Trend Following Strategy Index For July 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 Jul 2006 Min Inv Inception 84 Superfund Group Superfund Green Gold C (SPC) -17.75 100k 10/1/2005 83 Superfund Group Superfund Green Master -17.56 2,000k 5/1/2001 82 Superfund Group Superfund Green L.P. Series B -14.11 5k 10/1/2002 81 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -13.80 10k 7/1/2005 80 Superfund Group Superfund Green GCT USD -13.75 15k 1/1/2000 79 Kelly Angle Inc. Genesis Program -13.44 2,000k 4/1/2000 78 Superfund Group Superfund Green Gold B (SPC) -12.29 50k 10/1/2005 77 Hawksbill Capital Management Global Diversified -11.36 5,000k 11/1/1988 76 Clarke Capital Management Jupiter -10.59 3,000k 5/1/2005 75 Clarke Capital Management Millennium -10.47 1,000k 1/1/1998 74 Superfund Group Superfund Green L.P. Series A -10.35 5k 10/1/2002 73 Tactical Investment Management Tactical Institutional Commodity Program -10.06 10,000k 4/1/1993 72 Keck Capital Management LLC The Keck Program -10.00 2,000k 12/1/2003 71 Superfund Group Superfund Green Q-AG -8.98 2k 3/1/1996 70 DUNN Capital Management D'Best Futures Fund, L.P. -8.73 100k 6/1/1994 69 RAM Management Group MRTP Aggressive -8.58 1,000k 2/1/1998 68 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.14 100k 1/1/2005 67 ISAM ISAM Systematic Trend Fund -6.99 1,000k 6/1/2001 66 Superfund Group Superfund Green Gold A (SPC) -6.87 5k 10/1/2005 65 Mark J. Walsh Company Standard Program -6.76 2,000k 9/1/1985 64 Clarke Capital Management Worldwide -6.76 250k 1/1/1996 63 Clarke Capital Management FX Plus -6.74 1,000k 5/1/2004 62 QCM Global Diversified Programme -6.63 500k 12/1/1995 61 Drury Capital Diversified Trend-Following Program -6.44 5,000k 5/1/1997 60 Parizek Capital Futures Trading Program -6.01 500k 4/1/2000 59 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.69 100k 11/1/1984 58 Wimmer Horizon LLP Managed Account -5.61 5,000k 5/1/2005 57 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -5.58 200k 11/1/1999 56 Heyden & Steindl GmbH TOMAC2 -5.36 5,000k 3/1/2003 55 Estlander & Partners Alpha Trend -5.35 30,000k 10/1/1991 54 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.20 100k 5/1/1999 53 Saxon Investment Corporation Aggressive Diversified Program -5.15 2,000k 11/1/1993 52 Neural Capital Ltd Sentinel Trading Program -5.06 2,000k 1/1/2006 51 Welton Investment Partners Welton Global -4.64 10,000k 6/1/2004 50 Lynx Asset Management AB Lynx Program -4.60 75k 5/1/2000 49 Ancile Capital Management Global Markets Program -4.52 2,000k 4/1/2005 48 Southwest Managed Investments, LLC Global Diversified -4.32 200k 1/1/2002 47 Eckhardt Trading Company Evolution Strategies 1.2X -4.21 10,000k 10/1/1991 46 EMC Capital Advisors, LLC Classic -4.20 5,000k 1/1/1985 45 Auspice Capital Advisors Ltd Auspice Diversified Program -4.12 1,500k 4/1/2006 44 DUNN Capital Management DUNN Combined Fund (DCF) -3.92 100k 5/1/1989 43 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.75 10,000k 8/1/2004 42 Transtrend B.V. DTP – Enhanced Risk (USD) -3.69 10,000k 1/1/1995 41 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.66 10,000k 8/1/1999 40 Rabar Market Research Diversified Program -3.56 2,000k 1/1/1989 39 M.S. Capital Management Global Diversified Program -3.56 2,000k 11/1/1998 38 Eckhardt Trading Company Evolution Strategies -3.54 20,000k 8/1/1991 37 Red Rock Capital, LLC Systematic Global Macro -3.52 500k 9/1/2003 36 Blackwater Capital Management Global Program -3.51 5,000k 7/1/2005 35 Clarke Capital Management Global Magnum -3.46 100k 8/1/1997 34 Somers Brothers Capital Diversified Futures Program #1 -3.30 100k 1/1/2005 33 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.29 100k 1/1/2000 32 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.15 0k 11/1/1996 31 Rotella Capital Management Rotella Polaris Program (Diversified) -3.04 10,000k 1/1/1991 30 Saxon Investment Corporation Diversified Program -3.02 3,000k 9/1/1988 29 Eclipse Capital Management Global Monetary -3.02 5,000k 8/1/1990 28 John Locke Investments Cyril Systematic Program -3.01 8,000k 7/1/2000 27 Alder Capital DAC Alder Global 20 -2.73 250k 2/1/2001 26 RAM Management Group RAM MRTP 1X-Conservative -2.71 1,000k 9/1/1993 25 Transtrend B.V. DTP – Standard Risk (EUR) -2.62 10,000k 2/1/1999 24 Chesapeake Capital Diversified (LV) -2.13 100k 2/1/1988 23 Covenant Capital Management Original Program -2.03 5,000k 9/1/1999 22 Parizek Capital Currency Program -2.01 1,000k 4/1/2006 21 Hyman Beck and Company Global Portfolio -2.01 1,000k 3/1/1991 20 Covenant Capital Management Aggressive Program -1.94 3,000k 2/1/2004 19 Alee Capital Management, LLC Poniente Program -1.94 2,500k 1/1/1999 18 Briarwood Capital Management, Inc. Diversified 2XL -1.94 250k 11/1/2004 17 Conquest Capital Group Conquest Macro -1.67 250k 5/1/1999 16 Clarke Capital Management Global Basic -1.58 50k 2/1/1996 15 Conquest Capital Group Conquest Select -1.48 250k 6/1/2004 14 Dreiss Research Corporation Diversified Program -1.32 1,000k 5/1/1991 13 Alder Capital DAC Alder Global 10 -1.19 250k 10/1/2000 12 Alee Capital Management, LLC Mistral Program -1.13 2,500k 1/1/1999 11 Rotella Capital Management Rotella Orion (Short-Term) Program -1.03 10,000k 3/1/2006 10 Millburn Ridgefield Corporation Commodity Program -1.02 25,000k 3/1/2005 9 Superfund Group Superfund Blue SPC Class A (EUR) -0.87 50k 4/1/2005 8 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.75 1,000k 3/1/2003 7 Quantica Capital AG Quantica Managed Futures -0.70 5,000k 1/1/2005 6 Winton Capital Management Diversified -0.47 50,000k 10/1/1997 5 Estlander & Partners Global Markets 0.62 10,000k 8/1/1999 4 Estlander & Partners Global XL 1.03 5,000k 8/1/1991 3 Mobius Asset Management Custom Trading Program 1.41 100k 1/1/2002 2 Mobius Asset Management Diversified Program 1.78 250k 3/1/2004 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 5.85 100k 3/1/2003 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.