k 2/1/2004
87 M.S. Capital Management
Global Diversified Program
-2.16 2,000k 11/1/1998
86 Estlander & Partners
Freedom
-1.98 20,000k 8/1/2010
85 RAM Management Group
RAM MRTP 1X-Conservative
-1.82 1,000k 9/1/1993
84 Estlander & Partners
Global Markets
-1.73 10,000k 8/1/1999
83 Covenant Capital Management
Original Program
-1.65 5,000k 9/1/1999
82 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.63 250k 10/1/2009
81 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.54 1,500k 4/1/2006
80 Rho Asset Management
Rho Altius 1XL Program
-1.50 5,000k 11/1/2007
79 AllMountain Capital AG
Mount Denali Global Trends
-1.47 160k 7/1/2007
78 Eclipse Capital Management
Global Monetary
-1.38 5,000k 8/1/1990
77 Quantica Capital AG
Quantica Diversified FX
-1.33 5,000k 3/1/2007
76 Estlander & Partners
Alpha Trend
-1.23 30,000k 10/1/1991
75 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.16 1k 10/1/2006
74 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.00 10,000k 1/1/1991
73 Quality Capital Management
Global Diversified Programme
-0.99 10,000k 12/1/1995
72 Mobius Asset Management
Diversified Program
-0.97 250k 3/1/2004
71 Parizek Capital
Currency Program
-0.79 1,000k 4/1/2006
70 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.75 10,000k 10/1/1991
69 Superfund Group
Superfund Green L.P. Series A
-0.73 5k 10/1/2002
68 Eckhardt Trading Company
Evolution Strategies
-0.73 20,000k 8/1/1991
67 Alee Capital Management, LLC
Poniente Program
-0.69 2,500k 1/1/1999
66 Winton Capital Management
Diversified
-0.63 50,000k 10/1/1997
65 Millburn Corporation
Commodity Program
-0.62 25,000k 3/1/2005
64 Gladius Asset Management
Fulham Program
-0.55 2,000k 1/1/2008
63 Mobius Asset Management
Custom Trading Program
-0.52 100k 1/1/2002
62 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.49 10,000k 8/1/2009
61 Gap Partners LLC
Gap
-0.49 250k 11/1/2009
60 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-0.45 100k 11/1/1984
59 Melissinos Trading
Eupatrid Program
-0.40 50k 1/1/2011
58 Conquest Capital Group
Conquest Macro
-0.38 250k 5/1/1999
57 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.34 100k 1/1/2005
56 Adamah Capital LLC
Asset Allocator Program
-0.30 50k 3/1/2011
55 Rabar Market Research
Diversified Program
-0.29 2,000k 1/1/1989
54 Heyden & Steindl GmbH
TOMAC2
-0.18 5,000k 3/1/2003
53 IDS Capital
IDS F&F Systematic Trading
-0.10 50k 7/1/2013
52 Acorn Global Investments Inc.
Acorn Diversified Program
-0.02 10k 7/1/2005
51 Transtrend B.V.
DTP – Standard Risk (EUR)
0.00 10,000k 2/1/1999
50 Superfund Group
Superfund Green L.P. Series B
0.10 5k 10/1/2002
49 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.13 10,000k 8/1/1999
48 Pacific Capital Advisors
Vanguard Program
0.17 100k 4/1/2007
47 Alder Capital DAC
Alder Global 10
0.20 2,500k 10/1/2000
46 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.21 10,000k 8/1/2004
45 Blackwater Capital Management
Global Program
0.23 5,000k 7/1/2005
44 Alder Capital DAC
Alder Global 20
0.30 2,500k 2/1/2001
43 Superfund Group
Superfund Green GCT USD
0.32 15k 1/1/2000
42 Superfund Group
Superfund Green Q-AG
0.37 2k 3/1/1996
41 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.44 10,000k 1/1/1995
40 UNISystems Research Inc.
Wall Street Program
0.49 20k 8/1/2011
39 Lynx Asset Management AB
Lynx Program
0.56 75k 5/1/2000
38 ROW Asset Managment
Row Diversified Fund, L.P.
0.70 1,000k 11/1/2011
37 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.73 100k 1/1/2012
36 Superfund Group
Superfund Blue SPC Class A (EUR)
0.81 50k 4/1/2005
35 Rabar Market Research
Short-Term Program
0.86 2,000k 11/1/2009
34 Vergho Asset Management LLC
Kinematics
0.93 1,000k 11/1/2008
33 Drury Capital
Diversified Trend-Following Program
1.04 5,000k 5/1/1997
32 Saxon Investment Corporation
Diversified Program
1.06 3,000k 9/1/1988
31 Superfund Group
Superfund Green Master
1.18 2,000k 5/1/2001
30 John Locke Investments
JL Commodity Long Flat Program
1.18 5,000k 12/1/2007
29 Mehnert Capital Management, LLC
DTP (Client)
1.20 1,000k 3/1/2012
28 Keck Capital Management LLC
The Keck Program
1.38 2,000k 12/1/2003
27 Insignia Managed Capital
Medallion
1.51 50k 2/1/2009
26 Red Rock Capital, LLC
Systematic Global Macro
1.56 500k 9/1/2003
25 Alee Capital Management, LLC
Mistral Program
1.79 2,500k 1/1/1999
24 Robinson-Langley Capital Management, LLC
Managed Account Program
1.89 200k 1/1/2007
23 Quantica Capital AG
Quantica Managed Futures
1.99 5,000k 1/1/2005
22 Saxon Investment Corporation
Aggressive Diversified Program
2.17 2,000k 11/1/1993
21 Briarwood Capital Management, Inc.
Diversified 2XL
2.17 250k 11/1/2004
20 Neural Capital Ltd
Sentinel Trading Program
2.29 2,000k 1/1/2006
19 Seven Capital Management
Seven Absolute Return
2.46 100k 6/1/2009
18 Future Trade AG
Thales Swing Trading Programme
2.65 250k 6/1/2007
17 Ancile Capital Management
Global Markets Program
3.05 2,000k 4/1/2005
16 Chesapeake Capital
Diversified (LV)
3.60 100k 2/1/1988
15 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
3.88 1,000k 9/1/2009
14 Amplitude Capital International Limited
Klassik Strategy
3.93 1,000k 9/1/2009
13 HASAFUMA
FX Momentum
3.95 30k 7/1/2012
12 Cauldron Investments, LLC
Stock Index Plus
4.25 1,000k 10/1/2009
11 Diamond Capital Management
Enhanced S&P Program
4.93 100k 10/1/2009
10 HASAFUMA
Börstjänaren Hedgehog
5.29 100k 5/1/2012
9 Superfund Group
Superfund Blue SPC Class A (Gold)
5.72 50k 12/1/2007
8 Superfund Group
Superfund Green Gold L.P. Series A-1
6.93 5k 4/1/2009
7 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.07 1,000k 3/1/2003
6 Superfund Group
Superfund Green Gold L.P. Series B-1
7.18 5k 4/1/2009
5 Superfund Group
Superfund Green Gold A (SPC)
7.35 5k 10/1/2005
4 Superfund Group
Superfund Green Gold B (SPC)
7.45 50k 10/1/2005
3 Superfund Group
Superfund Green Gold C (SPC)
7.71 100k 10/1/2005
2 Serac, LLC
Diversified Reversal Program
8.30 200k 4/1/2011
1 QQFund.com
Investment Program 1
14.49 300k 9/1/2008

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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