Trend Following Strategy Index For January 2004 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 Jan 2004 Min Inv Inception 60 Clarke Capital Management Global Basic -9.25 50k 2/1/1996 59 Alder Capital DAC Alder Global 20 -6.86 250k 2/1/2001 58 Clarke Capital Management Global Magnum -4.99 100k 8/1/1997 57 Clarke Capital Management Millennium -4.74 1,000k 1/1/1998 56 Alee Capital Management, LLC Poniente Program -3.95 2,500k 1/1/1999 55 Alder Capital DAC Alder Global 10 -2.91 250k 10/1/2000 54 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.86 100k 11/1/1984 53 Eckhardt Trading Company Evolution Strategies 1.2X -2.48 10,000k 10/1/1991 52 Eckhardt Trading Company Evolution Strategies -2.22 20,000k 8/1/1991 51 DUNN Capital Management DUNN Combined Fund (DCF) -1.66 100k 5/1/1989 50 Alee Capital Management, LLC Mistral Program -1.56 2,500k 1/1/1999 49 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.24 100k 3/1/2003 48 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 47 Eclipse Capital Management Global Monetary -0.99 5,000k 8/1/1990 46 Hyman Beck and Company Global Portfolio -0.90 1,000k 3/1/1991 45 Dreiss Research Corporation Diversified Program -0.12 1,000k 5/1/1991 44 RAM Management Group MRTP Aggressive -0.10 1,000k 2/1/1998 43 RAM Management Group RAM MRTP 1X-Conservative -0.05 1,000k 9/1/1993 42 Clarke Capital Management Worldwide 0.03 250k 1/1/1996 41 Estlander & Partners Global Markets 0.15 10,000k 8/1/1999 40 Rotella Capital Management Rotella Polaris Program (Diversified) 0.28 10,000k 1/1/1991 39 Mobius Asset Management Custom Trading Program 0.30 100k 1/1/2002 38 DUNN Capital Management D'Best Futures Fund, L.P. 0.50 100k 6/1/1994 37 Estlander & Partners Global XL 0.57 5,000k 8/1/1991 36 Southwest Managed Investments, LLC Global Diversified 0.76 200k 1/1/2002 35 QCM Global Diversified Programme 0.82 500k 12/1/1995 34 Red Rock Capital, LLC Systematic Global Macro 0.88 500k 9/1/2003 33 Lynx Asset Management AB Lynx Program 1.19 75k 5/1/2000 32 Hawksbill Capital Management Global Diversified 1.30 5,000k 11/1/1988 31 Kelly Angle Inc. Genesis Program 1.37 2,000k 4/1/2000 30 M.S. Capital Management Global Diversified Program 1.46 2,000k 11/1/1998 29 Transtrend B.V. DTP – Standard Risk (EUR) 1.47 10,000k 2/1/1999 28 Chesapeake Capital Diversified (LV) 1.63 100k 2/1/1988 27 Saxon Investment Corporation Diversified Program 1.71 3,000k 9/1/1988 26 Conquest Capital Group Conquest Macro 1.79 250k 5/1/1999 25 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.84 0k 11/1/1996 24 Superfund Group Superfund Green GCT USD 1.96 15k 1/1/2000 23 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.08 100k 1/1/2000 22 Transtrend B.V. DTP – Enhanced Risk (USD) 2.08 10,000k 1/1/1995 21 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.20 10,000k 8/1/1999 20 John Locke Investments Cyril Systematic Program 2.33 8,000k 7/1/2000 19 Drury Capital Diversified Trend-Following Program 2.45 5,000k 5/1/1997 18 Superfund Group Superfund Green L.P. Series A 2.46 5k 10/1/2002 17 Winton Capital Management Diversified 2.72 50,000k 10/1/1997 16 ISAM ISAM Systematic Trend Fund 2.73 1,000k 6/1/2001 15 Rabar Market Research Diversified Program 2.74 2,000k 1/1/1989 14 Superfund Group Superfund Green Master 2.89 2,000k 5/1/2001 13 Superfund Group Superfund Green Q-AG 2.97 2k 3/1/1996 12 Saxon Investment Corporation Aggressive Diversified Program 3.13 2,000k 11/1/1993 11 Estlander & Partners Alpha Trend 3.43 30,000k 10/1/1991 10 Superfund Group Superfund Green L.P. Series B 3.49 5k 10/1/2002 9 Heyden & Steindl GmbH TOMAC2 3.95 5,000k 3/1/2003 8 Keck Capital Management LLC The Keck Program 3.96 2,000k 12/1/2003 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.19 100k 5/1/1999 6 Tactical Investment Management Tactical Institutional Commodity Program 4.51 10,000k 4/1/1993 5 Covenant Capital Management Original Program 4.86 5,000k 9/1/1999 4 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.16 10,000k 3/1/2003 3 Parizek Capital Futures Trading Program 5.65 500k 4/1/2000 2 Mark J. Walsh Company Standard Program 5.85 2,000k 9/1/1985 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.79 200k 11/1/1999 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.