Trend Following Strategy Index For June 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 Jun 2004 Min Inv Inception 65 Superfund Group Superfund Green L.P. Series B -15.07 5k 10/1/2002 64 Superfund Group Superfund Green Master -14.21 2,000k 5/1/2001 63 RAM Management Group MRTP Aggressive -12.38 1,000k 2/1/1998 62 Superfund Group Superfund Green L.P. Series A -11.62 5k 10/1/2002 61 Insch Capital Management SA Interbank Currency Program - 3X Leverage -11.00 100k 1/1/2000 60 Alder Capital DAC Alder Global 20 -10.26 250k 2/1/2001 59 Superfund Group Superfund Green GCT USD -10.20 15k 1/1/2000 58 DUNN Capital Management World Monetary and Agriculture Program (WMA) -9.86 100k 11/1/1984 57 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -9.15 200k 11/1/1999 56 Kelly Angle Inc. Genesis Program -8.93 2,000k 4/1/2000 55 Parizek Capital Futures Trading Program -8.07 500k 4/1/2000 54 Conquest Capital Group Conquest Macro -7.76 250k 5/1/1999 53 DUNN Capital Management DUNN Combined Fund (DCF) -7.69 100k 5/1/1989 52 Clarke Capital Management Global Basic -7.63 50k 2/1/1996 51 Clarke Capital Management Millennium -7.55 1,000k 1/1/1998 50 Tactical Investment Management Tactical Institutional Commodity Program -7.31 10,000k 4/1/1993 49 Clarke Capital Management Global Magnum -7.05 100k 8/1/1997 48 Superfund Group Superfund Green Q-AG -7.04 2k 3/1/1996 47 John Locke Investments Cyril Systematic Program -6.36 8,000k 7/1/2000 46 Saxon Investment Corporation Aggressive Diversified Program -6.29 2,000k 11/1/1993 45 DUNN Capital Management D'Best Futures Fund, L.P. -5.88 100k 6/1/1994 44 Hawksbill Capital Management Global Diversified -5.86 5,000k 11/1/1988 43 Heyden & Steindl GmbH TOMAC2 -5.74 5,000k 3/1/2003 42 Clarke Capital Management FX Plus -5.44 1,000k 5/1/2004 41 Mark J. Walsh Company Standard Program -5.33 2,000k 9/1/1985 40 Alder Capital DAC Alder Global 10 -5.11 250k 10/1/2000 39 Keck Capital Management LLC The Keck Program -5.10 2,000k 12/1/2003 38 QCM Global Diversified Programme -5.02 500k 12/1/1995 37 EMC Capital Advisors, LLC Classic -5.00 5,000k 1/1/1985 36 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.73 100k 3/1/2003 35 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.72 0k 11/1/1996 34 Southwest Managed Investments, LLC Global Diversified -4.65 200k 1/1/2002 33 Rabar Market Research Diversified Program -4.64 2,000k 1/1/1989 32 RAM Management Group RAM MRTP 1X-Conservative -4.55 1,000k 9/1/1993 31 M.S. Capital Management Global Diversified Program -4.45 2,000k 11/1/1998 30 Eckhardt Trading Company Evolution Strategies 1.2X -4.19 10,000k 10/1/1991 29 ISAM ISAM Systematic Trend Fund -4.17 1,000k 6/1/2001 28 Eckhardt Trading Company Evolution Strategies -3.65 20,000k 8/1/1991 27 Clarke Capital Management Worldwide -3.48 250k 1/1/1996 26 Saxon Investment Corporation Diversified Program -3.40 3,000k 9/1/1988 25 Mobius Asset Management Diversified Program -3.39 250k 3/1/2004 24 Estlander & Partners Alpha Trend -3.06 30,000k 10/1/1991 23 Alee Capital Management, LLC Poniente Program -3.05 2,500k 1/1/1999 22 Hyman Beck and Company Global Portfolio -2.97 1,000k 3/1/1991 21 Winton Capital Management Diversified -2.96 50,000k 10/1/1997 20 Chesapeake Capital Diversified (LV) -2.90 100k 2/1/1988 19 Alee Capital Management, LLC Mistral Program -2.72 2,500k 1/1/1999 18 Mobius Asset Management Custom Trading Program -2.38 100k 1/1/2002 17 Transtrend B.V. DTP – Enhanced Risk (USD) -2.35 10,000k 1/1/1995 16 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.31 10,000k 8/1/1999 15 Lynx Asset Management AB Lynx Program -2.20 75k 5/1/2000 14 Rotella Capital Management Rotella Polaris Program (Diversified) -1.65 10,000k 1/1/1991 13 Transtrend B.V. DTP – Standard Risk (EUR) -1.50 10,000k 2/1/1999 12 Eclipse Capital Management Global Monetary -1.42 5,000k 8/1/1990 11 Estlander & Partners Global XL -1.27 5,000k 8/1/1991 10 Drury Capital Diversified Trend-Following Program -1.21 5,000k 5/1/1997 9 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.73 100k 5/1/1999 8 Estlander & Partners Global Markets -0.60 10,000k 8/1/1999 6 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 7 Welton Investment Partners Welton Global 0.00 10,000k 6/1/2004 5 Dreiss Research Corporation Diversified Program 0.28 1,000k 5/1/1991 4 Red Rock Capital, LLC Systematic Global Macro 1.06 500k 9/1/2003 3 Covenant Capital Management Original Program 2.11 5,000k 9/1/1999 2 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.11 1,000k 3/1/2003 1 Covenant Capital Management Aggressive Program 3.32 3,000k 2/1/2004 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.