Trend Following Strategy Index For January 2005 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 Jan 2005 Min Inv Inception 70 Heyden & Steindl GmbH TOMAC2 -17.03 5,000k 3/1/2003 69 Superfund Group Superfund Green Master -15.92 2,000k 5/1/2001 68 Superfund Group Superfund Green L.P. Series B -14.74 5k 10/1/2002 67 Superfund Group Superfund Green GCT USD -12.48 15k 1/1/2000 66 Clarke Capital Management FX Plus -12.35 1,000k 5/1/2004 65 Briarwood Capital Management, Inc. Diversified 2XL -11.05 250k 11/1/2004 64 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.10 200k 11/1/1999 63 Superfund Group Superfund Green L.P. Series A -9.87 5k 10/1/2002 62 John Locke Investments Cyril Systematic Program -9.87 8,000k 7/1/2000 61 Conquest Capital Group Conquest Macro -9.80 250k 5/1/1999 60 Alder Capital DAC Alder Global 20 -9.20 250k 2/1/2001 59 Hawksbill Capital Management Global Diversified -8.83 5,000k 11/1/1988 58 Mark J. Walsh Company Standard Program -8.13 2,000k 9/1/1985 57 Alee Capital Management, LLC Poniente Program -7.77 2,500k 1/1/1999 56 Alee Capital Management, LLC Mistral Program -7.65 2,500k 1/1/1999 55 Hyman Beck and Company Global Portfolio -7.10 1,000k 3/1/1991 54 Superfund Group Superfund Green Q-AG -6.97 2k 3/1/1996 53 Parizek Capital Futures Trading Program -6.85 500k 4/1/2000 52 Clarke Capital Management Millennium -6.53 1,000k 1/1/1998 51 Rabar Market Research Diversified Program -6.37 2,000k 1/1/1989 50 Saxon Investment Corporation Aggressive Diversified Program -5.93 2,000k 11/1/1993 49 Welton Investment Partners Welton Global -5.53 10,000k 6/1/2004 48 Dreiss Research Corporation Diversified Program -5.51 1,000k 5/1/1991 47 DUNN Capital Management D'Best Futures Fund, L.P. -5.49 100k 6/1/1994 46 Winton Capital Management Diversified -5.38 50,000k 10/1/1997 45 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.32 0k 11/1/1996 44 Clarke Capital Management Global Magnum -5.20 100k 8/1/1997 43 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.18 1,000k 3/1/2003 42 Clarke Capital Management Global Basic -5.14 50k 2/1/1996 41 EMC Capital Advisors, LLC Classic -5.00 5,000k 1/1/1985 40 Eclipse Capital Management Global Monetary -4.95 5,000k 8/1/1990 39 Conquest Capital Group Conquest Select -4.88 250k 6/1/2004 38 Alder Capital DAC Alder Global 10 -4.50 250k 10/1/2000 37 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.37 10,000k 8/1/2004 36 DUNN Capital Management DUNN Combined Fund (DCF) -4.36 100k 5/1/1989 35 QCM Global Diversified Programme -4.36 500k 12/1/1995 34 Transtrend B.V. DTP – Enhanced Risk (USD) -4.35 10,000k 1/1/1995 33 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.31 10,000k 8/1/1999 32 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.28 100k 5/1/1999 31 Tactical Investment Management Tactical Institutional Commodity Program -4.20 10,000k 4/1/1993 30 Lynx Asset Management AB Lynx Program -4.18 75k 5/1/2000 29 Eckhardt Trading Company Evolution Strategies 1.2X -4.09 10,000k 10/1/1991 28 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.09 100k 11/1/1984 27 Southwest Managed Investments, LLC Global Diversified -3.88 200k 1/1/2002 26 Chesapeake Capital Diversified (LV) -3.82 100k 2/1/1988 25 Saxon Investment Corporation Diversified Program -3.72 3,000k 9/1/1988 24 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.65 100k 3/1/2003 23 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.59 100k 1/1/2000 22 Kelly Angle Inc. Genesis Program -3.51 2,000k 4/1/2000 21 Eckhardt Trading Company Evolution Strategies -3.38 20,000k 8/1/1991 20 Transtrend B.V. DTP – Standard Risk (EUR) -3.04 10,000k 2/1/1999 19 Estlander & Partners Alpha Trend -2.92 30,000k 10/1/1991 18 Covenant Capital Management Aggressive Program -2.77 3,000k 2/1/2004 17 Rotella Capital Management Rotella Polaris Program (Diversified) -2.74 10,000k 1/1/1991 16 Covenant Capital Management Original Program -2.49 5,000k 9/1/1999 15 Estlander & Partners Global XL -2.48 5,000k 8/1/1991 14 Drury Capital Diversified Trend-Following Program -2.34 5,000k 5/1/1997 13 RAM Management Group MRTP Aggressive -2.11 1,000k 2/1/1998 12 Clarke Capital Management Worldwide -1.83 250k 1/1/1996 11 M.S. Capital Management Global Diversified Program -1.80 2,000k 11/1/1998 10 Keck Capital Management LLC The Keck Program -1.69 2,000k 12/1/2003 9 Estlander & Partners Global Markets -1.22 10,000k 8/1/1999 8 RAM Management Group RAM MRTP 1X-Conservative -0.70 1,000k 9/1/1993 7 Red Rock Capital, LLC Systematic Global Macro -0.34 500k 9/1/2003 5 Somers Brothers Capital Diversified Futures Program #1 0.00 100k 1/1/2005 6 Quantica Capital AG Quantica Managed Futures 0.00 5,000k 1/1/2005 4 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.00 100k 1/1/2005 3 Mobius Asset Management Diversified Program 0.07 250k 3/1/2004 2 ISAM ISAM Systematic Trend Fund 1.30 1,000k 6/1/2001 1 Mobius Asset Management Custom Trading Program 1.57 100k 1/1/2002 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.