Trend Following Strategy Index For January 2014

Monthly Rankings

Rank CTA/Program Jan 2014 Min Inv Inception
134 Clarke Capital Management
Jupiter
-16.63 3,000k 5/1/2005
133 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-11.25 250k 10/1/2009
132 Angle Capital Management LLC
AIP Program
-9.62 100k 1/1/2010
131 Estlander & Partners
Alpha Trend II - Class P
-9.58 100k 12/1/2008
130 Kelly Angle Inc.
Genesis Program
-9.20 2,000k 4/1/2000
129 Clarke Capital Management
FX Plus
-8.80 1,000k 5/1/2004
128 Clarke Capital Management
Global Magnum
-7.37 100k 8/1/1997
127 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-7.15 100k 1/1/2000
126 Eclipse Capital Management
Global Monetary
-7.10 5,000k 8/1/1990
125 Hyman Beck and Company
Global Portfolio
-6.56 1,000k 3/1/1991
124 Keck Capital Management LLC
The Keck Program
-6.53 2,000k 12/1/2003
123 Blackwater Capital Management
Global Program
-6.39 5,000k 7/1/2005
122 DUNN Capital Management
D'Best Futures Fund, L.P.
-6.22 100k 6/1/1994
121 Mark J. Walsh Company
Standard Program
-6.04 2,000k 9/1/1985
120 Covenant Capital Management
Aggressive Program
-5.75 3,000k 2/1/2004
119 Alder Capital DAC
Alder Global 20
-5.60 2,500k 2/1/2001
118 FTC Capital GmbH
FTC Global Diversified
-5.39 0k 3/1/2012
117 Robinson-Langley Capital Management, LLC
Managed Account Program
-5.33 200k 1/1/2007
116 Lynx Asset Management AB
Lynx Program
-5.29 75k 5/1/2000
115 Drury Capital
Diversified Trend-Following Program
-5.28 5,000k 5/1/1997
114 Rho Asset Management
Rho Altius 1XL Program
-5.24 5,000k 11/1/2007
113 Superfund Group
Superfund Green Master
-4.93 2,000k 5/1/2001
112 RAM Management Group
MRTP Aggressive
-4.85 1,000k 2/1/1998
111 Quality Capital Management
Global Diversified Programme
-4.78 10,000k 12/1/1995
110 Conquest Capital Group
Conquest Select
-4.56 250k 6/1/2004
109 UNISystems Research Inc.
Wall Street Program
-4.50 20k 8/1/2011
108 Clarke Capital Management
Worldwide
-4.45 250k 1/1/1996
107 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-4.35 100k 11/1/1984
106 Superfund Group
Superfund Green GCT USD
-4.27 15k 1/1/2000
105 Briarwood Capital Management, Inc.
Diversified 2XL
-4.25 250k 11/1/2004
104 AllMountain Capital AG
Mount Denali Global Trends
-4.11 160k 7/1/2007
103 Clarke Capital Management
Global Basic
-4.10 50k 2/1/1996
102 Covenant Capital Management
Original Program
-4.04 5,000k 9/1/1999
101 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-3.91 100k 1/1/2005
100 Alee Capital Management, LLC
Mistral Program
-3.77 2,500k 1/1/1999
99 Cauldron Investments, LLC
Stock Index Plus
-3.76 1,000k 10/1/2009
98 Diamond Capital Management
Enhanced S&P Program
-3.71 100k 10/1/2009
97 Parizek Capital
Futures Trading Program
-3.68 500k 4/1/2000
96 Southwest Managed Investments, LLC
Global Diversified
-3.67 200k 1/1/2002
95 Estlander & Partners
Global XL
-3.58 5,000k 8/1/1991
94 Altradis Capital AG
AlphAlgo
-3.56 100k 5/1/2007
93 HASAFUMA
Börstjänaren Hedgehog
-3.49 100k 5/1/2012
92 Quantica Capital AG
Quantica Managed Futures
-3.30 5,000k 1/1/2005
91 Chesapeake Capital
Diversified (LV)
-3.27 100k 2/1/1988
90 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.25 10,000k 1/1/1995
89 Hawksbill Capital Management
Global Diversified
-3.24 5,000k 11/1/1988
88 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.08 1k 10/1/2006
87 Deep Field Capital AG
SINGULARITY Fund
-3.07 100k 9/1/2011
86 Superfund Group
Superfund Green L.P. Series B
-3.07 5k 10/1/2002
85 EMC Capital Advisors, LLC
Classic
-3.05 5,000k 1/1/1985
84 Superfund Group
Superfund Green Q-AG
-3.03 2k 3/1/1996
83 John Locke Investments
Cyril Systematic Program
-3.00 8,000k 7/1/2000
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.99 10,000k 8/1/2004
81 Estlander & Partners
Alpha Trend
-2.98 30,000k 10/1/1991
80 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-2.90 0k 11/1/1996
79 Seven Capital Management
Seven Absolute Return
-2.90 100k 6/1/2009
78 Wavefront Global Asset Management
IMFC Global Investment Program
-2.85 2,000k 2/1/2007
77 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.83 10,000k 8/1/1999
76 Melissinos Trading
Eupatrid Program
-2.83 50k 1/1/2011
75 Wavefront Global Asset Management
IMFC Global Concentrated
-2.80 500k 4/1/2009
74 Rabar Market Research
Diversified Program
-2.80 2,000k 1/1/1989
73 Alder Capital DAC
Alder Global 10
-2.80 2,500k 10/1/2000
72 Estlander & Partners
Freedom
-2.57 20,000k 8/1/2010
71 ISAM
ISAM Systematic Trend Fund
-2.55 1,000k 6/1/2001
70 Eckhardt Trading Company
Evolution Strategies 1.2X
-2.52 10,000k 10/1/1991
69 Eckhardt Trading Company
Evolution Strategies
-2.38 20,000k 8/1/1991
68 Winton Capital Management
Diversified
-2.37 50,000k 10/1/1997
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.34 10,000k 1/1/1991
66 Saxon Investment Corporation
Aggressive Diversified Program
-2.32 2,000k 11/1/1993
65 IStar Capital B.V.
IStar Systematic Fund
-2.24 1,000k 9/1/2011
64 Superfund Group
Superfund Green L.P. Series A
-2.13 5k 10/1/2002
63 Rabar Market Research
Short-Term Program
-2.13 2,000k 11/1/2009
62 Quantica Capital AG
Quantica Diversified FX
-2.10 5,000k 3/1/2007
61 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.08 10,000k 2/1/1999
60 Superfund Group
Superfund Green Gold C (SPC)
-2.04 100k 10/1/2005
59 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.02 1,500k 4/1/2006
58 Welton Investment Partners
Welton Global
-2.01 10,000k 6/1/2004
57 ALFAKRAFT
ALFA Commodity Fund
-1.96 16k 6/1/2010
56 Estlander & Partners
Global Markets
-1.77 10,000k 8/1/1999
55 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.77 100k 5/1/1989
54 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-1.67 5,000k 12/1/2010
53 RAM Management Group
RAM MRTP 1X-Conservative
-1.54 1,000k 9/1/1993
52 Mulvaney Capital Management
The Mulvaney Global Markets Program
-1.46 100k 5/1/1999
51 Clarke Capital Management
Millennium
-1.37 1,000k 1/1/1998
50 Neural Capital Ltd
Sentinel Trading Program
-1.24 2,000k 1/1/2006
49 Saxon Investment Corporation
Diversified Program
-1.23 3,000k 9/1/1988
48 M.S. Capital Management
Global Diversified Program
-1.07 2,000k 11/1/1998
47 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.01 100k 1/1/2012
46 Superfund Group
Superfund Green Gold B (SPC)
-0.98 50k 10/1/2005
45 Adamah Capital LLC
Asset Allocator Program
-0.90 50k 3/1/2011
44 Alee Capital Management, LLC
Poniente Program
-0.88 2,500k 1/1/1999
43 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-0.57 100k 10/1/2009
42 Mobius Asset Management
Diversified Program
-0.50 250k 3/1/2004
41 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-0.46 100k 3/1/2003
40 John Locke Investments
JL Commodity Long Flat Program
-0.36 5,000k 12/1/2007
39 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.25 10,000k 8/1/2009
38 QQFund.com
Investment Program 1
-0.25 300k 9/1/2008
37 Gap Partners LLC
Gap
-0.04 250k 11/1/2009
36 Tactical Investment Management
Tactical Institutional Commodity Program
0.00 10,000k 4/1/1993
35 Acorn Global Investments Inc.
Acorn Diversified Program
0.15 10k 7/1/2005
34 Gladius Asset Management
Fulham Program
0.18 2,000k 1/1/2008
33 IDS Capital
IDS F&F Systematic Trading
0.20 50k 7/1/2013
32 Superfund Group
Superfund Green Gold A (SPC)
0.32 5k 10/1/2005
31 Heyden & Steindl GmbH
TOMAC2
0.46 5,000k 3/1/2003
30 Vergho Asset Management LLC
Kinematics
0.58 1,000k 11/1/2008
29 Superfund Group
Superfund Blue SPC Class A (EUR)
0.68 50k 4/1/2005
28 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.68 250k 10/1/2009
27 ROW Asset Managment
Row Diversified Fund, L.P.
0.82 1,000k 11/1/2011
26 Parizek Capital
Currency Program
0.84 1,000k 4/1/2006
25 Dreiss Research Corporation
Diversified Program
0.88 1,000k 5/1/1991
24 Mobius Asset Management
Custom Trading Program
1.15 100k 1/1/2002
23 Somers Brothers Capital
Diversified Futures Program #1
1.27 100k 1/1/2005
22 Superfund Group
Superfund Green Gold L.P. Series B-1
1.35 5k 4/1/2009
21 Insignia Managed Capital
Medallion
1.39 50k 2/1/2009
20 Pacific Capital Advisors
Vanguard Program
1.58 100k 4/1/2007
19 Red Rock Capital, LLC
Systematic Global Macro
1.63 500k 9/1/2003
18 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.73 1,000k 9/1/2009
17 Superfund Group
Superfund Green Gold L.P. Series A-1
1.81 5k 4/1/2009
16 Beach Horizon LLP
Managed Account
2.00 5,000k 5/1/2005
15 Mehnert Capital Management, LLC
DTP (Client)
2.47 1,000k 3/1/2012
14 Serac, LLC
Diversified Reversal Program
2.53 200k 4/1/2011
13 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.61 250k 5/1/2011
12 Amplitude Capital International Limited
Klassik Strategy
2.66 1,000k 9/1/2009
11 Millburn Corporation
Commodity Program
2.75 25,000k 3/1/2005
10 Purple Valley Capital, Inc.
Diversified Trend 1
2.81 100k 8/1/2008
9 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.86 10,000k 3/1/2006
8 Ancile Capital Management
Global Markets Program
2.92 2,000k 4/1/2005
7 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.99 200k 11/1/1999
6 HASAFUMA
FX Momentum
5.11 30k 7/1/2012
5 Superfund Group
Superfund Blue SPC Class A (Gold)
6.19 50k 12/1/2007
4 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.30 1,000k 3/1/2003
3 Quantum Leap Capital Management
Managed Account Program
6.81 300k 8/1/2006
2 Future Trade AG
Thales Swing Trading Programme
7.84 250k 6/1/2007
1 Conquest Capital Group
Conquest Macro
12.96 250k 5/1/1999

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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