Trend Following Strategy Index For August 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 Aug 2003 Min Inv Inception 58 Alder Capital DAC Alder Global 20 -7.73 250k 2/1/2001 57 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.00 1,000k 3/1/2003 56 Alee Capital Management, LLC Mistral Program -5.32 2,500k 1/1/1999 55 Mobius Asset Management Custom Trading Program -3.80 100k 1/1/2002 54 Estlander & Partners Global XL -3.64 5,000k 8/1/1991 53 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.59 0k 11/1/1996 52 Alder Capital DAC Alder Global 10 -3.36 250k 10/1/2000 51 John Locke Investments Cyril Systematic Program -2.74 8,000k 7/1/2000 50 Clarke Capital Management Global Basic -2.70 50k 2/1/1996 49 Hyman Beck and Company Global Portfolio -2.03 1,000k 3/1/1991 48 Estlander & Partners Global Markets -1.93 10,000k 8/1/1999 47 M.S. Capital Management Global Diversified Program -1.70 2,000k 11/1/1998 46 RAM Management Group MRTP Aggressive -1.47 1,000k 2/1/1998 45 QCM Global Diversified Programme -1.47 500k 12/1/1995 44 Alee Capital Management, LLC Poniente Program -1.02 2,500k 1/1/1999 43 ISAM ISAM Systematic Trend Fund -1.02 1,000k 6/1/2001 42 Southwest Managed Investments, LLC Global Diversified -0.99 200k 1/1/2002 41 RAM Management Group RAM MRTP 1X-Conservative -0.89 1,000k 9/1/1993 40 Drury Capital Diversified Trend-Following Program -0.87 5,000k 5/1/1997 39 Rotella Capital Management Rotella Polaris Program (Diversified) -0.84 10,000k 1/1/1991 38 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.76 200k 11/1/1999 37 Eclipse Capital Management Global Monetary -0.15 5,000k 8/1/1990 36 Transtrend B.V. DTP – Enhanced Risk (USD) -0.10 10,000k 1/1/1995 35 Clarke Capital Management Global Magnum -0.05 100k 8/1/1997 34 Transtrend B.V. DTP – Standard Risk (EUR) -0.04 10,000k 2/1/1999 33 Clarke Capital Management Worldwide -0.03 250k 1/1/1996 32 EMC Capital Advisors, LLC Classic 0.00 5,000k 1/1/1985 31 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.01 10,000k 8/1/1999 30 Rabar Market Research Diversified Program 0.03 2,000k 1/1/1989 29 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.07 100k 5/1/1999 28 Estlander & Partners Alpha Trend 0.09 30,000k 10/1/1991 27 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.19 100k 1/1/2000 26 Tactical Investment Management Tactical Institutional Commodity Program 0.34 10,000k 4/1/1993 25 Mark J. Walsh Company Standard Program 0.40 2,000k 9/1/1985 24 Lynx Asset Management AB Lynx Program 0.41 75k 5/1/2000 23 Eckhardt Trading Company Evolution Strategies 0.44 20,000k 8/1/1991 22 Winton Capital Management Diversified 0.62 50,000k 10/1/1997 21 Saxon Investment Corporation Diversified Program 0.69 3,000k 9/1/1988 20 Eckhardt Trading Company Evolution Strategies 1.2X 0.70 10,000k 10/1/1991 19 Saxon Investment Corporation Aggressive Diversified Program 1.20 2,000k 11/1/1993 18 Superfund Group Superfund Green Q-AG 1.47 2k 3/1/1996 17 Dreiss Research Corporation Diversified Program 1.68 1,000k 5/1/1991 16 Hawksbill Capital Management Global Diversified 2.06 5,000k 11/1/1988 15 Superfund Group Superfund Green L.P. Series A 2.16 5k 10/1/2002 14 Covenant Capital Management Original Program 2.17 5,000k 9/1/1999 13 Chesapeake Capital Diversified (LV) 2.42 100k 2/1/1988 12 Clarke Capital Management Millennium 2.50 1,000k 1/1/1998 11 Conquest Capital Group Conquest Macro 2.56 250k 5/1/1999 10 Superfund Group Superfund Green GCT USD 2.62 15k 1/1/2000 9 Superfund Group Superfund Green L.P. Series B 3.42 5k 10/1/2002 8 Parizek Capital Futures Trading Program 3.60 500k 4/1/2000 7 Superfund Group Superfund Green Master 3.64 2,000k 5/1/2001 6 Heyden & Steindl GmbH TOMAC2 4.29 5,000k 3/1/2003 5 Kelly Angle Inc. Genesis Program 4.47 2,000k 4/1/2000 4 DUNN Capital Management D'Best Futures Fund, L.P. 8.49 100k 6/1/1994 3 DUNN Capital Management DUNN Combined Fund (DCF) 10.60 100k 5/1/1989 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.70 100k 11/1/1984 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 29.29 100k 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.