Trend Following Strategy Index For November 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 Nov 2007 Min Inv Inception 94 Superfund Group Superfund Green Gold C (SPC) -13.09 100k 10/1/2005 93 Superfund Group Superfund Green Gold B (SPC) -9.98 50k 10/1/2005 92 Superfund Group Superfund Green Master -9.50 2,000k 5/1/2001 91 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.59 100k 5/1/1999 90 Estlander & Partners Global XL -8.55 5,000k 8/1/1991 89 Superfund Group Superfund Green GCT USD -8.54 15k 1/1/2000 88 Tactical Investment Management Tactical Institutional Commodity Program -7.52 10,000k 4/1/1993 87 Superfund Group Superfund Green Gold A (SPC) -7.10 5k 10/1/2005 86 Superfund Group Superfund Green L.P. Series B -6.79 5k 10/1/2002 85 Chesapeake Capital Diversified (LV) -6.73 100k 2/1/1988 84 Altradis Capital AG AlphAlgo -6.22 100k 5/1/2007 83 Rotella Capital Management Rotella Polaris Program (Diversified) -5.90 10,000k 1/1/1991 82 Superfund Group Superfund Green Q-AG -5.71 2k 3/1/1996 81 Clarke Capital Management FX Plus -5.33 1,000k 5/1/2004 80 Hyman Beck and Company Global Portfolio -5.00 1,000k 3/1/1991 79 Clarke Capital Management Jupiter -4.81 3,000k 5/1/2005 78 Superfund Group Superfund Green L.P. Series A -4.69 5k 10/1/2002 77 Estlander & Partners Global Markets -4.11 10,000k 8/1/1999 76 Quantica Capital AG Quantica Diversified FX -3.90 5,000k 3/1/2007 75 Rabar Market Research Diversified Program -3.76 2,000k 1/1/1989 74 Keck Capital Management LLC The Keck Program -3.52 2,000k 12/1/2003 73 Dreiss Research Corporation Diversified Program -3.17 1,000k 5/1/1991 72 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.86 10,000k 8/1/2004 71 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.39 10,000k 8/1/1999 70 Wimmer Horizon LLP Managed Account -2.36 5,000k 5/1/2005 69 Eclipse Capital Management Global Monetary -2.21 5,000k 8/1/1990 68 Transtrend B.V. DTP – Enhanced Risk (USD) -2.16 10,000k 1/1/1995 67 AllMountain Capital AG Mount Denali Global Trends -2.14 160k 7/1/2007 66 Auspice Capital Advisors Ltd Auspice Diversified Program -2.13 1,500k 4/1/2006 65 Blackwater Capital Management Global Program -1.84 5,000k 7/1/2005 64 Transtrend B.V. DTP – Standard Risk (EUR) -1.53 10,000k 2/1/1999 63 Welton Investment Partners Welton Global -1.43 10,000k 6/1/2004 62 Wavefront Global Asset Management IMFC Global Investment Program -1.25 2,000k 2/1/2007 61 Covenant Capital Management Original Program -0.67 5,000k 9/1/1999 60 Estlander & Partners Alpha Trend -0.59 30,000k 10/1/1991 59 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.53 100k 3/1/2003 58 Rotella Capital Management Rotella Orion (Short-Term) Program -0.41 10,000k 3/1/2006 57 Red Rock Capital, LLC Systematic Global Macro -0.37 500k 9/1/2003 56 EMC Capital Advisors, LLC Classic -0.30 5,000k 1/1/1985 55 Millburn Ridgefield Corporation Commodity Program -0.08 25,000k 3/1/2005 54 Covenant Capital Management Aggressive Program -0.03 3,000k 2/1/2004 53 Rho Asset Management Rho Altius 1XL Program 0.00 5,000k 11/1/2007 52 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 51 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.01 0k 11/1/1996 50 QCM Global Diversified Programme 0.40 500k 12/1/1995 49 Southwest Managed Investments, LLC Global Diversified 0.42 200k 1/1/2002 48 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.44 1k 10/1/2006 47 Conquest Capital Group Conquest Select 0.52 250k 6/1/2004 46 Somers Brothers Capital Diversified Futures Program #1 0.58 100k 1/1/2005 45 Briarwood Capital Management, Inc. Diversified 2XL 0.88 250k 11/1/2004 44 Alder Capital DAC Alder Global 10 0.90 250k 10/1/2000 43 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.13 100k 1/1/2000 42 Quantica Capital AG Quantica Managed Futures 1.20 5,000k 1/1/2005 41 Future Trade AG Thales Swing Trading Programme 1.22 250k 6/1/2007 40 Alder Capital DAC Alder Global 20 1.40 250k 2/1/2001 39 DUNN Capital Management DUNN Combined Fund (DCF) 1.48 100k 5/1/1989 38 Neural Capital Ltd Sentinel Trading Program 1.83 2,000k 1/1/2006 37 Ancile Capital Management Global Markets Program 2.17 2,000k 4/1/2005 36 Pacific Capital Advisors Vanguard Program 2.32 100k 4/1/2007 35 Winton Capital Management Diversified 2.42 50,000k 10/1/1997 34 DUNN Capital Management D'Best Futures Fund, L.P. 2.50 100k 6/1/1994 33 Clarke Capital Management Worldwide 2.61 250k 1/1/1996 32 Robinson-Langley Capital Management, LLC Managed Account Program 2.62 200k 1/1/2007 31 Superfund Group Superfund Blue SPC Class A (EUR) 2.68 50k 4/1/2005 30 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.83 1,000k 3/1/2003 29 Lynx Asset Management AB Lynx Program 2.83 75k 5/1/2000 28 Clarke Capital Management Millennium 2.97 1,000k 1/1/1998 27 Eckhardt Trading Company Evolution Strategies 3.06 20,000k 8/1/1991 26 Alee Capital Management, LLC Mistral Program 3.17 2,500k 1/1/1999 25 Eckhardt Trading Company Evolution Strategies 1.2X 3.36 10,000k 10/1/1991 24 ISAM ISAM Systematic Trend Fund 3.45 1,000k 6/1/2001 23 Drury Capital Diversified Trend-Following Program 3.56 5,000k 5/1/1997 22 Mobius Asset Management Diversified Program 3.62 250k 3/1/2004 21 John Locke Investments Cyril Systematic Program 3.73 8,000k 7/1/2000 20 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.87 200k 11/1/1999 19 RAM Management Group RAM MRTP 1X-Conservative 4.15 1,000k 9/1/1993 18 Alee Capital Management, LLC Poniente Program 4.73 2,500k 1/1/1999 17 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.82 100k 1/1/2005 16 Hawksbill Capital Management Global Diversified 4.86 5,000k 11/1/1988 15 Mobius Asset Management Custom Trading Program 5.01 100k 1/1/2002 14 Mark J. Walsh Company Standard Program 5.38 2,000k 9/1/1985 13 Saxon Investment Corporation Diversified Program 5.48 3,000k 9/1/1988 12 Conquest Capital Group Conquest Macro 6.70 250k 5/1/1999 11 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.73 10k 7/1/2005 10 Kelly Angle Inc. Genesis Program 6.75 2,000k 4/1/2000 9 Parizek Capital Futures Trading Program 6.87 500k 4/1/2000 8 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.78 100k 11/1/1984 7 Clarke Capital Management Global Magnum 7.86 100k 8/1/1997 6 Saxon Investment Corporation Aggressive Diversified Program 9.06 2,000k 11/1/1993 5 Parizek Capital Currency Program 9.70 1,000k 4/1/2006 4 Heyden & Steindl GmbH TOMAC2 11.98 5,000k 3/1/2003 3 RAM Management Group MRTP Aggressive 14.32 1,000k 2/1/1998 2 Clarke Capital Management Global Basic 17.81 50k 2/1/1996 1 Quantum Leap Capital Management Managed Account Program 25.29 300k 8/1/2006 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.