Trend Following Strategy Index For December 2014

Monthly Rankings

Rank CTA/Program Dec 2014 Min Inv Inception
135 Insignia Managed Capital
Medallion
-14.42 50k 2/1/2009
134 Mobius Asset Management
Custom Trading Program
-5.90 100k 1/1/2002
133 RAM Management Group
MRTP Aggressive
-5.58 1,000k 2/1/1998
132 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-5.13 20k 2/1/2013
131 Neural Capital Ltd
Sentinel Trading Program
-4.00 2,000k 1/1/2006
130 Conquest Capital Group
Conquest Macro
-3.11 250k 5/1/1999
129 Vivienne Investissement
OUESSANT UCITS FUND
-3.03 100k 5/1/2012
128 Millburn Corporation
Commodity Program
-2.38 25,000k 3/1/2005
127 Abraham Investment Management
Formula 72 H
-2.26 150k 8/1/2012
126 Superfund Group
Superfund Green GCT USD
-2.22 15k 1/1/2000
125 Superfund Group
Superfund Green Master
-2.18 2,000k 5/1/2001
124 Ritenour Investment Group, LLC
RIG_ES_Client
-2.18 25k 3/1/2013
123 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.13 1,000k 3/1/2003
122 Superfund Group
Superfund Green Gold C (SPC)
-2.09 100k 10/1/2005
121 Superfund Group
Superfund Green L.P. Series B
-1.92 5k 10/1/2002
120 Superfund Group
Superfund Red EUR SICAV
-1.90 10k 3/1/2013
119 Drury Capital
Diversified Trend-Following Program
-1.87 5,000k 5/1/1997
118 RAM Management Group
RAM MRTP 1X-Conservative
-1.81 1,000k 9/1/1993
117 Pacific Capital Advisors
Vanguard Program
-1.77 100k 4/1/2007
116 Superfund Group
Superfund Green Q-AG
-1.71 2k 3/1/1996
115 Superfund Group
Superfund Green Gold B (SPC)
-1.52 50k 10/1/2005
114 Mehnert Capital Management, LLC
DTP (Client)
-1.41 1,000k 3/1/2012
113 Estlander & Partners
Global XL
-1.34 5,000k 8/1/1991
112 Superfund Group
Superfund Red USD SICAV
-1.31 10k 3/1/2013
111 Quantica Capital AG
Quantica Diversified FX
-1.30 5,000k 3/1/2007
110 Seven Capital Management
Seven Absolute Return
-1.22 100k 6/1/2009
109 Superfund Group
Superfund Green L.P. Series A
-1.09 5k 10/1/2002
108 Vergho Asset Management LLC
Kinematics
-0.97 1,000k 11/1/2008
107 Saxon Investment Corporation
Aggressive Diversified Program
-0.96 2,000k 11/1/1993
106 Superfund Group
Superfund Green Gold A (SPC)
-0.93 5k 10/1/2005
105 Diamond Capital Management
Enhanced S&P Program
-0.80 100k 10/1/2009
104 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.69 50k 4/1/2005
103 Estlander & Partners
Global Markets
-0.66 10,000k 8/1/1999
102 John Locke Investments
JL Commodity Long Flat Program
-0.63 5,000k 12/1/2007
101 Mobius Asset Management
Diversified Program
-0.62 250k 3/1/2004
100 Saxon Investment Corporation
Diversified Program
-0.47 3,000k 9/1/1988
99 Cauldron Investments, LLC
Stock Index Plus
-0.27 1,000k 10/1/2009
98 Eclipse Capital Management
Global Monetary
-0.26 5,000k 8/1/1990
97 IDS Capital
IDS F&F Systematic Trading
-0.19 50k 7/1/2013
96 HASAFUMA
FX Momentum
-0.18 30k 7/1/2012
94 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
95 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
93 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.07 100k 1/1/2005
92 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.13 10,000k 8/1/2009
91 Rabar Market Research
Diversified Program
0.25 2,000k 1/1/1989
90 Clarke Capital Management
Worldwide
0.32 250k 1/1/1996
89 Rabar Market Research
Short-Term Program
0.49 2,000k 11/1/2009
88 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.54 250k 10/1/2009
87 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.54 100k 1/1/2000
86 Heyden & Steindl GmbH
TOMAC2
0.57 5,000k 3/1/2003
85 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.71 100k 10/1/2009
84 IStar Capital B.V.
IStar Systematic Fund
0.73 1,000k 9/1/2011
83 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.79 100k 3/1/2003
82 Amplitude Capital International Limited
Klassik Strategy
0.80 1,000k 9/1/2009
81 Gladius Asset Management
Fulham Program
0.83 2,000k 1/1/2008
80 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.93 100k 1/1/2012
79 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.09 1,000k 9/1/2009
78 Clarke Capital Management
FX Plus
1.11 1,000k 5/1/2004
77 Transtrend B.V.
DTP – Standard Risk (EUR)
1.15 10,000k 2/1/1999
76 Adamah Capital LLC
Asset Allocator Program
1.20 50k 3/1/2011
75 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.21 10,000k 8/1/1999
74 Robinson-Langley Capital Management, LLC
Managed Account Program
1.27 200k 1/1/2007
73 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.31 10,000k 8/1/2004
72 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.35 10,000k 1/1/1991
71 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.44 10,000k 3/1/2006
70 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.44 10,000k 1/1/1995
69 Eckhardt Trading Company
Evolution Strategies
1.50 20,000k 8/1/1991
68 Red Rock Capital, LLC
Systematic Global Macro
1.60 500k 9/1/2003
67 Eckhardt Trading Company
Evolution Strategies 1.2X
1.67 10,000k 10/1/1991
66 Covenant Capital Management
Original Program
1.71 5,000k 9/1/1999
65 Quality Capital Management
Global Diversified Programme
1.74 10,000k 12/1/1995
64 Pacific Capital Advisors
Agilis Program
1.77 100k 12/1/2012
63 Quantica Capital AG
Quantica Managed Futures
1.80 5,000k 1/1/2005
62 Acorn Global Investments Inc.
Acorn Diversified Program
1.93 10k 7/1/2005
61 Clarke Capital Management
Global Magnum
2.16 100k 8/1/1997
60 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.23 1k 10/1/2006
59 Garraway Capital Management LLP
Garraway Financial Trends
2.30 100k 9/1/2012
58 Covenant Capital Management
Aggressive Program
2.33 3,000k 2/1/2004
57 ALFAKRAFT
ALFA Commodity Fund
2.38 16k 6/1/2010
56 EMC Capital Advisors, LLC
EMC Alpha Program
2.56 5,000k 6/1/2013
55 John Locke Investments
Cyril Systematic Program
2.73 8,000k 7/1/2000
54 Estlander & Partners
Alpha Trend
2.88 30,000k 10/1/1991
53 Superfund Group
Superfund Blue SPC Class A (Gold)
2.90 50k 12/1/2007
52 Estlander & Partners
Freedom
2.96 20,000k 8/1/2010
51 Sona Trading Strategies LLC.
Diversified Program
2.99 1,000k 9/1/2006
50 Melissinos Trading
Eupatrid Program
3.02 50k 1/1/2011
49 Wavefront Global Asset Management
IMFC Global Concentrated
3.11 500k 4/1/2009
48 Chesapeake Capital
Diversified (LV)
3.28 100k 2/1/1988
47 Candriam Investor Group
Alternative Return Systemat
3.40 125k 1/1/2007
46 Clarke Capital Management
Global Basic
3.42 50k 2/1/1996
45 ROW Asset Managment
Row Diversified Fund, L.P.
3.46 1,000k 11/1/2011
44 Ancile Capital Management
Global Markets Program
3.74 2,000k 4/1/2005
43 Wavefront Global Asset Management
IMFC Global Investment Program
3.82 2,000k 2/1/2007
42 Kelly Angle Inc.
Genesis Program
3.84 2,000k 4/1/2000
41 Welton Investment Partners
Welton Global
3.95 10,000k 6/1/2004
40 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
3.97 50,000k 4/1/1983
39 M.S. Capital Management
Global Diversified Program
4.06 2,000k 11/1/1998
38 Alee Capital Management, LLC
Poniente Program
4.11 2,500k 1/1/1999
37 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.19 1,500k 4/1/2006
36 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.32 1k 6/1/2009
35 Southwest Managed Investments, LLC
Global Diversified
4.45 200k 1/1/2002
34 Beach Horizon LLP
Managed Account
4.53 5,000k 5/1/2005
33 Dreiss Research Corporation
Diversified Program
4.60 1,000k 5/1/1991
32 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
4.64 5,000k 12/1/2010
31 Hawksbill Capital Management
Global Diversified
5.13 5,000k 11/1/1988
30 Clarke Capital Management
Jupiter
5.24 3,000k 5/1/2005
29 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.68 50k 7/1/2011
28 Somers Brothers Capital
Diversified Futures Program #1
5.72 100k 1/1/2005
27 Parizek Capital
Futures Trading Program
5.81 500k 4/1/2000
26 Angle Capital Management LLC
AIP Program
5.86 100k 1/1/2010
25 Clarke Capital Management
Millennium
5.92 1,000k 1/1/1998
24 Alee Capital Management, LLC
Mistral Program
5.96 2,500k 1/1/1999
23 Alder Capital DAC
Alder Global 20
6.20 2,500k 2/1/2001
22 Conquest Capital Group
Conquest Select
6.30 250k 6/1/2004
21 DUNN Capital Management
D'Best Futures Fund, L.P.
6.58 100k 6/1/1994
20 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.76 250k 5/1/2011
19 Purple Valley Capital, Inc.
Diversified Trend 1
6.82 100k 8/1/2008
18 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.22 100k 11/1/1984
17 Deep Field Capital AG
SINGULARITY Fund
7.45 100k 9/1/2011
16 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
7.92 0k 11/1/1996
15 Vision Capital Management
Global Futures
7.93 500k 2/1/2012
14 Hyman Beck and Company
Global Portfolio
8.52 1,000k 3/1/1991
13 Mark J. Walsh Company
Standard Program
8.65 2,000k 9/1/1985
12 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
8.95 200k 11/1/1999
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.05 100k 5/1/1999
10 Estlander & Partners
Alpha Trend II - Class P
9.23 100k 12/1/2008
9 Tactical Investment Management
Tactical Institutional Commodity Program
9.92 10,000k 4/1/1993
8 Keck Capital Management LLC
The Keck Program
10.15 2,000k 12/1/2003
7 Qbasis Invest
Futures Fund B
11.36 100k 3/1/2009
6 ISAM
ISAM Systematic Trend Fund
11.55 1,000k 6/1/2001
5 Qbasis Invest
Futures Fund A
11.86 100k 4/1/2008
4 Emil van Essen
Long-Short Commodity Program
12.29 1,000k 6/1/2013
3 Golden Point Capital
Global Diversified
12.35 250k 7/1/2012
2 Future Trade AG
Thales Swing Trading Programme
14.60 250k 6/1/2007
1 HASAFUMA
Börstjänaren Hedgehog
26.64 100k 5/1/2012

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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