Trend Following Strategy Index For March 2001 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 Mar 2001 Min Inv Inception 49 Saxon Investment Corporation Aggressive Diversified Program -2.87 2,000k 11/1/1993 48 Saxon Investment Corporation Diversified Program -1.23 3,000k 9/1/1988 47 RAM Management Group RAM MRTP 1X-Conservative -0.09 1,000k 9/1/1993 46 Eckhardt Trading Company Evolution Strategies 0.40 20,000k 8/1/1991 45 Eckhardt Trading Company Evolution Strategies 1.2X 0.65 10,000k 10/1/1991 44 Hawksbill Capital Management Global Diversified 2.25 5,000k 11/1/1988 43 Alee Capital Management, LLC Poniente Program 2.62 2,500k 1/1/1999 42 Eclipse Capital Management Global Monetary 2.63 5,000k 8/1/1990 41 RAM Management Group MRTP Aggressive 3.24 1,000k 2/1/1998 40 Transtrend B.V. DTP – Standard Risk (EUR) 3.86 10,000k 2/1/1999 39 Rotella Capital Management Rotella Polaris Program (Diversified) 4.25 10,000k 1/1/1991 38 Rabar Market Research Diversified Program 4.79 2,000k 1/1/1989 37 Chesapeake Capital Diversified (LV) 4.98 100k 2/1/1988 36 Clarke Capital Management Worldwide 5.25 250k 1/1/1996 35 Alder Capital DAC Alder Global 10 5.39 250k 10/1/2000 34 Estlander & Partners Alpha Trend 5.97 30,000k 10/1/1991 33 Transtrend B.V. DTP – Enhanced Risk (EUR) 6.05 10,000k 8/1/1999 32 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.07 200k 11/1/1999 31 John Locke Investments Cyril Systematic Program 6.10 8,000k 7/1/2000 30 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.26 100k 11/1/1984 29 DUNN Capital Management DUNN Combined Fund (DCF) 6.32 100k 5/1/1989 28 Transtrend B.V. DTP – Enhanced Risk (USD) 6.75 10,000k 1/1/1995 27 Winton Capital Management Diversified 7.09 50,000k 10/1/1997 26 Lynx Asset Management AB Lynx Program 7.09 75k 5/1/2000 25 Dreiss Research Corporation Diversified Program 8.51 1,000k 5/1/1991 24 Clarke Capital Management Millennium 8.60 1,000k 1/1/1998 23 Estlander & Partners Global Markets 8.72 10,000k 8/1/1999 22 Superfund Group Superfund Green GCT USD 9.95 15k 1/1/2000 21 Hyman Beck and Company Global Portfolio 10.24 1,000k 3/1/1991 20 M.S. Capital Management Global Diversified Program 10.43 2,000k 11/1/1998 19 QCM Global Diversified Programme 10.51 500k 12/1/1995 18 Alder Capital DAC Alder Global 20 10.78 250k 2/1/2001 17 Covenant Capital Management Original Program 11.16 5,000k 9/1/1999 16 Conquest Capital Group Conquest Macro 11.99 250k 5/1/1999 15 Mark J. Walsh Company Standard Program 12.14 2,000k 9/1/1985 14 Superfund Group Superfund Green Q-AG 12.76 2k 3/1/1996 13 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 12.93 0k 11/1/1996 12 Alee Capital Management, LLC Mistral Program 13.19 2,500k 1/1/1999 11 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.46 100k 5/1/1999 10 Clarke Capital Management Global Basic 13.88 50k 2/1/1996 9 Tactical Investment Management Tactical Institutional Commodity Program 13.89 10,000k 4/1/1993 8 Parizek Capital Futures Trading Program 14.02 500k 4/1/2000 7 Insch Capital Management SA Interbank Currency Program - 3X Leverage 14.40 100k 1/1/2000 6 Clarke Capital Management Global Magnum 14.95 100k 8/1/1997 5 DUNN Capital Management D'Best Futures Fund, L.P. 15.01 100k 6/1/1994 4 Drury Capital Diversified Trend-Following Program 15.48 5,000k 5/1/1997 3 Kelly Angle Inc. Genesis Program 15.95 2,000k 4/1/2000 2 EMC Capital Advisors, LLC Classic 17.00 5,000k 1/1/1985 1 Estlander & Partners Global XL 17.30 5,000k 8/1/1991 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.