Trend Following Strategy Index For August 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 Aug 2004 Min Inv Inception 66 Heyden & Steindl GmbH TOMAC2 -16.76 5,000k 3/1/2003 65 ISAM ISAM Systematic Trend Fund -10.51 1,000k 6/1/2001 64 Dreiss Research Corporation Diversified Program -10.41 1,000k 5/1/1991 63 Superfund Group Superfund Green L.P. Series B -9.29 5k 10/1/2002 62 Clarke Capital Management Millennium -8.91 1,000k 1/1/1998 61 Superfund Group Superfund Green Master -8.12 2,000k 5/1/2001 60 Parizek Capital Futures Trading Program -7.94 500k 4/1/2000 59 Alder Capital DAC Alder Global 20 -7.80 250k 2/1/2001 58 Keck Capital Management LLC The Keck Program -7.49 2,000k 12/1/2003 57 Superfund Group Superfund Green L.P. Series A -6.84 5k 10/1/2002 56 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.83 100k 1/1/2000 55 QCM Global Diversified Programme -6.37 500k 12/1/1995 54 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.21 100k 5/1/1999 53 Drury Capital Diversified Trend-Following Program -5.85 5,000k 5/1/1997 52 Superfund Group Superfund Green GCT USD -5.75 15k 1/1/2000 51 RAM Management Group MRTP Aggressive -5.34 1,000k 2/1/1998 50 Red Rock Capital, LLC Systematic Global Macro -5.10 500k 9/1/2003 49 Southwest Managed Investments, LLC Global Diversified -4.84 200k 1/1/2002 48 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.22 0k 11/1/1996 47 Superfund Group Superfund Green Q-AG -3.80 2k 3/1/1996 46 Alder Capital DAC Alder Global 10 -3.70 250k 10/1/2000 45 Hyman Beck and Company Global Portfolio -3.55 1,000k 3/1/1991 44 Estlander & Partners Alpha Trend -3.48 30,000k 10/1/1991 43 Chesapeake Capital Diversified (LV) -3.23 100k 2/1/1988 42 Tactical Investment Management Tactical Institutional Commodity Program -3.17 10,000k 4/1/1993 41 Estlander & Partners Global XL -2.65 5,000k 8/1/1991 40 M.S. Capital Management Global Diversified Program -2.39 2,000k 11/1/1998 39 Clarke Capital Management Worldwide -2.37 250k 1/1/1996 38 Rabar Market Research Diversified Program -1.92 2,000k 1/1/1989 37 RAM Management Group RAM MRTP 1X-Conservative -1.90 1,000k 9/1/1993 36 Conquest Capital Group Conquest Select -1.66 250k 6/1/2004 35 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.09 200k 11/1/1999 34 Estlander & Partners Global Markets -1.03 10,000k 8/1/1999 33 Clarke Capital Management Global Magnum -0.86 100k 8/1/1997 32 Kelly Angle Inc. Genesis Program -0.64 2,000k 4/1/2000 31 Mobius Asset Management Diversified Program -0.63 250k 3/1/2004 30 Mark J. Walsh Company Standard Program -0.47 2,000k 9/1/1985 29 Transtrend B.V. DTP – Enhanced Risk (USD) -0.42 10,000k 1/1/1995 28 Transtrend B.V. DTP – Standard Risk (EUR) -0.33 10,000k 2/1/1999 27 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.30 10,000k 8/1/1999 26 Alee Capital Management, LLC Mistral Program -0.26 2,500k 1/1/1999 25 Conquest Capital Group Conquest Macro -0.17 250k 5/1/1999 24 Alee Capital Management, LLC Poniente Program -0.08 2,500k 1/1/1999 23 Mobius Asset Management Custom Trading Program -0.06 100k 1/1/2002 22 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.00 10,000k 8/1/2004 21 EMC Capital Advisors, LLC Classic 0.10 5,000k 1/1/1985 20 Saxon Investment Corporation Diversified Program 0.47 3,000k 9/1/1988 19 Saxon Investment Corporation Aggressive Diversified Program 0.63 2,000k 11/1/1993 18 Rotella Capital Management Rotella Polaris Program (Diversified) 0.67 10,000k 1/1/1991 17 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.08 10,000k 3/1/2003 16 Eclipse Capital Management Global Monetary 1.12 5,000k 8/1/1990 15 Lynx Asset Management AB Lynx Program 2.12 75k 5/1/2000 14 John Locke Investments Cyril Systematic Program 2.21 8,000k 7/1/2000 13 Clarke Capital Management Global Basic 2.35 50k 2/1/1996 12 Covenant Capital Management Original Program 3.08 5,000k 9/1/1999 11 Winton Capital Management Diversified 3.09 50,000k 10/1/1997 10 DUNN Capital Management D'Best Futures Fund, L.P. 3.85 100k 6/1/1994 9 Clarke Capital Management FX Plus 3.94 1,000k 5/1/2004 8 Hawksbill Capital Management Global Diversified 3.95 5,000k 11/1/1988 7 Welton Investment Partners Welton Global 4.01 10,000k 6/1/2004 6 Eckhardt Trading Company Evolution Strategies 4.40 20,000k 8/1/1991 5 Covenant Capital Management Aggressive Program 4.46 3,000k 2/1/2004 4 Eckhardt Trading Company Evolution Strategies 1.2X 5.11 10,000k 10/1/1991 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 7.66 100k 3/1/2003 2 DUNN Capital Management DUNN Combined Fund (DCF) 8.14 100k 5/1/1989 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.29 100k 11/1/1984 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.