Trend Following Strategy Index For December 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 Dec 2004 Min Inv Inception 67 RAM Management Group MRTP Aggressive -10.75 1,000k 2/1/1998 66 Keck Capital Management LLC The Keck Program -10.00 2,000k 12/1/2003 65 Alee Capital Management, LLC Mistral Program -6.47 2,500k 1/1/1999 64 Briarwood Capital Management, Inc. Diversified 2XL -5.80 250k 11/1/2004 63 Clarke Capital Management Global Magnum -5.20 100k 8/1/1997 62 Mobius Asset Management Diversified Program -5.19 250k 3/1/2004 61 Clarke Capital Management Millennium -5.11 1,000k 1/1/1998 60 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.94 100k 5/1/1999 59 Mark J. Walsh Company Standard Program -4.70 2,000k 9/1/1985 58 Clarke Capital Management Worldwide -4.29 250k 1/1/1996 57 QCM Global Diversified Programme -3.90 500k 12/1/1995 56 Hawksbill Capital Management Global Diversified -3.84 5,000k 11/1/1988 55 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.83 100k 3/1/2003 54 EMC Capital Advisors, LLC Classic -3.80 5,000k 1/1/1985 53 DUNN Capital Management DUNN Combined Fund (DCF) -3.68 100k 5/1/1989 52 RAM Management Group RAM MRTP 1X-Conservative -3.48 1,000k 9/1/1993 51 Alee Capital Management, LLC Poniente Program -3.48 2,500k 1/1/1999 50 Mobius Asset Management Custom Trading Program -3.36 100k 1/1/2002 49 Dreiss Research Corporation Diversified Program -3.21 1,000k 5/1/1991 48 DUNN Capital Management D'Best Futures Fund, L.P. -3.08 100k 6/1/1994 47 John Locke Investments Cyril Systematic Program -2.68 8,000k 7/1/2000 46 Red Rock Capital, LLC Systematic Global Macro -2.40 500k 9/1/2003 45 M.S. Capital Management Global Diversified Program -2.19 2,000k 11/1/1998 44 Saxon Investment Corporation Aggressive Diversified Program -1.64 2,000k 11/1/1993 43 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.37 200k 11/1/1999 42 Eckhardt Trading Company Evolution Strategies 1.2X -1.19 10,000k 10/1/1991 41 Eckhardt Trading Company Evolution Strategies -1.12 20,000k 8/1/1991 40 Rotella Capital Management Rotella Polaris Program (Diversified) -1.08 10,000k 1/1/1991 39 Saxon Investment Corporation Diversified Program -0.92 3,000k 9/1/1988 38 Kelly Angle Inc. Genesis Program -0.85 2,000k 4/1/2000 37 Rabar Market Research Diversified Program -0.84 2,000k 1/1/1989 36 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.69 100k 11/1/1984 35 Conquest Capital Group Conquest Select -0.58 250k 6/1/2004 34 Parizek Capital Futures Trading Program -0.40 500k 4/1/2000 33 Drury Capital Diversified Trend-Following Program -0.36 5,000k 5/1/1997 32 Superfund Group Superfund Green Master -0.29 2,000k 5/1/2001 31 Winton Capital Management Diversified -0.19 50,000k 10/1/1997 30 Southwest Managed Investments, LLC Global Diversified -0.09 200k 1/1/2002 29 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.07 0k 11/1/1996 28 Superfund Group Superfund Green L.P. Series A 0.19 5k 10/1/2002 27 Heyden & Steindl GmbH TOMAC2 0.26 5,000k 3/1/2003 26 Tactical Investment Management Tactical Institutional Commodity Program 0.39 10,000k 4/1/1993 25 Superfund Group Superfund Green L.P. Series B 0.41 5k 10/1/2002 24 Eclipse Capital Management Global Monetary 0.43 5,000k 8/1/1990 23 Superfund Group Superfund Green GCT USD 0.75 15k 1/1/2000 22 Transtrend B.V. DTP – Standard Risk (EUR) 1.04 10,000k 2/1/1999 21 Lynx Asset Management AB Lynx Program 1.09 75k 5/1/2000 20 Clarke Capital Management Global Basic 1.32 50k 2/1/1996 19 Chesapeake Capital Diversified (LV) 1.53 100k 2/1/1988 18 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.55 10,000k 8/1/2004 17 Clarke Capital Management FX Plus 1.56 1,000k 5/1/2004 16 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.57 10,000k 8/1/1999 15 Estlander & Partners Global Markets 1.63 10,000k 8/1/1999 14 Estlander & Partners Alpha Trend 1.70 30,000k 10/1/1991 13 Transtrend B.V. DTP – Enhanced Risk (USD) 1.71 10,000k 1/1/1995 12 Estlander & Partners Global XL 1.82 5,000k 8/1/1991 11 Alder Capital DAC Alder Global 10 1.95 250k 10/1/2000 10 Welton Investment Partners Welton Global 2.08 10,000k 6/1/2004 9 Hyman Beck and Company Global Portfolio 2.63 1,000k 3/1/1991 8 Superfund Group Superfund Green Q-AG 2.74 2k 3/1/1996 7 Conquest Capital Group Conquest Macro 3.80 250k 5/1/1999 6 ISAM ISAM Systematic Trend Fund 4.18 1,000k 6/1/2001 5 Alder Capital DAC Alder Global 20 4.26 250k 2/1/2001 4 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.39 1,000k 3/1/2003 3 Covenant Capital Management Original Program 6.60 5,000k 9/1/1999 2 Covenant Capital Management Aggressive Program 10.34 3,000k 2/1/2004 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 13.69 100k 1/1/2000 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.