Trend Following Strategy Index For February 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 Feb 2004 Min Inv Inception 61 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.01 10,000k 8/1/1999 60 Covenant Capital Management Aggressive Program 0.00 3,000k 2/1/2004 59 Dreiss Research Corporation Diversified Program 0.25 1,000k 5/1/1991 58 Southwest Managed Investments, LLC Global Diversified 0.59 200k 1/1/2002 57 RAM Management Group RAM MRTP 1X-Conservative 0.74 1,000k 9/1/1993 56 Conquest Capital Group Conquest Macro 0.76 250k 5/1/1999 55 Alder Capital DAC Alder Global 10 2.14 250k 10/1/2000 54 Rotella Capital Management Rotella Polaris Program (Diversified) 2.24 10,000k 1/1/1991 53 Covenant Capital Management Original Program 3.18 5,000k 9/1/1999 52 Transtrend B.V. DTP – Standard Risk (EUR) 3.28 10,000k 2/1/1999 51 RAM Management Group MRTP Aggressive 3.73 1,000k 2/1/1998 50 Estlander & Partners Global Markets 3.82 10,000k 8/1/1999 49 Eckhardt Trading Company Evolution Strategies 4.28 20,000k 8/1/1991 48 Alder Capital DAC Alder Global 20 4.33 250k 2/1/2001 47 ISAM ISAM Systematic Trend Fund 4.40 1,000k 6/1/2001 46 Eclipse Capital Management Global Monetary 4.46 5,000k 8/1/1990 45 Alee Capital Management, LLC Poniente Program 4.47 2,500k 1/1/1999 44 Lynx Asset Management AB Lynx Program 4.69 75k 5/1/2000 43 Transtrend B.V. DTP – Enhanced Risk (USD) 4.94 10,000k 1/1/1995 42 Chesapeake Capital Diversified (LV) 5.05 100k 2/1/1988 41 Eckhardt Trading Company Evolution Strategies 1.2X 5.10 10,000k 10/1/1991 40 Mobius Asset Management Custom Trading Program 5.13 100k 1/1/2002 39 Saxon Investment Corporation Diversified Program 5.26 3,000k 9/1/1988 38 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 5.27 100k 3/1/2003 37 Hyman Beck and Company Global Portfolio 5.54 1,000k 3/1/1991 36 Parizek Capital Futures Trading Program 5.77 500k 4/1/2000 35 Hawksbill Capital Management Global Diversified 6.15 5,000k 11/1/1988 34 John Locke Investments Cyril Systematic Program 6.58 8,000k 7/1/2000 33 Estlander & Partners Alpha Trend 6.74 30,000k 10/1/1991 32 Clarke Capital Management Worldwide 6.82 250k 1/1/1996 31 Clarke Capital Management Millennium 6.96 1,000k 1/1/1998 30 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.07 1,000k 3/1/2003 29 Alee Capital Management, LLC Mistral Program 7.19 2,500k 1/1/1999 28 Red Rock Capital, LLC Systematic Global Macro 7.27 500k 9/1/2003 27 QCM Global Diversified Programme 7.33 500k 12/1/1995 26 Estlander & Partners Global XL 7.76 5,000k 8/1/1991 25 Mark J. Walsh Company Standard Program 8.19 2,000k 9/1/1985 24 Rabar Market Research Diversified Program 8.34 2,000k 1/1/1989 23 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.38 100k 11/1/1984 22 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.45 100k 5/1/1999 21 Saxon Investment Corporation Aggressive Diversified Program 8.56 2,000k 11/1/1993 20 Superfund Group Superfund Green Q-AG 8.69 2k 3/1/1996 19 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 8.73 0k 11/1/1996 18 Clarke Capital Management Global Magnum 9.40 100k 8/1/1997 17 EMC Capital Advisors, LLC Classic 9.60 5,000k 1/1/1985 16 Heyden & Steindl GmbH TOMAC2 9.61 5,000k 3/1/2003 15 Insch Capital Management SA Interbank Currency Program - 3X Leverage 10.36 100k 1/1/2000 14 Drury Capital Diversified Trend-Following Program 11.09 5,000k 5/1/1997 13 Winton Capital Management Diversified 11.56 50,000k 10/1/1997 12 DUNN Capital Management DUNN Combined Fund (DCF) 11.91 100k 5/1/1989 11 M.S. Capital Management Global Diversified Program 12.24 2,000k 11/1/1998 10 Superfund Group Superfund Green L.P. Series A 12.65 5k 10/1/2002 9 Superfund Group Superfund Green GCT USD 14.05 15k 1/1/2000 8 Tactical Investment Management Tactical Institutional Commodity Program 14.38 10,000k 4/1/1993 7 Superfund Group Superfund Green Master 14.98 2,000k 5/1/2001 6 DUNN Capital Management D'Best Futures Fund, L.P. 17.11 100k 6/1/1994 5 Superfund Group Superfund Green L.P. Series B 18.63 5k 10/1/2002 4 Kelly Angle Inc. Genesis Program 18.88 2,000k 4/1/2000 3 Keck Capital Management LLC The Keck Program 18.97 2,000k 12/1/2003 2 Clarke Capital Management Global Basic 20.42 50k 2/1/1996 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 22.58 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.