Trend Following Strategy Index For November 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 Nov 2002 Min Inv Inception 55 Saxon Investment Corporation Aggressive Diversified Program -20.54 2,000k 11/1/1993 54 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.70 100k 11/1/1984 53 Saxon Investment Corporation Diversified Program -11.60 3,000k 9/1/1988 52 DUNN Capital Management D'Best Futures Fund, L.P. -11.02 100k 6/1/1994 51 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.41 200k 11/1/1999 50 Superfund Group Superfund Green Master -10.24 2,000k 5/1/2001 49 DUNN Capital Management DUNN Combined Fund (DCF) -9.44 100k 5/1/1989 48 Kelly Angle Inc. Genesis Program -7.42 2,000k 4/1/2000 47 Superfund Group Superfund Green Q-AG -6.38 2k 3/1/1996 46 Drury Capital Diversified Trend-Following Program -5.97 5,000k 5/1/1997 45 Superfund Group Superfund Green GCT USD -5.94 15k 1/1/2000 44 Superfund Group Superfund Green L.P. Series B -5.84 5k 10/1/2002 43 ISAM ISAM Systematic Trend Fund -5.54 1,000k 6/1/2001 42 Clarke Capital Management Millennium -5.51 1,000k 1/1/1998 41 QCM Global Diversified Programme -5.49 500k 12/1/1995 40 EMC Capital Advisors, LLC Classic -5.40 5,000k 1/1/1985 39 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.08 100k 5/1/1999 38 Southwest Managed Investments, LLC Global Diversified -4.68 200k 1/1/2002 37 Hawksbill Capital Management Global Diversified -4.47 5,000k 11/1/1988 36 Estlander & Partners Global XL -4.27 5,000k 8/1/1991 35 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.15 0k 11/1/1996 34 Clarke Capital Management Global Basic -4.01 50k 2/1/1996 33 Eclipse Capital Management Global Monetary -3.64 5,000k 8/1/1990 32 Superfund Group Superfund Green L.P. Series A -3.59 5k 10/1/2002 31 Mark J. Walsh Company Standard Program -2.89 2,000k 9/1/1985 30 Lynx Asset Management AB Lynx Program -2.85 75k 5/1/2000 29 Parizek Capital Futures Trading Program -2.48 500k 4/1/2000 28 Clarke Capital Management Worldwide -2.40 250k 1/1/1996 27 Rotella Capital Management Rotella Polaris Program (Diversified) -2.37 10,000k 1/1/1991 26 Estlander & Partners Global Markets -2.09 10,000k 8/1/1999 25 Rabar Market Research Diversified Program -2.06 2,000k 1/1/1989 24 John Locke Investments Cyril Systematic Program -1.74 8,000k 7/1/2000 23 Transtrend B.V. DTP – Enhanced Risk (USD) -1.71 10,000k 1/1/1995 22 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.68 10,000k 8/1/1999 21 Chesapeake Capital Diversified (LV) -1.58 100k 2/1/1988 20 Eckhardt Trading Company Evolution Strategies 1.2X -1.41 10,000k 10/1/1991 19 Eckhardt Trading Company Evolution Strategies -1.40 20,000k 8/1/1991 18 Alee Capital Management, LLC Mistral Program -1.24 2,500k 1/1/1999 17 Transtrend B.V. DTP – Standard Risk (EUR) -0.92 10,000k 2/1/1999 16 Hyman Beck and Company Global Portfolio -0.88 1,000k 3/1/1991 15 Winton Capital Management Diversified -0.69 50,000k 10/1/1997 14 Estlander & Partners Alpha Trend -0.43 30,000k 10/1/1991 13 Dreiss Research Corporation Diversified Program -0.06 1,000k 5/1/1991 12 Alee Capital Management, LLC Poniente Program 0.23 2,500k 1/1/1999 11 Alder Capital DAC Alder Global 10 0.33 250k 10/1/2000 10 M.S. Capital Management Global Diversified Program 0.82 2,000k 11/1/1998 9 Alder Capital DAC Alder Global 20 1.01 250k 2/1/2001 8 RAM Management Group RAM MRTP 1X-Conservative 1.08 1,000k 9/1/1993 7 Mobius Asset Management Custom Trading Program 1.90 100k 1/1/2002 6 Clarke Capital Management Global Magnum 2.04 100k 8/1/1997 5 Conquest Capital Group Conquest Macro 2.08 250k 5/1/1999 4 Tactical Investment Management Tactical Institutional Commodity Program 2.27 10,000k 4/1/1993 3 Covenant Capital Management Original Program 2.82 5,000k 9/1/1999 2 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.22 100k 1/1/2000 1 RAM Management Group MRTP Aggressive 5.30 1,000k 2/1/1998 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.