Trend Following Strategy Index For May 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 May 2005 Min Inv Inception 75 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.08 100k 5/1/1999 74 Drury Capital Diversified Trend-Following Program -4.02 5,000k 5/1/1997 73 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.59 100k 1/1/2000 72 Eclipse Capital Management Global Monetary -2.16 5,000k 8/1/1990 71 Millburn Ridgefield Corporation Commodity Program -2.01 25,000k 3/1/2005 70 Mobius Asset Management Diversified Program -1.97 250k 3/1/2004 69 Chesapeake Capital Diversified (LV) -1.25 100k 2/1/1988 68 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.08 100k 3/1/2003 67 Superfund Group Superfund Blue SPC Class A (EUR) -0.91 50k 4/1/2005 66 Dreiss Research Corporation Diversified Program -0.83 1,000k 5/1/1991 65 Red Rock Capital, LLC Systematic Global Macro -0.31 500k 9/1/2003 64 ISAM ISAM Systematic Trend Fund -0.30 1,000k 6/1/2001 62 Wimmer Horizon LLP Managed Account 0.00 5,000k 5/1/2005 63 Clarke Capital Management Jupiter 0.00 3,000k 5/1/2005 61 Parizek Capital Futures Trading Program 0.03 500k 4/1/2000 60 Superfund Group Superfund Green L.P. Series A 0.30 5k 10/1/2002 59 Superfund Group Superfund Green L.P. Series B 0.48 5k 10/1/2002 58 Alder Capital DAC Alder Global 10 0.55 250k 10/1/2000 57 Conquest Capital Group Conquest Select 0.59 250k 6/1/2004 56 Transtrend B.V. DTP – Standard Risk (EUR) 0.61 10,000k 2/1/1999 55 Mobius Asset Management Custom Trading Program 0.76 100k 1/1/2002 54 Transtrend B.V. DTP – Enhanced Risk (USD) 1.03 10,000k 1/1/1995 53 Alder Capital DAC Alder Global 20 1.05 250k 2/1/2001 52 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.07 10,000k 8/1/2004 51 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.17 10,000k 8/1/1999 50 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.25 0k 11/1/1996 49 RAM Management Group RAM MRTP 1X-Conservative 1.48 1,000k 9/1/1993 48 Hyman Beck and Company Global Portfolio 1.50 1,000k 3/1/1991 47 Superfund Group Superfund Green GCT USD 1.65 15k 1/1/2000 46 M.S. Capital Management Global Diversified Program 1.75 2,000k 11/1/1998 45 Covenant Capital Management Original Program 2.20 5,000k 9/1/1999 44 Conquest Capital Group Conquest Macro 2.27 250k 5/1/1999 43 Rotella Capital Management Rotella Polaris Program (Diversified) 2.29 10,000k 1/1/1991 42 Alee Capital Management, LLC Mistral Program 2.33 2,500k 1/1/1999 41 QCM Global Diversified Programme 2.58 500k 12/1/1995 40 Superfund Group Superfund Green Q-AG 2.62 2k 3/1/1996 39 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.73 10,000k 3/1/2003 38 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.81 100k 1/1/2005 37 John Locke Investments Cyril Systematic Program 2.95 8,000k 7/1/2000 36 Estlander & Partners Alpha Trend 3.16 30,000k 10/1/1991 35 Estlander & Partners Global Markets 3.20 10,000k 8/1/1999 34 Saxon Investment Corporation Diversified Program 3.39 3,000k 9/1/1988 33 RAM Management Group MRTP Aggressive 3.48 1,000k 2/1/1998 32 EMC Capital Advisors, LLC Classic 3.70 5,000k 1/1/1985 31 Southwest Managed Investments, LLC Global Diversified 3.86 200k 1/1/2002 30 Mark J. Walsh Company Standard Program 3.98 2,000k 9/1/1985 29 Tactical Investment Management Tactical Institutional Commodity Program 4.16 10,000k 4/1/1993 28 Welton Investment Partners Welton Global 4.33 10,000k 6/1/2004 27 Rabar Market Research Diversified Program 4.37 2,000k 1/1/1989 26 Alee Capital Management, LLC Poniente Program 4.37 2,500k 1/1/1999 25 Briarwood Capital Management, Inc. Diversified 2XL 4.65 250k 11/1/2004 24 Superfund Group Superfund Green Master 4.99 2,000k 5/1/2001 23 Quantica Capital AG Quantica Managed Futures 5.00 5,000k 1/1/2005 22 Lynx Asset Management AB Lynx Program 5.60 75k 5/1/2000 21 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.85 200k 11/1/1999 20 Eckhardt Trading Company Evolution Strategies 6.16 20,000k 8/1/1991 19 Covenant Capital Management Aggressive Program 6.19 3,000k 2/1/2004 18 Ancile Capital Management Global Markets Program 6.42 2,000k 4/1/2005 17 Estlander & Partners Global XL 6.47 5,000k 8/1/1991 16 Saxon Investment Corporation Aggressive Diversified Program 6.54 2,000k 11/1/1993 15 Winton Capital Management Diversified 6.62 50,000k 10/1/1997 14 Hawksbill Capital Management Global Diversified 7.11 5,000k 11/1/1988 13 Eckhardt Trading Company Evolution Strategies 1.2X 7.22 10,000k 10/1/1991 12 Clarke Capital Management Worldwide 7.40 250k 1/1/1996 11 Somers Brothers Capital Diversified Futures Program #1 7.90 100k 1/1/2005 10 Keck Capital Management LLC The Keck Program 10.02 2,000k 12/1/2003 9 Clarke Capital Management FX Plus 10.18 1,000k 5/1/2004 8 Clarke Capital Management Millennium 10.77 1,000k 1/1/1998 7 Heyden & Steindl GmbH TOMAC2 11.63 5,000k 3/1/2003 6 DUNN Capital Management D'Best Futures Fund, L.P. 12.26 100k 6/1/1994 5 Kelly Angle Inc. Genesis Program 12.51 2,000k 4/1/2000 4 DUNN Capital Management DUNN Combined Fund (DCF) 12.51 100k 5/1/1989 3 DUNN Capital Management World Monetary and Agriculture Program (WMA) 13.03 100k 11/1/1984 2 Clarke Capital Management Global Magnum 13.95 100k 8/1/1997 1 Clarke Capital Management Global Basic 20.95 50k 2/1/1996 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.