Trend Following Strategy Index For April 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 Apr 2007 Min Inv Inception 90 Clarke Capital Management Global Magnum -6.06 100k 8/1/1997 89 Mobius Asset Management Custom Trading Program -3.15 100k 1/1/2002 88 Mobius Asset Management Diversified Program -2.45 250k 3/1/2004 87 Clarke Capital Management Global Basic -2.11 50k 2/1/1996 86 Saxon Investment Corporation Aggressive Diversified Program -1.41 2,000k 11/1/1993 85 Auspice Capital Advisors Ltd Auspice Diversified Program -0.79 1,500k 4/1/2006 84 Clarke Capital Management Millennium -0.78 1,000k 1/1/1998 83 Parizek Capital Currency Program -0.09 1,000k 4/1/2006 82 Pacific Capital Advisors Vanguard Program 0.00 100k 4/1/2007 81 Alder Capital DAC Alder Global 20 0.20 250k 2/1/2001 80 Rotella Capital Management Rotella Orion (Short-Term) Program 0.20 10,000k 3/1/2006 79 Alder Capital DAC Alder Global 10 0.30 250k 10/1/2000 78 Saxon Investment Corporation Diversified Program 0.77 3,000k 9/1/1988 77 John Locke Investments Cyril Systematic Program 0.92 8,000k 7/1/2000 76 Heyden & Steindl GmbH TOMAC2 0.98 5,000k 3/1/2003 75 Superfund Group Superfund Blue SPC Class A (EUR) 1.12 50k 4/1/2005 74 Ancile Capital Management Global Markets Program 1.60 2,000k 4/1/2005 73 Rotella Capital Management Rotella Polaris Program (Diversified) 1.74 10,000k 1/1/1991 72 RAM Management Group RAM MRTP 1X-Conservative 1.75 1,000k 9/1/1993 71 Millburn Ridgefield Corporation Commodity Program 1.83 25,000k 3/1/2005 70 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.31 100k 1/1/2000 69 Conquest Capital Group Conquest Macro 2.34 250k 5/1/1999 68 M.S. Capital Management Global Diversified Program 2.43 2,000k 11/1/1998 67 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.59 100k 5/1/1999 66 Quantica Capital AG Quantica Diversified FX 2.70 5,000k 3/1/2007 65 Conquest Capital Group Conquest Select 2.73 250k 6/1/2004 64 Hawksbill Capital Management Global Diversified 2.74 5,000k 11/1/1988 63 Estlander & Partners Alpha Trend 3.00 30,000k 10/1/1991 62 Eckhardt Trading Company Evolution Strategies 3.19 20,000k 8/1/1991 61 Drury Capital Diversified Trend-Following Program 3.21 5,000k 5/1/1997 60 Lynx Asset Management AB Lynx Program 3.38 75k 5/1/2000 59 Parizek Capital Futures Trading Program 3.43 500k 4/1/2000 58 Transtrend B.V. DTP – Standard Risk (EUR) 3.51 10,000k 2/1/1999 57 Clarke Capital Management Worldwide 3.69 250k 1/1/1996 56 Eckhardt Trading Company Evolution Strategies 1.2X 3.71 10,000k 10/1/1991 55 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.76 1k 10/1/2006 54 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.78 100k 1/1/2005 53 Quantica Capital AG Quantica Managed Futures 3.80 5,000k 1/1/2005 52 Blackwater Capital Management Global Program 3.82 5,000k 7/1/2005 51 Southwest Managed Investments, LLC Global Diversified 3.87 200k 1/1/2002 50 ISAM ISAM Systematic Trend Fund 3.98 1,000k 6/1/2001 49 Alee Capital Management, LLC Poniente Program 4.03 2,500k 1/1/1999 48 Kelly Angle Inc. Genesis Program 4.05 2,000k 4/1/2000 47 DUNN Capital Management DUNN Combined Fund (DCF) 4.10 100k 5/1/1989 46 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.14 1,000k 3/1/2003 45 EMC Capital Advisors, LLC Classic 4.20 5,000k 1/1/1985 44 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 4.21 10k 7/1/2005 43 Briarwood Capital Management, Inc. Diversified 2XL 4.27 250k 11/1/2004 42 Mark J. Walsh Company Standard Program 4.27 2,000k 9/1/1985 41 Red Rock Capital, LLC Systematic Global Macro 4.50 500k 9/1/2003 40 Chesapeake Capital Diversified (LV) 4.53 100k 2/1/1988 39 Dreiss Research Corporation Diversified Program 4.58 1,000k 5/1/1991 38 Wimmer Horizon LLP Managed Account 5.03 5,000k 5/1/2005 37 Covenant Capital Management Original Program 5.07 5,000k 9/1/1999 36 Hyman Beck and Company Global Portfolio 5.19 1,000k 3/1/1991 35 Alee Capital Management, LLC Mistral Program 5.33 2,500k 1/1/1999 34 DUNN Capital Management D'Best Futures Fund, L.P. 5.59 100k 6/1/1994 33 Transtrend B.V. DTP – Enhanced Risk (USD) 5.69 10,000k 1/1/1995 32 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.73 10,000k 8/1/1999 31 Clarke Capital Management Jupiter 5.75 3,000k 5/1/2005 30 Transtrend B.V. DTP – Enhanced Risk (JPY) 5.85 10,000k 8/1/2004 29 Eclipse Capital Management Global Monetary 5.90 5,000k 8/1/1990 28 Rabar Market Research Diversified Program 5.94 2,000k 1/1/1989 27 RAM Management Group MRTP Aggressive 6.01 1,000k 2/1/1998 26 Neural Capital Ltd Sentinel Trading Program 6.42 2,000k 1/1/2006 25 Winton Capital Management Diversified 6.46 50,000k 10/1/1997 24 Welton Investment Partners Welton Global 6.62 10,000k 6/1/2004 23 Estlander & Partners Global Markets 6.64 10,000k 8/1/1999 22 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 6.71 0k 11/1/1996 21 Superfund Group Superfund Green Q-AG 7.61 2k 3/1/1996 20 Quantum Leap Capital Management Managed Account Program 7.84 300k 8/1/2006 19 Clarke Capital Management FX Plus 7.89 1,000k 5/1/2004 18 Superfund Group Superfund Green L.P. Series A 7.99 5k 10/1/2002 17 QCM Global Diversified Programme 8.13 500k 12/1/1995 16 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.22 100k 11/1/1984 15 Covenant Capital Management Aggressive Program 8.50 3,000k 2/1/2004 14 Tactical Investment Management Tactical Institutional Commodity Program 8.58 10,000k 4/1/1993 13 Wavefront Global Asset Management IMFC Global Investment Program 9.05 2,000k 2/1/2007 12 Keck Capital Management LLC The Keck Program 9.59 2,000k 12/1/2003 11 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.79 100k 3/1/2003 10 Superfund Group Superfund Green Gold A (SPC) 10.21 5k 10/1/2005 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.66 200k 11/1/1999 8 Superfund Group Superfund Green GCT USD 10.93 15k 1/1/2000 7 Superfund Group Superfund Green L.P. Series B 11.38 5k 10/1/2002 6 Somers Brothers Capital Diversified Futures Program #1 13.42 100k 1/1/2005 5 Superfund Group Superfund Green Gold B (SPC) 13.44 50k 10/1/2005 4 Estlander & Partners Global XL 13.60 5,000k 8/1/1991 3 Robinson-Langley Capital Management, LLC Managed Account Program 13.70 200k 1/1/2007 2 Superfund Group Superfund Green Master 16.84 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 18.86 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.