Trend Following Strategy Index For April 2014

Monthly Rankings

Rank CTA/Program Apr 2014 Min Inv Inception
134 Neural Capital Ltd
Sentinel Trading Program
-11.20 2,000k 1/1/2006
133 Alee Capital Management, LLC
Mistral Program
-8.61 2,500k 1/1/1999
132 ALFAKRAFT
ALFA Commodity Fund
-7.58 16k 6/1/2010
131 Conquest Capital Group
Conquest Macro
-6.53 250k 5/1/1999
130 Superfund Group
Superfund Green Gold L.P. Series B-1
-6.04 5k 4/1/2009
129 Clarke Capital Management
Global Magnum
-5.67 100k 8/1/1997
128 Mehnert Capital Management, LLC
DTP (Client)
-5.02 1,000k 3/1/2012
127 Briarwood Capital Management, Inc.
Diversified 2XL
-4.94 250k 11/1/2004
126 Kelly Angle Inc.
Genesis Program
-4.81 2,000k 4/1/2000
125 Alder Capital DAC
Alder Global 20
-3.90 2,500k 2/1/2001
124 Estlander & Partners
Alpha Trend II - Class P
-3.61 100k 12/1/2008
123 Deep Field Capital AG
SINGULARITY Fund
-3.60 100k 9/1/2011
122 Acorn Global Investments Inc.
Acorn Diversified Program
-3.38 10k 7/1/2005
121 Alee Capital Management, LLC
Poniente Program
-3.27 2,500k 1/1/1999
120 Angle Capital Management LLC
AIP Program
-2.95 100k 1/1/2010
119 QQFund.com
Investment Program 1
-2.81 300k 9/1/2008
118 Southwest Managed Investments, LLC
Global Diversified
-2.59 200k 1/1/2002
117 Quantum Leap Capital Management
Managed Account Program
-2.55 300k 8/1/2006
116 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.51 250k 10/1/2009
115 Conquest Capital Group
Conquest Select
-2.34 250k 6/1/2004
114 Alder Capital DAC
Alder Global 10
-1.90 2,500k 10/1/2000
113 Superfund Group
Superfund Green L.P. Series B
-1.70 5k 10/1/2002
112 Adamah Capital LLC
Asset Allocator Program
-1.70 50k 3/1/2011
111 DUNN Capital Management
DUNN Combined Fund (DCF)
-1.66 100k 5/1/1989
110 Mobius Asset Management
Custom Trading Program
-1.65 100k 1/1/2002
109 RAM Management Group
MRTP Aggressive
-1.59 1,000k 2/1/1998
108 Amplitude Capital International Limited
Klassik Strategy
-1.58 1,000k 9/1/2009
107 Gladius Asset Management
Fulham Program
-1.56 2,000k 1/1/2008
106 Rho Asset Management
Rho Altius 1XL Program
-1.48 5,000k 11/1/2007
105 Superfund Group
Superfund Green GCT USD
-1.47 15k 1/1/2000
104 Superfund Group
Superfund Green Master
-1.34 2,000k 5/1/2001
103 Covenant Capital Management
Aggressive Program
-1.32 3,000k 2/1/2004
102 Superfund Group
Superfund Green L.P. Series A
-1.31 5k 10/1/2002
101 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.30 100k 6/1/1994
100 Insignia Managed Capital
Medallion
-1.29 50k 2/1/2009
99 John Locke Investments
Cyril Systematic Program
-1.21 8,000k 7/1/2000
98 UNISystems Research Inc.
Wall Street Program
-1.20 20k 8/1/2011
97 HASAFUMA
Börstjänaren Hedgehog
-1.14 100k 5/1/2012
96 Estlander & Partners
Alpha Trend
-1.09 30,000k 10/1/1991
95 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.06 100k 1/1/2000
94 Superfund Group
Superfund Green Q-AG
-1.04 2k 3/1/1996
93 Keck Capital Management LLC
The Keck Program
-1.03 2,000k 12/1/2003
92 ROW Asset Managment
Row Diversified Fund, L.P.
-0.99 1,000k 11/1/2011
91 Superfund Group
Superfund Green Gold C (SPC)
-0.95 100k 10/1/2005
90 Covenant Capital Management
Original Program
-0.94 5,000k 9/1/1999
89 Parizek Capital
Currency Program
-0.91 1,000k 4/1/2006
88 Pacific Capital Advisors
Vanguard Program
-0.88 100k 4/1/2007
87 Hawksbill Capital Management
Global Diversified
-0.85 5,000k 11/1/1988
86 Superfund Group
Superfund Green Gold L.P. Series A-1
-0.80 5k 4/1/2009
85 Superfund Group
Superfund Green Gold B (SPC)
-0.65 50k 10/1/2005
84 Eclipse Capital Management
Global Monetary
-0.57 5,000k 8/1/1990
83 RAM Management Group
RAM MRTP 1X-Conservative
-0.50 1,000k 9/1/1993
82 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.48 200k 1/1/2007
81 Mark J. Walsh Company
Standard Program
-0.47 2,000k 9/1/1985
80 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-0.45 1,000k 9/1/2009
79 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.42 100k 1/1/2005
78 Quantica Capital AG
Quantica Diversified FX
-0.40 5,000k 3/1/2007
77 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.39 100k 1/1/2012
76 Estlander & Partners
Freedom
-0.38 20,000k 8/1/2010
75 Serac, LLC
Diversified Reversal Program
-0.29 200k 4/1/2011
74 Superfund Group
Superfund Green Gold A (SPC)
-0.23 5k 10/1/2005
73 Mobius Asset Management
Diversified Program
-0.20 250k 3/1/2004
72 Clarke Capital Management
Global Basic
-0.17 50k 2/1/1996
71 Heyden & Steindl GmbH
TOMAC2
-0.11 5,000k 3/1/2003
70 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.11 10,000k 3/1/2006
69 IStar Capital B.V.
IStar Systematic Fund
-0.08 1,000k 9/1/2011
68 Wavefront Global Asset Management
IMFC Global Concentrated
-0.05 500k 4/1/2009
67 Gap Partners LLC
Gap
-0.01 250k 11/1/2009
66 Blackwater Capital Management
Global Program
0.12 5,000k 7/1/2005
65 Wavefront Global Asset Management
IMFC Global Investment Program
0.13 2,000k 2/1/2007
64 Seven Capital Management
Seven Absolute Return
0.18 100k 6/1/2009
63 Winton Capital Management
Diversified
0.28 50,000k 10/1/1997
62 IDS Capital
IDS F&F Systematic Trading
0.30 50k 7/1/2013
61 AllMountain Capital AG
Mount Denali Global Trends
0.40 160k 7/1/2007
60 EMC Capital Advisors, LLC
Classic
0.41 5,000k 1/1/1985
59 Estlander & Partners
Global Markets
0.47 10,000k 8/1/1999
58 Quantica Capital AG
Quantica Managed Futures
0.50 5,000k 1/1/2005
57 Saxon Investment Corporation
Diversified Program
0.51 3,000k 9/1/1988
56 Rabar Market Research
Short-Term Program
0.52 2,000k 11/1/2009
55 Hyman Beck and Company
Global Portfolio
0.55 1,000k 3/1/1991
54 FTC Capital GmbH
FTC Global Diversified
0.58 0k 3/1/2012
53 Drury Capital
Diversified Trend-Following Program
0.65 5,000k 5/1/1997
52 Chesapeake Capital
Diversified (LV)
0.65 100k 2/1/1988
51 John Locke Investments
JL Commodity Long Flat Program
0.72 5,000k 12/1/2007
50 Eckhardt Trading Company
Evolution Strategies
0.72 20,000k 8/1/1991
49 HASAFUMA
FX Momentum
0.76 30k 7/1/2012
48 Lynx Asset Management AB
Lynx Program
0.80 75k 5/1/2000
47 Eckhardt Trading Company
Evolution Strategies 1.2X
0.87 10,000k 10/1/1991
46 Estlander & Partners
Global XL
0.87 5,000k 8/1/1991
45 Vergho Asset Management LLC
Kinematics
0.89 1,000k 11/1/2008
44 Saxon Investment Corporation
Aggressive Diversified Program
0.94 2,000k 11/1/1993
43 Parizek Capital
Futures Trading Program
0.96 500k 4/1/2000
42 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.96 1k 10/1/2006
41 Altradis Capital AG
AlphAlgo
0.98 100k 5/1/2007
40 Transtrend B.V.
DTP – Standard Risk (EUR)
1.06 10,000k 2/1/1999
39 Rabar Market Research
Diversified Program
1.08 2,000k 1/1/1989
38 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.31 100k 3/1/2003
37 Purple Valley Capital, Inc.
Diversified Trend 1
1.33 100k 8/1/2008
36 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.34 250k 10/1/2009
35 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.42 10,000k 8/1/2009
34 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.47 5,000k 12/1/2010
33 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.50 10,000k 1/1/1995
32 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.56 250k 5/1/2011
31 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.56 10,000k 8/1/2004
30 Beach Horizon LLP
Managed Account
1.65 5,000k 5/1/2005
29 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.70 100k 10/1/2009
28 Diamond Capital Management
Enhanced S&P Program
1.78 100k 10/1/2009
27 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.82 10,000k 1/1/1991
26 Clarke Capital Management
Worldwide
1.83 250k 1/1/1996
25 Melissinos Trading
Eupatrid Program
1.97 50k 1/1/2011
24 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.98 10,000k 8/1/1999
23 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
2.23 100k 11/1/1984
22 Clarke Capital Management
FX Plus
2.24 1,000k 5/1/2004
21 Quality Capital Management
Global Diversified Programme
2.31 10,000k 12/1/1995
20 M.S. Capital Management
Global Diversified Program
2.33 2,000k 11/1/1998
19 Millburn Corporation
Commodity Program
2.47 25,000k 3/1/2005
18 Somers Brothers Capital
Diversified Futures Program #1
2.51 100k 1/1/2005
17 Clarke Capital Management
Millennium
2.57 1,000k 1/1/1998
16 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.67 100k 5/1/1999
15 Red Rock Capital, LLC
Systematic Global Macro
2.87 500k 9/1/2003
14 ISAM
ISAM Systematic Trend Fund
2.92 1,000k 6/1/2001
13 Cauldron Investments, LLC
Stock Index Plus
2.94 1,000k 10/1/2009
12 Superfund Group
Superfund Blue SPC Class A (EUR)
2.99 50k 4/1/2005
11 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.09 200k 11/1/1999
10 Superfund Group
Superfund Blue SPC Class A (Gold)
3.09 50k 12/1/2007
9 Auspice Capital Advisors Ltd
Auspice Diversified Program
3.25 1,500k 4/1/2006
8 Clarke Capital Management
Jupiter
4.91 3,000k 5/1/2005
7 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.22 0k 11/1/1996
6 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.26 1,000k 3/1/2003
5 Tactical Investment Management
Tactical Institutional Commodity Program
5.38 10,000k 4/1/1993
4 Welton Investment Partners
Welton Global
6.13 10,000k 6/1/2004
3 Ancile Capital Management
Global Markets Program
7.19 2,000k 4/1/2005
2 Future Trade AG
Thales Swing Trading Programme
8.86 250k 6/1/2007
1 Dreiss Research Corporation
Diversified Program
12.57 1,000k 5/1/1991

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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