Trend Following Strategy Index For June 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 Jun 2002 Min Inv Inception 53 Clarke Capital Management Global Magnum -1.16 100k 8/1/1997 52 M.S. Capital Management Global Diversified Program -0.48 2,000k 11/1/1998 51 RAM Management Group RAM MRTP 1X-Conservative 1.91 1,000k 9/1/1993 50 Eckhardt Trading Company Evolution Strategies 2.59 20,000k 8/1/1991 49 Eckhardt Trading Company Evolution Strategies 1.2X 3.07 10,000k 10/1/1991 48 Clarke Capital Management Global Basic 3.15 50k 2/1/1996 47 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.19 100k 1/1/2000 46 Chesapeake Capital Diversified (LV) 4.19 100k 2/1/1988 45 Covenant Capital Management Original Program 4.45 5,000k 9/1/1999 44 Alee Capital Management, LLC Poniente Program 4.61 2,500k 1/1/1999 43 Alder Capital DAC Alder Global 10 4.70 250k 10/1/2000 42 Transtrend B.V. DTP – Standard Risk (EUR) 4.84 10,000k 2/1/1999 41 Estlander & Partners Global Markets 5.05 10,000k 8/1/1999 40 Mobius Asset Management Custom Trading Program 6.00 100k 1/1/2002 39 Clarke Capital Management Worldwide 6.11 250k 1/1/1996 38 Conquest Capital Group Conquest Macro 6.16 250k 5/1/1999 37 Rotella Capital Management Rotella Polaris Program (Diversified) 6.69 10,000k 1/1/1991 36 QCM Global Diversified Programme 6.93 500k 12/1/1995 35 Estlander & Partners Alpha Trend 7.14 30,000k 10/1/1991 34 Alee Capital Management, LLC Mistral Program 7.16 2,500k 1/1/1999 33 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.38 100k 5/1/1999 32 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.40 0k 11/1/1996 31 RAM Management Group MRTP Aggressive 7.69 1,000k 2/1/1998 30 Alder Capital DAC Alder Global 20 7.73 250k 2/1/2001 29 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.84 10,000k 8/1/1999 28 Winton Capital Management Diversified 7.95 50,000k 10/1/1997 27 Transtrend B.V. DTP – Enhanced Risk (USD) 8.41 10,000k 1/1/1995 26 Estlander & Partners Global XL 9.17 5,000k 8/1/1991 25 Saxon Investment Corporation Diversified Program 9.74 3,000k 9/1/1988 24 Tactical Investment Management Tactical Institutional Commodity Program 9.78 10,000k 4/1/1993 23 ISAM ISAM Systematic Trend Fund 10.72 1,000k 6/1/2001 22 Lynx Asset Management AB Lynx Program 10.75 75k 5/1/2000 21 Eclipse Capital Management Global Monetary 11.33 5,000k 8/1/1990 20 Rabar Market Research Diversified Program 11.41 2,000k 1/1/1989 19 John Locke Investments Cyril Systematic Program 11.47 8,000k 7/1/2000 18 Drury Capital Diversified Trend-Following Program 11.62 5,000k 5/1/1997 17 Southwest Managed Investments, LLC Global Diversified 11.66 200k 1/1/2002 16 Hyman Beck and Company Global Portfolio 13.18 1,000k 3/1/1991 15 Parizek Capital Futures Trading Program 13.42 500k 4/1/2000 14 Superfund Group Superfund Green Q-AG 13.67 2k 3/1/1996 13 EMC Capital Advisors, LLC Classic 13.70 5,000k 1/1/1985 12 Hawksbill Capital Management Global Diversified 15.04 5,000k 11/1/1988 11 Clarke Capital Management Millennium 16.44 1,000k 1/1/1998 10 Dreiss Research Corporation Diversified Program 16.44 1,000k 5/1/1991 9 Saxon Investment Corporation Aggressive Diversified Program 16.58 2,000k 11/1/1993 8 Mark J. Walsh Company Standard Program 16.98 2,000k 9/1/1985 7 DUNN Capital Management D'Best Futures Fund, L.P. 20.47 100k 6/1/1994 6 DUNN Capital Management DUNN Combined Fund (DCF) 22.12 100k 5/1/1989 5 Superfund Group Superfund Green GCT USD 23.54 15k 1/1/2000 4 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 24.16 200k 11/1/1999 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 24.24 100k 11/1/1984 2 Kelly Angle Inc. Genesis Program 28.83 2,000k 4/1/2000 1 Superfund Group Superfund Green Master 30.37 2,000k 5/1/2001 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.