Trend Following Strategy Index For December 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 Dec 2005 Min Inv Inception 80 Estlander & Partners Global XL -8.97 5,000k 8/1/1991 79 Blackwater Capital Management Global Program -8.64 5,000k 7/1/2005 78 DUNN Capital Management D'Best Futures Fund, L.P. -6.33 100k 6/1/1994 77 Southwest Managed Investments, LLC Global Diversified -6.00 200k 1/1/2002 76 Winton Capital Management Diversified -4.37 50,000k 10/1/1997 75 DUNN Capital Management DUNN Combined Fund (DCF) -4.32 100k 5/1/1989 74 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.88 100k 11/1/1984 73 Estlander & Partners Global Markets -3.49 10,000k 8/1/1999 72 Kelly Angle Inc. Genesis Program -3.30 2,000k 4/1/2000 71 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.18 10,000k 8/1/2004 70 Mark J. Walsh Company Standard Program -3.10 2,000k 9/1/1985 69 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.09 10,000k 8/1/1999 68 Eclipse Capital Management Global Monetary -3.07 5,000k 8/1/1990 67 Transtrend B.V. DTP – Enhanced Risk (USD) -3.00 10,000k 1/1/1995 66 Alee Capital Management, LLC Poniente Program -2.95 2,500k 1/1/1999 65 ISAM ISAM Systematic Trend Fund -2.81 1,000k 6/1/2001 64 Drury Capital Diversified Trend-Following Program -2.78 5,000k 5/1/1997 63 Keck Capital Management LLC The Keck Program -2.74 2,000k 12/1/2003 62 Ancile Capital Management Global Markets Program -2.37 2,000k 4/1/2005 61 Heyden & Steindl GmbH TOMAC2 -2.32 5,000k 3/1/2003 60 Alder Capital DAC Alder Global 20 -2.30 250k 2/1/2001 59 Rotella Capital Management Rotella Polaris Program (Diversified) -2.23 10,000k 1/1/1991 58 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.11 0k 11/1/1996 57 Clarke Capital Management Millennium -2.02 1,000k 1/1/1998 56 Transtrend B.V. DTP – Standard Risk (EUR) -1.99 10,000k 2/1/1999 55 Clarke Capital Management Global Basic -1.87 50k 2/1/1996 54 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.49 200k 11/1/1999 53 Lynx Asset Management AB Lynx Program -1.44 75k 5/1/2000 52 Clarke Capital Management Jupiter -1.25 3,000k 5/1/2005 51 Rabar Market Research Diversified Program -1.18 2,000k 1/1/1989 50 Clarke Capital Management Global Magnum -1.08 100k 8/1/1997 49 Conquest Capital Group Conquest Select -0.75 250k 6/1/2004 48 Alder Capital DAC Alder Global 10 -0.70 250k 10/1/2000 47 Welton Investment Partners Welton Global -0.69 10,000k 6/1/2004 46 EMC Capital Advisors, LLC Classic -0.40 5,000k 1/1/1985 45 Superfund Group Superfund Blue SPC Class A (EUR) -0.39 50k 4/1/2005 44 Superfund Group Superfund Green L.P. Series A -0.28 5k 10/1/2002 43 Superfund Group Superfund Green L.P. Series B -0.22 5k 10/1/2002 42 Clarke Capital Management Worldwide 0.09 250k 1/1/1996 41 John Locke Investments Cyril Systematic Program 0.16 8,000k 7/1/2000 40 Eckhardt Trading Company Evolution Strategies 0.34 20,000k 8/1/1991 39 Eckhardt Trading Company Evolution Strategies 1.2X 0.40 10,000k 10/1/1991 38 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.58 100k 3/1/2003 37 Wimmer Horizon LLP Managed Account 0.74 5,000k 5/1/2005 36 Hyman Beck and Company Global Portfolio 1.12 1,000k 3/1/1991 35 Red Rock Capital, LLC Systematic Global Macro 1.31 500k 9/1/2003 34 M.S. Capital Management Global Diversified Program 1.79 2,000k 11/1/1998 33 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.92 10,000k 3/1/2003 32 Chesapeake Capital Diversified (LV) 1.97 100k 2/1/1988 31 Quantica Capital AG Quantica Managed Futures 2.50 5,000k 1/1/2005 30 RAM Management Group RAM MRTP 1X-Conservative 2.77 1,000k 9/1/1993 29 Conquest Capital Group Conquest Macro 2.81 250k 5/1/1999 28 Superfund Group Superfund Green Q-AG 2.86 2k 3/1/1996 27 Somers Brothers Capital Diversified Futures Program #1 3.00 100k 1/1/2005 26 Alee Capital Management, LLC Mistral Program 3.04 2,500k 1/1/1999 25 Superfund Group Superfund Green GCT USD 3.24 15k 1/1/2000 24 Estlander & Partners Alpha Trend 3.27 30,000k 10/1/1991 23 Mobius Asset Management Custom Trading Program 3.40 100k 1/1/2002 22 Millburn Ridgefield Corporation Commodity Program 3.41 25,000k 3/1/2005 21 Dreiss Research Corporation Diversified Program 3.55 1,000k 5/1/1991 20 Saxon Investment Corporation Diversified Program 4.19 3,000k 9/1/1988 19 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.64 100k 1/1/2005 18 Covenant Capital Management Original Program 4.71 5,000k 9/1/1999 17 Parizek Capital Futures Trading Program 5.03 500k 4/1/2000 16 Superfund Group Superfund Green Master 5.08 2,000k 5/1/2001 15 Tactical Investment Management Tactical Institutional Commodity Program 5.22 10,000k 4/1/1993 14 Clarke Capital Management FX Plus 6.23 1,000k 5/1/2004 13 Briarwood Capital Management, Inc. Diversified 2XL 6.31 250k 11/1/2004 12 Superfund Group Superfund Green Gold A (SPC) 6.62 5k 10/1/2005 11 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 7.09 10k 7/1/2005 10 Superfund Group Superfund Green Gold B (SPC) 7.50 50k 10/1/2005 9 Saxon Investment Corporation Aggressive Diversified Program 7.53 2,000k 11/1/1993 8 QCM Global Diversified Programme 7.61 500k 12/1/1995 7 Superfund Group Superfund Green Gold C (SPC) 7.99 100k 10/1/2005 6 RAM Management Group MRTP Aggressive 8.30 1,000k 2/1/1998 5 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.35 100k 5/1/1999 4 Covenant Capital Management Aggressive Program 10.12 3,000k 2/1/2004 3 Mobius Asset Management Diversified Program 10.21 250k 3/1/2004 2 Hawksbill Capital Management Global Diversified 11.76 5,000k 11/1/1988 1 Insch Capital Management SA Interbank Currency Program - 3X Leverage 15.91 100k 1/1/2000 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.