Trend Following Strategy Index For February 2015

Monthly Rankings

Rank CTA/Program Feb 2015 Min Inv Inception
135 Qbasis Invest
Futures Fund B
-8.98 100k 3/1/2009
134 Golden Point Capital
Global Diversified
-8.88 250k 7/1/2012
133 Qbasis Invest
Futures Fund A
-8.87 100k 4/1/2008
132 Somers Brothers Capital
Diversified Futures Program #1
-6.95 100k 1/1/2005
131 Purple Valley Capital, Inc.
Diversified Trend 1
-5.70 100k 8/1/2008
130 Melissinos Trading
Eupatrid Program
-4.88 50k 1/1/2011
129 DUNN Capital Management
D'Best Futures Fund, L.P.
-4.86 100k 6/1/1994
128 Mark J. Walsh Company
Standard Program
-4.81 2,000k 9/1/1985
127 Clarke Capital Management
Worldwide
-4.52 250k 1/1/1996
126 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.22 5,000k 12/1/2010
125 Tactical Investment Management
Tactical Institutional Commodity Program
-4.17 10,000k 4/1/1993
124 Clarke Capital Management
Millennium
-4.16 1,000k 1/1/1998
123 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-3.87 100k 11/1/1984
122 Clarke Capital Management
Jupiter
-3.79 3,000k 5/1/2005
121 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.54 200k 1/1/2007
120 Kelly Angle Inc.
Genesis Program
-3.46 2,000k 4/1/2000
119 Superfund Group
Superfund Green Gold A (SPC)
-3.45 5k 10/1/2005
118 Superfund Group
Superfund Blue SPC Class A (Gold)
-3.43 50k 12/1/2007
117 ISAM
ISAM Systematic Trend Fund
-3.13 1,000k 6/1/2001
116 Drury Capital
Diversified Trend-Following Program
-3.12 5,000k 5/1/1997
115 RAM Management Group
MRTP Aggressive
-2.86 1,000k 2/1/1998
114 Mehnert Capital Management, LLC
DTP (Client)
-2.83 1,000k 3/1/2012
113 Candriam Investor Group
Alternative Return Systemat
-2.77 125k 1/1/2007
112 Vision Capital Management
Global Futures
-2.64 500k 2/1/2012
111 Angle Capital Management LLC
AIP Program
-2.59 100k 1/1/2010
110 Sona Trading Strategies LLC.
Diversified Program
-2.57 1,000k 9/1/2006
109 Alee Capital Management, LLC
Poniente Program
-2.51 2,500k 1/1/1999
108 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-2.50 100k 10/1/2009
107 Gladius Asset Management
Fulham Program
-2.48 2,000k 1/1/2008
106 Hawksbill Capital Management
Global Diversified
-2.46 5,000k 11/1/1988
105 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-2.42 100k 3/1/2003
104 Superfund Group
Superfund Green Gold B (SPC)
-2.31 50k 10/1/2005
103 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-2.26 100k 1/1/2012
102 Deep Field Capital AG
SINGULARITY Fund
-2.22 100k 9/1/2011
101 Covenant Capital Management
Aggressive Program
-1.99 3,000k 2/1/2004
100 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.93 1,500k 4/1/2006
99 Heyden & Steindl GmbH
TOMAC2
-1.86 5,000k 3/1/2003
98 Conquest Capital Group
Conquest Select
-1.78 250k 6/1/2004
97 Covenant Capital Management
Original Program
-1.71 5,000k 9/1/1999
96 Keck Capital Management LLC
The Keck Program
-1.71 2,000k 12/1/2003
95 Rotella Capital Management
Rotella Orion (Short-Term) Program
-1.70 10,000k 3/1/2006
94 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-1.68 0k 11/1/1996
93 EMC Capital Advisors, LLC
Classic
-1.63 5,000k 1/1/1985
92 Alee Capital Management, LLC
Mistral Program
-1.63 2,500k 1/1/1999
91 Wavefront Global Asset Management
IMFC Global Concentrated
-1.58 500k 4/1/2009
90 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.52 250k 5/1/2011
89 Mobius Asset Management
Custom Trading Program
-1.40 100k 1/1/2002
88 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.37 100k 1/1/2000
87 Mobius Asset Management
Diversified Program
-1.34 250k 3/1/2004
86 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.32 200k 11/1/1999
85 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
84 Superfund Group
Superfund Green Gold C (SPC)
-1.24 100k 10/1/2005
83 Wavefront Global Asset Management
IMFC Global Investment Program
-1.18 2,000k 2/1/2007
82 Emil van Essen
Long-Short Commodity Program
-1.16 1,000k 6/1/2013
81 Quantica Capital AG
Quantica Managed Futures
-1.10 5,000k 1/1/2005
80 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.08 50k 7/1/2011
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.07 1,000k 3/1/2003
78 RAM Management Group
RAM MRTP 1X-Conservative
-1.05 1,000k 9/1/1993
77 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.01 10,000k 1/1/1995
76 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.92 10,000k 8/1/1999
75 Clarke Capital Management
FX Plus
-0.81 1,000k 5/1/2004
74 Clarke Capital Management
Global Magnum
-0.79 100k 8/1/1997
73 Superfund Group
Superfund Red EUR SICAV
-0.74 10k 3/1/2013
72 EMC Capital Advisors, LLC
EMC Alpha Program
-0.70 5,000k 6/1/2013
71 Superfund Group
Superfund Red USD SICAV
-0.70 10k 3/1/2013
70 Alder Capital DAC
Alder Global 20
-0.70 2,500k 2/1/2001
69 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.69 250k 10/1/2009
68 ROW Asset Managment
Row Diversified Fund, L.P.
-0.68 1,000k 11/1/2011
67 Saxon Investment Corporation
Diversified Program
-0.65 3,000k 9/1/1988
66 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.64 10,000k 2/1/1999
65 Welton Investment Partners
Welton Global
-0.59 10,000k 6/1/2004
64 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.57 10,000k 8/1/2004
63 John Locke Investments
Cyril Systematic Program
-0.54 8,000k 7/1/2000
62 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.51 10,000k 10/1/1991
61 Mulvaney Capital Management
The Mulvaney Global Markets Program
-0.50 100k 5/1/1999
60 Conquest Capital Group
Conquest Macro
-0.47 250k 5/1/1999
59 Eckhardt Trading Company
Evolution Strategies
-0.46 20,000k 8/1/1991
58 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.41 50,000k 4/1/1983
57 M.S. Capital Management
Global Diversified Program
-0.32 2,000k 11/1/1998
56 John Locke Investments
JL Commodity Long Flat Program
-0.24 5,000k 12/1/2007
55 Quantica Capital AG
Quantica Diversified FX
-0.20 5,000k 3/1/2007
54 Clarke Capital Management
Global Basic
-0.20 50k 2/1/1996
53 Chesapeake Capital
Diversified (LV)
-0.18 100k 2/1/1988
52 Dreiss Research Corporation
Diversified Program
-0.12 1,000k 5/1/1991
51 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.12 1k 10/1/2006
50 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.11 1k 6/1/2009
49 ALFAKRAFT
ALFA Commodity Fund
-0.07 16k 6/1/2010
48 Estlander & Partners
Alpha Trend
0.20 30,000k 10/1/1991
47 Rabar Market Research
Diversified Program
0.22 2,000k 1/1/1989
46 Rabar Market Research
Short-Term Program
0.25 2,000k 11/1/2009
45 Schindler Capital Management, LLC
Grain Advantage Program
0.39 100k 6/1/2013
44 Neural Capital Ltd
Sentinel Trading Program
0.42 2,000k 1/1/2006
43 Estlander & Partners
Alpha Trend II - Class P
0.48 100k 12/1/2008
42 Estlander & Partners
Freedom
0.49 20,000k 8/1/2010
41 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
0.53 100k 1/1/2005
40 Ancile Capital Management
Global Markets Program
0.69 2,000k 4/1/2005
39 IStar Capital B.V.
IStar Systematic Fund
0.70 1,000k 9/1/2011
38 Vergho Asset Management LLC
Kinematics
0.72 1,000k 11/1/2008
37 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
0.74 10,000k 8/1/2009
36 Abraham Investment Management
Formula 72 H
0.76 150k 8/1/2012
35 Millburn Corporation
Commodity Program
0.76 25,000k 3/1/2005
34 Southwest Managed Investments, LLC
Global Diversified
0.91 200k 1/1/2002
33 Superfund Group
Superfund Blue SPC Class A (EUR)
0.93 50k 4/1/2005
32 IDS Capital
IDS F&F Systematic Trading
1.05 50k 7/1/2013
31 Future Trade AG
Thales Swing Trading Programme
1.09 250k 6/1/2007
30 Red Rock Capital, LLC
Systematic Global Macro
1.12 500k 9/1/2003
29 Estlander & Partners
Global Markets
1.28 10,000k 8/1/1999
28 Superfund Group
Superfund Green L.P. Series A
1.29 5k 10/1/2002
27 Garraway Capital Management LLP
Garraway Financial Trends
1.43 100k 9/1/2012
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.50 10,000k 1/1/1991
25 Hyman Beck and Company
Global Portfolio
1.63 1,000k 3/1/1991
24 Quality Capital Management
Global Diversified Programme
1.68 10,000k 12/1/1995
23 Amplitude Capital International Limited
Klassik Strategy
1.73 1,000k 9/1/2009
22 HASAFUMA
FX Momentum
1.74 30k 7/1/2012
21 Eclipse Capital Management
Global Monetary
1.89 5,000k 8/1/1990
20 Adamah Capital LLC
Asset Allocator Program
1.90 50k 3/1/2011
19 Beach Horizon LLP
Managed Account
1.95 5,000k 5/1/2005
18 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.14 1,000k 9/1/2009
17 Parizek Capital
Futures Trading Program
2.24 500k 4/1/2000
16 Acorn Global Investments Inc.
Acorn Diversified Program
2.29 10k 7/1/2005
15 Vivienne Investissement
OUESSANT UCITS FUND
2.34 100k 5/1/2012
14 Superfund Group
Superfund Green Q-AG
2.36 2k 3/1/1996
13 Seven Capital Management
Seven Absolute Return
2.39 100k 6/1/2009
12 Superfund Group
Superfund Green L.P. Series B
2.78 5k 10/1/2002
11 Estlander & Partners
Global XL
2.83 5,000k 8/1/1991
10 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
3.14 20k 2/1/2013
9 Superfund Group
Superfund Green GCT USD
3.40 15k 1/1/2000
8 Ritenour Investment Group, LLC
RIG_ES_Client
3.93 25k 3/1/2013
7 Cauldron Investments, LLC
Stock Index Plus
3.94 1,000k 10/1/2009
6 Insignia Managed Capital
Medallion
4.00 50k 2/1/2009
5 Superfund Group
Superfund Green Master
5.23 2,000k 5/1/2001
4 Diamond Capital Management
Enhanced S&P Program
6.09 100k 10/1/2009
3 Pacific Capital Advisors
Agilis Program
8.37 100k 12/1/2012
2 Pacific Capital Advisors
Vanguard Program
9.48 100k 4/1/2007
1 HASAFUMA
Börstjänaren Hedgehog
26.93 100k 5/1/2012

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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