Trend Following Strategy Index For September 2013

Monthly Rankings

Rank CTA/Program Sep 2013 Min Inv Inception
134 Estlander & Partners
Alpha Trend II - Class P
-14.20 100k 12/1/2008
133 Purple Valley Capital, Inc.
Diversified Trend 1
-10.68 100k 8/1/2008
132 Superfund Group
Superfund Green Gold C (SPC)
-10.36 100k 10/1/2005
131 DUNN Capital Management
DUNN Combined Fund (DCF)
-9.49 100k 5/1/1989
130 Superfund Group
Superfund Green Gold B (SPC)
-9.20 50k 10/1/2005
129 Superfund Group
Superfund Green Gold L.P. Series B-1
-9.05 5k 4/1/2009
128 Superfund Group
Superfund Green Gold A (SPC)
-7.94 5k 10/1/2005
127 Superfund Group
Superfund Green Gold L.P. Series A-1
-7.87 5k 4/1/2009
126 Acorn Global Investments Inc.
Acorn Diversified Program
-7.32 10k 7/1/2005
125 Clarke Capital Management
Jupiter
-7.01 3,000k 5/1/2005
124 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-6.97 100k 3/1/2003
123 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-6.76 100k 10/1/2009
122 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.28 100k 6/1/1994
121 Superfund Group
Superfund Blue SPC Class A (Gold)
-5.94 50k 12/1/2007
120 Rotella Capital Management
Rotella Orion (Short-Term) Program
-5.93 10,000k 3/1/2006
119 Parizek Capital
Futures Trading Program
-5.83 500k 4/1/2000
118 Deep Field Capital AG
SINGULARITY Fund
-5.75 100k 9/1/2011
117 Quantum Leap Capital Management
Managed Account Program
-5.74 300k 8/1/2006
116 Rho Asset Management
Rho Altius 1XL Program
-5.47 5,000k 11/1/2007
115 Southwest Managed Investments, LLC
Global Diversified
-5.21 200k 1/1/2002
114 Tactical Investment Management
Tactical Institutional Commodity Program
-4.85 10,000k 4/1/1993
113 Superfund Group
Superfund Green Master
-4.77 2,000k 5/1/2001
112 Estlander & Partners
Alpha Trend
-4.58 30,000k 10/1/1991
111 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.56 100k 11/1/1984
110 EMC Capital Advisors, LLC
Classic
-4.29 5,000k 1/1/1985
109 Covenant Capital Management
Aggressive Program
-4.25 3,000k 2/1/2004
108 Clarke Capital Management
Millennium
-4.20 1,000k 1/1/1998
107 FTC Capital GmbH
FTC Global Diversified
-4.14 0k 3/1/2012
106 Superfund Group
Superfund Green GCT USD
-4.10 15k 1/1/2000
105 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.07 1,500k 4/1/2006
104 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.04 0k 11/1/1996
103 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.89 200k 11/1/1999
102 Covenant Capital Management
Original Program
-3.83 5,000k 9/1/1999
101 Superfund Group
Superfund Green L.P. Series B
-3.53 5k 10/1/2002
100 ROW Asset Managment
Row Diversified Fund, L.P.
-3.52 1,000k 11/1/2011
99 Hawksbill Capital Management
Global Diversified
-3.32 5,000k 11/1/1988
98 Estlander & Partners
Freedom
-2.99 20,000k 8/1/2010
97 Saxon Investment Corporation
Aggressive Diversified Program
-2.94 2,000k 11/1/1993
96 Ancile Capital Management
Global Markets Program
-2.82 2,000k 4/1/2005
95 Kelly Angle Inc.
Genesis Program
-2.77 2,000k 4/1/2000
94 Superfund Group
Superfund Green L.P. Series A
-2.69 5k 10/1/2002
93 Welton Investment Partners
Welton Global
-2.67 10,000k 6/1/2004
92 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.66 250k 10/1/2009
91 Blackwater Capital Management
Global Program
-2.65 5,000k 7/1/2005
90 Superfund Group
Superfund Green Q-AG
-2.61 2k 3/1/1996
89 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.52 1k 10/1/2006
88 Clarke Capital Management
Worldwide
-2.36 250k 1/1/1996
87 Somers Brothers Capital
Diversified Futures Program #1
-2.30 100k 1/1/2005
86 John Locke Investments
JL Commodity Long Flat Program
-2.27 5,000k 12/1/2007
85 Mark J. Walsh Company
Standard Program
-2.25 2,000k 9/1/1985
84 Beach Horizon LLP
Managed Account
-2.09 5,000k 5/1/2005
83 Conquest Capital Group
Conquest Select
-2.06 250k 6/1/2004
82 Melissinos Trading
Eupatrid Program
-1.99 50k 1/1/2011
81 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.95 1,000k 3/1/2003
80 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-1.87 5,000k 12/1/2010
79 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-1.84 250k 10/1/2009
78 HASAFUMA
Börstjänaren Hedgehog
-1.73 100k 5/1/2012
77 Hyman Beck and Company
Global Portfolio
-1.72 1,000k 3/1/1991
76 ISAM
ISAM Systematic Trend Fund
-1.55 1,000k 6/1/2001
75 Saxon Investment Corporation
Diversified Program
-1.53 3,000k 9/1/1988
74 Red Rock Capital, LLC
Systematic Global Macro
-1.52 500k 9/1/2003
73 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.29 10,000k 8/1/1999
72 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.29 10,000k 8/1/2004
71 Vergho Asset Management LLC
Kinematics
-1.22 1,000k 11/1/2008
70 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.18 10,000k 1/1/1995
69 John Locke Investments
Cyril Systematic Program
-1.16 8,000k 7/1/2000
68 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.13 250k 5/1/2011
67 Adamah Capital LLC
Asset Allocator Program
-1.10 50k 3/1/2011
66 Mobius Asset Management
Custom Trading Program
-1.09 100k 1/1/2002
65 Mobius Asset Management
Diversified Program
-1.02 250k 3/1/2004
64 AllMountain Capital AG
Mount Denali Global Trends
-0.78 160k 7/1/2007
63 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.77 10,000k 2/1/1999
62 Neural Capital Ltd
Sentinel Trading Program
-0.76 2,000k 1/1/2006
61 Clarke Capital Management
FX Plus
-0.60 1,000k 5/1/2004
60 Millburn Corporation
Commodity Program
-0.58 25,000k 3/1/2005
59 Mehnert Capital Management, LLC
DTP (Client)
-0.57 1,000k 3/1/2012
58 Quality Capital Management
Global Diversified Programme
-0.40 10,000k 12/1/1995
57 Gap Partners LLC
Gap
-0.38 250k 11/1/2009
56 IDS Capital
IDS F&F Systematic Trading
-0.20 50k 7/1/2013
55 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.12 100k 1/1/2012
54 Insignia Managed Capital
Medallion
-0.11 50k 2/1/2009
53 Clarke Capital Management
Global Magnum
-0.01 100k 8/1/1997
51 Estlander & Partners
Global XL
0.00 5,000k 8/1/1991
52 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
50 Estlander & Partners
Global Markets
0.02 10,000k 8/1/1999
49 Rabar Market Research
Diversified Program
0.05 2,000k 1/1/1989
48 Briarwood Capital Management, Inc.
Diversified 2XL
0.08 250k 11/1/2004
47 Eclipse Capital Management
Global Monetary
0.09 5,000k 8/1/1990
46 Pacific Capital Advisors
Vanguard Program
0.16 100k 4/1/2007
45 Amplitude Capital International Limited
Klassik Strategy
0.16 1,000k 9/1/2009
44 M.S. Capital Management
Global Diversified Program
0.30 2,000k 11/1/1998
43 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.33 1,000k 9/1/2009
42 IStar Capital B.V.
IStar Systematic Fund
0.42 1,000k 9/1/2011
41 Heyden & Steindl GmbH
TOMAC2
0.57 5,000k 3/1/2003
40 Lynx Asset Management AB
Lynx Program
0.60 75k 5/1/2000
39 Alee Capital Management, LLC
Poniente Program
0.77 2,500k 1/1/1999
38 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.82 10,000k 8/1/2009
37 Chesapeake Capital
Diversified (LV)
1.02 100k 2/1/1988
36 Angle Capital Management LLC
AIP Program
1.05 100k 1/1/2010
35 Wavefront Global Asset Management
IMFC Global Investment Program
1.06 2,000k 2/1/2007
34 Parizek Capital
Currency Program
1.07 1,000k 4/1/2006
33 Rabar Market Research
Short-Term Program
1.21 2,000k 11/1/2009
32 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.27 100k 1/1/2005
31 Gladius Asset Management
Fulham Program
1.35 2,000k 1/1/2008
30 RAM Management Group
RAM MRTP 1X-Conservative
1.39 1,000k 9/1/1993
29 Superfund Group
Superfund Blue SPC Class A (EUR)
1.44 50k 4/1/2005
28 Eckhardt Trading Company
Evolution Strategies
1.47 20,000k 8/1/1991
27 Quantica Capital AG
Quantica Diversified FX
1.55 5,000k 3/1/2007
26 Alder Capital DAC
Alder Global 10
1.60 2,500k 10/1/2000
25 Eckhardt Trading Company
Evolution Strategies 1.2X
1.63 10,000k 10/1/1991
24 Alee Capital Management, LLC
Mistral Program
1.69 2,500k 1/1/1999
23 Wavefront Global Asset Management
IMFC Global Concentrated
1.79 500k 4/1/2009
22 Cauldron Investments, LLC
Stock Index Plus
2.11 1,000k 10/1/2009
21 HASAFUMA
FX Momentum
2.18 30k 7/1/2012
20 UNISystems Research Inc.
Wall Street Program
2.43 20k 8/1/2011
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.51 10,000k 1/1/1991
18 Drury Capital
Diversified Trend-Following Program
2.53 5,000k 5/1/1997
17 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.58 100k 1/1/2000
16 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.61 100k 5/1/1999
15 ALFAKRAFT
ALFA Commodity Fund
2.63 16k 6/1/2010
14 Conquest Capital Group
Conquest Macro
2.89 250k 5/1/1999
13 Quantica Capital AG
Quantica Managed Futures
3.04 5,000k 1/1/2005
12 Alder Capital DAC
Alder Global 20
3.10 2,500k 2/1/2001
11 Winton Capital Management
Diversified
3.47 50,000k 10/1/1997
10 Dreiss Research Corporation
Diversified Program
3.53 1,000k 5/1/1991
9 Clarke Capital Management
Global Basic
3.57 50k 2/1/1996
8 Robinson-Langley Capital Management, LLC
Managed Account Program
3.82 200k 1/1/2007
7 Seven Capital Management
Seven Absolute Return
3.99 100k 6/1/2009
6 RAM Management Group
MRTP Aggressive
4.10 1,000k 2/1/1998
5 Keck Capital Management LLC
The Keck Program
4.27 2,000k 12/1/2003
4 Altradis Capital AG
AlphAlgo
4.38 100k 5/1/2007
3 Diamond Capital Management
Enhanced S&P Program
4.43 100k 10/1/2009
2 Serac, LLC
Diversified Reversal Program
7.20 200k 4/1/2011
1 QQFund.com
Investment Program 1
9.93 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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