Trend Following Strategy Index For February 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 Feb 2000 Min Inv Inception 43 RAM Management Group MRTP Aggressive -9.80 1,000k 2/1/1998 42 Hyman Beck and Company Global Portfolio -8.39 1,000k 3/1/1991 41 Eclipse Capital Management Global Monetary -6.10 5,000k 8/1/1990 40 Superfund Group Superfund Green GCT USD -5.63 15k 1/1/2000 39 Clarke Capital Management Worldwide -4.57 250k 1/1/1996 38 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.40 200k 11/1/1999 37 Covenant Capital Management Original Program -3.99 5,000k 9/1/1999 36 RAM Management Group RAM MRTP 1X-Conservative -3.48 1,000k 9/1/1993 35 Mark J. Walsh Company Standard Program -3.34 2,000k 9/1/1985 34 Alee Capital Management, LLC Mistral Program -3.02 2,500k 1/1/1999 33 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.90 100k 11/1/1984 32 Transtrend B.V. DTP – Enhanced Risk (USD) -1.99 10,000k 1/1/1995 31 DUNN Capital Management D'Best Futures Fund, L.P. -1.80 100k 6/1/1994 30 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.80 10,000k 8/1/1999 29 DUNN Capital Management DUNN Combined Fund (DCF) -1.79 100k 5/1/1989 28 Conquest Capital Group Conquest Macro -1.52 250k 5/1/1999 27 Hawksbill Capital Management Global Diversified -1.46 5,000k 11/1/1988 26 Transtrend B.V. DTP – Standard Risk (EUR) -1.34 10,000k 2/1/1999 25 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.22 100k 1/1/2000 24 Superfund Group Superfund Green Q-AG -1.14 2k 3/1/1996 23 Clarke Capital Management Global Magnum -0.99 100k 8/1/1997 22 Eckhardt Trading Company Evolution Strategies -0.61 20,000k 8/1/1991 21 Eckhardt Trading Company Evolution Strategies 1.2X -0.59 10,000k 10/1/1991 20 QCM Global Diversified Programme -0.40 500k 12/1/1995 19 Tactical Investment Management Tactical Institutional Commodity Program -0.18 10,000k 4/1/1993 18 Rabar Market Research Diversified Program 0.20 2,000k 1/1/1989 17 Drury Capital Diversified Trend-Following Program 0.35 5,000k 5/1/1997 16 Rotella Capital Management Rotella Polaris Program (Diversified) 0.57 10,000k 1/1/1991 15 Clarke Capital Management Millennium 0.77 1,000k 1/1/1998 14 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.88 0k 11/1/1996 13 Chesapeake Capital Diversified (LV) 0.92 100k 2/1/1988 12 Clarke Capital Management Global Basic 1.01 50k 2/1/1996 11 Estlander & Partners Global Markets 1.59 10,000k 8/1/1999 10 Winton Capital Management Diversified 1.72 50,000k 10/1/1997 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.52 100k 5/1/1999 8 EMC Capital Advisors, LLC Classic 2.90 5,000k 1/1/1985 7 Estlander & Partners Global XL 4.07 5,000k 8/1/1991 6 Saxon Investment Corporation Diversified Program 4.24 3,000k 9/1/1988 5 Estlander & Partners Alpha Trend 5.19 30,000k 10/1/1991 4 Alee Capital Management, LLC Poniente Program 5.24 2,500k 1/1/1999 3 Dreiss Research Corporation Diversified Program 5.52 1,000k 5/1/1991 2 Saxon Investment Corporation Aggressive Diversified Program 8.01 2,000k 11/1/1993 1 M.S. Capital Management Global Diversified Program 17.70 2,000k 11/1/1998 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.