Trend Following Strategy Index For May 2014

Monthly Rankings

Rank CTA/Program May 2014 Min Inv Inception
133 Future Trade AG
Thales Swing Trading Programme
-12.83 250k 6/1/2007
132 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-11.08 200k 11/1/1999
131 Clarke Capital Management
Global Magnum
-10.31 100k 8/1/1997
130 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-9.71 100k 10/1/2009
129 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-8.61 100k 3/1/2003
128 Purple Valley Capital, Inc.
Diversified Trend 1
-8.18 100k 8/1/2008
127 Clarke Capital Management
Global Basic
-7.76 50k 2/1/1996
126 Clarke Capital Management
Millennium
-7.36 1,000k 1/1/1998
125 Clarke Capital Management
Worldwide
-6.46 250k 1/1/1996
124 HASAFUMA
FX Momentum
-5.24 30k 7/1/2012
123 Acorn Global Investments Inc.
Acorn Diversified Program
-5.07 10k 7/1/2005
122 Quantum Leap Capital Management
Managed Account Program
-4.80 300k 8/1/2006
121 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.52 250k 5/1/2011
120 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.47 100k 5/1/1999
119 Alder Capital DAC
Alder Global 20
-4.10 2,500k 2/1/2001
118 HASAFUMA
Börstjänaren Hedgehog
-4.04 100k 5/1/2012
117 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.97 5,000k 12/1/2010
116 Briarwood Capital Management, Inc.
Diversified 2XL
-3.25 250k 11/1/2004
115 Tactical Investment Management
Tactical Institutional Commodity Program
-3.16 10,000k 4/1/1993
114 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.11 10,000k 3/1/2006
113 Auspice Capital Advisors Ltd
Auspice Diversified Program
-3.11 1,500k 4/1/2006
112 UNISystems Research Inc.
Wall Street Program
-3.08 20k 8/1/2011
111 Melissinos Trading
Eupatrid Program
-3.00 50k 1/1/2011
110 ALFAKRAFT
ALFA Commodity Fund
-2.89 16k 6/1/2010
109 RAM Management Group
MRTP Aggressive
-2.70 1,000k 2/1/1998
108 Deep Field Capital AG
SINGULARITY Fund
-2.64 100k 9/1/2011
107 John Locke Investments
JL Commodity Long Flat Program
-2.61 5,000k 12/1/2007
106 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
105 Hyman Beck and Company
Global Portfolio
-2.39 1,000k 3/1/1991
104 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.33 100k 11/1/1984
103 Superfund Group
Superfund Green Gold L.P. Series A-1
-2.24 5k 4/1/2009
102 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.17 50k 12/1/2007
101 DUNN Capital Management
DUNN Combined Fund (DCF)
-2.01 100k 5/1/1989
100 Alder Capital DAC
Alder Global 10
-2.00 2,500k 10/1/2000
99 Southwest Managed Investments, LLC
Global Diversified
-1.71 200k 1/1/2002
98 Superfund Group
Superfund Green Gold B (SPC)
-1.63 50k 10/1/2005
97 Mehnert Capital Management, LLC
DTP (Client)
-1.33 1,000k 3/1/2012
96 Gladius Asset Management
Fulham Program
-1.33 2,000k 1/1/2008
95 Clarke Capital Management
Jupiter
-1.29 3,000k 5/1/2005
94 Superfund Group
Superfund Green Gold L.P. Series B-1
-1.10 5k 4/1/2009
93 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.95 0k 11/1/1996
92 RAM Management Group
RAM MRTP 1X-Conservative
-0.84 1,000k 9/1/1993
91 Ancile Capital Management
Global Markets Program
-0.71 2,000k 4/1/2005
90 Alee Capital Management, LLC
Poniente Program
-0.66 2,500k 1/1/1999
89 Superfund Group
Superfund Green Gold C (SPC)
-0.66 100k 10/1/2005
88 Mark J. Walsh Company
Standard Program
-0.53 2,000k 9/1/1985
87 Wavefront Global Asset Management
IMFC Global Concentrated
-0.50 500k 4/1/2009
86 Rabar Market Research
Short-Term Program
-0.43 2,000k 11/1/2009
85 Hawksbill Capital Management
Global Diversified
-0.39 5,000k 11/1/1988
84 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.37 100k 1/1/2012
83 Covenant Capital Management
Aggressive Program
-0.37 3,000k 2/1/2004
82 Covenant Capital Management
Original Program
-0.33 5,000k 9/1/1999
81 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.19 100k 1/1/2005
80 Mobius Asset Management
Diversified Program
-0.08 250k 3/1/2004
79 Saxon Investment Corporation
Aggressive Diversified Program
-0.04 2,000k 11/1/1993
78 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.01 250k 10/1/2009
76 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.00 100k 1/1/2000
77 Gap Partners LLC
Gap
0.00 250k 11/1/2009
75 Saxon Investment Corporation
Diversified Program
0.02 3,000k 9/1/1988
74 M.S. Capital Management
Global Diversified Program
0.05 2,000k 11/1/1998
73 Parizek Capital
Currency Program
0.08 1,000k 4/1/2006
72 Alee Capital Management, LLC
Mistral Program
0.08 2,500k 1/1/1999
71 Mobius Asset Management
Custom Trading Program
0.10 100k 1/1/2002
70 Vergho Asset Management LLC
Kinematics
0.11 1,000k 11/1/2008
69 Superfund Group
Superfund Blue SPC Class A (EUR)
0.13 50k 4/1/2005
68 Wavefront Global Asset Management
IMFC Global Investment Program
0.18 2,000k 2/1/2007
67 DUNN Capital Management
D'Best Futures Fund, L.P.
0.48 100k 6/1/1994
66 Rabar Market Research
Diversified Program
0.59 2,000k 1/1/1989
65 AllMountain Capital AG
Mount Denali Global Trends
0.66 160k 7/1/2007
64 EMC Capital Advisors, LLC
Classic
0.71 5,000k 1/1/1985
63 Red Rock Capital, LLC
Systematic Global Macro
0.76 500k 9/1/2003
62 Conquest Capital Group
Conquest Select
0.83 250k 6/1/2004
61 Chesapeake Capital
Diversified (LV)
0.88 100k 2/1/1988
60 Millburn Corporation
Commodity Program
0.90 25,000k 3/1/2005
59 Conquest Capital Group
Conquest Macro
1.22 250k 5/1/1999
58 Quantica Capital AG
Quantica Managed Futures
1.30 5,000k 1/1/2005
57 Cauldron Investments, LLC
Stock Index Plus
1.30 1,000k 10/1/2009
56 John Locke Investments
Cyril Systematic Program
1.33 8,000k 7/1/2000
55 Superfund Group
Superfund Green Q-AG
1.41 2k 3/1/1996
54 Superfund Group
Superfund Green L.P. Series A
1.58 5k 10/1/2002
53 Winton Capital Management
Diversified
1.68 50,000k 10/1/1997
52 Altradis Capital AG
AlphAlgo
1.73 100k 5/1/2007
51 Eckhardt Trading Company
Evolution Strategies
1.77 20,000k 8/1/1991
50 IStar Capital B.V.
IStar Systematic Fund
1.84 1,000k 9/1/2011
49 Eckhardt Trading Company
Evolution Strategies 1.2X
1.90 10,000k 10/1/1991
48 Adamah Capital LLC
Asset Allocator Program
2.10 50k 3/1/2011
47 Transtrend B.V.
DTP – Standard Risk (EUR)
2.23 10,000k 2/1/1999
46 Superfund Group
Superfund Green GCT USD
2.28 15k 1/1/2000
45 Superfund Group
Superfund Green L.P. Series B
2.38 5k 10/1/2002
44 Estlander & Partners
Alpha Trend
2.43 30,000k 10/1/1991
43 Quantica Capital AG
Quantica Diversified FX
2.50 5,000k 3/1/2007
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.54 1,000k 3/1/2003
41 Diamond Capital Management
Enhanced S&P Program
2.57 100k 10/1/2009
40 Clarke Capital Management
FX Plus
2.66 1,000k 5/1/2004
39 Parizek Capital
Futures Trading Program
2.74 500k 4/1/2000
38 Blackwater Capital Management
Global Program
2.78 5,000k 7/1/2005
37 Beach Horizon LLP
Managed Account
2.78 5,000k 5/1/2005
36 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.79 1,000k 9/1/2009
35 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
2.81 250k 10/1/2009
34 IDS Capital
IDS F&F Systematic Trading
2.83 50k 7/1/2013
33 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.86 10,000k 1/1/1991
32 Somers Brothers Capital
Diversified Futures Program #1
2.97 100k 1/1/2005
31 Lynx Asset Management AB
Lynx Program
3.09 75k 5/1/2000
30 Estlander & Partners
Global Markets
3.16 10,000k 8/1/1999
29 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.33 10,000k 1/1/1995
28 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.39 1k 10/1/2006
27 Heyden & Steindl GmbH
TOMAC2
3.44 5,000k 3/1/2003
26 Superfund Group
Superfund Green Master
3.49 2,000k 5/1/2001
25 Neural Capital Ltd
Sentinel Trading Program
3.50 2,000k 1/1/2006
24 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.51 10,000k 8/1/2004
23 ISAM
ISAM Systematic Trend Fund
3.86 1,000k 6/1/2001
22 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.88 10,000k 8/1/1999
21 Estlander & Partners
Freedom
3.97 20,000k 8/1/2010
20 FTC Capital GmbH
FTC Global Diversified
4.11 0k 3/1/2012
19 ROW Asset Managment
Row Diversified Fund, L.P.
4.12 1,000k 11/1/2011
18 Robinson-Langley Capital Management, LLC
Managed Account Program
4.20 200k 1/1/2007
17 Eclipse Capital Management
Global Monetary
4.36 5,000k 8/1/1990
16 Keck Capital Management LLC
The Keck Program
4.40 2,000k 12/1/2003
15 Pacific Capital Advisors
Vanguard Program
4.47 100k 4/1/2007
14 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
4.53 10,000k 8/1/2009
13 Seven Capital Management
Seven Absolute Return
4.58 100k 6/1/2009
12 Angle Capital Management LLC
AIP Program
4.67 100k 1/1/2010
11 Quality Capital Management
Global Diversified Programme
4.92 10,000k 12/1/1995
10 Welton Investment Partners
Welton Global
5.17 10,000k 6/1/2004
9 Drury Capital
Diversified Trend-Following Program
5.72 5,000k 5/1/1997
8 Rho Asset Management
Rho Altius 1XL Program
6.00 5,000k 11/1/2007
7 Estlander & Partners
Global XL
6.34 5,000k 8/1/1991
6 Insignia Managed Capital
Medallion
6.35 50k 2/1/2009
5 Serac, LLC
Diversified Reversal Program
6.67 200k 4/1/2011
4 Kelly Angle Inc.
Genesis Program
6.98 2,000k 4/1/2000
3 Dreiss Research Corporation
Diversified Program
6.98 1,000k 5/1/1991
2 Estlander & Partners
Alpha Trend II - Class P
7.90 100k 12/1/2008
1 QQFund.com
Investment Program 1
21.89 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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