Trend Following Strategy Index For May 2015

Monthly Rankings

Rank CTA/Program May 2015 Min Inv Inception
125 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-9.50 100k 3/1/2003
124 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-9.10 100k 10/1/2009
123 Parizek Capital
Futures Trading Program
-8.32 500k 4/1/2000
122 Estlander & Partners
Alpha Trend II - Class P
-7.46 100k 12/1/2008
121 Purple Valley Capital, Inc.
Diversified Trend 1
-6.87 100k 8/1/2008
120 Conquest Capital Group
Conquest Macro
-6.35 250k 5/1/1999
119 Saxon Investment Corporation
Aggressive Diversified Program
-5.26 2,000k 11/1/1993
118 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-5.14 200k 11/1/1999
117 Sona Trading Strategies LLC.
Diversified Program
-4.12 1,000k 9/1/2006
116 Covenant Capital Management
Aggressive Program
-3.93 3,000k 2/1/2004
115 Neural Capital Ltd
Sentinel Trading Program
-3.92 2,000k 1/1/2006
114 Qbasis Invest
Futures Fund A
-3.75 100k 4/1/2008
113 Schindler Capital Management, LLC
Grain Advantage Program
-3.42 100k 6/1/2013
112 Qbasis Invest
Futures Fund B
-3.39 100k 3/1/2009
111 Eclipse Capital Management
Global Monetary
-3.23 5,000k 8/1/1990
110 Covenant Capital Management
Original Program
-3.18 5,000k 9/1/1999
109 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.01 10,000k 1/1/1995
108 John Locke Investments
JL Commodity Long Flat Program
-2.88 5,000k 12/1/2007
107 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-2.78 10,000k 8/1/1999
106 Amplitude Capital International Limited
Klassik Strategy
-2.72 1,000k 9/1/2009
105 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-2.69 10,000k 8/1/2004
104 Saxon Investment Corporation
Diversified Program
-2.51 3,000k 9/1/1988
103 Gladius Asset Management
Fulham Program
-2.44 2,000k 1/1/2008
102 ALFAKRAFT
ALFA Commodity Fund
-2.34 16k 6/1/2010
101 Mehnert Capital Management, LLC
DTP (Client)
-2.34 1,000k 3/1/2012
100 Estlander & Partners
Alpha Trend
-2.27 30,000k 10/1/1991
99 Superfund Group
Superfund Red USD SICAV
-2.27 10k 3/1/2013
98 ROW Asset Managment
Row Diversified Fund, L.P.
-2.24 1,000k 11/1/2011
97 Superfund Group
Superfund Red EUR SICAV
-2.11 10k 3/1/2013
96 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.03 1,500k 4/1/2006
95 John Locke Investments
Cyril Systematic Program
-1.97 8,000k 7/1/2000
94 Emil van Essen
Long-Short Commodity Program
-1.94 1,000k 6/1/2013
93 ISAM
ISAM Systematic Trend Fund
-1.90 1,000k 6/1/2001
92 Transtrend B.V.
DTP – Standard Risk (EUR)
-1.87 10,000k 2/1/1999
91 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.84 100k 1/1/2000
90 Estlander & Partners
Freedom
-1.79 20,000k 8/1/2010
89 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-1.79 20k 2/1/2013
88 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-1.73 20k 9/1/2013
87 Mobius Asset Management
Custom Trading Program
-1.70 100k 1/1/2002
86 Alee Capital Management, LLC
Poniente Program
-1.44 2,500k 1/1/1999
85 Adamah Capital LLC
Asset Allocator Program
-1.40 50k 3/1/2011
84 Southwest Managed Investments, LLC
Global Diversified
-1.35 200k 1/1/2002
83 Conquest Capital Group
Conquest Select
-1.15 250k 6/1/2004
82 Briarwood Capital Management, Inc.
Diversified 2XL
-1.13 250k 11/1/2004
81 Beach Horizon LLP
Managed Account
-1.02 5,000k 5/1/2005
80 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-1.00 50,000k 4/1/1983
79 Quality Capital Management
Global Diversified Programme
-0.96 10,000k 12/1/1995
78 Alee Capital Management, LLC
Mistral Program
-0.96 2,500k 1/1/1999
77 Clarke Capital Management
Global Basic
-0.83 50k 2/1/1996
76 Welton Investment Partners
Welton Global
-0.79 10,000k 6/1/2004
75 Superfund Group
Superfund Green Q-AG
-0.72 2k 3/1/1996
74 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.56 1,000k 3/1/2003
73 Hawksbill Capital Management
Global Diversified
-0.52 5,000k 11/1/1988
72 IStar Capital B.V.
IStar Systematic Fund
-0.48 1,000k 9/1/2011
71 Dreiss Research Corporation
Diversified Program
-0.47 1,000k 5/1/1991
70 Hyman Beck and Company
Global Portfolio
-0.40 1,000k 3/1/1991
69 Seven Capital Management
Seven Absolute Return
-0.37 100k 6/1/2009
68 Superfund Group
Superfund Green L.P. Series B
-0.34 5k 10/1/2002
67 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.33 1k 6/1/2009
66 Kelly Angle Inc.
Genesis Program
-0.25 2,000k 4/1/2000
65 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.22 1k 10/1/2006
64 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-0.19 0k 11/1/1996
63 Vivienne Investissement
OUESSANT UCITS FUND
-0.17 100k 5/1/2012
62 Superfund Group
Superfund Green L.P. Series A
-0.17 5k 10/1/2002
61 Tactical Investment Management
Tactical Institutional Commodity Program
-0.13 10,000k 4/1/1993
60 Clarke Capital Management
FX Plus
-0.11 1,000k 5/1/2004
59 Superfund Group
Superfund Green Master
-0.11 2,000k 5/1/2001
58 Rotella Capital Management
Rotella Orion (Short-Term) Program
-0.11 10,000k 3/1/2006
57 Quantica Capital AG
Quantica Managed Futures
-0.10 5,000k 1/1/2005
56 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.04 5,000k 12/1/2010
54 Mobius Asset Management
Diversified Program
0.00 250k 3/1/2004
55 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
53 Acorn Global Investments Inc.
Acorn Diversified Program
0.03 10k 7/1/2005
52 M.S. Capital Management
Global Diversified Program
0.04 2,000k 11/1/1998
51 Drury Capital
Diversified Trend-Following Program
0.10 5,000k 5/1/1997
50 Candriam Investor Group
Alternative Return Systemat
0.14 125k 1/1/2007
49 Abraham Investment Management
Formula 72 H
0.28 150k 8/1/2012
48 Somers Brothers Capital
Diversified Futures Program #1
0.28 100k 1/1/2005
47 Superfund Group
Superfund Green Gold A (SPC)
0.29 5k 10/1/2005
46 Diamond Capital Management
Enhanced S&P Program
0.30 100k 10/1/2009
45 Superfund Group
Superfund Green Gold B (SPC)
0.39 50k 10/1/2005
44 EMC Capital Advisors, LLC
EMC Alpha Program
0.43 5,000k 6/1/2013
43 Superfund Group
Superfund Green Gold C (SPC)
0.46 100k 10/1/2005
42 Rabar Market Research
Diversified Program
0.47 2,000k 1/1/1989
41 Mark J. Walsh Company
Standard Program
0.53 2,000k 9/1/1985
40 Wavefront Global Asset Management
IMFC Global Concentrated
0.55 500k 4/1/2009
39 EMC Capital Advisors, LLC
Classic
0.71 5,000k 1/1/1985
38 Garraway Capital Management LLP
Garraway Financial Trends
0.73 100k 9/1/2012
37 IDS Capital
IDS F&F Systematic Trading
0.75 50k 7/1/2013
36 RAM Management Group
RAM MRTP 1X-Conservative
0.76 1,000k 9/1/1993
35 Vergho Asset Management LLC
Kinematics
0.82 1,000k 11/1/2008
34 Wavefront Global Asset Management
IMFC Global Investment Program
0.85 2,000k 2/1/2007
33 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.88 50k 7/1/2011
32 Clarke Capital Management
Millennium
0.96 1,000k 1/1/1998
31 Melissinos Trading
Eupatrid Program
1.07 50k 1/1/2011
30 Insignia Managed Capital
Medallion
1.17 50k 2/1/2009
29 Vision Capital Management
Global Futures
1.24 500k 2/1/2012
28 Chesapeake Capital
Diversified (LV)
1.30 100k 2/1/1988
27 Clarke Capital Management
Jupiter
1.44 3,000k 5/1/2005
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.63 10,000k 1/1/1991
25 Red Rock Capital, LLC
Systematic Global Macro
1.66 500k 9/1/2003
24 Cauldron Investments, LLC
Stock Index Plus
1.71 1,000k 10/1/2009
23 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.84 100k 1/1/2005
22 Kontra Asset Management Ltd
Pure Currency
2.08 100k 10/1/2013
21 Eckhardt Trading Company
Evolution Strategies
2.13 20,000k 8/1/1991
20 Angle Capital Management LLC
AIP Program
2.24 100k 1/1/2010
19 RAM Management Group
MRTP Aggressive
2.39 1,000k 2/1/1998
18 Future Trade AG
Thales Swing Trading Programme
2.43 250k 6/1/2007
17 Eckhardt Trading Company
Evolution Strategies 1.2X
2.48 10,000k 10/1/1991
16 Ancile Capital Management
Global Markets Program
2.69 2,000k 4/1/2005
15 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.70 250k 5/1/2011
14 Pacific Capital Advisors
Vanguard Program
2.86 100k 4/1/2007
13 Deep Field Capital AG
SINGULARITY Fund
2.95 100k 9/1/2011
12 Ritenour Investment Group, LLC
RIG_ES_Client
3.20 25k 3/1/2013
11 Alder Capital DAC
Alder Global 20
3.90 2,500k 2/1/2001
10 Millburn Corporation
Commodity Program
3.90 25,000k 3/1/2005
9 Clarke Capital Management
Worldwide
3.92 250k 1/1/1996
8 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.13 100k 5/1/1999
7 Superfund Group
Superfund Blue SPC Class A (EUR)
4.41 50k 4/1/2005
6 Keck Capital Management LLC
The Keck Program
4.45 2,000k 12/1/2003
5 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.65 100k 11/1/1984
4 DUNN Capital Management
D'Best Futures Fund, L.P.
4.71 100k 6/1/1994
3 Pacific Capital Advisors
Agilis Program
4.92 100k 12/1/2012
2 Superfund Group
Superfund Blue SPC Class A (Gold)
7.75 50k 12/1/2007
1 Clarke Capital Management
Global Magnum
9.42 100k 8/1/1997

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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