Trend Following Strategy Index For January 2000 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 2000 Min Inv Inception 43 Drury Capital Diversified Trend-Following Program -5.58 5,000k 5/1/1997 42 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.02 100k 5/1/1999 41 Winton Capital Management Diversified -3.96 50,000k 10/1/1997 40 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.85 0k 11/1/1996 39 Clarke Capital Management Global Magnum -2.69 100k 8/1/1997 38 Eckhardt Trading Company Evolution Strategies 1.2X -2.48 10,000k 10/1/1991 37 Rotella Capital Management Rotella Polaris Program (Diversified) -2.37 10,000k 1/1/1991 36 Eckhardt Trading Company Evolution Strategies -2.14 20,000k 8/1/1991 35 Hyman Beck and Company Global Portfolio -1.75 1,000k 3/1/1991 34 Covenant Capital Management Original Program -1.69 5,000k 9/1/1999 33 Estlander & Partners Alpha Trend -1.02 30,000k 10/1/1991 32 Estlander & Partners Global XL -0.99 5,000k 8/1/1991 31 Chesapeake Capital Diversified (LV) -0.87 100k 2/1/1988 30 Rabar Market Research Diversified Program -0.71 2,000k 1/1/1989 29 EMC Capital Advisors, LLC Classic -0.70 5,000k 1/1/1985 28 Alee Capital Management, LLC Mistral Program -0.48 2,500k 1/1/1999 27 Clarke Capital Management Global Basic -0.45 50k 2/1/1996 26 Saxon Investment Corporation Diversified Program -0.42 3,000k 9/1/1988 25 QCM Global Diversified Programme -0.38 500k 12/1/1995 24 RAM Management Group MRTP Aggressive -0.26 1,000k 2/1/1998 23 Saxon Investment Corporation Aggressive Diversified Program -0.26 2,000k 11/1/1993 22 RAM Management Group RAM MRTP 1X-Conservative -0.01 1,000k 9/1/1993 20 Superfund Group Superfund Green GCT USD 0.00 15k 1/1/2000 21 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.00 100k 1/1/2000 19 Estlander & Partners Global Markets 0.87 10,000k 8/1/1999 18 Eclipse Capital Management Global Monetary 0.87 5,000k 8/1/1990 17 Transtrend B.V. DTP – Standard Risk (EUR) 0.90 10,000k 2/1/1999 16 Mark J. Walsh Company Standard Program 0.92 2,000k 9/1/1985 15 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.31 10,000k 8/1/1999 14 Transtrend B.V. DTP – Enhanced Risk (USD) 1.55 10,000k 1/1/1995 13 Superfund Group Superfund Green Q-AG 1.84 2k 3/1/1996 12 Clarke Capital Management Worldwide 2.85 250k 1/1/1996 11 Clarke Capital Management Millennium 3.09 1,000k 1/1/1998 10 M.S. Capital Management Global Diversified Program 3.50 2,000k 11/1/1998 9 DUNN Capital Management DUNN Combined Fund (DCF) 3.51 100k 5/1/1989 8 Dreiss Research Corporation Diversified Program 3.63 1,000k 5/1/1991 7 DUNN Capital Management D'Best Futures Fund, L.P. 3.71 100k 6/1/1994 6 Tactical Investment Management Tactical Institutional Commodity Program 3.82 10,000k 4/1/1993 5 Alee Capital Management, LLC Poniente Program 3.89 2,500k 1/1/1999 4 Conquest Capital Group Conquest Macro 4.25 250k 5/1/1999 3 Hawksbill Capital Management Global Diversified 4.71 5,000k 11/1/1988 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.90 100k 11/1/1984 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 22.70 200k 11/1/1999 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.