Trend Following Strategy Index For August 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 Aug 2000 Min Inv Inception 47 Lynx Asset Management AB Lynx Program -4.29 75k 5/1/2000 46 Eclipse Capital Management Global Monetary -1.57 5,000k 8/1/1990 45 Eckhardt Trading Company Evolution Strategies 0.43 20,000k 8/1/1991 44 Parizek Capital Futures Trading Program 0.54 500k 4/1/2000 43 Eckhardt Trading Company Evolution Strategies 1.2X 0.71 10,000k 10/1/1991 42 RAM Management Group RAM MRTP 1X-Conservative 1.30 1,000k 9/1/1993 41 Transtrend B.V. DTP – Standard Risk (EUR) 1.61 10,000k 2/1/1999 40 John Locke Investments Cyril Systematic Program 1.64 8,000k 7/1/2000 39 Hyman Beck and Company Global Portfolio 1.67 1,000k 3/1/1991 38 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.68 10,000k 8/1/1999 37 Transtrend B.V. DTP – Enhanced Risk (USD) 1.81 10,000k 1/1/1995 36 Estlander & Partners Alpha Trend 1.85 30,000k 10/1/1991 35 Saxon Investment Corporation Diversified Program 1.86 3,000k 9/1/1988 34 Rotella Capital Management Rotella Polaris Program (Diversified) 2.03 10,000k 1/1/1991 33 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.23 100k 1/1/2000 32 QCM Global Diversified Programme 2.64 500k 12/1/1995 31 Alee Capital Management, LLC Poniente Program 2.99 2,500k 1/1/1999 30 Conquest Capital Group Conquest Macro 3.02 250k 5/1/1999 29 Winton Capital Management Diversified 3.23 50,000k 10/1/1997 28 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.29 100k 11/1/1984 27 Saxon Investment Corporation Aggressive Diversified Program 3.34 2,000k 11/1/1993 26 Tactical Investment Management Tactical Institutional Commodity Program 3.46 10,000k 4/1/1993 25 M.S. Capital Management Global Diversified Program 3.74 2,000k 11/1/1998 24 Chesapeake Capital Diversified (LV) 3.90 100k 2/1/1988 23 RAM Management Group MRTP Aggressive 3.91 1,000k 2/1/1998 22 Kelly Angle Inc. Genesis Program 3.99 2,000k 4/1/2000 21 DUNN Capital Management DUNN Combined Fund (DCF) 4.50 100k 5/1/1989 20 Alee Capital Management, LLC Mistral Program 4.51 2,500k 1/1/1999 19 EMC Capital Advisors, LLC Classic 4.60 5,000k 1/1/1985 18 Rabar Market Research Diversified Program 4.73 2,000k 1/1/1989 17 Drury Capital Diversified Trend-Following Program 4.92 5,000k 5/1/1997 16 Mark J. Walsh Company Standard Program 5.03 2,000k 9/1/1985 15 Estlander & Partners Global Markets 5.24 10,000k 8/1/1999 14 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.66 0k 11/1/1996 13 Covenant Capital Management Original Program 5.84 5,000k 9/1/1999 12 Clarke Capital Management Millennium 5.96 1,000k 1/1/1998 11 Clarke Capital Management Global Basic 7.14 50k 2/1/1996 10 DUNN Capital Management D'Best Futures Fund, L.P. 7.91 100k 6/1/1994 9 Clarke Capital Management Worldwide 9.73 250k 1/1/1996 8 Dreiss Research Corporation Diversified Program 9.90 1,000k 5/1/1991 7 Superfund Group Superfund Green Q-AG 10.90 2k 3/1/1996 6 Superfund Group Superfund Green GCT USD 12.32 15k 1/1/2000 5 Estlander & Partners Global XL 12.40 5,000k 8/1/1991 4 Mulvaney Capital Management The Mulvaney Global Markets Fund 12.68 100k 5/1/1999 3 Hawksbill Capital Management Global Diversified 14.61 5,000k 11/1/1988 2 Clarke Capital Management Global Magnum 21.06 100k 8/1/1997 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 27.79 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.