Trend Following Strategy Index For April 2002 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Apr 2002 Min Inv Inception 53 Saxon Investment Corporation Aggressive Diversified Program -15.01 2,000k 11/1/1993 52 RAM Management Group MRTP Aggressive -12.33 1,000k 2/1/1998 51 Clarke Capital Management Global Magnum -9.40 100k 8/1/1997 50 QCM Global Diversified Programme -8.43 500k 12/1/1995 49 Saxon Investment Corporation Diversified Program -8.43 3,000k 9/1/1988 48 Kelly Angle Inc. Genesis Program -8.32 2,000k 4/1/2000 47 Clarke Capital Management Global Basic -8.17 50k 2/1/1996 46 Hawksbill Capital Management Global Diversified -8.14 5,000k 11/1/1988 45 Clarke Capital Management Millennium -8.12 1,000k 1/1/1998 44 Hyman Beck and Company Global Portfolio -6.80 1,000k 3/1/1991 43 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.25 200k 11/1/1999 42 Rabar Market Research Diversified Program -5.98 2,000k 1/1/1989 41 Superfund Group Superfund Green Master -5.98 2,000k 5/1/2001 40 DUNN Capital Management D'Best Futures Fund, L.P. -5.93 100k 6/1/1994 39 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.71 100k 11/1/1984 38 DUNN Capital Management DUNN Combined Fund (DCF) -5.45 100k 5/1/1989 37 Covenant Capital Management Original Program -5.32 5,000k 9/1/1999 36 Southwest Managed Investments, LLC Global Diversified -5.19 200k 1/1/2002 35 M.S. Capital Management Global Diversified Program -4.48 2,000k 11/1/1998 34 EMC Capital Advisors, LLC Classic -4.10 5,000k 1/1/1985 33 Winton Capital Management Diversified -3.76 50,000k 10/1/1997 32 RAM Management Group RAM MRTP 1X-Conservative -3.72 1,000k 9/1/1993 31 Drury Capital Diversified Trend-Following Program -3.68 5,000k 5/1/1997 30 Tactical Investment Management Tactical Institutional Commodity Program -3.55 10,000k 4/1/1993 29 Mark J. Walsh Company Standard Program -3.49 2,000k 9/1/1985 28 Estlander & Partners Alpha Trend -3.29 30,000k 10/1/1991 27 Chesapeake Capital Diversified (LV) -3.27 100k 2/1/1988 26 Superfund Group Superfund Green Q-AG -2.99 2k 3/1/1996 25 Clarke Capital Management Worldwide -2.94 250k 1/1/1996 24 Dreiss Research Corporation Diversified Program -2.87 1,000k 5/1/1991 23 Alee Capital Management, LLC Mistral Program -2.72 2,500k 1/1/1999 22 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.79 100k 1/1/2000 21 John Locke Investments Cyril Systematic Program -1.78 8,000k 7/1/2000 20 Estlander & Partners Global XL -1.25 5,000k 8/1/1991 19 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.07 10,000k 8/1/1999 18 Transtrend B.V. DTP – Enhanced Risk (USD) -0.99 10,000k 1/1/1995 17 Superfund Group Superfund Green GCT USD -0.64 15k 1/1/2000 16 Transtrend B.V. DTP – Standard Risk (EUR) -0.59 10,000k 2/1/1999 15 Alder Capital DAC Alder Global 10 -0.45 250k 10/1/2000 14 Estlander & Partners Global Markets -0.41 10,000k 8/1/1999 13 Rotella Capital Management Rotella Polaris Program (Diversified) -0.19 10,000k 1/1/1991 12 Alder Capital DAC Alder Global 20 -0.11 250k 2/1/2001 11 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.07 0k 11/1/1996 10 Eclipse Capital Management Global Monetary 0.52 5,000k 8/1/1990 9 Parizek Capital Futures Trading Program 0.57 500k 4/1/2000 8 ISAM ISAM Systematic Trend Fund 1.47 1,000k 6/1/2001 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.55 100k 5/1/1999 6 Lynx Asset Management AB Lynx Program 1.60 75k 5/1/2000 5 Alee Capital Management, LLC Poniente Program 2.72 2,500k 1/1/1999 4 Conquest Capital Group Conquest Macro 2.93 250k 5/1/1999 3 Eckhardt Trading Company Evolution Strategies 3.92 20,000k 8/1/1991 2 Mobius Asset Management Custom Trading Program 4.10 100k 1/1/2002 1 Eckhardt Trading Company Evolution Strategies 1.2X 4.68 10,000k 10/1/1991 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.