Trend Following Strategy Index For May 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 May 2001 Min Inv Inception 50 Mark J. Walsh Company Standard Program -4.52 2,000k 9/1/1985 49 Alee Capital Management, LLC Poniente Program -4.03 2,500k 1/1/1999 48 Winton Capital Management Diversified -2.61 50,000k 10/1/1997 47 Rabar Market Research Diversified Program -1.98 2,000k 1/1/1989 46 Alder Capital DAC Alder Global 20 -1.50 250k 2/1/2001 45 Chesapeake Capital Diversified (LV) -1.43 100k 2/1/1988 44 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.91 100k 11/1/1984 43 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 42 Alder Capital DAC Alder Global 10 -0.77 250k 10/1/2000 41 EMC Capital Advisors, LLC Classic -0.70 5,000k 1/1/1985 40 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.66 100k 5/1/1999 39 Lynx Asset Management AB Lynx Program -0.49 75k 5/1/2000 38 Saxon Investment Corporation Aggressive Diversified Program -0.42 2,000k 11/1/1993 37 Eclipse Capital Management Global Monetary -0.29 5,000k 8/1/1990 36 QCM Global Diversified Programme -0.27 500k 12/1/1995 35 Hawksbill Capital Management Global Diversified -0.11 5,000k 11/1/1988 34 Clarke Capital Management Global Magnum -0.10 100k 8/1/1997 33 Saxon Investment Corporation Diversified Program -0.10 3,000k 9/1/1988 32 Superfund Group Superfund Green Master 0.00 2,000k 5/1/2001 31 Parizek Capital Futures Trading Program 0.23 500k 4/1/2000 30 DUNN Capital Management DUNN Combined Fund (DCF) 0.24 100k 5/1/1989 29 RAM Management Group RAM MRTP 1X-Conservative 0.48 1,000k 9/1/1993 28 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.49 0k 11/1/1996 27 DUNN Capital Management D'Best Futures Fund, L.P. 0.52 100k 6/1/1994 26 Dreiss Research Corporation Diversified Program 0.55 1,000k 5/1/1991 25 Transtrend B.V. DTP – Standard Risk (EUR) 0.86 10,000k 2/1/1999 24 Alee Capital Management, LLC Mistral Program 1.10 2,500k 1/1/1999 23 Estlander & Partners Alpha Trend 1.26 30,000k 10/1/1991 22 M.S. Capital Management Global Diversified Program 1.27 2,000k 11/1/1998 21 Transtrend B.V. DTP – Enhanced Risk (USD) 1.29 10,000k 1/1/1995 20 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.62 10,000k 8/1/1999 19 Clarke Capital Management Global Basic 1.68 50k 2/1/1996 18 Estlander & Partners Global Markets 1.83 10,000k 8/1/1999 17 Superfund Group Superfund Green GCT USD 1.89 15k 1/1/2000 16 Estlander & Partners Global XL 2.20 5,000k 8/1/1991 15 Drury Capital Diversified Trend-Following Program 2.41 5,000k 5/1/1997 14 John Locke Investments Cyril Systematic Program 2.72 8,000k 7/1/2000 13 Clarke Capital Management Millennium 2.88 1,000k 1/1/1998 12 Tactical Investment Management Tactical Institutional Commodity Program 3.04 10,000k 4/1/1993 11 Eckhardt Trading Company Evolution Strategies 3.40 20,000k 8/1/1991 10 Hyman Beck and Company Global Portfolio 3.44 1,000k 3/1/1991 9 Conquest Capital Group Conquest Macro 3.77 250k 5/1/1999 8 Clarke Capital Management Worldwide 3.83 250k 1/1/1996 7 Covenant Capital Management Original Program 3.84 5,000k 9/1/1999 6 RAM Management Group MRTP Aggressive 3.88 1,000k 2/1/1998 5 Eckhardt Trading Company Evolution Strategies 1.2X 4.11 10,000k 10/1/1991 4 Superfund Group Superfund Green Q-AG 4.32 2k 3/1/1996 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 4.89 200k 11/1/1999 2 Kelly Angle Inc. Genesis Program 6.51 2,000k 4/1/2000 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 15.19 100k 1/1/2000 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.