Trend Following Strategy Index For March 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 Mar 2003 Min Inv Inception 58 Superfund Group Superfund Green Master -31.14 2,000k 5/1/2001 57 Superfund Group Superfund Green L.P. Series B -29.11 5k 10/1/2002 56 Kelly Angle Inc. Genesis Program -27.65 2,000k 4/1/2000 55 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -25.64 200k 11/1/1999 54 Superfund Group Superfund Green GCT USD -23.21 15k 1/1/2000 53 DUNN Capital Management World Monetary and Agriculture Program (WMA) -22.44 100k 11/1/1984 52 DUNN Capital Management D'Best Futures Fund, L.P. -21.80 100k 6/1/1994 51 DUNN Capital Management DUNN Combined Fund (DCF) -20.56 100k 5/1/1989 50 Superfund Group Superfund Green L.P. Series A -20.12 5k 10/1/2002 49 Clarke Capital Management Millennium -18.26 1,000k 1/1/1998 48 Superfund Group Superfund Green Q-AG -16.72 2k 3/1/1996 47 Hawksbill Capital Management Global Diversified -15.81 5,000k 11/1/1988 46 Mulvaney Capital Management The Mulvaney Global Markets Fund -12.83 100k 5/1/1999 45 EMC Capital Advisors, LLC Classic -12.60 5,000k 1/1/1985 44 Mark J. Walsh Company Standard Program -12.40 2,000k 9/1/1985 43 Parizek Capital Futures Trading Program -12.10 500k 4/1/2000 42 Southwest Managed Investments, LLC Global Diversified -11.65 200k 1/1/2002 41 Saxon Investment Corporation Aggressive Diversified Program -11.59 2,000k 11/1/1993 40 Clarke Capital Management Global Basic -11.50 50k 2/1/1996 39 M.S. Capital Management Global Diversified Program -10.81 2,000k 11/1/1998 38 Winton Capital Management Diversified -10.80 50,000k 10/1/1997 37 Rabar Market Research Diversified Program -10.35 2,000k 1/1/1989 36 Chesapeake Capital Diversified (LV) -8.76 100k 2/1/1988 35 Clarke Capital Management Global Magnum -8.48 100k 8/1/1997 34 Alee Capital Management, LLC Mistral Program -8.13 2,500k 1/1/1999 33 Estlander & Partners Alpha Trend -7.48 30,000k 10/1/1991 32 Clarke Capital Management Worldwide -7.42 250k 1/1/1996 31 Tactical Investment Management Tactical Institutional Commodity Program -7.41 10,000k 4/1/1993 30 Covenant Capital Management Original Program -7.33 5,000k 9/1/1999 29 Saxon Investment Corporation Diversified Program -6.92 3,000k 9/1/1988 28 Drury Capital Diversified Trend-Following Program -6.32 5,000k 5/1/1997 27 Estlander & Partners Global XL -6.14 5,000k 8/1/1991 26 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.66 0k 11/1/1996 25 ISAM ISAM Systematic Trend Fund -5.56 1,000k 6/1/2001 24 Transtrend B.V. DTP – Enhanced Risk (EUR) -5.23 10,000k 8/1/1999 23 Transtrend B.V. DTP – Enhanced Risk (USD) -5.04 10,000k 1/1/1995 22 Alee Capital Management, LLC Poniente Program -4.99 2,500k 1/1/1999 21 John Locke Investments Cyril Systematic Program -4.65 8,000k 7/1/2000 20 Lynx Asset Management AB Lynx Program -4.52 75k 5/1/2000 19 Rotella Capital Management Rotella Polaris Program (Diversified) -4.37 10,000k 1/1/1991 18 Hyman Beck and Company Global Portfolio -3.98 1,000k 3/1/1991 17 Estlander & Partners Global Markets -3.68 10,000k 8/1/1999 16 Eclipse Capital Management Global Monetary -3.63 5,000k 8/1/1990 15 Transtrend B.V. DTP – Standard Risk (EUR) -3.45 10,000k 2/1/1999 14 RAM Management Group MRTP Aggressive -3.09 1,000k 2/1/1998 13 QCM Global Diversified Programme -2.97 500k 12/1/1995 12 RAM Management Group RAM MRTP 1X-Conservative -1.02 1,000k 9/1/1993 11 Mobius Asset Management Custom Trading Program -0.80 100k 1/1/2002 10 Eckhardt Trading Company Evolution Strategies -0.58 20,000k 8/1/1991 9 Eckhardt Trading Company Evolution Strategies 1.2X -0.44 10,000k 10/1/1991 8 Dreiss Research Corporation Diversified Program -0.03 1,000k 5/1/1991 5 Heyden & Steindl GmbH TOMAC2 0.00 5,000k 3/1/2003 7 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.00 100k 3/1/2003 6 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.00 1,000k 3/1/2003 4 Alder Capital DAC Alder Global 10 1.47 250k 10/1/2000 3 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.57 100k 1/1/2000 2 Alder Capital DAC Alder Global 20 3.47 250k 2/1/2001 1 Conquest Capital Group Conquest Macro 6.89 250k 5/1/1999 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.