Trend Following Strategy Index For July 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 Jul 2001 Min Inv Inception 51 Kelly Angle Inc. Genesis Program -10.02 2,000k 4/1/2000 50 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -9.49 200k 11/1/1999 49 Alee Capital Management, LLC Poniente Program -6.30 2,500k 1/1/1999 48 Insch Capital Management SA Interbank Currency Program - 3X Leverage -5.57 100k 1/1/2000 47 Estlander & Partners Global XL -4.99 5,000k 8/1/1991 46 Covenant Capital Management Original Program -4.46 5,000k 9/1/1999 45 Alee Capital Management, LLC Mistral Program -4.33 2,500k 1/1/1999 44 Eclipse Capital Management Global Monetary -3.72 5,000k 8/1/1990 43 Drury Capital Diversified Trend-Following Program -3.66 5,000k 5/1/1997 42 DUNN Capital Management DUNN Combined Fund (DCF) -3.65 100k 5/1/1989 41 John Locke Investments Cyril Systematic Program -3.59 8,000k 7/1/2000 40 Tactical Investment Management Tactical Institutional Commodity Program -3.37 10,000k 4/1/1993 39 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.20 0k 11/1/1996 38 Chesapeake Capital Diversified (LV) -3.06 100k 2/1/1988 37 RAM Management Group MRTP Aggressive -2.66 1,000k 2/1/1998 36 Estlander & Partners Global Markets -2.29 10,000k 8/1/1999 35 EMC Capital Advisors, LLC Classic -1.70 5,000k 1/1/1985 34 Eckhardt Trading Company Evolution Strategies 1.2X -1.49 10,000k 10/1/1991 33 Hyman Beck and Company Global Portfolio -1.45 1,000k 3/1/1991 32 Estlander & Partners Alpha Trend -1.45 30,000k 10/1/1991 31 Eckhardt Trading Company Evolution Strategies -1.42 20,000k 8/1/1991 30 DUNN Capital Management D'Best Futures Fund, L.P. -1.35 100k 6/1/1994 29 RAM Management Group RAM MRTP 1X-Conservative -1.30 1,000k 9/1/1993 28 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.26 100k 5/1/1999 27 Clarke Capital Management Global Magnum -0.78 100k 8/1/1997 26 QCM Global Diversified Programme -0.52 500k 12/1/1995 25 Mark J. Walsh Company Standard Program -0.09 2,000k 9/1/1985 24 Alder Capital DAC Alder Global 20 0.08 250k 2/1/2001 23 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.09 100k 11/1/1984 22 Clarke Capital Management Worldwide 0.20 250k 1/1/1996 21 Clarke Capital Management Global Basic 0.29 50k 2/1/1996 20 Alder Capital DAC Alder Global 10 0.49 250k 10/1/2000 19 Rabar Market Research Diversified Program 0.65 2,000k 1/1/1989 18 Winton Capital Management Diversified 0.66 50,000k 10/1/1997 17 Lynx Asset Management AB Lynx Program 0.77 75k 5/1/2000 16 Superfund Group Superfund Green GCT USD 1.11 15k 1/1/2000 15 ISAM ISAM Systematic Trend Fund 1.72 1,000k 6/1/2001 14 Parizek Capital Futures Trading Program 1.79 500k 4/1/2000 13 Superfund Group Superfund Green Q-AG 1.83 2k 3/1/1996 12 Rotella Capital Management Rotella Polaris Program (Diversified) 2.16 10,000k 1/1/1991 11 Clarke Capital Management Millennium 2.26 1,000k 1/1/1998 10 Dreiss Research Corporation Diversified Program 2.39 1,000k 5/1/1991 9 Transtrend B.V. DTP – Standard Risk (EUR) 3.20 10,000k 2/1/1999 8 Conquest Capital Group Conquest Macro 3.59 250k 5/1/1999 7 Superfund Group Superfund Green Master 3.92 2,000k 5/1/2001 6 Saxon Investment Corporation Diversified Program 4.50 3,000k 9/1/1988 5 Transtrend B.V. DTP – Enhanced Risk (USD) 4.72 10,000k 1/1/1995 4 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.78 10,000k 8/1/1999 3 M.S. Capital Management Global Diversified Program 6.23 2,000k 11/1/1998 2 Saxon Investment Corporation Aggressive Diversified Program 8.71 2,000k 11/1/1993 1 Hawksbill Capital Management Global Diversified 11.41 5,000k 11/1/1988 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.