Trend Following Strategy Index For January 2007 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 Jan 2007 Min Inv Inception 87 Tactical Investment Management Tactical Institutional Commodity Program -6.33 10,000k 4/1/1993 86 QCM Global Diversified Programme -5.89 500k 12/1/1995 85 Covenant Capital Management Aggressive Program -4.70 3,000k 2/1/2004 84 Superfund Group Superfund Green L.P. Series B -4.59 5k 10/1/2002 83 Saxon Investment Corporation Aggressive Diversified Program -4.35 2,000k 11/1/1993 82 Covenant Capital Management Original Program -4.02 5,000k 9/1/1999 81 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.92 100k 1/1/2000 80 Ancile Capital Management Global Markets Program -3.69 2,000k 4/1/2005 79 Heyden & Steindl GmbH TOMAC2 -3.33 5,000k 3/1/2003 78 Superfund Group Superfund Green L.P. Series A -3.09 5k 10/1/2002 77 Mobius Asset Management Custom Trading Program -3.03 100k 1/1/2002 76 Estlander & Partners Global XL -2.69 5,000k 8/1/1991 75 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.40 100k 3/1/2003 74 Saxon Investment Corporation Diversified Program -2.23 3,000k 9/1/1988 73 Kelly Angle Inc. Genesis Program -2.22 2,000k 4/1/2000 72 Southwest Managed Investments, LLC Global Diversified -1.75 200k 1/1/2002 71 Hawksbill Capital Management Global Diversified -1.72 5,000k 11/1/1988 70 Auspice Capital Advisors Ltd Auspice Diversified Program -1.43 1,500k 4/1/2006 69 Estlander & Partners Global Markets -1.31 10,000k 8/1/1999 68 Rabar Market Research Diversified Program -1.30 2,000k 1/1/1989 67 Superfund Group Superfund Green Master -0.85 2,000k 5/1/2001 66 Superfund Group Superfund Blue SPC Class A (EUR) -0.69 50k 4/1/2005 65 Conquest Capital Group Conquest Macro -0.50 250k 5/1/1999 64 Clarke Capital Management Worldwide -0.46 250k 1/1/1996 63 Red Rock Capital, LLC Systematic Global Macro -0.16 500k 9/1/2003 62 Mobius Asset Management Diversified Program -0.10 250k 3/1/2004 61 M.S. Capital Management Global Diversified Program -0.04 2,000k 11/1/1998 60 Rotella Capital Management Rotella Polaris Program (Diversified) -0.02 10,000k 1/1/1991 59 Robinson-Langley Capital Management, LLC Managed Account Program 0.00 200k 1/1/2007 58 Estlander & Partners Alpha Trend 0.07 30,000k 10/1/1991 57 RAM Management Group MRTP Aggressive 0.10 1,000k 2/1/1998 56 Superfund Group Superfund Green GCT USD 0.19 15k 1/1/2000 55 RAM Management Group RAM MRTP 1X-Conservative 0.20 1,000k 9/1/1993 54 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.25 100k 1/1/2005 53 Conquest Capital Group Conquest Select 0.32 250k 6/1/2004 52 Eckhardt Trading Company Evolution Strategies 1.2X 0.35 10,000k 10/1/1991 51 Eckhardt Trading Company Evolution Strategies 0.37 20,000k 8/1/1991 50 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.41 200k 11/1/1999 49 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.42 1k 10/1/2006 48 ISAM ISAM Systematic Trend Fund 0.43 1,000k 6/1/2001 47 Parizek Capital Futures Trading Program 0.52 500k 4/1/2000 46 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.56 100k 5/1/1999 45 Superfund Group Superfund Green Q-AG 0.62 2k 3/1/1996 44 Transtrend B.V. DTP – Standard Risk (EUR) 0.73 10,000k 2/1/1999 43 Rotella Capital Management Rotella Orion (Short-Term) Program 0.85 10,000k 3/1/2006 42 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.03 0k 11/1/1996 41 Hyman Beck and Company Global Portfolio 1.04 1,000k 3/1/1991 40 Millburn Ridgefield Corporation Commodity Program 1.07 25,000k 3/1/2005 39 John Locke Investments Cyril Systematic Program 1.23 8,000k 7/1/2000 38 Briarwood Capital Management, Inc. Diversified 2XL 1.30 250k 11/1/2004 37 Quantica Capital AG Quantica Managed Futures 1.30 5,000k 1/1/2005 36 Dreiss Research Corporation Diversified Program 1.41 1,000k 5/1/1991 35 Blackwater Capital Management Global Program 1.43 5,000k 7/1/2005 34 Superfund Group Superfund Green Gold A (SPC) 1.47 5k 10/1/2005 33 Clarke Capital Management Global Basic 1.51 50k 2/1/1996 32 Somers Brothers Capital Diversified Futures Program #1 1.60 100k 1/1/2005 31 Alder Capital DAC Alder Global 10 1.60 250k 10/1/2000 30 Transtrend B.V. DTP – Enhanced Risk (USD) 1.64 10,000k 1/1/1995 29 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.75 10,000k 8/1/1999 28 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.82 10,000k 8/1/2004 27 Wimmer Horizon LLP Managed Account 1.85 5,000k 5/1/2005 26 DUNN Capital Management DUNN Combined Fund (DCF) 1.87 100k 5/1/1989 25 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.10 10k 7/1/2005 24 Superfund Group Superfund Green Gold B (SPC) 2.15 50k 10/1/2005 23 Superfund Group Superfund Green Gold C (SPC) 2.24 100k 10/1/2005 22 Mark J. Walsh Company Standard Program 2.42 2,000k 9/1/1985 21 Clarke Capital Management Millennium 2.45 1,000k 1/1/1998 20 Chesapeake Capital Diversified (LV) 2.63 100k 2/1/1988 19 Alee Capital Management, LLC Mistral Program 2.76 2,500k 1/1/1999 18 Welton Investment Partners Welton Global 2.87 10,000k 6/1/2004 17 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.87 1,000k 3/1/2003 16 Neural Capital Ltd Sentinel Trading Program 2.96 2,000k 1/1/2006 15 Eclipse Capital Management Global Monetary 2.97 5,000k 8/1/1990 14 Drury Capital Diversified Trend-Following Program 3.33 5,000k 5/1/1997 13 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 12 Alee Capital Management, LLC Poniente Program 3.60 2,500k 1/1/1999 11 EMC Capital Advisors, LLC Classic 3.80 5,000k 1/1/1985 10 Winton Capital Management Diversified 3.86 50,000k 10/1/1997 9 Lynx Asset Management AB Lynx Program 3.97 75k 5/1/2000 8 Clarke Capital Management Global Magnum 4.66 100k 8/1/1997 7 DUNN Capital Management D'Best Futures Fund, L.P. 5.87 100k 6/1/1994 6 Clarke Capital Management FX Plus 5.96 1,000k 5/1/2004 5 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.21 100k 11/1/1984 4 Clarke Capital Management Jupiter 8.98 3,000k 5/1/2005 3 Quantum Leap Capital Management Managed Account Program 9.31 300k 8/1/2006 2 Keck Capital Management LLC The Keck Program 10.04 2,000k 12/1/2003 1 Parizek Capital Currency Program 14.26 1,000k 4/1/2006 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.