Trend Following Strategy Index For February 2014

Monthly Rankings

Rank CTA/Program Feb 2014 Min Inv Inception
134 RAM Management Group
MRTP Aggressive
-4.77 1,000k 2/1/1998
133 DUNN Capital Management
DUNN Combined Fund (DCF)
-4.44 100k 5/1/1989
132 Heyden & Steindl GmbH
TOMAC2
-3.96 5,000k 3/1/2003
131 Mehnert Capital Management, LLC
DTP (Client)
-3.45 1,000k 3/1/2012
130 Mobius Asset Management
Custom Trading Program
-3.10 100k 1/1/2002
129 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
128 EMC Capital Advisors, LLC
Classic
-2.15 5,000k 1/1/1985
127 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.02 1,000k 3/1/2003
126 Drury Capital
Diversified Trend-Following Program
-1.95 5,000k 5/1/1997
125 Mobius Asset Management
Diversified Program
-1.90 250k 3/1/2004
124 HASAFUMA
FX Momentum
-1.90 30k 7/1/2012
123 Altradis Capital AG
AlphAlgo
-1.89 100k 5/1/2007
122 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.76 100k 11/1/1984
121 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.72 100k 1/1/2000
120 Kelly Angle Inc.
Genesis Program
-1.72 2,000k 4/1/2000
119 RAM Management Group
RAM MRTP 1X-Conservative
-1.53 1,000k 9/1/1993
118 Adamah Capital LLC
Asset Allocator Program
-1.30 50k 3/1/2011
117 Alder Capital DAC
Alder Global 10
-1.20 2,500k 10/1/2000
116 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.12 100k 3/1/2003
115 Conquest Capital Group
Conquest Macro
-1.09 250k 5/1/1999
114 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.07 100k 6/1/1994
113 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-0.95 100k 10/1/2009
112 Rho Asset Management
Rho Altius 1XL Program
-0.89 5,000k 11/1/2007
111 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.86 5,000k 12/1/2010
110 Blackwater Capital Management
Global Program
-0.68 5,000k 7/1/2005
109 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.59 250k 10/1/2009
108 Conquest Capital Group
Conquest Select
-0.55 250k 6/1/2004
107 Hyman Beck and Company
Global Portfolio
-0.51 1,000k 3/1/1991
106 Parizek Capital
Currency Program
-0.40 1,000k 4/1/2006
105 Vergho Asset Management LLC
Kinematics
-0.22 1,000k 11/1/2008
104 Gap Partners LLC
Gap
-0.10 250k 11/1/2009
103 UNISystems Research Inc.
Wall Street Program
0.02 20k 8/1/2011
102 AllMountain Capital AG
Mount Denali Global Trends
0.07 160k 7/1/2007
101 Mark J. Walsh Company
Standard Program
0.26 2,000k 9/1/1985
100 Wavefront Global Asset Management
IMFC Global Concentrated
0.56 500k 4/1/2009
99 Beach Horizon LLP
Managed Account
0.60 5,000k 5/1/2005
98 ISAM
ISAM Systematic Trend Fund
0.63 1,000k 6/1/2001
97 Transtrend B.V.
DTP – Standard Risk (EUR)
0.67 10,000k 2/1/1999
96 ROW Asset Managment
Row Diversified Fund, L.P.
0.68 1,000k 11/1/2011
95 IStar Capital B.V.
IStar Systematic Fund
0.75 1,000k 9/1/2011
94 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.78 10,000k 8/1/2009
93 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.92 250k 5/1/2011
92 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.04 10,000k 1/1/1995
91 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.08 10,000k 8/1/2004
90 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.12 10,000k 8/1/1999
89 Chesapeake Capital
Diversified (LV)
1.16 100k 2/1/1988
88 Estlander & Partners
Global Markets
1.16 10,000k 8/1/1999
87 FTC Capital GmbH
FTC Global Diversified
1.17 0k 3/1/2012
86 Wavefront Global Asset Management
IMFC Global Investment Program
1.26 2,000k 2/1/2007
85 Eclipse Capital Management
Global Monetary
1.28 5,000k 8/1/1990
84 Saxon Investment Corporation
Diversified Program
1.34 3,000k 9/1/1988
83 Mulvaney Capital Management
The Mulvaney Global Markets Program
1.36 100k 5/1/1999
82 Gladius Asset Management
Fulham Program
1.37 2,000k 1/1/2008
81 Clarke Capital Management
FX Plus
1.40 1,000k 5/1/2004
80 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.44 10,000k 3/1/2006
79 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
1.54 100k 1/1/2012
78 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.62 1,500k 4/1/2006
77 Seven Capital Management
Seven Absolute Return
1.81 100k 6/1/2009
76 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.95 0k 11/1/1996
75 Superfund Group
Superfund Blue SPC Class A (EUR)
1.97 50k 4/1/2005
74 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.01 100k 1/1/2005
73 Briarwood Capital Management, Inc.
Diversified 2XL
2.03 250k 11/1/2004
72 Tactical Investment Management
Tactical Institutional Commodity Program
2.22 10,000k 4/1/1993
71 Quality Capital Management
Global Diversified Programme
2.26 10,000k 12/1/1995
70 Estlander & Partners
Freedom
2.30 20,000k 8/1/2010
69 Estlander & Partners
Global XL
2.31 5,000k 8/1/1991
68 Saxon Investment Corporation
Aggressive Diversified Program
2.40 2,000k 11/1/1993
67 Estlander & Partners
Alpha Trend
2.41 30,000k 10/1/1991
66 Deep Field Capital AG
SINGULARITY Fund
2.46 100k 9/1/2011
65 Winton Capital Management
Diversified
2.50 50,000k 10/1/1997
64 Serac, LLC
Diversified Reversal Program
2.52 200k 4/1/2011
63 Quantica Capital AG
Quantica Diversified FX
2.70 5,000k 3/1/2007
62 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.75 10,000k 1/1/1991
61 Pacific Capital Advisors
Vanguard Program
2.82 100k 4/1/2007
60 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.83 1k 10/1/2006
59 Superfund Group
Superfund Green L.P. Series A
2.85 5k 10/1/2002
58 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.25 250k 10/1/2009
57 Covenant Capital Management
Original Program
3.26 5,000k 9/1/1999
56 Somers Brothers Capital
Diversified Futures Program #1
3.40 100k 1/1/2005
55 Hawksbill Capital Management
Global Diversified
3.48 5,000k 11/1/1988
54 M.S. Capital Management
Global Diversified Program
3.58 2,000k 11/1/1998
53 Clarke Capital Management
Global Basic
3.58 50k 2/1/1996
52 Quantica Capital AG
Quantica Managed Futures
3.70 5,000k 1/1/2005
51 Insignia Managed Capital
Medallion
3.77 50k 2/1/2009
50 Millburn Corporation
Commodity Program
3.77 25,000k 3/1/2005
49 Red Rock Capital, LLC
Systematic Global Macro
3.91 500k 9/1/2003
48 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
3.94 1,000k 9/1/2009
47 Superfund Group
Superfund Green Q-AG
4.04 2k 3/1/1996
46 Covenant Capital Management
Aggressive Program
4.05 3,000k 2/1/2004
45 Amplitude Capital International Limited
Klassik Strategy
4.08 1,000k 9/1/2009
44 ALFAKRAFT
ALFA Commodity Fund
4.10 16k 6/1/2010
43 Lynx Asset Management AB
Lynx Program
4.14 75k 5/1/2000
42 Clarke Capital Management
Worldwide
4.27 250k 1/1/1996
41 John Locke Investments
Cyril Systematic Program
4.50 8,000k 7/1/2000
40 Cauldron Investments, LLC
Stock Index Plus
4.83 1,000k 10/1/2009
39 Rabar Market Research
Short-Term Program
4.83 2,000k 11/1/2009
38 Diamond Capital Management
Enhanced S&P Program
4.90 100k 10/1/2009
37 John Locke Investments
JL Commodity Long Flat Program
4.98 5,000k 12/1/2007
36 HASAFUMA
Börstjänaren Hedgehog
5.12 100k 5/1/2012
35 Superfund Group
Superfund Green L.P. Series B
5.24 5k 10/1/2002
34 Parizek Capital
Futures Trading Program
5.35 500k 4/1/2000
33 IDS Capital
IDS F&F Systematic Trading
5.40 50k 7/1/2013
32 Quantum Leap Capital Management
Managed Account Program
5.45 300k 8/1/2006
31 Angle Capital Management LLC
AIP Program
5.58 100k 1/1/2010
30 Welton Investment Partners
Welton Global
5.68 10,000k 6/1/2004
29 Superfund Group
Superfund Blue SPC Class A (Gold)
6.16 50k 12/1/2007
28 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
6.22 200k 11/1/1999
27 Future Trade AG
Thales Swing Trading Programme
6.31 250k 6/1/2007
26 Clarke Capital Management
Jupiter
6.31 3,000k 5/1/2005
25 Melissinos Trading
Eupatrid Program
6.70 50k 1/1/2011
24 Alee Capital Management, LLC
Mistral Program
6.90 2,500k 1/1/1999
23 Clarke Capital Management
Millennium
7.05 1,000k 1/1/1998
22 Neural Capital Ltd
Sentinel Trading Program
7.09 2,000k 1/1/2006
21 Eckhardt Trading Company
Evolution Strategies
7.11 20,000k 8/1/1991
20 Superfund Group
Superfund Green GCT USD
7.18 15k 1/1/2000
19 Clarke Capital Management
Global Magnum
7.35 100k 8/1/1997
18 Estlander & Partners
Alpha Trend II - Class P
7.72 100k 12/1/2008
17 Eckhardt Trading Company
Evolution Strategies 1.2X
7.87 10,000k 10/1/1991
16 Ancile Capital Management
Global Markets Program
8.11 2,000k 4/1/2005
15 Rabar Market Research
Diversified Program
8.15 2,000k 1/1/1989
14 Purple Valley Capital, Inc.
Diversified Trend 1
8.71 100k 8/1/2008
13 Superfund Group
Superfund Green Master
8.74 2,000k 5/1/2001
12 Robinson-Langley Capital Management, LLC
Managed Account Program
8.96 200k 1/1/2007
11 Superfund Group
Superfund Green Gold L.P. Series A-1
9.11 5k 4/1/2009
10 Dreiss Research Corporation
Diversified Program
9.48 1,000k 5/1/1991
9 Alee Capital Management, LLC
Poniente Program
10.08 2,500k 1/1/1999
8 QQFund.com
Investment Program 1
10.10 300k 9/1/2008
7 Superfund Group
Superfund Green Gold L.P. Series B-1
10.20 5k 4/1/2009
6 Superfund Group
Superfund Green Gold A (SPC)
10.59 5k 10/1/2005
5 Southwest Managed Investments, LLC
Global Diversified
11.38 200k 1/1/2002
4 Acorn Global Investments Inc.
Acorn Diversified Program
11.60 10k 7/1/2005
3 Keck Capital Management LLC
The Keck Program
11.91 2,000k 12/1/2003
2 Superfund Group
Superfund Green Gold B (SPC)
12.67 50k 10/1/2005
1 Superfund Group
Superfund Green Gold C (SPC)
14.96 100k 10/1/2005

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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