Trend Following Strategy Index For June 2014

Monthly Rankings

Rank CTA/Program Jun 2014 Min Inv Inception
135 Alee Capital Management, LLC
Poniente Program
-10.10 2,500k 1/1/1999
134 Future Trade AG
Thales Swing Trading Programme
-5.78 250k 6/1/2007
133 Parizek Capital
Futures Trading Program
-5.03 500k 4/1/2000
132 Alee Capital Management, LLC
Mistral Program
-4.92 2,500k 1/1/1999
131 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.62 1,000k 3/1/2003
130 HASAFUMA
FX Momentum
-3.98 30k 7/1/2012
129 Keck Capital Management LLC
The Keck Program
-3.61 2,000k 12/1/2003
128 Clarke Capital Management
Global Basic
-3.55 50k 2/1/1996
127 Clarke Capital Management
Global Magnum
-3.20 100k 8/1/1997
126 HASAFUMA
Börstjänaren Hedgehog
-2.93 100k 5/1/2012
125 Clarke Capital Management
Millennium
-2.60 1,000k 1/1/1998
124 UNISystems Research Inc.
Wall Street Program
-2.43 20k 8/1/2011
123 Mark J. Walsh Company
Standard Program
-2.40 2,000k 9/1/1985
122 Beach Horizon LLP
Managed Account
-2.38 5,000k 5/1/2005
121 Hawksbill Capital Management
Global Diversified
-2.20 5,000k 11/1/1988
120 Acorn Global Investments Inc.
Acorn Diversified Program
-2.14 10k 7/1/2005
119 Rho Asset Management
Rho Altius 1XL Program
-2.04 5,000k 11/1/2007
118 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.70 250k 5/1/2011
117 Alder Capital DAC
Alder Global 20
-1.70 2,500k 2/1/2001
116 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.56 100k 1/1/2012
115 IStar Capital B.V.
IStar Systematic Fund
-1.53 1,000k 9/1/2011
114 Conquest Capital Group
Conquest Macro
-1.52 250k 5/1/1999
113 Angle Capital Management LLC
AIP Program
-1.47 100k 1/1/2010
112 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-1.38 100k 3/1/2003
111 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.18 250k 10/1/2009
110 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-1.08 100k 10/1/2009
109 Pacific Capital Advisors
Vanguard Program
-0.92 100k 4/1/2007
108 Alder Capital DAC
Alder Global 10
-0.90 2,500k 10/1/2000
107 Quantum Leap Capital Management
Managed Account Program
-0.88 300k 8/1/2006
106 Ancile Capital Management
Global Markets Program
-0.87 2,000k 4/1/2005
105 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.78 200k 1/1/2007
104 Superfund Group
Superfund Green L.P. Series A
-0.78 5k 10/1/2002
103 Superfund Group
Superfund Green L.P. Series B
-0.73 5k 10/1/2002
102 Superfund Group
Superfund Green GCT USD
-0.61 15k 1/1/2000
101 Winton Capital Management
Diversified
-0.57 50,000k 10/1/1997
100 RAM Management Group
MRTP Aggressive
-0.51 1,000k 2/1/1998
99 Mehnert Capital Management, LLC
DTP (Client)
-0.46 1,000k 3/1/2012
98 AllMountain Capital AG
Mount Denali Global Trends
-0.43 160k 7/1/2007
97 Superfund Group
Superfund Green Q-AG
-0.39 2k 3/1/1996
96 Neural Capital Ltd
Sentinel Trading Program
-0.31 2,000k 1/1/2006
95 Estlander & Partners
Alpha Trend II - Class P
-0.26 100k 12/1/2008
94 Superfund Group
Superfund Green Master
-0.24 2,000k 5/1/2001
93 Kelly Angle Inc.
Genesis Program
-0.18 2,000k 4/1/2000
92 RAM Management Group
RAM MRTP 1X-Conservative
-0.12 1,000k 9/1/1993
91 Superfund Group
Superfund Blue SPC Class A (EUR)
-0.06 50k 4/1/2005
90 Estlander & Partners
Alpha Trend
-0.01 30,000k 10/1/1991
86 Heyden & Steindl GmbH
TOMAC2
0.00 5,000k 3/1/2003
87 Gap Partners LLC
Gap
0.00 250k 11/1/2009
88 Gladius Asset Management
Fulham Program
0.00 2,000k 1/1/2008
89 Serac, LLC
Diversified Reversal Program
0.00 200k 4/1/2011
85 Hyman Beck and Company
Global Portfolio
0.01 1,000k 3/1/1991
84 Vergho Asset Management LLC
Kinematics
0.12 1,000k 11/1/2008
83 Parizek Capital
Currency Program
0.15 1,000k 4/1/2006
82 Clarke Capital Management
FX Plus
0.18 1,000k 5/1/2004
81 Quantica Capital AG
Quantica Diversified FX
0.20 5,000k 3/1/2007
80 Mobius Asset Management
Diversified Program
0.30 250k 3/1/2004
79 Wavefront Global Asset Management
IMFC Global Investment Program
0.34 2,000k 2/1/2007
78 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.35 100k 1/1/2000
77 Rabar Market Research
Short-Term Program
0.36 2,000k 11/1/2009
76 Wavefront Global Asset Management
IMFC Global Concentrated
0.38 500k 4/1/2009
75 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.50 200k 11/1/1999
74 Drury Capital
Diversified Trend-Following Program
0.56 5,000k 5/1/1997
73 John Locke Investments
JL Commodity Long Flat Program
0.59 5,000k 12/1/2007
72 Covenant Capital Management
Original Program
0.61 5,000k 9/1/1999
71 Transtrend B.V.
DTP – Enhanced Risk (JPY)
0.62 10,000k 8/1/2004
70 Red Rock Capital, LLC
Systematic Global Macro
0.68 500k 9/1/2003
69 Transtrend B.V.
DTP – Standard Risk (EUR)
0.69 10,000k 2/1/1999
68 ROW Asset Managment
Row Diversified Fund, L.P.
0.69 1,000k 11/1/2011
67 Covenant Capital Management
Aggressive Program
0.74 3,000k 2/1/2004
66 Eckhardt Trading Company
Evolution Strategies 1.2X
0.77 10,000k 10/1/1991
65 Estlander & Partners
Freedom
0.77 20,000k 8/1/2010
64 Eckhardt Trading Company
Evolution Strategies
0.78 20,000k 8/1/1991
63 ALFAKRAFT
ALFA Commodity Fund
0.78 16k 6/1/2010
62 Millburn Corporation
Commodity Program
0.84 25,000k 3/1/2005
61 Altradis Capital AG
AlphAlgo
0.86 100k 5/1/2007
60 Lynx Asset Management AB
Lynx Program
0.88 75k 5/1/2000
59 Mobius Asset Management
Custom Trading Program
0.90 100k 1/1/2002
58 Seven Capital Management
Seven Absolute Return
0.95 100k 6/1/2009
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.96 10,000k 1/1/1995
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.00 10,000k 8/1/1999
55 Quality Capital Management
Global Diversified Programme
1.05 10,000k 12/1/1995
54 Saxon Investment Corporation
Diversified Program
1.05 3,000k 9/1/1988
53 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.05 10,000k 3/1/2006
52 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
1.07 1,000k 9/1/2009
51 Estlander & Partners
Global Markets
1.09 10,000k 8/1/1999
50 DUNN Capital Management
DUNN Combined Fund (DCF)
1.27 100k 5/1/1989
49 Cauldron Investments, LLC
Stock Index Plus
1.28 1,000k 10/1/2009
48 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.38 5,000k 12/1/2010
47 Eclipse Capital Management
Global Monetary
1.46 5,000k 8/1/1990
46 DUNN Capital Management
D'Best Futures Fund, L.P.
1.51 100k 6/1/1994
45 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.54 10,000k 8/1/2009
44 FTC Capital GmbH
FTC Global Diversified
1.56 0k 3/1/2012
43 EMC Capital Advisors, LLC
Classic
1.62 5,000k 1/1/1985
42 Saxon Investment Corporation
Aggressive Diversified Program
1.77 2,000k 11/1/1993
41 Insignia Managed Capital
Medallion
1.85 50k 2/1/2009
40 Deep Field Capital AG
SINGULARITY Fund
1.85 100k 9/1/2011
39 Diamond Capital Management
Enhanced S&P Program
1.86 100k 10/1/2009
38 Amplitude Capital International Limited
Klassik Strategy
1.89 1,000k 9/1/2009
37 Quantica Capital AG
Quantica Managed Futures
2.10 5,000k 1/1/2005
36 John Locke Investments
Cyril Systematic Program
2.11 8,000k 7/1/2000
35 Chesapeake Capital
Diversified (LV)
2.13 100k 2/1/1988
34 Estlander & Partners
Global XL
2.14 5,000k 8/1/1991
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.20 1k 10/1/2006
32 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.36 100k 1/1/2005
31 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.37 100k 5/1/1999
30 Blackwater Capital Management
Global Program
2.44 5,000k 7/1/2005
29 Rabar Market Research
Diversified Program
2.65 2,000k 1/1/1989
28 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.65 1,500k 4/1/2006
27 Tactical Investment Management
Tactical Institutional Commodity Program
2.80 10,000k 4/1/1993
26 Conquest Capital Group
Conquest Select
2.87 250k 6/1/2004
25 Welton Investment Partners
Welton Global
3.04 10,000k 6/1/2004
24 Adamah Capital LLC
Asset Allocator Program
3.30 50k 3/1/2011
23 IDS Capital
IDS F&F Systematic Trading
3.30 50k 7/1/2013
22 Briarwood Capital Management, Inc.
Diversified 2XL
3.35 250k 11/1/2004
21 Clarke Capital Management
Jupiter
3.52 3,000k 5/1/2005
20 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
3.52 250k 10/1/2009
19 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.67 10,000k 1/1/1991
18 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.85 0k 11/1/1996
17 ISAM
ISAM Systematic Trend Fund
4.02 1,000k 6/1/2001
16 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.04 100k 11/1/1984
15 Superfund Group
Superfund Green Gold L.P. Series B-1
4.59 5k 4/1/2009
14 Southwest Managed Investments, LLC
Global Diversified
4.83 200k 1/1/2002
13 Superfund Group
Superfund Green Gold L.P. Series A-1
5.09 5k 4/1/2009
12 Superfund Group
Superfund Green Gold C (SPC)
5.54 100k 10/1/2005
11 Superfund Group
Superfund Blue SPC Class A (Gold)
5.54 50k 12/1/2007
10 Superfund Group
Superfund Green Gold B (SPC)
5.61 50k 10/1/2005
9 Superfund Group
Superfund Green Gold A (SPC)
5.66 5k 10/1/2005
8 Clarke Capital Management
Worldwide
6.19 250k 1/1/1996
7 M.S. Capital Management
Global Diversified Program
6.99 2,000k 11/1/1998
6 Melissinos Trading
Eupatrid Program
7.16 50k 1/1/2011
5 Somers Brothers Capital
Diversified Futures Program #1
8.62 100k 1/1/2005
4 QQFund.com
Investment Program 1
8.81 300k 9/1/2008
3 Dreiss Research Corporation
Diversified Program
9.34 1,000k 5/1/1991
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
9.91 50k 7/1/2011
1 Purple Valley Capital, Inc.
Diversified Trend 1
11.00 100k 8/1/2008

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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