Trend Following Strategy Index For September 2014

Monthly Rankings

Rank CTA/Program Sep 2014 Min Inv Inception
136 QQFund.com
Investment Program 1
-9.78 300k 9/1/2008
135 RAM Management Group
MRTP Aggressive
-8.17 1,000k 2/1/1998
134 Insignia Managed Capital
Medallion
-7.34 50k 2/1/2009
133 Quantica Capital AG
Quantica Diversified FX
-5.00 5,000k 3/1/2007
132 Superfund Group
Superfund Green Gold L.P. Series A-1
-4.67 5k 4/1/2009
131 Serac, LLC
Diversified Reversal Program
-4.65 200k 4/1/2011
130 Superfund Group
Superfund Green Gold A (SPC)
-4.31 5k 10/1/2005
129 Amplitude Capital International Limited
Klassik Strategy
-3.90 1,000k 9/1/2009
128 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.77 1,000k 9/1/2009
127 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.62 5k 4/1/2009
126 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.58 250k 10/1/2009
125 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.57 50k 12/1/2007
124 Superfund Group
Superfund Green Gold B (SPC)
-3.30 50k 10/1/2005
123 John Locke Investments
JL Commodity Long Flat Program
-3.04 5,000k 12/1/2007
122 RAM Management Group
RAM MRTP 1X-Conservative
-2.84 1,000k 9/1/1993
121 Seven Capital Management
Seven Absolute Return
-2.55 100k 6/1/2009
120 Superfund Group
Superfund Green Gold C (SPC)
-2.29 100k 10/1/2005
119 Altradis Capital AG
AlphAlgo
-2.04 100k 5/1/2007
118 Quality Capital Management
Global Diversified Programme
-1.89 10,000k 12/1/1995
117 Adamah Capital LLC
Asset Allocator Program
-1.80 50k 3/1/2011
116 Pacific Capital Advisors
Agilis Program
-1.43 100k 12/1/2012
115 Saxon Investment Corporation
Aggressive Diversified Program
-1.41 2,000k 11/1/1993
114 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.27 50k 4/1/2005
113 Deep Field Capital AG
SINGULARITY Fund
-1.22 100k 9/1/2011
112 Welton Investment Partners
Welton Global
-1.14 10,000k 6/1/2004
111 Vivienne Investissement
OUESSANT UCITS FUND
-1.00 100k 5/1/2012
110 Briarwood Capital Management, Inc.
Diversified 2XL
-0.72 250k 11/1/2004
109 Ancile Capital Management
Global Markets Program
-0.67 2,000k 4/1/2005
108 Saxon Investment Corporation
Diversified Program
-0.62 3,000k 9/1/1988
107 Conquest Capital Group
Conquest Macro
-0.26 250k 5/1/1999
106 Rho Asset Management
Rho Altius 1XL Program
0.10 5,000k 11/1/2007
105 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.18 100k 1/1/2012
104 Mobius Asset Management
Diversified Program
0.24 250k 3/1/2004
103 Quantica Capital AG
Quantica Managed Futures
0.30 5,000k 1/1/2005
102 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.38 1k 10/1/2006
101 Diamond Capital Management
Enhanced S&P Program
0.42 100k 10/1/2009
100 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.50 10,000k 8/1/2009
99 IDS Capital
IDS F&F Systematic Trading
0.50 50k 7/1/2013
98 HASAFUMA
FX Momentum
0.51 30k 7/1/2012
97 Cauldron Investments, LLC
Stock Index Plus
0.56 1,000k 10/1/2009
96 Vergho Asset Management LLC
Kinematics
0.74 1,000k 11/1/2008
95 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.80 1k 6/1/2009
94 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.82 100k 1/1/2005
93 Superfund Group
Superfund Green L.P. Series A
0.89 5k 10/1/2002
92 Blackwater Capital Management
Global Program
1.07 5,000k 7/1/2005
91 Eckhardt Trading Company
Evolution Strategies
1.17 20,000k 8/1/1991
90 Eckhardt Trading Company
Evolution Strategies 1.2X
1.27 10,000k 10/1/1991
89 HASAFUMA
Börstjänaren Hedgehog
1.34 100k 5/1/2012
88 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.42 250k 10/1/2009
87 Abraham Investment Management
Formula 72 H
1.65 150k 8/1/2012
86 Superfund Group
Superfund Green L.P. Series B
1.66 5k 10/1/2002
85 Garraway Capital Management LLP
Garraway Financial Trends
1.67 100k 9/1/2012
84 Mobius Asset Management
Custom Trading Program
1.71 100k 1/1/2002
83 Chesapeake Capital
Diversified (LV)
1.72 100k 2/1/1988
82 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.73 10,000k 1/1/1991
81 Superfund Group
Superfund Green Q-AG
1.82 2k 3/1/1996
80 Clarke Capital Management
FX Plus
1.84 1,000k 5/1/2004
79 Wavefront Global Asset Management
IMFC Global Concentrated
2.01 500k 4/1/2009
78 Estlander & Partners
Global Markets
2.07 10,000k 8/1/1999
77 Transtrend B.V.
DTP – Standard Risk (EUR)
2.15 10,000k 2/1/1999
76 Keck Capital Management LLC
The Keck Program
2.23 2,000k 12/1/2003
75 Eclipse Capital Management
Global Monetary
2.42 5,000k 8/1/1990
74 Estlander & Partners
Alpha Trend
2.63 30,000k 10/1/1991
73 Wavefront Global Asset Management
IMFC Global Investment Program
2.77 2,000k 2/1/2007
72 Superfund Group
Superfund Green GCT USD
2.79 15k 1/1/2000
71 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.88 10,000k 3/1/2006
70 Red Rock Capital, LLC
Systematic Global Macro
3.11 500k 9/1/2003
69 Rabar Market Research
Short-Term Program
3.14 2,000k 11/1/2009
68 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.15 10,000k 8/1/2004
67 Transtrend B.V.
DTP – Enhanced Risk (EUR)
3.21 10,000k 8/1/1999
66 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.24 1,000k 3/1/2003
65 Future Trade AG
Thales Swing Trading Programme
3.38 250k 6/1/2007
64 FTC Capital GmbH
FTC Global Diversified
3.47 0k 3/1/2012
63 Transtrend B.V.
DTP – Enhanced Risk (USD)
3.48 10,000k 1/1/1995
62 Rabar Market Research
Diversified Program
3.51 2,000k 1/1/1989
61 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.58 100k 1/1/2000
60 Estlander & Partners
Freedom
4.03 20,000k 8/1/2010
59 Estlander & Partners
Global XL
4.14 5,000k 8/1/1991
58 Heyden & Steindl GmbH
TOMAC2
4.14 5,000k 3/1/2003
57 Superfund Group
Superfund Green Master
4.16 2,000k 5/1/2001
56 IStar Capital B.V.
IStar Systematic Fund
4.18 1,000k 9/1/2011
55 Clarke Capital Management
Worldwide
4.19 250k 1/1/1996
54 Parizek Capital
Futures Trading Program
4.60 500k 4/1/2000
53 Dreiss Research Corporation
Diversified Program
4.79 1,000k 5/1/1991
52 Acorn Global Investments Inc.
Acorn Diversified Program
5.04 10k 7/1/2005
51 Clarke Capital Management
Millennium
5.36 1,000k 1/1/1998
50 ROW Asset Managment
Row Diversified Fund, L.P.
5.39 1,000k 11/1/2011
49 ISAM
ISAM Systematic Trend Fund
5.47 1,000k 6/1/2001
48 Gladius Asset Management
Fulham Program
5.77 2,000k 1/1/2008
47 John Locke Investments
Cyril Systematic Program
5.82 8,000k 7/1/2000
46 M.S. Capital Management
Global Diversified Program
5.96 2,000k 11/1/1998
45 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.29 50,000k 4/1/1983
44 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.53 50k 7/1/2011
43 EMC Capital Advisors, LLC
Classic
6.76 5,000k 1/1/1985
42 Clarke Capital Management
Global Magnum
6.96 100k 8/1/1997
41 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
7.04 100k 11/1/1984
40 Qbasis Invest
Futures Fund B
7.16 100k 3/1/2009
39 Drury Capital
Diversified Trend-Following Program
7.33 5,000k 5/1/1997
38 Qbasis Invest
Futures Fund A
7.42 100k 4/1/2008
37 Pacific Capital Advisors
Vanguard Program
7.71 100k 4/1/2007
36 Conquest Capital Group
Conquest Select
7.71 250k 6/1/2004
35 Hyman Beck and Company
Global Portfolio
7.77 1,000k 3/1/1991
34 Estlander & Partners
Alpha Trend II - Class P
7.79 100k 12/1/2008
33 Clarke Capital Management
Global Basic
7.83 50k 2/1/1996
32 Millburn Corporation
Commodity Program
8.11 25,000k 3/1/2005
31 Somers Brothers Capital
Diversified Futures Program #1
8.12 100k 1/1/2005
30 Angle Capital Management LLC
AIP Program
8.22 100k 1/1/2010
29 Melissinos Trading
Eupatrid Program
8.25 50k 1/1/2011
28 Auspice Capital Advisors Ltd
Auspice Diversified Program
8.55 1,500k 4/1/2006
27 Beach Horizon LLP
Managed Account
8.73 5,000k 5/1/2005
26 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
9.45 5,000k 12/1/2010
25 Clarke Capital Management
Jupiter
9.58 3,000k 5/1/2005
24 Dixon Midland Company LLC
Dixon Midland Diversified LLC
10.33 250k 5/1/2011
23 ALFAKRAFT
ALFA Commodity Fund
10.75 16k 6/1/2010
22 Quantum Leap Capital Management
Managed Account Program
11.20 300k 8/1/2006
21 Neural Capital Ltd
Sentinel Trading Program
12.05 2,000k 1/1/2006
20 Covenant Capital Management
Original Program
12.36 5,000k 9/1/1999
19 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
12.64 0k 11/1/1996
18 Alder Capital DAC
Alder Global 20
12.70 2,500k 2/1/2001
17 Mark J. Walsh Company
Standard Program
12.96 2,000k 9/1/1985
16 Robinson-Langley Capital Management, LLC
Managed Account Program
13.75 200k 1/1/2007
15 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
13.84 100k 3/1/2003
14 Kelly Angle Inc.
Genesis Program
14.49 2,000k 4/1/2000
13 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
14.67 100k 10/1/2009
12 Covenant Capital Management
Aggressive Program
15.55 3,000k 2/1/2004
11 DUNN Capital Management
D'Best Futures Fund, L.P.
15.62 100k 6/1/1994
10 Mehnert Capital Management, LLC
DTP (Client)
15.79 1,000k 3/1/2012
9 Tactical Investment Management
Tactical Institutional Commodity Program
16.31 10,000k 4/1/1993
8 Alee Capital Management, LLC
Mistral Program
16.95 2,500k 1/1/1999
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
17.69 100k 5/1/1999
6 Alee Capital Management, LLC
Poniente Program
19.00 2,500k 1/1/1999
5 Southwest Managed Investments, LLC
Global Diversified
20.12 200k 1/1/2002
4 Hawksbill Capital Management
Global Diversified
20.81 5,000k 11/1/1988
3 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
25.13 200k 11/1/1999
2 Golden Point Capital Management, LLC
Global Systematic
26.77 250k 7/1/2012
1 Purple Valley Capital, Inc.
Diversified Trend 1
32.20 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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