Trend Following Strategy Index For June 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 Jun 2007 Min Inv Inception 92 RAM Management Group MRTP Aggressive -7.13 1,000k 2/1/1998 91 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -5.70 100k 3/1/2003 90 Quantum Leap Capital Management Managed Account Program -3.72 300k 8/1/2006 89 Mobius Asset Management Custom Trading Program -3.10 100k 1/1/2002 88 Clarke Capital Management Jupiter -3.07 3,000k 5/1/2005 87 Superfund Group Superfund Blue SPC Class A (EUR) -2.22 50k 4/1/2005 86 Southwest Managed Investments, LLC Global Diversified -2.02 200k 1/1/2002 85 Pacific Capital Advisors Vanguard Program -1.97 100k 4/1/2007 84 RAM Management Group RAM MRTP 1X-Conservative -1.88 1,000k 9/1/1993 83 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.67 200k 11/1/1999 82 Clarke Capital Management Global Basic -1.51 50k 2/1/1996 81 Mobius Asset Management Diversified Program -1.50 250k 3/1/2004 80 Auspice Capital Advisors Ltd Auspice Diversified Program -1.32 1,500k 4/1/2006 79 Clarke Capital Management Global Magnum -0.94 100k 8/1/1997 78 Millburn Ridgefield Corporation Commodity Program -0.77 25,000k 3/1/2005 77 Conquest Capital Group Conquest Macro -0.74 250k 5/1/1999 76 Alee Capital Management, LLC Mistral Program -0.72 2,500k 1/1/1999 75 Alder Capital DAC Alder Global 20 -0.40 250k 2/1/2001 74 Covenant Capital Management Original Program -0.35 5,000k 9/1/1999 73 QCM Global Diversified Programme -0.22 500k 12/1/1995 71 Alder Capital DAC Alder Global 10 0.00 250k 10/1/2000 72 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 70 Estlander & Partners Alpha Trend 0.11 30,000k 10/1/1991 69 Clarke Capital Management FX Plus 0.13 1,000k 5/1/2004 68 Red Rock Capital, LLC Systematic Global Macro 0.31 500k 9/1/2003 67 Covenant Capital Management Aggressive Program 0.45 3,000k 2/1/2004 66 Rotella Capital Management Rotella Polaris Program (Diversified) 0.49 10,000k 1/1/1991 65 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.67 100k 1/1/2005 64 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.76 100k 1/1/2000 63 Chesapeake Capital Diversified (LV) 0.80 100k 2/1/1988 62 Superfund Group Superfund Green Gold A (SPC) 1.13 5k 10/1/2005 61 Eclipse Capital Management Global Monetary 1.20 5,000k 8/1/1990 60 Quantica Capital AG Quantica Managed Futures 1.20 5,000k 1/1/2005 59 Alee Capital Management, LLC Poniente Program 1.80 2,500k 1/1/1999 58 Winton Capital Management Diversified 1.91 50,000k 10/1/1997 57 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.02 1k 10/1/2006 56 Hawksbill Capital Management Global Diversified 2.05 5,000k 11/1/1988 55 Superfund Group Superfund Green Gold B (SPC) 2.15 50k 10/1/2005 54 Altradis Capital AG AlphAlgo 2.30 100k 5/1/2007 53 Rotella Capital Management Rotella Orion (Short-Term) Program 2.41 10,000k 3/1/2006 52 Superfund Group Superfund Green Q-AG 2.45 2k 3/1/1996 51 Transtrend B.V. DTP – Standard Risk (EUR) 2.47 10,000k 2/1/1999 50 Robinson-Langley Capital Management, LLC Managed Account Program 2.47 200k 1/1/2007 49 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.50 10k 7/1/2005 48 Superfund Group Superfund Green Gold C (SPC) 2.60 100k 10/1/2005 47 Estlander & Partners Global Markets 2.62 10,000k 8/1/1999 46 Hyman Beck and Company Global Portfolio 2.65 1,000k 3/1/1991 45 Somers Brothers Capital Diversified Futures Program #1 2.90 100k 1/1/2005 44 Saxon Investment Corporation Diversified Program 2.96 3,000k 9/1/1988 43 Quantica Capital AG Quantica Diversified FX 3.20 5,000k 3/1/2007 42 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.38 10,000k 8/1/2004 41 Mark J. Walsh Company Standard Program 3.39 2,000k 9/1/1985 40 Rabar Market Research Diversified Program 3.41 2,000k 1/1/1989 39 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.43 1,000k 3/1/2003 38 Conquest Capital Group Conquest Select 3.52 250k 6/1/2004 37 Clarke Capital Management Worldwide 3.61 250k 1/1/1996 36 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.62 10,000k 8/1/1999 35 Transtrend B.V. DTP – Enhanced Risk (USD) 3.65 10,000k 1/1/1995 34 Superfund Group Superfund Green GCT USD 3.76 15k 1/1/2000 33 Clarke Capital Management Millennium 3.94 1,000k 1/1/1998 32 Ancile Capital Management Global Markets Program 4.11 2,000k 4/1/2005 31 Wimmer Horizon LLP Managed Account 4.20 5,000k 5/1/2005 30 Dreiss Research Corporation Diversified Program 4.41 1,000k 5/1/1991 29 Wavefront Global Asset Management IMFC Global Investment Program 4.44 2,000k 2/1/2007 28 Neural Capital Ltd Sentinel Trading Program 4.45 2,000k 1/1/2006 27 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 4.47 0k 11/1/1996 26 EMC Capital Advisors, LLC Classic 4.70 5,000k 1/1/1985 25 Briarwood Capital Management, Inc. Diversified 2XL 4.79 250k 11/1/2004 24 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.85 100k 5/1/1999 23 DUNN Capital Management DUNN Combined Fund (DCF) 4.88 100k 5/1/1989 22 Lynx Asset Management AB Lynx Program 4.96 75k 5/1/2000 21 Parizek Capital Currency Program 4.96 1,000k 4/1/2006 20 Saxon Investment Corporation Aggressive Diversified Program 5.15 2,000k 11/1/1993 19 Eckhardt Trading Company Evolution Strategies 5.21 20,000k 8/1/1991 18 Welton Investment Partners Welton Global 5.21 10,000k 6/1/2004 17 John Locke Investments Cyril Systematic Program 5.42 8,000k 7/1/2000 16 Estlander & Partners Global XL 5.68 5,000k 8/1/1991 15 Eckhardt Trading Company Evolution Strategies 1.2X 5.81 10,000k 10/1/1991 14 Blackwater Capital Management Global Program 6.67 5,000k 7/1/2005 13 Tactical Investment Management Tactical Institutional Commodity Program 6.76 10,000k 4/1/1993 12 Superfund Group Superfund Green L.P. Series A 6.84 5k 10/1/2002 11 Parizek Capital Futures Trading Program 6.93 500k 4/1/2000 10 M.S. Capital Management Global Diversified Program 7.23 2,000k 11/1/1998 9 DUNN Capital Management D'Best Futures Fund, L.P. 7.36 100k 6/1/1994 8 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.39 100k 11/1/1984 7 Superfund Group Superfund Green Master 7.51 2,000k 5/1/2001 6 Keck Capital Management LLC The Keck Program 7.72 2,000k 12/1/2003 5 Drury Capital Diversified Trend-Following Program 7.79 5,000k 5/1/1997 4 ISAM ISAM Systematic Trend Fund 9.05 1,000k 6/1/2001 3 Superfund Group Superfund Green L.P. Series B 9.77 5k 10/1/2002 2 Heyden & Steindl GmbH TOMAC2 11.42 5,000k 3/1/2003 1 Kelly Angle Inc. Genesis Program 12.30 2,000k 4/1/2000 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.