Trend Following Strategy Index For October 2007 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 Oct 2007 Min Inv Inception 93 RAM Management Group MRTP Aggressive -13.98 1,000k 2/1/1998 92 Clarke Capital Management Global Basic -12.26 50k 2/1/1996 91 Hawksbill Capital Management Global Diversified -11.74 5,000k 11/1/1988 90 Clarke Capital Management Global Magnum -11.06 100k 8/1/1997 89 Heyden & Steindl GmbH TOMAC2 -9.65 5,000k 3/1/2003 88 Briarwood Capital Management, Inc. Diversified 2XL -5.81 250k 11/1/2004 87 Mark J. Walsh Company Standard Program -5.08 2,000k 9/1/1985 86 RAM Management Group RAM MRTP 1X-Conservative -4.93 1,000k 9/1/1993 85 Neural Capital Ltd Sentinel Trading Program -4.47 2,000k 1/1/2006 84 Superfund Group Superfund Blue SPC Class A (EUR) -1.85 50k 4/1/2005 83 Parizek Capital Futures Trading Program -1.08 500k 4/1/2000 82 Drury Capital Diversified Trend-Following Program -0.67 5,000k 5/1/1997 81 Clarke Capital Management Worldwide 0.59 250k 1/1/1996 80 Alder Capital DAC Alder Global 10 0.70 250k 10/1/2000 79 Keck Capital Management LLC The Keck Program 0.85 2,000k 12/1/2003 78 Alder Capital DAC Alder Global 20 1.20 250k 2/1/2001 77 Hyman Beck and Company Global Portfolio 1.26 1,000k 3/1/1991 76 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.44 10k 7/1/2005 75 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.54 100k 1/1/2000 74 DUNN Capital Management D'Best Futures Fund, L.P. 1.88 100k 6/1/1994 73 Kelly Angle Inc. Genesis Program 1.92 2,000k 4/1/2000 72 John Locke Investments Cyril Systematic Program 2.08 8,000k 7/1/2000 71 Quantica Capital AG Quantica Managed Futures 2.30 5,000k 1/1/2005 70 Winton Capital Management Diversified 2.52 50,000k 10/1/1997 69 Estlander & Partners Alpha Trend 2.66 30,000k 10/1/1991 68 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.00 100k 11/1/1984 67 Pacific Capital Advisors Vanguard Program 3.44 100k 4/1/2007 66 ISAM ISAM Systematic Trend Fund 3.57 1,000k 6/1/2001 65 Tactical Investment Management Tactical Institutional Commodity Program 3.69 10,000k 4/1/1993 64 M.S. Capital Management Global Diversified Program 3.69 2,000k 11/1/1998 63 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.77 1k 10/1/2006 62 Conquest Capital Group Conquest Select 3.85 250k 6/1/2004 61 Quantica Capital AG Quantica Diversified FX 4.10 5,000k 3/1/2007 60 Quantum Leap Capital Management Managed Account Program 4.19 300k 8/1/2006 59 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.38 100k 1/1/2005 58 Conquest Capital Group Conquest Macro 4.45 250k 5/1/1999 57 Auspice Capital Advisors Ltd Auspice Diversified Program 4.53 1,500k 4/1/2006 56 Saxon Investment Corporation Diversified Program 4.62 3,000k 9/1/1988 55 DUNN Capital Management DUNN Combined Fund (DCF) 4.76 100k 5/1/1989 54 Covenant Capital Management Original Program 4.76 5,000k 9/1/1999 53 Southwest Managed Investments, LLC Global Diversified 4.92 200k 1/1/2002 52 Millburn Ridgefield Corporation Commodity Program 5.09 25,000k 3/1/2005 51 Estlander & Partners Global Markets 5.10 10,000k 8/1/1999 50 Mobius Asset Management Diversified Program 5.21 250k 3/1/2004 49 Red Rock Capital, LLC Systematic Global Macro 5.34 500k 9/1/2003 48 Eckhardt Trading Company Evolution Strategies 5.39 20,000k 8/1/1991 47 Mobius Asset Management Custom Trading Program 5.40 100k 1/1/2002 46 Transtrend B.V. DTP – Standard Risk (EUR) 5.66 10,000k 2/1/1999 45 Rabar Market Research Diversified Program 5.99 2,000k 1/1/1989 44 Eckhardt Trading Company Evolution Strategies 1.2X 6.04 10,000k 10/1/1991 43 Future Trade AG Thales Swing Trading Programme 6.08 250k 6/1/2007 42 Alee Capital Management, LLC Poniente Program 6.12 2,500k 1/1/1999 41 Altradis Capital AG AlphAlgo 6.15 100k 5/1/2007 40 Covenant Capital Management Aggressive Program 6.15 3,000k 2/1/2004 39 Rotella Capital Management Rotella Orion (Short-Term) Program 6.26 10,000k 3/1/2006 38 Eclipse Capital Management Global Monetary 6.39 5,000k 8/1/1990 37 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.45 100k 3/1/2003 36 EMC Capital Advisors, LLC Classic 6.60 5,000k 1/1/1985 35 AllMountain Capital AG Mount Denali Global Trends 6.74 160k 7/1/2007 34 Ancile Capital Management Global Markets Program 6.82 2,000k 4/1/2005 33 Lynx Asset Management AB Lynx Program 6.82 75k 5/1/2000 32 Wavefront Global Asset Management IMFC Global Investment Program 7.13 2,000k 2/1/2007 31 Blackwater Capital Management Global Program 7.17 5,000k 7/1/2005 30 Welton Investment Partners Welton Global 7.23 10,000k 6/1/2004 29 Robinson-Langley Capital Management, LLC Managed Account Program 7.31 200k 1/1/2007 28 QCM Global Diversified Programme 7.33 500k 12/1/1995 27 Clarke Capital Management Millennium 7.95 1,000k 1/1/1998 26 Rotella Capital Management Rotella Polaris Program (Diversified) 8.09 10,000k 1/1/1991 25 Superfund Group Superfund Green Q-AG 8.32 2k 3/1/1996 24 Saxon Investment Corporation Aggressive Diversified Program 8.32 2,000k 11/1/1993 23 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.45 10,000k 8/1/2004 22 Clarke Capital Management FX Plus 8.67 1,000k 5/1/2004 21 Transtrend B.V. DTP – Enhanced Risk (EUR) 8.75 10,000k 8/1/1999 20 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 8.82 0k 11/1/1996 19 Transtrend B.V. DTP – Enhanced Risk (USD) 9.02 10,000k 1/1/1995 18 Alee Capital Management, LLC Mistral Program 9.14 2,500k 1/1/1999 17 Dreiss Research Corporation Diversified Program 9.40 1,000k 5/1/1991 16 Wimmer Horizon LLP Managed Account 9.62 5,000k 5/1/2005 15 Superfund Group Superfund Green L.P. Series A 9.92 5k 10/1/2002 14 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.33 200k 11/1/1999 13 Estlander & Partners Global XL 10.49 5,000k 8/1/1991 12 Chesapeake Capital Diversified (LV) 10.64 100k 2/1/1988 11 Clarke Capital Management Jupiter 12.58 3,000k 5/1/2005 10 Superfund Group Superfund Green GCT USD 12.77 15k 1/1/2000 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.72 100k 5/1/1999 8 Somers Brothers Capital Diversified Futures Program #1 13.74 100k 1/1/2005 7 Parizek Capital Currency Program 13.89 1,000k 4/1/2006 6 Superfund Group Superfund Green Gold A (SPC) 14.24 5k 10/1/2005 5 Superfund Group Superfund Green L.P. Series B 14.57 5k 10/1/2002 4 Superfund Group Superfund Green Gold B (SPC) 18.19 50k 10/1/2005 3 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 18.68 1,000k 3/1/2003 2 Superfund Group Superfund Green Master 19.98 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 22.56 100k 10/1/2005 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.