Trend Following Strategy Index For October 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 Oct 2004 Min Inv Inception 66 Heyden & Steindl GmbH TOMAC2 -11.18 5,000k 3/1/2003 65 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -5.05 100k 3/1/2003 64 Mobius Asset Management Diversified Program -4.92 250k 3/1/2004 63 Mobius Asset Management Custom Trading Program -1.99 100k 1/1/2002 62 Parizek Capital Futures Trading Program -1.97 500k 4/1/2000 61 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.52 100k 1/1/2000 60 Covenant Capital Management Aggressive Program -1.51 3,000k 2/1/2004 59 Drury Capital Diversified Trend-Following Program -1.13 5,000k 5/1/1997 58 Dreiss Research Corporation Diversified Program -1.06 1,000k 5/1/1991 57 Saxon Investment Corporation Aggressive Diversified Program -0.77 2,000k 11/1/1993 56 Covenant Capital Management Original Program -0.69 5,000k 9/1/1999 55 Saxon Investment Corporation Diversified Program -0.33 3,000k 9/1/1988 54 M.S. Capital Management Global Diversified Program 0.08 2,000k 11/1/1998 53 Eclipse Capital Management Global Monetary 0.24 5,000k 8/1/1990 52 Alder Capital DAC Alder Global 10 0.36 250k 10/1/2000 51 Rotella Capital Management Rotella Polaris Program (Diversified) 0.40 10,000k 1/1/1991 50 Red Rock Capital, LLC Systematic Global Macro 0.46 500k 9/1/2003 49 Alder Capital DAC Alder Global 20 0.47 250k 2/1/2001 48 Clarke Capital Management Global Basic 0.60 50k 2/1/1996 47 John Locke Investments Cyril Systematic Program 0.62 8,000k 7/1/2000 46 Estlander & Partners Alpha Trend 0.67 30,000k 10/1/1991 45 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.71 1,000k 3/1/2003 44 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.76 100k 5/1/1999 43 Clarke Capital Management Worldwide 0.89 250k 1/1/1996 42 RAM Management Group RAM MRTP 1X-Conservative 1.28 1,000k 9/1/1993 41 Hawksbill Capital Management Global Diversified 1.48 5,000k 11/1/1988 40 Alee Capital Management, LLC Mistral Program 1.53 2,500k 1/1/1999 39 Conquest Capital Group Conquest Select 1.86 250k 6/1/2004 38 Transtrend B.V. DTP – Standard Risk (EUR) 1.91 10,000k 2/1/1999 37 Clarke Capital Management Millennium 1.97 1,000k 1/1/1998 36 QCM Global Diversified Programme 2.24 500k 12/1/1995 35 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.26 0k 11/1/1996 34 Chesapeake Capital Diversified (LV) 2.32 100k 2/1/1988 33 ISAM ISAM Systematic Trend Fund 2.43 1,000k 6/1/2001 32 Superfund Group Superfund Green Q-AG 2.58 2k 3/1/1996 31 Welton Investment Partners Welton Global 2.65 10,000k 6/1/2004 30 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.99 10,000k 8/1/2004 29 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.03 10,000k 8/1/1999 28 Rabar Market Research Diversified Program 3.07 2,000k 1/1/1989 27 Transtrend B.V. DTP – Enhanced Risk (USD) 3.20 10,000k 1/1/1995 26 EMC Capital Advisors, LLC Classic 3.60 5,000k 1/1/1985 25 Estlander & Partners Global Markets 3.74 10,000k 8/1/1999 24 Conquest Capital Group Conquest Macro 3.95 250k 5/1/1999 23 Clarke Capital Management FX Plus 3.99 1,000k 5/1/2004 22 Tactical Investment Management Tactical Institutional Commodity Program 4.00 10,000k 4/1/1993 21 Winton Capital Management Diversified 4.03 50,000k 10/1/1997 20 Alee Capital Management, LLC Poniente Program 4.25 2,500k 1/1/1999 19 Southwest Managed Investments, LLC Global Diversified 4.48 200k 1/1/2002 18 RAM Management Group MRTP Aggressive 4.84 1,000k 2/1/1998 17 Mark J. Walsh Company Standard Program 4.84 2,000k 9/1/1985 16 Superfund Group Superfund Green L.P. Series A 4.88 5k 10/1/2002 15 Superfund Group Superfund Green GCT USD 5.88 15k 1/1/2000 14 Eckhardt Trading Company Evolution Strategies 5.97 20,000k 8/1/1991 13 Clarke Capital Management Global Magnum 6.53 100k 8/1/1997 12 Keck Capital Management LLC The Keck Program 6.63 2,000k 12/1/2003 11 Superfund Group Superfund Green Master 6.82 2,000k 5/1/2001 10 Eckhardt Trading Company Evolution Strategies 1.2X 6.92 10,000k 10/1/1991 9 Superfund Group Superfund Green L.P. Series B 7.01 5k 10/1/2002 8 Lynx Asset Management AB Lynx Program 7.32 75k 5/1/2000 7 Estlander & Partners Global XL 7.39 5,000k 8/1/1991 6 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.93 100k 11/1/1984 5 Hyman Beck and Company Global Portfolio 8.30 1,000k 3/1/1991 4 DUNN Capital Management DUNN Combined Fund (DCF) 10.66 100k 5/1/1989 3 DUNN Capital Management D'Best Futures Fund, L.P. 10.75 100k 6/1/1994 2 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.46 200k 11/1/1999 1 Kelly Angle Inc. Genesis Program 12.64 2,000k 4/1/2000 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.