Trend Following Strategy Index For March 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 Mar 2005 Min Inv Inception 71 Dreiss Research Corporation Diversified Program -6.40 1,000k 5/1/1991 70 Eclipse Capital Management Global Monetary -4.75 5,000k 8/1/1990 69 Red Rock Capital, LLC Systematic Global Macro -4.72 500k 9/1/2003 68 John Locke Investments Cyril Systematic Program -4.65 8,000k 7/1/2000 67 Clarke Capital Management Worldwide -4.26 250k 1/1/1996 66 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.04 100k 11/1/1984 65 ISAM ISAM Systematic Trend Fund -4.04 1,000k 6/1/2001 64 Rabar Market Research Diversified Program -3.80 2,000k 1/1/1989 63 Tactical Investment Management Tactical Institutional Commodity Program -3.78 10,000k 4/1/1993 62 Mark J. Walsh Company Standard Program -3.61 2,000k 9/1/1985 61 DUNN Capital Management DUNN Combined Fund (DCF) -3.44 100k 5/1/1989 60 RAM Management Group MRTP Aggressive -2.88 1,000k 2/1/1998 59 Hyman Beck and Company Global Portfolio -2.45 1,000k 3/1/1991 58 Somers Brothers Capital Diversified Futures Program #1 -2.40 100k 1/1/2005 57 Clarke Capital Management FX Plus -2.10 1,000k 5/1/2004 56 Lynx Asset Management AB Lynx Program -2.10 75k 5/1/2000 55 Hawksbill Capital Management Global Diversified -2.09 5,000k 11/1/1988 54 Parizek Capital Futures Trading Program -2.00 500k 4/1/2000 53 EMC Capital Advisors, LLC Classic -1.80 5,000k 1/1/1985 52 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.76 0k 11/1/1996 51 Clarke Capital Management Global Basic -1.55 50k 2/1/1996 50 Quantica Capital AG Quantica Managed Futures -1.10 5,000k 1/1/2005 49 Southwest Managed Investments, LLC Global Diversified -1.07 200k 1/1/2002 48 Estlander & Partners Global XL -0.96 5,000k 8/1/1991 47 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.90 100k 3/1/2003 46 Conquest Capital Group Conquest Select -0.86 250k 6/1/2004 45 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 44 Estlander & Partners Alpha Trend -0.52 30,000k 10/1/1991 43 RAM Management Group RAM MRTP 1X-Conservative -0.50 1,000k 9/1/1993 42 Estlander & Partners Global Markets -0.43 10,000k 8/1/1999 41 M.S. Capital Management Global Diversified Program -0.22 2,000k 11/1/1998 40 Alee Capital Management, LLC Mistral Program -0.10 2,500k 1/1/1999 39 Conquest Capital Group Conquest Macro -0.01 250k 5/1/1999 38 Millburn Ridgefield Corporation Commodity Program 0.00 25,000k 3/1/2005 37 DUNN Capital Management D'Best Futures Fund, L.P. 0.03 100k 6/1/1994 36 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.10 100k 1/1/2000 35 Drury Capital Diversified Trend-Following Program 0.27 5,000k 5/1/1997 34 Covenant Capital Management Original Program 0.57 5,000k 9/1/1999 33 Mobius Asset Management Custom Trading Program 0.58 100k 1/1/2002 32 Chesapeake Capital Diversified (LV) 0.92 100k 2/1/1988 31 Transtrend B.V. DTP – Standard Risk (EUR) 1.29 10,000k 2/1/1999 30 Eckhardt Trading Company Evolution Strategies 1.33 20,000k 8/1/1991 29 Briarwood Capital Management, Inc. Diversified 2XL 1.49 250k 11/1/2004 28 Eckhardt Trading Company Evolution Strategies 1.2X 1.54 10,000k 10/1/1991 27 Clarke Capital Management Global Magnum 1.66 100k 8/1/1997 26 Superfund Group Superfund Green Q-AG 1.94 2k 3/1/1996 25 Alee Capital Management, LLC Poniente Program 2.01 2,500k 1/1/1999 24 Transtrend B.V. DTP – Enhanced Risk (USD) 2.03 10,000k 1/1/1995 23 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.11 10,000k 8/1/1999 22 Covenant Capital Management Aggressive Program 2.19 3,000k 2/1/2004 21 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.25 1,000k 3/1/2003 20 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.30 100k 5/1/1999 19 Welton Investment Partners Welton Global 2.32 10,000k 6/1/2004 18 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.37 10,000k 8/1/2004 17 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 16 Saxon Investment Corporation Diversified Program 2.47 3,000k 9/1/1988 15 QCM Global Diversified Programme 2.85 500k 12/1/1995 14 Clarke Capital Management Millennium 3.25 1,000k 1/1/1998 13 Mobius Asset Management Diversified Program 3.67 250k 3/1/2004 12 Saxon Investment Corporation Aggressive Diversified Program 3.85 2,000k 11/1/1993 11 Superfund Group Superfund Green GCT USD 4.26 15k 1/1/2000 10 Alder Capital DAC Alder Global 20 4.50 250k 2/1/2001 9 Winton Capital Management Diversified 4.64 50,000k 10/1/1997 8 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.16 100k 1/1/2005 7 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.39 200k 11/1/1999 6 Superfund Group Superfund Green L.P. Series A 6.15 5k 10/1/2002 5 Heyden & Steindl GmbH TOMAC2 6.17 5,000k 3/1/2003 4 Superfund Group Superfund Green Master 6.60 2,000k 5/1/2001 3 Superfund Group Superfund Green L.P. Series B 8.49 5k 10/1/2002 2 Kelly Angle Inc. Genesis Program 9.00 2,000k 4/1/2000 1 Keck Capital Management LLC The Keck Program 13.17 2,000k 12/1/2003 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.