Trend Following Strategy Index For May 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 May 2002 Min Inv Inception 53 Drury Capital Diversified Trend-Following Program -5.13 5,000k 5/1/1997 52 Winton Capital Management Diversified -3.96 50,000k 10/1/1997 51 Conquest Capital Group Conquest Macro -3.67 250k 5/1/1999 50 John Locke Investments Cyril Systematic Program -1.60 8,000k 7/1/2000 49 Eckhardt Trading Company Evolution Strategies -0.68 20,000k 8/1/1991 48 Eckhardt Trading Company Evolution Strategies 1.2X -0.62 10,000k 10/1/1991 47 ISAM ISAM Systematic Trend Fund -0.37 1,000k 6/1/2001 46 Southwest Managed Investments, LLC Global Diversified 0.00 200k 1/1/2002 45 RAM Management Group MRTP Aggressive 0.30 1,000k 2/1/1998 44 Eclipse Capital Management Global Monetary 0.37 5,000k 8/1/1990 43 Clarke Capital Management Global Magnum 0.39 100k 8/1/1997 42 RAM Management Group RAM MRTP 1X-Conservative 0.52 1,000k 9/1/1993 41 Rotella Capital Management Rotella Polaris Program (Diversified) 0.68 10,000k 1/1/1991 40 Parizek Capital Futures Trading Program 1.25 500k 4/1/2000 39 Superfund Group Superfund Green Q-AG 1.31 2k 3/1/1996 38 QCM Global Diversified Programme 1.34 500k 12/1/1995 37 Transtrend B.V. DTP – Standard Risk (EUR) 1.59 10,000k 2/1/1999 36 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.98 0k 11/1/1996 35 Clarke Capital Management Millennium 2.06 1,000k 1/1/1998 34 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.17 10,000k 8/1/1999 33 Chesapeake Capital Diversified (LV) 2.26 100k 2/1/1988 32 Transtrend B.V. DTP – Enhanced Risk (USD) 2.34 10,000k 1/1/1995 31 Alee Capital Management, LLC Poniente Program 2.35 2,500k 1/1/1999 30 Clarke Capital Management Worldwide 2.52 250k 1/1/1996 29 Estlander & Partners Global Markets 2.78 10,000k 8/1/1999 28 Superfund Group Superfund Green GCT USD 3.56 15k 1/1/2000 27 Superfund Group Superfund Green Master 3.71 2,000k 5/1/2001 26 Alder Capital DAC Alder Global 10 3.79 250k 10/1/2000 25 Dreiss Research Corporation Diversified Program 3.84 1,000k 5/1/1991 24 DUNN Capital Management D'Best Futures Fund, L.P. 4.67 100k 6/1/1994 23 Clarke Capital Management Global Basic 4.79 50k 2/1/1996 22 DUNN Capital Management DUNN Combined Fund (DCF) 5.09 100k 5/1/1989 21 Hyman Beck and Company Global Portfolio 5.11 1,000k 3/1/1991 20 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.41 100k 11/1/1984 19 Estlander & Partners Global XL 5.54 5,000k 8/1/1991 18 Lynx Asset Management AB Lynx Program 5.65 75k 5/1/2000 17 M.S. Capital Management Global Diversified Program 6.06 2,000k 11/1/1998 16 Estlander & Partners Alpha Trend 6.27 30,000k 10/1/1991 15 Kelly Angle Inc. Genesis Program 6.44 2,000k 4/1/2000 14 EMC Capital Advisors, LLC Classic 6.50 5,000k 1/1/1985 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 6.75 100k 5/1/1999 12 Rabar Market Research Diversified Program 6.77 2,000k 1/1/1989 11 Insch Capital Management SA Interbank Currency Program - 3X Leverage 7.06 100k 1/1/2000 10 Alder Capital DAC Alder Global 20 8.08 250k 2/1/2001 9 Saxon Investment Corporation Diversified Program 8.20 3,000k 9/1/1988 8 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.74 200k 11/1/1999 7 Alee Capital Management, LLC Mistral Program 9.02 2,500k 1/1/1999 6 Hawksbill Capital Management Global Diversified 9.06 5,000k 11/1/1988 5 Tactical Investment Management Tactical Institutional Commodity Program 9.92 10,000k 4/1/1993 4 Mark J. Walsh Company Standard Program 10.10 2,000k 9/1/1985 3 Mobius Asset Management Custom Trading Program 12.70 100k 1/1/2002 2 Saxon Investment Corporation Aggressive Diversified Program 14.39 2,000k 11/1/1993 1 Covenant Capital Management Original Program 25.11 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.