Trend Following Strategy Index For January 2002 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 Jan 2002 Min Inv Inception 53 RAM Management Group MRTP Aggressive -13.05 1,000k 2/1/1998 52 Winton Capital Management Diversified -10.13 50,000k 10/1/1997 51 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.65 100k 1/1/2000 50 Alee Capital Management, LLC Mistral Program -6.99 2,500k 1/1/1999 49 Mark J. Walsh Company Standard Program -6.57 2,000k 9/1/1985 48 Clarke Capital Management Global Magnum -5.85 100k 8/1/1997 47 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.63 0k 11/1/1996 46 Tactical Investment Management Tactical Institutional Commodity Program -5.52 10,000k 4/1/1993 45 Estlander & Partners Global XL -5.04 5,000k 8/1/1991 44 Hawksbill Capital Management Global Diversified -4.97 5,000k 11/1/1988 43 Covenant Capital Management Original Program -4.93 5,000k 9/1/1999 42 EMC Capital Advisors, LLC Classic -4.70 5,000k 1/1/1985 41 Estlander & Partners Alpha Trend -4.60 30,000k 10/1/1991 40 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.38 200k 11/1/1999 39 Saxon Investment Corporation Aggressive Diversified Program -4.32 2,000k 11/1/1993 38 RAM Management Group RAM MRTP 1X-Conservative -3.57 1,000k 9/1/1993 37 Clarke Capital Management Global Basic -3.55 50k 2/1/1996 36 Clarke Capital Management Millennium -3.42 1,000k 1/1/1998 35 Dreiss Research Corporation Diversified Program -3.28 1,000k 5/1/1991 34 Hyman Beck and Company Global Portfolio -2.81 1,000k 3/1/1991 33 Kelly Angle Inc. Genesis Program -2.60 2,000k 4/1/2000 32 QCM Global Diversified Programme -2.49 500k 12/1/1995 31 Saxon Investment Corporation Diversified Program -2.40 3,000k 9/1/1988 30 Estlander & Partners Global Markets -2.28 10,000k 8/1/1999 29 Chesapeake Capital Diversified (LV) -2.11 100k 2/1/1988 28 John Locke Investments Cyril Systematic Program -2.11 8,000k 7/1/2000 27 M.S. Capital Management Global Diversified Program -1.76 2,000k 11/1/1998 26 Rotella Capital Management Rotella Polaris Program (Diversified) -1.58 10,000k 1/1/1991 25 Alee Capital Management, LLC Poniente Program -1.48 2,500k 1/1/1999 24 DUNN Capital Management D'Best Futures Fund, L.P. -1.42 100k 6/1/1994 23 Clarke Capital Management Worldwide -1.31 250k 1/1/1996 22 Transtrend B.V. DTP – Enhanced Risk (USD) -1.17 10,000k 1/1/1995 21 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.93 10,000k 8/1/1999 20 Rabar Market Research Diversified Program -0.72 2,000k 1/1/1989 19 Transtrend B.V. DTP – Standard Risk (EUR) -0.70 10,000k 2/1/1999 18 Superfund Group Superfund Green Q-AG -0.59 2k 3/1/1996 17 Superfund Group Superfund Green Master -0.02 2,000k 5/1/2001 14 Mobius Asset Management Custom Trading Program 0.00 100k 1/1/2002 15 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.00 100k 5/1/1999 16 Southwest Managed Investments, LLC Global Diversified 0.00 200k 1/1/2002 13 Lynx Asset Management AB Lynx Program 0.40 75k 5/1/2000 12 Eclipse Capital Management Global Monetary 0.42 5,000k 8/1/1990 11 Drury Capital Diversified Trend-Following Program 0.52 5,000k 5/1/1997 10 DUNN Capital Management DUNN Combined Fund (DCF) 0.66 100k 5/1/1989 9 ISAM ISAM Systematic Trend Fund 0.96 1,000k 6/1/2001 8 Alder Capital DAC Alder Global 10 0.99 250k 10/1/2000 7 Superfund Group Superfund Green GCT USD 1.06 15k 1/1/2000 6 Parizek Capital Futures Trading Program 1.78 500k 4/1/2000 5 Alder Capital DAC Alder Global 20 2.47 250k 2/1/2001 4 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.03 100k 11/1/1984 2 Eckhardt Trading Company Evolution Strategies 1.2X 3.22 10,000k 10/1/1991 1 Conquest Capital Group Conquest Macro 6.14 250k 5/1/1999 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.