Trend Following Strategy Index For August 2014

Monthly Rankings

Rank CTA/Program Aug 2014 Min Inv Inception
138 Pacific Capital Advisors
Vanguard Program
-3.30 100k 4/1/2007
137 Serac, LLC
Diversified Reversal Program
-1.99 200k 4/1/2011
136 RAM Management Group
MRTP Aggressive
-1.80 1,000k 2/1/1998
135 Briarwood Capital Management, Inc.
Diversified 2XL
-1.38 250k 11/1/2004
134 Altradis Capital AG
AlphAlgo
-0.84 100k 5/1/2007
133 Quantum Leap Capital Management
Managed Account Program
-0.77 300k 8/1/2006
132 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.63 250k 10/1/2009
131 Dreiss Research Corporation
Diversified Program
-0.62 1,000k 5/1/1991
130 RAM Management Group
RAM MRTP 1X-Conservative
-0.60 1,000k 9/1/1993
129 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.57 100k 1/1/2000
128 Gladius Asset Management
Fulham Program
-0.41 2,000k 1/1/2008
127 Alder Capital DAC
Alder Global 20
-0.40 2,500k 2/1/2001
126 Neural Capital Ltd
Sentinel Trading Program
-0.29 2,000k 1/1/2006
125 John Locke Investments
JL Commodity Long Flat Program
-0.25 5,000k 12/1/2007
124 Alee Capital Management, LLC
Mistral Program
-0.09 2,500k 1/1/1999
123 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
118 HASAFUMA
Börstjänaren Hedgehog
0.00 100k 5/1/2012
119 HASAFUMA
FX Momentum
0.00 30k 7/1/2012
120 Alder Capital DAC
Alder Global 10
0.00 2,500k 10/1/2000
121 Blackwater Capital Management
Global Program
0.00 5,000k 7/1/2005
122 DUNN Capital Management
DUNN Combined Fund (DCF)
0.00 100k 5/1/1989
117 Vergho Asset Management LLC
Kinematics
0.08 1,000k 11/1/2008
116 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.21 100k 1/1/2012
115 Estlander & Partners
Global Markets
0.22 10,000k 8/1/1999
114 FTC Capital GmbH
FTC Global Diversified
0.26 0k 3/1/2012
113 Southwest Managed Investments, LLC
Global Diversified
0.32 200k 1/1/2002
112 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.38 5,000k 12/1/2010
111 Abraham Investment Management
Formula 72 H
0.39 150k 8/1/2012
110 Estlander & Partners
Global XL
0.40 5,000k 8/1/1991
109 UNISystems Research Inc.
Wall Street Program
0.41 20k 8/1/2011
108 Saxon Investment Corporation
Diversified Program
0.45 3,000k 9/1/1988
107 ALFAKRAFT
ALFA Commodity Fund
0.45 16k 6/1/2010
106 Clarke Capital Management
Global Magnum
0.46 100k 8/1/1997
105 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.53 10,000k 3/1/2006
104 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
0.68 100k 10/1/2009
103 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
0.80 100k 3/1/2003
102 Mehnert Capital Management, LLC
DTP (Client)
0.87 1,000k 3/1/2012
101 Deep Field Capital AG
SINGULARITY Fund
0.88 100k 9/1/2011
100 Saxon Investment Corporation
Aggressive Diversified Program
0.91 2,000k 11/1/1993
99 Hyman Beck and Company
Global Portfolio
0.92 1,000k 3/1/1991
98 Acorn Global Investments Inc.
Acorn Diversified Program
0.94 10k 7/1/2005
97 Purple Valley Capital, Inc.
Diversified Trend 1
1.05 100k 8/1/2008
96 Clarke Capital Management
Global Basic
1.29 50k 2/1/1996
95 Qbasis Invest
Futures Fund A
1.33 100k 4/1/2008
94 Qbasis Invest
Futures Fund B
1.33 100k 3/1/2009
93 Adamah Capital LLC
Asset Allocator Program
1.40 50k 3/1/2011
92 Estlander & Partners
Freedom
1.46 20,000k 8/1/2010
91 Superfund Group
Superfund Blue SPC Class A (EUR)
1.48 50k 4/1/2005
90 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.54 100k 1/1/2005
89 Alee Capital Management, LLC
Poniente Program
1.57 2,500k 1/1/1999
88 Future Trade AG
Thales Swing Trading Programme
1.57 250k 6/1/2007
87 Conquest Capital Group
Conquest Macro
1.68 250k 5/1/1999
86 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.81 250k 5/1/2011
85 Quantica Capital AG
Quantica Managed Futures
1.90 5,000k 1/1/2005
84 Seven Capital Management
Seven Absolute Return
2.02 100k 6/1/2009
83 Parizek Capital
Futures Trading Program
2.04 500k 4/1/2000
82 IDS Capital
IDS F&F Systematic Trading
2.10 50k 7/1/2013
81 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
2.23 200k 11/1/1999
80 Clarke Capital Management
FX Plus
2.33 1,000k 5/1/2004
79 Tactical Investment Management
Tactical Institutional Commodity Program
2.34 10,000k 4/1/1993
78 Rabar Market Research
Short-Term Program
2.34 2,000k 11/1/2009
77 Clarke Capital Management
Millennium
2.35 1,000k 1/1/1998
76 Conquest Capital Group
Conquest Select
2.35 250k 6/1/2004
75 Somers Brothers Capital
Diversified Futures Program #1
2.45 100k 1/1/2005
74 Covenant Capital Management
Original Program
2.61 5,000k 9/1/1999
73 Transtrend B.V.
DTP – Standard Risk (EUR)
2.65 10,000k 2/1/1999
72 ROW Asset Managment
Row Diversified Fund, L.P.
2.71 1,000k 11/1/2011
71 Rabar Market Research
Diversified Program
2.81 2,000k 1/1/1989
70 IStar Capital B.V.
IStar Systematic Fund
2.82 1,000k 9/1/2011
69 Melissinos Trading
Eupatrid Program
3.07 50k 1/1/2011
68 Wavefront Global Asset Management
IMFC Global Concentrated
3.07 500k 4/1/2009
67 M.S. Capital Management
Global Diversified Program
3.12 2,000k 11/1/1998
66 Estlander & Partners
Alpha Trend
3.20 30,000k 10/1/1991
65 Chesapeake Capital
Diversified (LV)
3.23 100k 2/1/1988
64 AllMountain Capital AG
Mount Denali Global Trends
3.34 160k 7/1/2007
63 Wavefront Global Asset Management
IMFC Global Investment Program
3.37 2,000k 2/1/2007
62 Covenant Capital Management
Aggressive Program
3.45 3,000k 2/1/2004
61 Garraway Capital Management LLP
Garraway Financial Trends
3.46 100k 9/1/2012
60 Superfund Group
Superfund Blue SPC Class A (Gold)
3.77 50k 12/1/2007
59 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.78 10,000k 8/1/2009
58 Quantica Capital AG
Quantica Diversified FX
3.80 5,000k 3/1/2007
57 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.86 10,000k 8/1/2004
56 Insignia Managed Capital
Medallion
3.86 50k 2/1/2009
55 Auspice Capital Advisors Ltd
Auspice Diversified Program
3.92 1,500k 4/1/2006
54 SEB Asset Management
SEB Asset Selection Fund C (EUR)
3.95 1k 10/1/2006
53 Red Rock Capital, LLC
Systematic Global Macro
3.98 500k 9/1/2003
52 Winton Capital Management
Diversified
4.00 50,000k 10/1/1997
51 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.08 10,000k 1/1/1995
50 Millburn Corporation
Commodity Program
4.10 25,000k 3/1/2005
49 Beach Horizon LLP
Managed Account
4.22 5,000k 5/1/2005
48 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.36 10,000k 8/1/1999
47 Kelly Angle Inc.
Genesis Program
4.44 2,000k 4/1/2000
46 Cauldron Investments, LLC
Stock Index Plus
4.46 1,000k 10/1/2009
45 Mark J. Walsh Company
Standard Program
4.48 2,000k 9/1/1985
44 Clarke Capital Management
Worldwide
4.54 250k 1/1/1996
43 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.70 10,000k 1/1/1991
42 Heyden & Steindl GmbH
TOMAC2
4.87 5,000k 3/1/2003
41 EMC Capital Advisors, LLC
Classic
4.89 5,000k 1/1/1985
40 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.03 0k 11/1/1996
39 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
5.10 250k 10/1/2009
38 Quality Capital Management
Global Diversified Programme
5.12 10,000k 12/1/1995
37 Diamond Capital Management
Enhanced S&P Program
5.29 100k 10/1/2009
36 Superfund Group
Superfund Green L.P. Series A
5.31 5k 10/1/2002
35 Welton Investment Partners
Welton Global
5.31 10,000k 6/1/2004
34 Eckhardt Trading Company
Evolution Strategies
5.37 20,000k 8/1/1991
33 Superfund Group
Superfund Green Gold L.P. Series A-1
5.41 5k 4/1/2009
32 John Locke Investments
Cyril Systematic Program
5.46 8,000k 7/1/2000
31 Hawksbill Capital Management
Global Diversified
5.63 5,000k 11/1/1988
30 Rho Asset Management
Rho Altius 1XL Program
5.90 5,000k 11/1/2007
29 Eckhardt Trading Company
Evolution Strategies 1.2X
6.10 10,000k 10/1/1991
28 Clarke Capital Management
Jupiter
6.11 3,000k 5/1/2005
27 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.14 50k 7/1/2011
26 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
6.16 1,000k 9/1/2009
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.21 1,000k 3/1/2003
24 Superfund Group
Superfund Green Q-AG
6.42 2k 3/1/1996
23 Superfund Group
Superfund Green Gold A (SPC)
6.60 5k 10/1/2005
22 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.66 50,000k 4/1/1983
21 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.21 1k 6/1/2009
20 Drury Capital
Diversified Trend-Following Program
7.37 5,000k 5/1/1997
19 Amplitude Capital International Limited
Klassik Strategy
7.48 1,000k 9/1/2009
18 Eclipse Capital Management
Global Monetary
7.93 5,000k 8/1/1990
17 Superfund Group
Superfund Green Gold L.P. Series B-1
8.12 5k 4/1/2009
16 Superfund Group
Superfund Green L.P. Series B
8.62 5k 10/1/2002
15 ISAM
ISAM Systematic Trend Fund
9.06 1,000k 6/1/2001
14 Lynx Asset Management AB
Lynx Program
9.14 75k 5/1/2000
13 Mulvaney Capital Management
The Mulvaney Global Markets Program
9.33 100k 5/1/1999
12 Superfund Group
Superfund Green GCT USD
9.53 15k 1/1/2000
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.83 100k 11/1/1984
10 Superfund Group
Superfund Green Gold B (SPC)
9.89 50k 10/1/2005
9 Angle Capital Management LLC
AIP Program
10.11 100k 1/1/2010
8 Estlander & Partners
Alpha Trend II - Class P
10.47 100k 12/1/2008
7 Ancile Capital Management
Global Markets Program
10.97 2,000k 4/1/2005
6 Robinson-Langley Capital Management, LLC
Managed Account Program
12.49 200k 1/1/2007
5 DUNN Capital Management
D'Best Futures Fund, L.P.
12.72 100k 6/1/1994
4 Superfund Group
Superfund Green Master
13.20 2,000k 5/1/2001
3 Superfund Group
Superfund Green Gold C (SPC)
13.24 100k 10/1/2005
2 Keck Capital Management LLC
The Keck Program
16.57 2,000k 12/1/2003
1 QQFund.com
Investment Program 1
29.35 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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