Trend Following Strategy Index For August 2013

Monthly Rankings

Rank CTA/Program Aug 2013 Min Inv Inception
134 Estlander & Partners
Alpha Trend II - Class P
-18.21 100k 12/1/2008
133 Mulvaney Capital Management
The Mulvaney Global Markets Program
-10.90 100k 5/1/1999
132 Dreiss Research Corporation
Diversified Program
-9.84 1,000k 5/1/1991
131 Alee Capital Management, LLC
Poniente Program
-7.31 2,500k 1/1/1999
130 Drury Capital
Diversified Trend-Following Program
-6.48 5,000k 5/1/1997
129 HASAFUMA
FX Momentum
-6.11 30k 7/1/2012
128 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.95 100k 3/1/2003
127 Estlander & Partners
Alpha Trend
-5.95 30,000k 10/1/1991
126 Serac, LLC
Diversified Reversal Program
-5.80 200k 4/1/2011
125 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-5.73 100k 10/1/2009
124 Estlander & Partners
Freedom
-5.62 20,000k 8/1/2010
123 Briarwood Capital Management, Inc.
Diversified 2XL
-5.61 250k 11/1/2004
122 Wavefront Global Asset Management
IMFC Global Concentrated
-5.36 500k 4/1/2009
121 Clarke Capital Management
Global Magnum
-5.33 100k 8/1/1997
120 Chesapeake Capital
Diversified (LV)
-5.32 100k 2/1/1988
119 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-5.18 100k 1/1/2005
118 Parizek Capital
Futures Trading Program
-5.09 500k 4/1/2000
117 Estlander & Partners
Global XL
-4.83 5,000k 8/1/1991
116 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.81 100k 11/1/1984
115 Quantica Capital AG
Quantica Diversified FX
-4.80 5,000k 3/1/2007
114 HASAFUMA
Börstjänaren Hedgehog
-4.79 100k 5/1/2012
113 Altradis Capital AG
AlphAlgo
-4.40 100k 5/1/2007
112 Clarke Capital Management
Jupiter
-3.89 3,000k 5/1/2005
111 Gladius Asset Management
Fulham Program
-3.88 2,000k 1/1/2008
110 Winton Capital Management
Diversified
-3.80 50,000k 10/1/1997
109 Parizek Capital
Currency Program
-3.77 1,000k 4/1/2006
108 Wavefront Global Asset Management
IMFC Global Investment Program
-3.76 2,000k 2/1/2007
107 Heyden & Steindl GmbH
TOMAC2
-3.75 5,000k 3/1/2003
106 Alee Capital Management, LLC
Mistral Program
-3.72 2,500k 1/1/1999
105 Alder Capital DAC
Alder Global 20
-3.70 2,500k 2/1/2001
104 Quality Capital Management
Global Diversified Programme
-3.62 10,000k 12/1/1995
103 ISAM
ISAM Systematic Trend Fund
-3.28 1,000k 6/1/2001
102 IDS Capital
IDS F&F Systematic Trading
-3.10 50k 7/1/2013
101 Neural Capital Ltd
Sentinel Trading Program
-3.10 2,000k 1/1/2006
100 Superfund Group
Superfund Green L.P. Series B
-2.94 5k 10/1/2002
99 M.S. Capital Management
Global Diversified Program
-2.87 2,000k 11/1/1998
98 Lynx Asset Management AB
Lynx Program
-2.78 75k 5/1/2000
97 Superfund Group
Superfund Green Master
-2.77 2,000k 5/1/2001
96 Tactical Investment Management
Tactical Institutional Commodity Program
-2.77 10,000k 4/1/1993
95 Superfund Group
Superfund Green L.P. Series A
-2.61 5k 10/1/2002
94 Seven Capital Management
Seven Absolute Return
-2.61 100k 6/1/2009
93 Superfund Group
Superfund Green GCT USD
-2.57 15k 1/1/2000
92 Transtrend B.V.
DTP – Enhanced Risk (USD)
-2.53 10,000k 1/1/1995
91 Southwest Managed Investments, LLC
Global Diversified
-2.51 200k 1/1/2002
90 IStar Capital B.V.
IStar Systematic Fund
-2.47 1,000k 9/1/2011
89 Estlander & Partners
Global Markets
-2.43 10,000k 8/1/1999
88 John Locke Investments
Cyril Systematic Program
-2.43 8,000k 7/1/2000
87 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.41 10,000k 8/1/2004
86 UNISystems Research Inc.
Wall Street Program
-2.41 20k 8/1/2011
85 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.40 10,000k 8/1/1999
84 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.36 0k 11/1/1996
83 Eclipse Capital Management
Global Monetary
-2.29 5,000k 8/1/1990
82 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-2.28 100k 1/1/2012
81 EMC Capital Advisors, LLC
Classic
-2.21 5,000k 1/1/1985
80 Quantica Capital AG
Quantica Managed Futures
-2.20 5,000k 1/1/2005
79 Mark J. Walsh Company
Standard Program
-2.10 2,000k 9/1/1985
78 Blackwater Capital Management
Global Program
-2.03 5,000k 7/1/2005
77 Insignia Managed Capital
Medallion
-1.97 50k 2/1/2009
76 Superfund Group
Superfund Green Q-AG
-1.92 2k 3/1/1996
75 Alder Capital DAC
Alder Global 10
-1.90 2,500k 10/1/2000
74 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.83 10,000k 2/1/1999
73 Conquest Capital Group
Conquest Select
-1.75 250k 6/1/2004
72 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.70 10,000k 8/1/2009
71 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.59 1,000k 3/1/2003
70 Clarke Capital Management
Global Basic
-1.54 50k 2/1/1996
69 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.51 1,000k 9/1/2009
68 Diamond Capital Management
Enhanced S&P Program
-1.43 100k 10/1/2009
67 Hyman Beck and Company
Global Portfolio
-1.40 1,000k 3/1/1991
66 Melissinos Trading
Eupatrid Program
-1.39 50k 1/1/2011
65 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.33 1,500k 4/1/2006
64 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.28 250k 10/1/2009
63 Rabar Market Research
Diversified Program
-1.25 2,000k 1/1/1989
62 Welton Investment Partners
Welton Global
-1.10 10,000k 6/1/2004
61 Angle Capital Management LLC
AIP Program
-1.09 100k 1/1/2010
60 Amplitude Capital International Limited
Klassik Strategy
-0.97 1,000k 9/1/2009
59 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.96 5,000k 12/1/2010
58 Keck Capital Management LLC
The Keck Program
-0.89 2,000k 12/1/2003
57 Quantum Leap Capital Management
Managed Account Program
-0.87 300k 8/1/2006
56 QQFund.com
Investment Program 1
-0.85 300k 9/1/2008
55 Ancile Capital Management
Global Markets Program
-0.81 2,000k 4/1/2005
54 ALFAKRAFT
ALFA Commodity Fund
-0.79 16k 6/1/2010
53 Beach Horizon LLP
Managed Account
-0.74 5,000k 5/1/2005
52 Clarke Capital Management
Millennium
-0.70 1,000k 1/1/1998
51 Saxon Investment Corporation
Aggressive Diversified Program
-0.70 2,000k 11/1/1993
50 Red Rock Capital, LLC
Systematic Global Macro
-0.70 500k 9/1/2003
49 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.67 250k 5/1/2011
48 Millburn Corporation
Commodity Program
-0.60 25,000k 3/1/2005
47 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.58 100k 1/1/2000
46 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.57 200k 1/1/2007
45 Mobius Asset Management
Diversified Program
-0.57 250k 3/1/2004
44 Adamah Capital LLC
Asset Allocator Program
-0.50 50k 3/1/2011
43 Clarke Capital Management
FX Plus
-0.46 1,000k 5/1/2004
42 ROW Asset Managment
Row Diversified Fund, L.P.
-0.39 1,000k 11/1/2011
41 Saxon Investment Corporation
Diversified Program
-0.39 3,000k 9/1/1988
40 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.35 250k 10/1/2009
39 Hawksbill Capital Management
Global Diversified
-0.26 5,000k 11/1/1988
38 Rotella Capital Management
Rotella Polaris Program (Diversified)
-0.24 10,000k 1/1/1991
37 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.19 200k 11/1/1999
36 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.15 1k 10/1/2006
35 AllMountain Capital AG
Mount Denali Global Trends
-0.09 160k 7/1/2007
34 Acorn Global Investments Inc.
Acorn Diversified Program
0.07 10k 7/1/2005
33 Cauldron Investments, LLC
Stock Index Plus
0.27 1,000k 10/1/2009
32 Mobius Asset Management
Custom Trading Program
0.31 100k 1/1/2002
31 Rabar Market Research
Short-Term Program
0.37 2,000k 11/1/2009
30 Kelly Angle Inc.
Genesis Program
0.46 2,000k 4/1/2000
29 Covenant Capital Management
Original Program
0.57 5,000k 9/1/1999
28 Eckhardt Trading Company
Evolution Strategies
0.66 20,000k 8/1/1991
27 Eckhardt Trading Company
Evolution Strategies 1.2X
0.66 10,000k 10/1/1991
26 Covenant Capital Management
Aggressive Program
0.68 3,000k 2/1/2004
25 Gap Partners LLC
Gap
0.71 250k 11/1/2009
24 John Locke Investments
JL Commodity Long Flat Program
0.72 5,000k 12/1/2007
23 Mehnert Capital Management, LLC
DTP (Client)
0.72 1,000k 3/1/2012
22 Clarke Capital Management
Worldwide
0.74 250k 1/1/1996
21 DUNN Capital Management
D'Best Futures Fund, L.P.
0.84 100k 6/1/1994
20 Conquest Capital Group
Conquest Macro
1.05 250k 5/1/1999
19 RAM Management Group
RAM MRTP 1X-Conservative
1.21 1,000k 9/1/1993
18 Rho Asset Management
Rho Altius 1XL Program
1.27 5,000k 11/1/2007
17 Pacific Capital Advisors
Vanguard Program
1.43 100k 4/1/2007
16 Vergho Asset Management LLC
Kinematics
1.60 1,000k 11/1/2008
15 Superfund Group
Superfund Blue SPC Class A (EUR)
1.76 50k 4/1/2005
14 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.58 10,000k 3/1/2006
13 Superfund Group
Superfund Green Gold L.P. Series B-1
2.59 5k 4/1/2009
12 Somers Brothers Capital
Diversified Futures Program #1
2.85 100k 1/1/2005
11 Superfund Group
Superfund Green Gold C (SPC)
2.96 100k 10/1/2005
10 Deep Field Capital AG
SINGULARITY Fund
3.04 100k 9/1/2011
9 Superfund Group
Superfund Green Gold L.P. Series A-1
3.09 5k 4/1/2009
8 Purple Valley Capital, Inc.
Diversified Trend 1
3.25 100k 8/1/2008
7 FTC Capital GmbH
FTC Global Diversified
3.25 0k 3/1/2012
6 Superfund Group
Superfund Green Gold B (SPC)
3.69 50k 10/1/2005
5 RAM Management Group
MRTP Aggressive
3.72 1,000k 2/1/1998
4 Future Trade AG
Thales Swing Trading Programme
4.35 250k 6/1/2007
3 Superfund Group
Superfund Green Gold A (SPC)
4.50 5k 10/1/2005
2 DUNN Capital Management
DUNN Combined Fund (DCF)
6.86 100k 5/1/1989
1 Superfund Group
Superfund Blue SPC Class A (Gold)
9.13 50k 12/1/2007

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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