Trend Following Strategy Index For October 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 Oct 2002 Min Inv Inception 55 Superfund Group Superfund Green Master -28.02 2,000k 5/1/2001 54 DUNN Capital Management D'Best Futures Fund, L.P. -17.65 100k 6/1/1994 53 Superfund Group Superfund Green GCT USD -17.23 15k 1/1/2000 52 DUNN Capital Management DUNN Combined Fund (DCF) -16.40 100k 5/1/1989 51 Kelly Angle Inc. Genesis Program -15.89 2,000k 4/1/2000 50 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -15.01 200k 11/1/1999 49 Clarke Capital Management Global Basic -14.84 50k 2/1/1996 48 Superfund Group Superfund Green Q-AG -13.78 2k 3/1/1996 47 RAM Management Group MRTP Aggressive -13.60 1,000k 2/1/1998 46 Parizek Capital Futures Trading Program -12.31 500k 4/1/2000 45 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.27 100k 11/1/1984 44 EMC Capital Advisors, LLC Classic -12.00 5,000k 1/1/1985 43 Clarke Capital Management Global Magnum -11.24 100k 8/1/1997 42 Mark J. Walsh Company Standard Program -9.70 2,000k 9/1/1985 41 Drury Capital Diversified Trend-Following Program -9.42 5,000k 5/1/1997 40 Saxon Investment Corporation Aggressive Diversified Program -9.14 2,000k 11/1/1993 39 Eclipse Capital Management Global Monetary -9.00 5,000k 8/1/1990 38 Winton Capital Management Diversified -7.96 50,000k 10/1/1997 37 Hawksbill Capital Management Global Diversified -7.95 5,000k 11/1/1988 36 Clarke Capital Management Worldwide -7.87 250k 1/1/1996 35 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.73 100k 5/1/1999 34 Clarke Capital Management Millennium -7.54 1,000k 1/1/1998 33 QCM Global Diversified Programme -7.11 500k 12/1/1995 32 Alee Capital Management, LLC Poniente Program -7.10 2,500k 1/1/1999 31 M.S. Capital Management Global Diversified Program -6.56 2,000k 11/1/1998 30 John Locke Investments Cyril Systematic Program -6.07 8,000k 7/1/2000 29 ISAM ISAM Systematic Trend Fund -5.88 1,000k 6/1/2001 28 Mobius Asset Management Custom Trading Program -5.50 100k 1/1/2002 27 Saxon Investment Corporation Diversified Program -4.95 3,000k 9/1/1988 26 Lynx Asset Management AB Lynx Program -4.56 75k 5/1/2000 25 Estlander & Partners Alpha Trend -4.42 30,000k 10/1/1991 24 Alee Capital Management, LLC Mistral Program -4.25 2,500k 1/1/1999 23 Estlander & Partners Global XL -4.04 5,000k 8/1/1991 22 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.87 0k 11/1/1996 21 Southwest Managed Investments, LLC Global Diversified -3.83 200k 1/1/2002 20 RAM Management Group RAM MRTP 1X-Conservative -3.75 1,000k 9/1/1993 19 Rabar Market Research Diversified Program -3.54 2,000k 1/1/1989 18 Hyman Beck and Company Global Portfolio -3.17 1,000k 3/1/1991 17 Tactical Investment Management Tactical Institutional Commodity Program -3.01 10,000k 4/1/1993 16 Transtrend B.V. DTP – Enhanced Risk (USD) -2.72 10,000k 1/1/1995 15 Chesapeake Capital Diversified (LV) -2.63 100k 2/1/1988 14 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.52 10,000k 8/1/1999 13 Eckhardt Trading Company Evolution Strategies 1.2X -2.41 10,000k 10/1/1991 12 Estlander & Partners Global Markets -1.92 10,000k 8/1/1999 11 Eckhardt Trading Company Evolution Strategies -1.90 20,000k 8/1/1991 10 Rotella Capital Management Rotella Polaris Program (Diversified) -1.77 10,000k 1/1/1991 9 Transtrend B.V. DTP – Standard Risk (EUR) -1.57 10,000k 2/1/1999 8 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.89 100k 1/1/2000 7 Alder Capital DAC Alder Global 20 -0.76 250k 2/1/2001 6 Conquest Capital Group Conquest Macro -0.52 250k 5/1/1999 5 Dreiss Research Corporation Diversified Program -0.04 1,000k 5/1/1991 3 Superfund Group Superfund Green L.P. Series A 0.00 5k 10/1/2002 4 Superfund Group Superfund Green L.P. Series B 0.00 5k 10/1/2002 2 Alder Capital DAC Alder Global 10 0.15 250k 10/1/2000 1 Covenant Capital Management Original Program 4.42 5,000k 9/1/1999 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.