Trend Following Strategy Index For December 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 Dec 2007 Min Inv Inception 96 Parizek Capital Currency Program -10.41 1,000k 4/1/2006 95 Clarke Capital Management FX Plus -8.11 1,000k 5/1/2004 94 Neural Capital Ltd Sentinel Trading Program -5.73 2,000k 1/1/2006 93 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -4.55 200k 11/1/1999 92 Drury Capital Diversified Trend-Following Program -3.29 5,000k 5/1/1997 91 Keck Capital Management LLC The Keck Program -3.18 2,000k 12/1/2003 90 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.64 1k 10/1/2006 89 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 88 Lynx Asset Management AB Lynx Program -2.43 75k 5/1/2000 87 Parizek Capital Futures Trading Program -2.25 500k 4/1/2000 86 Covenant Capital Management Aggressive Program -2.02 3,000k 2/1/2004 85 Rotella Capital Management Rotella Polaris Program (Diversified) -1.52 10,000k 1/1/1991 84 Pacific Capital Advisors Vanguard Program -1.03 100k 4/1/2007 83 Alder Capital DAC Alder Global 10 -1.00 250k 10/1/2000 82 Covenant Capital Management Original Program -0.90 5,000k 9/1/1999 81 Quantum Leap Capital Management Managed Account Program -0.67 300k 8/1/2006 80 Welton Investment Partners Welton Global -0.52 10,000k 6/1/2004 79 Estlander & Partners Global XL -0.47 5,000k 8/1/1991 78 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.44 10k 7/1/2005 77 Conquest Capital Group Conquest Select -0.30 250k 6/1/2004 76 Blackwater Capital Management Global Program -0.29 5,000k 7/1/2005 75 Estlander & Partners Global Markets -0.25 10,000k 8/1/1999 74 Clarke Capital Management Worldwide -0.12 250k 1/1/1996 73 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.04 100k 1/1/2005 71 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 70 John Locke Investments JL Commodity Long Flat Program 0.00 5,000k 12/1/2007 72 Superfund Group Superfund Blue SPC Class A (Gold) 0.00 50k 12/1/2007 69 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.03 100k 3/1/2003 68 Winton Capital Management Diversified 0.24 50,000k 10/1/1997 67 Future Trade AG Thales Swing Trading Programme 0.26 250k 6/1/2007 66 Kelly Angle Inc. Genesis Program 0.37 2,000k 4/1/2000 65 John Locke Investments Cyril Systematic Program 0.53 8,000k 7/1/2000 64 Quantica Capital AG Quantica Managed Futures 0.60 5,000k 1/1/2005 63 Clarke Capital Management Jupiter 0.61 3,000k 5/1/2005 62 Mobius Asset Management Diversified Program 0.72 250k 3/1/2004 61 Transtrend B.V. DTP – Standard Risk (EUR) 0.82 10,000k 2/1/1999 60 Hyman Beck and Company Global Portfolio 0.82 1,000k 3/1/1991 59 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.87 100k 1/1/2000 58 Altradis Capital AG AlphAlgo 0.99 100k 5/1/2007 57 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.14 10,000k 8/1/2004 56 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.16 1,000k 3/1/2003 55 Estlander & Partners Alpha Trend 1.19 30,000k 10/1/1991 54 Clarke Capital Management Millennium 1.28 1,000k 1/1/1998 53 EMC Capital Advisors, LLC Classic 1.30 5,000k 1/1/1985 52 Conquest Capital Group Conquest Macro 1.30 250k 5/1/1999 51 Transtrend B.V. DTP – Enhanced Risk (USD) 1.32 10,000k 1/1/1995 50 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.36 10,000k 8/1/1999 49 Robinson-Langley Capital Management, LLC Managed Account Program 1.37 200k 1/1/2007 48 ISAM ISAM Systematic Trend Fund 1.50 1,000k 6/1/2001 47 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.58 0k 11/1/1996 46 Quantica Capital AG Quantica Diversified FX 1.60 5,000k 3/1/2007 45 Rabar Market Research Diversified Program 1.80 2,000k 1/1/1989 44 DUNN Capital Management D'Best Futures Fund, L.P. 1.85 100k 6/1/1994 43 Tactical Investment Management Tactical Institutional Commodity Program 1.91 10,000k 4/1/1993 42 Eclipse Capital Management Global Monetary 2.20 5,000k 8/1/1990 41 Wavefront Global Asset Management IMFC Global Investment Program 2.27 2,000k 2/1/2007 40 Auspice Capital Advisors Ltd Auspice Diversified Program 2.29 1,500k 4/1/2006 39 Briarwood Capital Management, Inc. Diversified 2XL 2.45 250k 11/1/2004 38 Southwest Managed Investments, LLC Global Diversified 2.48 200k 1/1/2002 37 RAM Management Group RAM MRTP 1X-Conservative 2.48 1,000k 9/1/1993 36 Rotella Capital Management Rotella Orion (Short-Term) Program 2.49 10,000k 3/1/2006 35 Superfund Group Superfund Green L.P. Series A 2.82 5k 10/1/2002 34 Superfund Group Superfund Blue SPC Class A (EUR) 3.38 50k 4/1/2005 33 Superfund Group Superfund Green Q-AG 3.43 2k 3/1/1996 32 Mark J. Walsh Company Standard Program 3.66 2,000k 9/1/1985 31 Eckhardt Trading Company Evolution Strategies 3.76 20,000k 8/1/1991 30 QCM Global Diversified Programme 3.81 500k 12/1/1995 29 Hawksbill Capital Management Global Diversified 3.91 5,000k 11/1/1988 28 Red Rock Capital, LLC Systematic Global Macro 4.00 500k 9/1/2003 27 Eckhardt Trading Company Evolution Strategies 1.2X 4.18 10,000k 10/1/1991 26 Rho Asset Management Rho Altius 1XL Program 4.31 5,000k 11/1/2007 25 Superfund Group Superfund Green L.P. Series B 4.44 5k 10/1/2002 24 Somers Brothers Capital Diversified Futures Program #1 4.71 100k 1/1/2005 23 Saxon Investment Corporation Diversified Program 4.74 3,000k 9/1/1988 22 Dreiss Research Corporation Diversified Program 5.01 1,000k 5/1/1991 21 Superfund Group Superfund Green GCT USD 5.42 15k 1/1/2000 20 Alee Capital Management, LLC Mistral Program 5.48 2,500k 1/1/1999 19 Chesapeake Capital Diversified (LV) 5.52 100k 2/1/1988 18 Millburn Ridgefield Corporation Commodity Program 5.60 25,000k 3/1/2005 17 Superfund Group Superfund Green Master 5.79 2,000k 5/1/2001 16 Wimmer Horizon LLP Managed Account 5.87 5,000k 5/1/2005 15 RAM Management Group MRTP Aggressive 5.94 1,000k 2/1/1998 14 AllMountain Capital AG Mount Denali Global Trends 5.99 160k 7/1/2007 13 Alee Capital Management, LLC Poniente Program 6.39 2,500k 1/1/1999 12 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.55 100k 11/1/1984 11 DUNN Capital Management DUNN Combined Fund (DCF) 6.83 100k 5/1/1989 10 Mobius Asset Management Custom Trading Program 7.02 100k 1/1/2002 9 Saxon Investment Corporation Aggressive Diversified Program 7.84 2,000k 11/1/1993 8 Ancile Capital Management Global Markets Program 8.21 2,000k 4/1/2005 7 Heyden & Steindl GmbH TOMAC2 8.44 5,000k 3/1/2003 6 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.47 100k 5/1/1999 5 Clarke Capital Management Global Magnum 9.50 100k 8/1/1997 4 Superfund Group Superfund Green Gold A (SPC) 9.75 5k 10/1/2005 3 Superfund Group Superfund Green Gold B (SPC) 13.02 50k 10/1/2005 2 Superfund Group Superfund Green Gold C (SPC) 14.07 100k 10/1/2005 1 Clarke Capital Management Global Basic 18.96 50k 2/1/1996 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.