Trend Following Strategy Index For October 2003 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 Oct 2003 Min Inv Inception 59 Clarke Capital Management Global Basic -14.20 50k 2/1/1996 58 Kelly Angle Inc. Genesis Program -10.67 2,000k 4/1/2000 57 Insch Capital Management SA Interbank Currency Program - 3X Leverage -5.60 100k 1/1/2000 56 Conquest Capital Group Conquest Macro -5.27 250k 5/1/1999 55 DUNN Capital Management DUNN Combined Fund (DCF) -5.23 100k 5/1/1989 54 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.23 100k 11/1/1984 53 Alder Capital DAC Alder Global 20 -3.13 250k 2/1/2001 52 DUNN Capital Management D'Best Futures Fund, L.P. -2.82 100k 6/1/1994 51 Alee Capital Management, LLC Poniente Program -1.80 2,500k 1/1/1999 50 Heyden & Steindl GmbH TOMAC2 -1.53 5,000k 3/1/2003 49 Rotella Capital Management Rotella Polaris Program (Diversified) -1.49 10,000k 1/1/1991 48 Clarke Capital Management Global Magnum -1.35 100k 8/1/1997 47 Alder Capital DAC Alder Global 10 -1.28 250k 10/1/2000 46 Hawksbill Capital Management Global Diversified -1.19 5,000k 11/1/1988 45 Eckhardt Trading Company Evolution Strategies 1.2X -0.70 10,000k 10/1/1991 44 Eckhardt Trading Company Evolution Strategies -0.70 20,000k 8/1/1991 43 Eclipse Capital Management Global Monetary -0.63 5,000k 8/1/1990 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.53 1,000k 3/1/2003 41 Mobius Asset Management Custom Trading Program 0.40 100k 1/1/2002 40 ISAM ISAM Systematic Trend Fund 0.50 1,000k 6/1/2001 39 Dreiss Research Corporation Diversified Program 1.21 1,000k 5/1/1991 38 Transtrend B.V. DTP – Standard Risk (EUR) 1.68 10,000k 2/1/1999 37 Mark J. Walsh Company Standard Program 1.79 2,000k 9/1/1985 36 John Locke Investments Cyril Systematic Program 2.43 8,000k 7/1/2000 35 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.46 10,000k 8/1/1999 34 Transtrend B.V. DTP – Enhanced Risk (USD) 2.49 10,000k 1/1/1995 33 RAM Management Group RAM MRTP 1X-Conservative 3.20 1,000k 9/1/1993 32 Clarke Capital Management Worldwide 3.49 250k 1/1/1996 31 Rabar Market Research Diversified Program 3.97 2,000k 1/1/1989 30 Superfund Group Superfund Green L.P. Series A 3.99 5k 10/1/2002 29 Lynx Asset Management AB Lynx Program 4.29 75k 5/1/2000 28 Winton Capital Management Diversified 4.72 50,000k 10/1/1997 27 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.25 0k 11/1/1996 26 Estlander & Partners Global Markets 5.42 10,000k 8/1/1999 25 Red Rock Capital, LLC Systematic Global Macro 5.43 500k 9/1/2003 24 Southwest Managed Investments, LLC Global Diversified 5.49 200k 1/1/2002 23 Superfund Group Superfund Green L.P. Series B 5.92 5k 10/1/2002 22 Hyman Beck and Company Global Portfolio 6.22 1,000k 3/1/1991 21 Superfund Group Superfund Green Q-AG 6.54 2k 3/1/1996 20 EMC Capital Advisors, LLC Classic 7.20 5,000k 1/1/1985 19 Clarke Capital Management Millennium 8.23 1,000k 1/1/1998 18 Parizek Capital Futures Trading Program 8.83 500k 4/1/2000 17 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.42 200k 11/1/1999 16 QCM Global Diversified Programme 9.70 500k 12/1/1995 15 Estlander & Partners Global XL 9.77 5,000k 8/1/1991 14 RAM Management Group MRTP Aggressive 10.21 1,000k 2/1/1998 13 Superfund Group Superfund Green GCT USD 10.23 15k 1/1/2000 12 Estlander & Partners Alpha Trend 10.37 30,000k 10/1/1991 11 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 10.38 100k 3/1/2003 10 M.S. Capital Management Global Diversified Program 10.43 2,000k 11/1/1998 9 Covenant Capital Management Original Program 11.35 5,000k 9/1/1999 8 Tactical Investment Management Tactical Institutional Commodity Program 12.69 10,000k 4/1/1993 7 Saxon Investment Corporation Diversified Program 13.07 3,000k 9/1/1988 6 Alee Capital Management, LLC Mistral Program 13.27 2,500k 1/1/1999 5 Drury Capital Diversified Trend-Following Program 13.80 5,000k 5/1/1997 4 Mulvaney Capital Management The Mulvaney Global Markets Fund 15.32 100k 5/1/1999 3 Chesapeake Capital Diversified (LV) 15.48 100k 2/1/1988 2 Superfund Group Superfund Green Master 15.63 2,000k 5/1/2001 1 Saxon Investment Corporation Aggressive Diversified Program 21.16 2,000k 11/1/1993 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.