Trend Following Strategy Index For October 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 Oct 2000 Min Inv Inception 48 Saxon Investment Corporation Aggressive Diversified Program -10.39 2,000k 11/1/1993 47 Clarke Capital Management Worldwide -9.34 250k 1/1/1996 46 Clarke Capital Management Global Magnum -7.87 100k 8/1/1997 45 Saxon Investment Corporation Diversified Program -4.81 3,000k 9/1/1988 44 Superfund Group Superfund Green Q-AG -4.42 2k 3/1/1996 43 Alee Capital Management, LLC Mistral Program -3.99 2,500k 1/1/1999 42 Hawksbill Capital Management Global Diversified -3.43 5,000k 11/1/1988 41 Clarke Capital Management Global Basic -3.31 50k 2/1/1996 40 Superfund Group Superfund Green GCT USD -3.09 15k 1/1/2000 39 Estlander & Partners Alpha Trend -2.70 30,000k 10/1/1991 38 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.35 0k 11/1/1996 37 John Locke Investments Cyril Systematic Program -2.32 8,000k 7/1/2000 36 Clarke Capital Management Millennium -2.05 1,000k 1/1/1998 35 Alee Capital Management, LLC Poniente Program -1.90 2,500k 1/1/1999 34 M.S. Capital Management Global Diversified Program -1.38 2,000k 11/1/1998 33 Kelly Angle Inc. Genesis Program -0.97 2,000k 4/1/2000 32 Eclipse Capital Management Global Monetary -0.70 5,000k 8/1/1990 31 Chesapeake Capital Diversified (LV) -0.62 100k 2/1/1988 30 Mark J. Walsh Company Standard Program -0.34 2,000k 9/1/1985 29 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.11 100k 1/1/2000 28 Alder Capital DAC Alder Global 10 0.00 250k 10/1/2000 27 RAM Management Group RAM MRTP 1X-Conservative 0.02 1,000k 9/1/1993 26 Rabar Market Research Diversified Program 0.40 2,000k 1/1/1989 25 Eckhardt Trading Company Evolution Strategies 0.83 20,000k 8/1/1991 24 Hyman Beck and Company Global Portfolio 0.93 1,000k 3/1/1991 23 Eckhardt Trading Company Evolution Strategies 1.2X 1.03 10,000k 10/1/1991 22 RAM Management Group MRTP Aggressive 1.60 1,000k 2/1/1998 21 Transtrend B.V. DTP – Standard Risk (EUR) 1.72 10,000k 2/1/1999 20 QCM Global Diversified Programme 1.94 500k 12/1/1995 19 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.96 100k 5/1/1999 18 Winton Capital Management Diversified 2.09 50,000k 10/1/1997 17 Rotella Capital Management Rotella Polaris Program (Diversified) 2.09 10,000k 1/1/1991 16 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.33 10,000k 8/1/1999 15 Estlander & Partners Global Markets 2.41 10,000k 8/1/1999 14 Transtrend B.V. DTP – Enhanced Risk (USD) 2.54 10,000k 1/1/1995 13 EMC Capital Advisors, LLC Classic 2.70 5,000k 1/1/1985 12 Covenant Capital Management Original Program 2.82 5,000k 9/1/1999 11 Lynx Asset Management AB Lynx Program 3.09 75k 5/1/2000 10 Parizek Capital Futures Trading Program 3.11 500k 4/1/2000 9 Drury Capital Diversified Trend-Following Program 3.26 5,000k 5/1/1997 8 Dreiss Research Corporation Diversified Program 3.57 1,000k 5/1/1991 7 Tactical Investment Management Tactical Institutional Commodity Program 4.57 10,000k 4/1/1993 6 Conquest Capital Group Conquest Macro 4.69 250k 5/1/1999 5 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.20 200k 11/1/1999 4 Estlander & Partners Global XL 5.95 5,000k 8/1/1991 3 DUNN Capital Management D'Best Futures Fund, L.P. 6.50 100k 6/1/1994 2 DUNN Capital Management DUNN Combined Fund (DCF) 6.92 100k 5/1/1989 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.12 100k 11/1/1984 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.