Trend Following Strategy Index For August 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 Aug 2001 Min Inv Inception 51 Covenant Capital Management Original Program -3.60 5,000k 9/1/1999 50 Chesapeake Capital Diversified (LV) -3.40 100k 2/1/1988 49 Estlander & Partners Alpha Trend -2.89 30,000k 10/1/1991 48 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.78 100k 1/1/2000 47 Saxon Investment Corporation Aggressive Diversified Program -2.68 2,000k 11/1/1993 46 Clarke Capital Management Worldwide -2.16 250k 1/1/1996 45 Rabar Market Research Diversified Program -1.64 2,000k 1/1/1989 44 Saxon Investment Corporation Diversified Program -1.51 3,000k 9/1/1988 43 M.S. Capital Management Global Diversified Program -1.14 2,000k 11/1/1998 42 Clarke Capital Management Millennium -0.26 1,000k 1/1/1998 41 RAM Management Group RAM MRTP 1X-Conservative -0.02 1,000k 9/1/1993 40 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 39 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.12 0k 11/1/1996 38 Eclipse Capital Management Global Monetary 0.38 5,000k 8/1/1990 37 Winton Capital Management Diversified 0.56 50,000k 10/1/1997 36 Transtrend B.V. DTP – Standard Risk (EUR) 1.43 10,000k 2/1/1999 35 QCM Global Diversified Programme 1.85 500k 12/1/1995 34 RAM Management Group MRTP Aggressive 1.88 1,000k 2/1/1998 33 Dreiss Research Corporation Diversified Program 1.90 1,000k 5/1/1991 32 Tactical Investment Management Tactical Institutional Commodity Program 1.99 10,000k 4/1/1993 31 Drury Capital Diversified Trend-Following Program 2.03 5,000k 5/1/1997 30 Estlander & Partners Global Markets 2.16 10,000k 8/1/1999 29 Transtrend B.V. DTP – Enhanced Risk (USD) 2.37 10,000k 1/1/1995 28 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.51 10,000k 8/1/1999 27 Alder Capital DAC Alder Global 10 3.39 250k 10/1/2000 26 Alder Capital DAC Alder Global 20 3.42 250k 2/1/2001 25 Estlander & Partners Global XL 3.82 5,000k 8/1/1991 24 Parizek Capital Futures Trading Program 3.97 500k 4/1/2000 23 Rotella Capital Management Rotella Polaris Program (Diversified) 4.15 10,000k 1/1/1991 22 Alee Capital Management, LLC Poniente Program 4.19 2,500k 1/1/1999 21 John Locke Investments Cyril Systematic Program 4.83 8,000k 7/1/2000 20 Conquest Capital Group Conquest Macro 4.84 250k 5/1/1999 19 Alee Capital Management, LLC Mistral Program 5.22 2,500k 1/1/1999 18 Eckhardt Trading Company Evolution Strategies 5.87 20,000k 8/1/1991 17 Superfund Group Superfund Green Q-AG 6.15 2k 3/1/1996 16 EMC Capital Advisors, LLC Classic 6.20 5,000k 1/1/1985 15 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.47 100k 11/1/1984 14 Clarke Capital Management Global Magnum 6.87 100k 8/1/1997 13 Eckhardt Trading Company Evolution Strategies 1.2X 7.03 10,000k 10/1/1991 12 ISAM ISAM Systematic Trend Fund 7.18 1,000k 6/1/2001 11 Mark J. Walsh Company Standard Program 7.19 2,000k 9/1/1985 10 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.34 200k 11/1/1999 9 Clarke Capital Management Global Basic 7.39 50k 2/1/1996 8 Kelly Angle Inc. Genesis Program 7.46 2,000k 4/1/2000 7 Hyman Beck and Company Global Portfolio 7.90 1,000k 3/1/1991 6 Lynx Asset Management AB Lynx Program 8.02 75k 5/1/2000 5 Superfund Group Superfund Green GCT USD 10.27 15k 1/1/2000 4 Superfund Group Superfund Green Master 11.76 2,000k 5/1/2001 3 DUNN Capital Management DUNN Combined Fund (DCF) 14.62 100k 5/1/1989 2 Hawksbill Capital Management Global Diversified 15.06 5,000k 11/1/1988 1 DUNN Capital Management D'Best Futures Fund, L.P. 15.20 100k 6/1/1994 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.