Trend Following Strategy Index For October 2005 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Oct 2005 Min Inv Inception 80 Superfund Group Superfund Green Master -15.12 2,000k 5/1/2001 79 Superfund Group Superfund Green GCT USD -13.00 15k 1/1/2000 78 Keck Capital Management LLC The Keck Program -11.98 2,000k 12/1/2003 77 Superfund Group Superfund Green L.P. Series B -10.77 5k 10/1/2002 76 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.80 100k 1/1/2000 75 QCM Global Diversified Programme -9.14 500k 12/1/1995 74 Clarke Capital Management FX Plus -8.76 1,000k 5/1/2004 73 Estlander & Partners Global XL -8.22 5,000k 8/1/1991 72 Superfund Group Superfund Green L.P. Series A -7.93 5k 10/1/2002 71 EMC Capital Advisors, LLC Classic -7.60 5,000k 1/1/1985 70 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.02 10k 7/1/2005 69 Superfund Group Superfund Green Q-AG -6.29 2k 3/1/1996 68 Clarke Capital Management Jupiter -6.11 3,000k 5/1/2005 67 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.88 100k 1/1/2005 66 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.64 100k 5/1/1999 65 Eclipse Capital Management Global Monetary -5.28 5,000k 8/1/1990 64 Hawksbill Capital Management Global Diversified -4.92 5,000k 11/1/1988 63 Chesapeake Capital Diversified (LV) -4.75 100k 2/1/1988 62 Quantica Capital AG Quantica Managed Futures -4.70 10,000k 1/1/2005 61 Estlander & Partners Global Markets -4.04 10,000k 8/1/1999 60 Clarke Capital Management Millennium -4.02 1,000k 1/1/1998 59 Tactical Investment Management Tactical Institutional Commodity Program -4.01 10,000k 4/1/1993 58 Mark J. Walsh Company Standard Program -3.91 2,000k 9/1/1985 57 Rabar Market Research Diversified Program -3.71 2,000k 1/1/1989 56 Superfund Group Superfund Blue SPC Class A (EUR) -3.47 50k 4/1/2005 55 RAM Management Group MRTP Aggressive -3.39 1,000k 2/1/1998 54 Wimmer Horizon LLP Managed Account -3.10 5,000k 5/1/2005 53 Winton Capital Management Diversified -2.95 50,000k 10/1/1997 52 ISAM ISAM Systematic Trend Fund -2.87 1,000k 6/1/2001 51 Conquest Capital Group Conquest Select -2.85 250k 6/1/2004 50 Welton Investment Partners Welton Global -2.23 10,000k 6/1/2004 49 Ancile Capital Management Global Markets Program -2.18 2,000k 4/1/2005 48 Heyden & Steindl GmbH TOMAC2 -1.84 5,000k 3/1/2003 47 Blackwater Capital Management Global Program -1.78 5,000k 7/1/2005 46 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 45 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.43 10,000k 8/1/2004 44 Southwest Managed Investments, LLC Global Diversified -1.35 200k 1/1/2002 43 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.22 200k 11/1/1999 42 RAM Management Group RAM MRTP 1X-Conservative -1.12 1,000k 9/1/1993 41 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.12 10,000k 8/1/1999 40 Conquest Capital Group Conquest Macro -1.07 250k 5/1/1999 39 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.94 100k 11/1/1984 38 Covenant Capital Management Aggressive Program -0.78 3,000k 2/1/2004 37 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.76 0k 11/1/1996 36 Transtrend B.V. DTP – Enhanced Risk (USD) -0.67 10,000k 1/1/1995 35 Transtrend B.V. DTP – Standard Risk (EUR) -0.43 10,000k 2/1/1999 34 Clarke Capital Management Global Basic -0.28 50k 2/1/1996 33 Clarke Capital Management Global Magnum -0.21 100k 8/1/1997 32 Dreiss Research Corporation Diversified Program -0.21 1,000k 5/1/1991 31 Covenant Capital Management Original Program -0.21 5,000k 9/1/1999 30 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.16 100k 3/1/2003 29 Millburn Ridgefield Corporation Commodity Program -0.16 25,000k 3/1/2005 28 Superfund Group Superfund Green Gold C (SPC) 0.00 100k 10/1/2005 26 Superfund Group Superfund Green Gold A (SPC) 0.00 5k 10/1/2005 27 Superfund Group Superfund Green Gold B (SPC) 0.00 50k 10/1/2005 25 Alee Capital Management, LLC Poniente Program 0.06 2,500k 1/1/1999 24 Eckhardt Trading Company Evolution Strategies 1.2X 0.31 10,000k 10/1/1991 23 Eckhardt Trading Company Evolution Strategies 0.31 20,000k 8/1/1991 22 Rotella Capital Management Rotella Polaris Program (Diversified) 0.44 10,000k 1/1/1991 21 M.S. Capital Management Global Diversified Program 0.49 2,000k 11/1/1998 20 Saxon Investment Corporation Diversified Program 0.89 3,000k 9/1/1988 19 Drury Capital Diversified Trend-Following Program 0.95 5,000k 5/1/1997 18 Estlander & Partners Alpha Trend 1.22 30,000k 10/1/1991 17 Saxon Investment Corporation Aggressive Diversified Program 1.49 2,000k 11/1/1993 16 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.63 10,000k 3/1/2003 15 Lynx Asset Management AB Lynx Program 1.96 75k 5/1/2000 14 John Locke Investments Cyril Systematic Program 2.04 8,000k 7/1/2000 13 DUNN Capital Management DUNN Combined Fund (DCF) 2.38 100k 5/1/1989 12 Parizek Capital Futures Trading Program 2.55 500k 4/1/2000 11 Somers Brothers Capital Diversified Futures Program #1 2.60 100k 1/1/2005 10 Alee Capital Management, LLC Mistral Program 2.61 2,500k 1/1/1999 9 Hyman Beck and Company Global Portfolio 2.94 1,000k 3/1/1991 8 Alder Capital DAC Alder Global 10 3.00 250k 10/1/2000 7 DUNN Capital Management D'Best Futures Fund, L.P. 3.10 100k 6/1/1994 6 Mobius Asset Management Custom Trading Program 3.15 100k 1/1/2002 5 Mobius Asset Management Diversified Program 3.38 250k 3/1/2004 4 Briarwood Capital Management, Inc. Diversified 2XL 4.57 250k 11/1/2004 3 Red Rock Capital, LLC Systematic Global Macro 4.69 500k 9/1/2003 2 Alder Capital DAC Alder Global 20 5.80 250k 2/1/2001 1 Kelly Angle Inc. Genesis Program 11.56 2,000k 4/1/2000 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.