Trend Following Strategy Index For June 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 Jun 2003 Min Inv Inception 58 DUNN Capital Management D'Best Futures Fund, L.P. -14.00 100k 6/1/1994 57 Parizek Capital Futures Trading Program -12.09 500k 4/1/2000 56 Superfund Group Superfund Green L.P. Series B -11.57 5k 10/1/2002 55 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.23 200k 11/1/1999 54 Estlander & Partners Global XL -10.22 5,000k 8/1/1991 53 Clarke Capital Management Millennium -10.09 1,000k 1/1/1998 52 Kelly Angle Inc. Genesis Program -10.06 2,000k 4/1/2000 51 DUNN Capital Management DUNN Combined Fund (DCF) -10.01 100k 5/1/1989 50 Superfund Group Superfund Green GCT USD -8.56 15k 1/1/2000 49 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -8.44 100k 3/1/2003 48 Superfund Group Superfund Green L.P. Series A -8.37 5k 10/1/2002 47 Superfund Group Superfund Green Master -8.29 2,000k 5/1/2001 46 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.07 100k 11/1/1984 45 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.61 100k 5/1/1999 44 M.S. Capital Management Global Diversified Program -7.40 2,000k 11/1/1998 43 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.52 0k 11/1/1996 42 Tactical Investment Management Tactical Institutional Commodity Program -6.42 10,000k 4/1/1993 41 Southwest Managed Investments, LLC Global Diversified -6.37 200k 1/1/2002 40 Drury Capital Diversified Trend-Following Program -6.35 5,000k 5/1/1997 39 Alee Capital Management, LLC Poniente Program -5.86 2,500k 1/1/1999 38 Chesapeake Capital Diversified (LV) -5.65 100k 2/1/1988 37 Estlander & Partners Global Markets -5.62 10,000k 8/1/1999 36 Clarke Capital Management Global Magnum -5.54 100k 8/1/1997 35 Winton Capital Management Diversified -5.20 50,000k 10/1/1997 34 Superfund Group Superfund Green Q-AG -4.83 2k 3/1/1996 33 Clarke Capital Management Global Basic -4.51 50k 2/1/1996 32 Mark J. Walsh Company Standard Program -4.18 2,000k 9/1/1985 31 Clarke Capital Management Worldwide -3.99 250k 1/1/1996 30 Alder Capital DAC Alder Global 20 -3.87 250k 2/1/2001 29 Saxon Investment Corporation Aggressive Diversified Program -3.69 2,000k 11/1/1993 28 QCM Global Diversified Programme -3.56 500k 12/1/1995 27 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.54 100k 1/1/2000 26 Eclipse Capital Management Global Monetary -2.68 5,000k 8/1/1990 25 Rabar Market Research Diversified Program -2.58 2,000k 1/1/1989 24 Saxon Investment Corporation Diversified Program -2.46 3,000k 9/1/1988 23 Transtrend B.V. DTP – Enhanced Risk (USD) -2.45 10,000k 1/1/1995 22 EMC Capital Advisors, LLC Classic -2.20 5,000k 1/1/1985 21 ISAM ISAM Systematic Trend Fund -2.17 1,000k 6/1/2001 20 Estlander & Partners Alpha Trend -2.16 30,000k 10/1/1991 19 Rotella Capital Management Rotella Polaris Program (Diversified) -2.16 10,000k 1/1/1991 18 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.09 10,000k 8/1/1999 17 Conquest Capital Group Conquest Macro -2.00 250k 5/1/1999 16 Heyden & Steindl GmbH TOMAC2 -1.99 5,000k 3/1/2003 15 Alder Capital DAC Alder Global 10 -1.96 250k 10/1/2000 14 John Locke Investments Cyril Systematic Program -1.93 8,000k 7/1/2000 13 Hyman Beck and Company Global Portfolio -1.69 1,000k 3/1/1991 12 Transtrend B.V. DTP – Standard Risk (EUR) -1.50 10,000k 2/1/1999 11 Eckhardt Trading Company Evolution Strategies -0.80 20,000k 8/1/1991 10 Eckhardt Trading Company Evolution Strategies 1.2X -0.75 10,000k 10/1/1991 9 Mobius Asset Management Custom Trading Program -0.40 100k 1/1/2002 8 Dreiss Research Corporation Diversified Program -0.34 1,000k 5/1/1991 7 RAM Management Group RAM MRTP 1X-Conservative 0.61 1,000k 9/1/1993 6 RAM Management Group MRTP Aggressive 1.13 1,000k 2/1/1998 5 Covenant Capital Management Original Program 1.56 5,000k 9/1/1999 4 Alee Capital Management, LLC Mistral Program 1.98 2,500k 1/1/1999 3 Lynx Asset Management AB Lynx Program 3.25 75k 5/1/2000 2 Hawksbill Capital Management Global Diversified 4.28 5,000k 11/1/1988 1 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.21 1,000k 3/1/2003 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.