Trend Following Strategy Index For December 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 Dec 2002 Min Inv Inception 55 Alee Capital Management, LLC Mistral Program -2.23 2,500k 1/1/1999 54 Dreiss Research Corporation Diversified Program 0.37 1,000k 5/1/1991 53 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.76 100k 1/1/2000 52 Estlander & Partners Alpha Trend 1.11 30,000k 10/1/1991 51 Parizek Capital Futures Trading Program 2.50 500k 4/1/2000 50 EMC Capital Advisors, LLC Classic 2.90 5,000k 1/1/1985 49 Covenant Capital Management Original Program 3.08 5,000k 9/1/1999 48 Alder Capital DAC Alder Global 10 3.24 250k 10/1/2000 47 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.26 0k 11/1/1996 46 Chesapeake Capital Diversified (LV) 4.31 100k 2/1/1988 45 Transtrend B.V. DTP – Standard Risk (EUR) 4.49 10,000k 2/1/1999 44 Lynx Asset Management AB Lynx Program 4.73 75k 5/1/2000 43 M.S. Capital Management Global Diversified Program 4.82 2,000k 11/1/1998 42 RAM Management Group RAM MRTP 1X-Conservative 4.86 1,000k 9/1/1993 41 Rabar Market Research Diversified Program 4.87 2,000k 1/1/1989 40 Estlander & Partners Global Markets 4.94 10,000k 8/1/1999 39 Alder Capital DAC Alder Global 20 5.94 250k 2/1/2001 38 Alee Capital Management, LLC Poniente Program 5.99 2,500k 1/1/1999 37 Conquest Capital Group Conquest Macro 6.50 250k 5/1/1999 36 Transtrend B.V. DTP – Enhanced Risk (USD) 6.58 10,000k 1/1/1995 35 Transtrend B.V. DTP – Enhanced Risk (EUR) 6.68 10,000k 8/1/1999 34 Eclipse Capital Management Global Monetary 6.90 5,000k 8/1/1990 33 Saxon Investment Corporation Diversified Program 7.07 3,000k 9/1/1988 32 QCM Global Diversified Programme 7.50 500k 12/1/1995 31 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.80 100k 5/1/1999 30 Southwest Managed Investments, LLC Global Diversified 8.55 200k 1/1/2002 29 John Locke Investments Cyril Systematic Program 8.80 8,000k 7/1/2000 28 Hyman Beck and Company Global Portfolio 9.13 1,000k 3/1/1991 27 Tactical Investment Management Tactical Institutional Commodity Program 9.58 10,000k 4/1/1993 26 Hawksbill Capital Management Global Diversified 9.82 5,000k 11/1/1988 25 Rotella Capital Management Rotella Polaris Program (Diversified) 10.11 10,000k 1/1/1991 24 Drury Capital Diversified Trend-Following Program 10.19 5,000k 5/1/1997 23 Eckhardt Trading Company Evolution Strategies 10.79 20,000k 8/1/1991 22 Estlander & Partners Global XL 11.05 5,000k 8/1/1991 21 Saxon Investment Corporation Aggressive Diversified Program 11.89 2,000k 11/1/1993 20 Eckhardt Trading Company Evolution Strategies 1.2X 13.20 10,000k 10/1/1991 19 Superfund Group Superfund Green L.P. Series A 13.65 5k 10/1/2002 18 Winton Capital Management Diversified 14.16 50,000k 10/1/1997 17 DUNN Capital Management DUNN Combined Fund (DCF) 14.21 100k 5/1/1989 16 ISAM ISAM Systematic Trend Fund 14.80 1,000k 6/1/2001 15 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 15.16 200k 11/1/1999 14 Clarke Capital Management Worldwide 16.57 250k 1/1/1996 13 Superfund Group Superfund Green Q-AG 16.58 2k 3/1/1996 12 Mark J. Walsh Company Standard Program 17.23 2,000k 9/1/1985 11 RAM Management Group MRTP Aggressive 20.11 1,000k 2/1/1998 10 DUNN Capital Management D'Best Futures Fund, L.P. 20.47 100k 6/1/1994 9 DUNN Capital Management World Monetary and Agriculture Program (WMA) 21.34 100k 11/1/1984 8 Superfund Group Superfund Green L.P. Series B 23.18 5k 10/1/2002 7 Kelly Angle Inc. Genesis Program 24.09 2,000k 4/1/2000 6 Superfund Group Superfund Green GCT USD 24.42 15k 1/1/2000 5 Clarke Capital Management Millennium 27.63 1,000k 1/1/1998 4 Mobius Asset Management Custom Trading Program 28.20 100k 1/1/2002 3 Clarke Capital Management Global Magnum 28.51 100k 8/1/1997 2 Superfund Group Superfund Green Master 32.70 2,000k 5/1/2001 1 Clarke Capital Management Global Basic 45.54 50k 2/1/1996 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.