Trend Following Strategy Index For June 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 Jun 2005 Min Inv Inception 75 Saxon Investment Corporation Aggressive Diversified Program -3.67 2,000k 11/1/1993 74 Millburn Ridgefield Corporation Commodity Program -2.68 25,000k 3/1/2005 73 Drury Capital Diversified Trend-Following Program -2.42 5,000k 5/1/1997 72 Red Rock Capital, LLC Systematic Global Macro -2.34 500k 9/1/2003 71 Saxon Investment Corporation Diversified Program -2.11 3,000k 9/1/1988 70 Covenant Capital Management Original Program -1.36 5,000k 9/1/1999 69 Briarwood Capital Management, Inc. Diversified 2XL -0.83 250k 11/1/2004 68 Tactical Investment Management Tactical Institutional Commodity Program -0.47 10,000k 4/1/1993 67 Superfund Group Superfund Blue SPC Class A (EUR) -0.20 50k 4/1/2005 66 Mark J. Walsh Company Standard Program 0.09 2,000k 9/1/1985 65 Clarke Capital Management Worldwide 0.13 250k 1/1/1996 64 Clarke Capital Management Millennium 0.32 1,000k 1/1/1998 63 Alee Capital Management, LLC Poniente Program 0.43 2,500k 1/1/1999 62 Clarke Capital Management Global Magnum 0.52 100k 8/1/1997 61 Parizek Capital Futures Trading Program 0.67 500k 4/1/2000 60 Somers Brothers Capital Diversified Futures Program #1 0.70 100k 1/1/2005 59 Hawksbill Capital Management Global Diversified 0.79 5,000k 11/1/1988 58 Estlander & Partners Alpha Trend 0.93 30,000k 10/1/1991 57 Covenant Capital Management Aggressive Program 0.97 3,000k 2/1/2004 56 Welton Investment Partners Welton Global 1.02 10,000k 6/1/2004 55 Hyman Beck and Company Global Portfolio 1.09 1,000k 3/1/1991 54 Southwest Managed Investments, LLC Global Diversified 1.54 200k 1/1/2002 53 Alee Capital Management, LLC Mistral Program 1.55 2,500k 1/1/1999 52 Quantica Capital AG Quantica Managed Futures 1.90 5,000k 1/1/2005 51 RAM Management Group RAM MRTP 1X-Conservative 1.92 1,000k 9/1/1993 50 Conquest Capital Group Conquest Select 1.93 250k 6/1/2004 49 EMC Capital Advisors, LLC Classic 2.00 5,000k 1/1/1985 48 Conquest Capital Group Conquest Macro 2.22 250k 5/1/1999 47 M.S. Capital Management Global Diversified Program 2.30 2,000k 11/1/1998 46 Alder Capital DAC Alder Global 10 2.38 250k 10/1/2000 45 Superfund Group Superfund Green L.P. Series A 2.44 5k 10/1/2002 44 Eclipse Capital Management Global Monetary 2.57 5,000k 8/1/1990 43 ISAM ISAM Systematic Trend Fund 2.59 1,000k 6/1/2001 42 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.62 100k 1/1/2000 41 Transtrend B.V. DTP – Standard Risk (EUR) 2.72 10,000k 2/1/1999 40 Rotella Capital Management Rotella Polaris Program (Diversified) 2.86 10,000k 1/1/1991 39 Rabar Market Research Diversified Program 2.95 2,000k 1/1/1989 38 John Locke Investments Cyril Systematic Program 3.06 8,000k 7/1/2000 37 Winton Capital Management Diversified 3.13 50,000k 10/1/1997 36 Eckhardt Trading Company Evolution Strategies 3.25 20,000k 8/1/1991 35 Wimmer Horizon LLP Managed Account 3.27 5,000k 5/1/2005 34 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.29 0k 11/1/1996 33 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.29 1,000k 3/1/2003 32 Dreiss Research Corporation Diversified Program 3.39 1,000k 5/1/1991 31 Chesapeake Capital Diversified (LV) 3.40 100k 2/1/1988 30 Superfund Group Superfund Green L.P. Series B 3.56 5k 10/1/2002 29 Lynx Asset Management AB Lynx Program 3.58 75k 5/1/2000 28 Eckhardt Trading Company Evolution Strategies 1.2X 3.65 10,000k 10/1/1991 27 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.80 10,000k 8/1/2004 26 Superfund Group Superfund Green Q-AG 3.88 2k 3/1/1996 25 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.91 200k 11/1/1999 24 Transtrend B.V. DTP – Enhanced Risk (USD) 4.02 10,000k 1/1/1995 23 RAM Management Group MRTP Aggressive 4.06 1,000k 2/1/1998 22 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.12 100k 1/1/2005 21 Clarke Capital Management Global Basic 4.14 50k 2/1/1996 20 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.18 10,000k 8/1/1999 19 Estlander & Partners Global Markets 4.19 10,000k 8/1/1999 18 Heyden & Steindl GmbH TOMAC2 4.79 5,000k 3/1/2003 17 Alder Capital DAC Alder Global 20 4.82 250k 2/1/2001 16 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.32 100k 5/1/1999 15 Clarke Capital Management Jupiter 5.33 3,000k 5/1/2005 14 Superfund Group Superfund Green Master 5.41 2,000k 5/1/2001 13 Ancile Capital Management Global Markets Program 5.42 2,000k 4/1/2005 12 Superfund Group Superfund Green GCT USD 5.98 15k 1/1/2000 11 DUNN Capital Management D'Best Futures Fund, L.P. 6.13 100k 6/1/1994 10 Mobius Asset Management Custom Trading Program 6.23 100k 1/1/2002 9 Kelly Angle Inc. Genesis Program 6.86 2,000k 4/1/2000 8 QCM Global Diversified Programme 7.64 500k 12/1/1995 7 Estlander & Partners Global XL 8.34 5,000k 8/1/1991 6 DUNN Capital Management DUNN Combined Fund (DCF) 9.07 100k 5/1/1989 5 Mobius Asset Management Diversified Program 9.39 250k 3/1/2004 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 12.23 100k 11/1/1984 3 Clarke Capital Management FX Plus 12.80 1,000k 5/1/2004 2 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 13.42 100k 3/1/2003 1 Keck Capital Management LLC The Keck Program 14.05 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.