Trend Following Strategy Index For March 2002 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Mar 2002 Min Inv Inception 53 Estlander & Partners Global XL -10.41 5,000k 8/1/1991 52 Dreiss Research Corporation Diversified Program -8.85 1,000k 5/1/1991 51 ISAM ISAM Systematic Trend Fund -7.75 1,000k 6/1/2001 50 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.52 100k 5/1/1999 49 Superfund Group Superfund Green GCT USD -5.46 15k 1/1/2000 48 Estlander & Partners Global Markets -5.19 10,000k 8/1/1999 47 Alder Capital DAC Alder Global 20 -4.85 250k 2/1/2001 46 Hyman Beck and Company Global Portfolio -4.19 1,000k 3/1/1991 45 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.16 0k 11/1/1996 44 M.S. Capital Management Global Diversified Program -3.42 2,000k 11/1/1998 43 Alder Capital DAC Alder Global 10 -2.50 250k 10/1/2000 42 Superfund Group Superfund Green Master -2.18 2,000k 5/1/2001 41 Drury Capital Diversified Trend-Following Program -2.05 5,000k 5/1/1997 40 DUNN Capital Management D'Best Futures Fund, L.P. -1.72 100k 6/1/1994 39 Clarke Capital Management Millennium -1.58 1,000k 1/1/1998 38 Superfund Group Superfund Green Q-AG -1.44 2k 3/1/1996 37 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.13 200k 11/1/1999 36 Eckhardt Trading Company Evolution Strategies 1.2X -1.10 10,000k 10/1/1991 35 Eckhardt Trading Company Evolution Strategies -0.99 20,000k 8/1/1991 34 Tactical Investment Management Tactical Institutional Commodity Program -0.43 10,000k 4/1/1993 33 Eclipse Capital Management Global Monetary -0.29 5,000k 8/1/1990 32 Southwest Managed Investments, LLC Global Diversified -0.08 200k 1/1/2002 31 DUNN Capital Management DUNN Combined Fund (DCF) 0.55 100k 5/1/1989 30 Rotella Capital Management Rotella Polaris Program (Diversified) 0.80 10,000k 1/1/1991 29 Transtrend B.V. DTP – Standard Risk (EUR) 1.11 10,000k 2/1/1999 28 Parizek Capital Futures Trading Program 1.46 500k 4/1/2000 27 Alee Capital Management, LLC Mistral Program 1.49 2,500k 1/1/1999 26 Transtrend B.V. DTP – Enhanced Risk (USD) 2.00 10,000k 1/1/1995 25 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.05 10,000k 8/1/1999 24 Alee Capital Management, LLC Poniente Program 2.22 2,500k 1/1/1999 23 Rabar Market Research Diversified Program 2.32 2,000k 1/1/1989 22 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.39 100k 11/1/1984 21 Chesapeake Capital Diversified (LV) 2.43 100k 2/1/1988 20 Lynx Asset Management AB Lynx Program 2.70 75k 5/1/2000 19 Estlander & Partners Alpha Trend 3.14 30,000k 10/1/1991 18 Mark J. Walsh Company Standard Program 3.16 2,000k 9/1/1985 17 Clarke Capital Management Global Magnum 3.69 100k 8/1/1997 16 Saxon Investment Corporation Diversified Program 3.76 3,000k 9/1/1988 15 Clarke Capital Management Worldwide 4.00 250k 1/1/1996 14 RAM Management Group RAM MRTP 1X-Conservative 4.01 1,000k 9/1/1993 13 EMC Capital Advisors, LLC Classic 5.30 5,000k 1/1/1985 12 QCM Global Diversified Programme 5.70 500k 12/1/1995 11 John Locke Investments Cyril Systematic Program 5.90 8,000k 7/1/2000 10 Saxon Investment Corporation Aggressive Diversified Program 7.89 2,000k 11/1/1993 9 Covenant Capital Management Original Program 8.37 5,000k 9/1/1999 8 Insch Capital Management SA Interbank Currency Program - 3X Leverage 10.32 100k 1/1/2000 7 Kelly Angle Inc. Genesis Program 10.87 2,000k 4/1/2000 6 Clarke Capital Management Global Basic 11.17 50k 2/1/1996 5 RAM Management Group MRTP Aggressive 12.37 1,000k 2/1/1998 4 Winton Capital Management Diversified 12.62 50,000k 10/1/1997 3 Hawksbill Capital Management Global Diversified 17.07 5,000k 11/1/1988 2 Conquest Capital Group Conquest Macro 20.63 250k 5/1/1999 1 Mobius Asset Management Custom Trading Program 25.30 100k 1/1/2002 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.