Trend Following Strategy Index For April 2006 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 Apr 2006 Min Inv Inception 84 Superfund Group Superfund Blue SPC Class A (EUR) -1.43 50k 4/1/2005 83 RAM Management Group MRTP Aggressive -0.72 1,000k 2/1/1998 82 RAM Management Group RAM MRTP 1X-Conservative -0.23 1,000k 9/1/1993 81 Parizek Capital Currency Program 0.00 1,000k 4/1/2006 80 Auspice Capital Advisors Ltd Auspice Diversified Program 0.00 1,500k 4/1/2006 79 Covenant Capital Management Aggressive Program 0.04 3,000k 2/1/2004 78 Covenant Capital Management Original Program 0.37 5,000k 9/1/1999 77 Alder Capital DAC Alder Global 10 0.56 250k 10/1/2000 76 Estlander & Partners Global Markets 0.61 10,000k 8/1/1999 75 Mobius Asset Management Custom Trading Program 0.80 100k 1/1/2002 74 Transtrend B.V. DTP – Standard Risk (EUR) 1.06 10,000k 2/1/1999 73 Alder Capital DAC Alder Global 20 1.23 250k 2/1/2001 72 Parizek Capital Futures Trading Program 1.60 500k 4/1/2000 71 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.74 10,000k 8/1/1999 70 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.77 10,000k 8/1/2004 69 Estlander & Partners Global XL 1.88 5,000k 8/1/1991 68 Transtrend B.V. DTP – Enhanced Risk (USD) 1.94 10,000k 1/1/1995 67 Red Rock Capital, LLC Systematic Global Macro 1.98 500k 9/1/2003 66 Ancile Capital Management Global Markets Program 2.33 2,000k 4/1/2005 65 Drury Capital Diversified Trend-Following Program 2.38 5,000k 5/1/1997 64 Clarke Capital Management Global Basic 2.66 50k 2/1/1996 63 Chesapeake Capital Diversified (LV) 3.19 100k 2/1/1988 62 Lynx Asset Management AB Lynx Program 3.24 75k 5/1/2000 61 Superfund Group Superfund Green Q-AG 3.51 2k 3/1/1996 60 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.78 10k 7/1/2005 59 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.66 1,000k 3/1/2003 58 Superfund Group Superfund Green GCT USD 4.66 15k 1/1/2000 57 Rotella Capital Management Rotella Orion (Short-Term) Program 4.69 10,000k 3/1/2006 56 Eckhardt Trading Company Evolution Strategies 4.92 20,000k 8/1/1991 55 Quantica Capital AG Quantica Managed Futures 5.50 5,000k 1/1/2005 54 Eckhardt Trading Company Evolution Strategies 1.2X 5.63 10,000k 10/1/1991 53 Winton Capital Management Diversified 5.66 50,000k 10/1/1997 52 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.71 100k 1/1/2000 51 Superfund Group Superfund Green L.P. Series A 5.79 5k 10/1/2002 50 Alee Capital Management, LLC Poniente Program 6.22 2,500k 1/1/1999 49 Briarwood Capital Management, Inc. Diversified 2XL 6.44 250k 11/1/2004 48 Eclipse Capital Management Global Monetary 6.52 5,000k 8/1/1990 47 Clarke Capital Management FX Plus 6.72 1,000k 5/1/2004 46 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.77 0k 11/1/1996 45 Rotella Capital Management Rotella Polaris Program (Diversified) 6.99 10,000k 1/1/1991 44 Millburn Ridgefield Corporation Commodity Program 7.37 25,000k 3/1/2005 43 Mobius Asset Management Diversified Program 7.50 250k 3/1/2004 42 Saxon Investment Corporation Diversified Program 7.74 3,000k 9/1/1988 41 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.79 100k 1/1/2005 40 Estlander & Partners Alpha Trend 7.86 30,000k 10/1/1991 39 Keck Capital Management LLC The Keck Program 7.94 2,000k 12/1/2003 38 Neural Capital Ltd Sentinel Trading Program 8.00 2,000k 1/1/2006 37 Superfund Group Superfund Green L.P. Series B 8.31 5k 10/1/2002 36 Rabar Market Research Diversified Program 8.85 2,000k 1/1/1989 35 Hyman Beck and Company Global Portfolio 8.99 1,000k 3/1/1991 34 ISAM ISAM Systematic Trend Fund 9.08 1,000k 6/1/2001 33 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.11 100k 3/1/2003 32 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.38 100k 11/1/1984 31 M.S. Capital Management Global Diversified Program 9.51 2,000k 11/1/1998 30 Wimmer Horizon LLP Managed Account 9.63 5,000k 5/1/2005 29 Superfund Group Superfund Green Master 9.66 2,000k 5/1/2001 28 Clarke Capital Management Global Magnum 10.19 100k 8/1/1997 27 Conquest Capital Group Conquest Select 10.36 250k 6/1/2004 26 Welton Investment Partners Welton Global 10.77 10,000k 6/1/2004 25 Clarke Capital Management Jupiter 11.38 3,000k 5/1/2005 24 Somers Brothers Capital Diversified Futures Program #1 11.40 100k 1/1/2005 23 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.46 100k 5/1/1999 22 Blackwater Capital Management Global Program 11.60 5,000k 7/1/2005 21 Conquest Capital Group Conquest Macro 11.64 250k 5/1/1999 20 Dreiss Research Corporation Diversified Program 12.86 1,000k 5/1/1991 19 DUNN Capital Management DUNN Combined Fund (DCF) 13.25 100k 5/1/1989 18 Kelly Angle Inc. Genesis Program 14.73 2,000k 4/1/2000 17 DUNN Capital Management D'Best Futures Fund, L.P. 15.20 100k 6/1/1994 16 Saxon Investment Corporation Aggressive Diversified Program 15.27 2,000k 11/1/1993 15 Southwest Managed Investments, LLC Global Diversified 15.73 200k 1/1/2002 14 Tactical Investment Management Tactical Institutional Commodity Program 15.83 10,000k 4/1/1993 13 EMC Capital Advisors, LLC Classic 16.10 5,000k 1/1/1985 12 Heyden & Steindl GmbH TOMAC2 16.15 5,000k 3/1/2003 11 John Locke Investments Cyril Systematic Program 16.63 8,000k 7/1/2000 10 QCM Global Diversified Programme 16.83 500k 12/1/1995 9 Superfund Group Superfund Green Gold A (SPC) 17.13 5k 10/1/2005 8 Alee Capital Management, LLC Mistral Program 17.18 2,500k 1/1/1999 7 Superfund Group Superfund Green Gold B (SPC) 18.53 50k 10/1/2005 6 Clarke Capital Management Worldwide 18.95 250k 1/1/1996 5 Superfund Group Superfund Green Gold C (SPC) 19.33 100k 10/1/2005 4 Clarke Capital Management Millennium 20.25 1,000k 1/1/1998 3 Mark J. Walsh Company Standard Program 23.68 2,000k 9/1/1985 2 Hawksbill Capital Management Global Diversified 26.13 5,000k 11/1/1988 1 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 35.72 200k 11/1/1999 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.