Trend Following Strategy Index For September 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 Sep 2005 Min Inv Inception 77 Clarke Capital Management Millennium -13.50 1,000k 1/1/1998 76 Hawksbill Capital Management Global Diversified -8.57 5,000k 11/1/1988 75 Winton Capital Management Diversified -6.17 50,000k 10/1/1997 74 DUNN Capital Management DUNN Combined Fund (DCF) -5.36 100k 5/1/1989 73 Heyden & Steindl GmbH TOMAC2 -4.76 5,000k 3/1/2003 72 DUNN Capital Management D'Best Futures Fund, L.P. -4.52 100k 6/1/1994 71 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.51 100k 11/1/1984 70 Clarke Capital Management Worldwide -3.32 250k 1/1/1996 69 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.48 200k 11/1/1999 68 Clarke Capital Management Global Magnum -2.44 100k 8/1/1997 67 Eckhardt Trading Company Evolution Strategies 1.2X -2.25 10,000k 10/1/1991 66 M.S. Capital Management Global Diversified Program -2.23 2,000k 11/1/1998 65 Saxon Investment Corporation Aggressive Diversified Program -2.17 2,000k 11/1/1993 64 Rotella Capital Management Rotella Polaris Program (Diversified) -1.91 10,000k 1/1/1991 63 Eckhardt Trading Company Evolution Strategies -1.86 20,000k 8/1/1991 62 Estlander & Partners Global XL -1.72 5,000k 8/1/1991 61 Blackwater Capital Management Global Program -1.53 5,000k 7/1/2005 60 Estlander & Partners Global Markets -1.17 10,000k 8/1/1999 59 Saxon Investment Corporation Diversified Program -1.13 3,000k 9/1/1988 58 John Locke Investments Cyril Systematic Program -1.10 8,000k 7/1/2000 57 Chesapeake Capital Diversified (LV) -1.10 100k 2/1/1988 56 Kelly Angle Inc. Genesis Program -1.02 2,000k 4/1/2000 55 Mobius Asset Management Diversified Program -0.88 250k 3/1/2004 54 Clarke Capital Management Global Basic -0.88 50k 2/1/1996 53 QCM Global Diversified Programme -0.65 500k 12/1/1995 52 Estlander & Partners Alpha Trend -0.63 30,000k 10/1/1991 51 Conquest Capital Group Conquest Macro -0.53 250k 5/1/1999 50 Alder Capital DAC Alder Global 20 -0.40 250k 2/1/2001 49 Southwest Managed Investments, LLC Global Diversified -0.32 200k 1/1/2002 48 Conquest Capital Group Conquest Select -0.18 250k 6/1/2004 47 Alder Capital DAC Alder Global 10 -0.10 250k 10/1/2000 46 Mobius Asset Management Custom Trading Program 0.01 100k 1/1/2002 45 Alee Capital Management, LLC Poniente Program 0.07 2,500k 1/1/1999 44 Millburn Ridgefield Corporation Commodity Program 0.13 25,000k 3/1/2005 43 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.33 0k 11/1/1996 42 Keck Capital Management LLC The Keck Program 0.34 2,000k 12/1/2003 41 Superfund Group Superfund Green L.P. Series A 0.51 5k 10/1/2002 40 RAM Management Group RAM MRTP 1X-Conservative 0.62 1,000k 9/1/1993 39 Tactical Investment Management Tactical Institutional Commodity Program 0.71 10,000k 4/1/1993 38 Superfund Group Superfund Green L.P. Series B 1.06 5k 10/1/2002 37 Superfund Group Superfund Green Q-AG 1.11 2k 3/1/1996 36 Drury Capital Diversified Trend-Following Program 1.15 5,000k 5/1/1997 35 Transtrend B.V. DTP – Standard Risk (EUR) 1.28 10,000k 2/1/1999 34 Eclipse Capital Management Global Monetary 1.34 5,000k 8/1/1990 33 Wimmer Horizon LLP Managed Account 1.51 5,000k 5/1/2005 32 Lynx Asset Management AB Lynx Program 1.53 75k 5/1/2000 31 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.59 10k 7/1/2005 30 Rabar Market Research Diversified Program 1.68 2,000k 1/1/1989 29 Hyman Beck and Company Global Portfolio 1.68 1,000k 3/1/1991 28 Mark J. Walsh Company Standard Program 1.73 2,000k 9/1/1985 27 Transtrend B.V. DTP – Enhanced Risk (USD) 1.80 10,000k 1/1/1995 26 Parizek Capital Futures Trading Program 1.91 500k 4/1/2000 25 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.94 10,000k 8/1/2004 24 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.99 10,000k 8/1/1999 23 ISAM ISAM Systematic Trend Fund 2.00 1,000k 6/1/2001 22 Superfund Group Superfund Green Master 2.05 2,000k 5/1/2001 21 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.08 100k 1/1/2000 20 RAM Management Group MRTP Aggressive 2.09 1,000k 2/1/1998 19 Alee Capital Management, LLC Mistral Program 2.42 2,500k 1/1/1999 18 Superfund Group Superfund Blue SPC Class A (EUR) 2.77 50k 4/1/2005 17 Red Rock Capital, LLC Systematic Global Macro 3.23 500k 9/1/2003 16 Superfund Group Superfund Green GCT USD 3.41 15k 1/1/2000 15 Clarke Capital Management Jupiter 3.70 3,000k 5/1/2005 14 Ancile Capital Management Global Markets Program 3.80 2,000k 4/1/2005 13 EMC Capital Advisors, LLC Classic 4.10 5,000k 1/1/1985 12 Briarwood Capital Management, Inc. Diversified 2XL 4.19 250k 11/1/2004 11 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.48 1,000k 3/1/2003 10 Welton Investment Partners Welton Global 5.48 10,000k 6/1/2004 9 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 6.33 100k 1/1/2005 8 Covenant Capital Management Original Program 7.59 5,000k 9/1/1999 7 Covenant Capital Management Aggressive Program 9.36 3,000k 2/1/2004 6 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.52 100k 3/1/2003 5 Somers Brothers Capital Diversified Futures Program #1 10.60 100k 1/1/2005 4 Quantica Capital AG Quantica Managed Futures 12.40 5,000k 1/1/2005 3 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.57 100k 5/1/1999 2 Dreiss Research Corporation Diversified Program 15.96 1,000k 5/1/1991 1 Clarke Capital Management FX Plus 15.98 1,000k 5/1/2004 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.