Trend Following Strategy Index For July 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 Jul 2007 Min Inv Inception 93 DUNN Capital Management DUNN Combined Fund (DCF) -22.01 100k 5/1/1989 92 Superfund Group Superfund Green Master -19.67 2,000k 5/1/2001 91 DUNN Capital Management World Monetary and Agriculture Program (WMA) -17.75 100k 11/1/1984 90 Keck Capital Management LLC The Keck Program -16.92 2,000k 12/1/2003 89 Mulvaney Capital Management The Mulvaney Global Markets Fund -16.89 100k 5/1/1999 88 Dreiss Research Corporation Diversified Program -16.70 1,000k 5/1/1991 87 DUNN Capital Management D'Best Futures Fund, L.P. -16.50 100k 6/1/1994 86 Kelly Angle Inc. Genesis Program -13.49 2,000k 4/1/2000 85 Superfund Group Superfund Green GCT USD -13.16 15k 1/1/2000 84 Superfund Group Superfund Green Gold C (SPC) -12.56 100k 10/1/2005 83 Superfund Group Superfund Green L.P. Series B -10.11 5k 10/1/2002 82 Clarke Capital Management FX Plus -9.69 1,000k 5/1/2004 81 Superfund Group Superfund Green Gold B (SPC) -9.06 50k 10/1/2005 80 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -8.48 200k 11/1/1999 79 Chesapeake Capital Diversified (LV) -8.30 100k 2/1/1988 78 EMC Capital Advisors, LLC Classic -7.30 5,000k 1/1/1985 77 Wavefront Global Asset Management IMFC Global Investment Program -7.01 2,000k 2/1/2007 76 Superfund Group Superfund Green Q-AG -6.84 2k 3/1/1996 75 Wimmer Horizon LLP Managed Account -6.78 5,000k 5/1/2005 74 Superfund Group Superfund Green L.P. Series A -6.78 5k 10/1/2002 73 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.46 0k 11/1/1996 72 ISAM ISAM Systematic Trend Fund -6.15 1,000k 6/1/2001 71 Hyman Beck and Company Global Portfolio -6.11 1,000k 3/1/1991 70 Superfund Group Superfund Green Gold A (SPC) -6.01 5k 10/1/2005 69 Drury Capital Diversified Trend-Following Program -5.60 5,000k 5/1/1997 68 Quantica Capital AG Quantica Managed Futures -5.40 5,000k 1/1/2005 67 Eclipse Capital Management Global Monetary -4.99 5,000k 8/1/1990 66 Estlander & Partners Global XL -4.75 5,000k 8/1/1991 65 Ancile Capital Management Global Markets Program -4.40 2,000k 4/1/2005 64 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.35 10k 7/1/2005 63 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.96 1,000k 3/1/2003 62 Somers Brothers Capital Diversified Futures Program #1 -3.87 100k 1/1/2005 61 Altradis Capital AG AlphAlgo -3.58 100k 5/1/2007 60 QCM Global Diversified Programme -3.16 500k 12/1/1995 59 Auspice Capital Advisors Ltd Auspice Diversified Program -3.16 1,500k 4/1/2006 58 Rabar Market Research Diversified Program -3.10 2,000k 1/1/1989 57 M.S. Capital Management Global Diversified Program -2.85 2,000k 11/1/1998 56 Welton Investment Partners Welton Global -2.84 10,000k 6/1/2004 55 Red Rock Capital, LLC Systematic Global Macro -2.84 500k 9/1/2003 54 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.75 10,000k 8/1/2004 53 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.70 10,000k 8/1/1999 52 Transtrend B.V. DTP – Enhanced Risk (USD) -2.50 10,000k 1/1/1995 51 Estlander & Partners Global Markets -2.31 10,000k 8/1/1999 50 Southwest Managed Investments, LLC Global Diversified -2.08 200k 1/1/2002 49 Lynx Asset Management AB Lynx Program -1.97 75k 5/1/2000 48 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.89 1k 10/1/2006 47 Transtrend B.V. DTP – Standard Risk (EUR) -1.67 10,000k 2/1/1999 46 Tactical Investment Management Tactical Institutional Commodity Program -1.66 10,000k 4/1/1993 45 Winton Capital Management Diversified -1.18 50,000k 10/1/1997 44 Estlander & Partners Alpha Trend -0.98 30,000k 10/1/1991 43 Clarke Capital Management Jupiter -0.66 3,000k 5/1/2005 42 Clarke Capital Management Global Basic -0.59 50k 2/1/1996 41 Quantica Capital AG Quantica Diversified FX -0.50 5,000k 3/1/2007 40 Mark J. Walsh Company Standard Program -0.50 2,000k 9/1/1985 39 Rotella Capital Management Rotella Polaris Program (Diversified) -0.43 10,000k 1/1/1991 38 Future Trade AG Thales Swing Trading Programme -0.13 250k 6/1/2007 37 Millburn Ridgefield Corporation Commodity Program -0.11 25,000k 3/1/2005 36 Alder Capital DAC Alder Global 20 -0.10 250k 2/1/2001 35 Conquest Capital Group Conquest Select -0.05 250k 6/1/2004 34 AllMountain Capital AG Mount Denali Global Trends 0.00 160k 7/1/2007 33 Alder Capital DAC Alder Global 10 0.10 250k 10/1/2000 32 Blackwater Capital Management Global Program 0.25 5,000k 7/1/2005 31 Clarke Capital Management Global Magnum 0.52 100k 8/1/1997 30 Mobius Asset Management Custom Trading Program 0.54 100k 1/1/2002 29 Mobius Asset Management Diversified Program 0.57 250k 3/1/2004 28 Parizek Capital Futures Trading Program 0.58 500k 4/1/2000 27 Alee Capital Management, LLC Poniente Program 0.63 2,500k 1/1/1999 26 Briarwood Capital Management, Inc. Diversified 2XL 0.67 250k 11/1/2004 25 John Locke Investments Cyril Systematic Program 0.94 8,000k 7/1/2000 24 Pacific Capital Advisors Vanguard Program 1.10 100k 4/1/2007 23 Rotella Capital Management Rotella Orion (Short-Term) Program 1.16 10,000k 3/1/2006 22 Eckhardt Trading Company Evolution Strategies 1.23 20,000k 8/1/1991 21 Clarke Capital Management Millennium 1.42 1,000k 1/1/1998 20 Eckhardt Trading Company Evolution Strategies 1.2X 1.48 10,000k 10/1/1991 19 Alee Capital Management, LLC Mistral Program 1.54 2,500k 1/1/1999 18 Superfund Group Superfund Blue SPC Class A (EUR) 1.55 50k 4/1/2005 17 Covenant Capital Management Original Program 2.02 5,000k 9/1/1999 16 Robinson-Langley Capital Management, LLC Managed Account Program 2.21 200k 1/1/2007 15 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.08 100k 1/1/2005 14 Saxon Investment Corporation Diversified Program 3.58 3,000k 9/1/1988 13 Covenant Capital Management Aggressive Program 3.66 3,000k 2/1/2004 12 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.93 100k 1/1/2000 11 RAM Management Group RAM MRTP 1X-Conservative 4.55 1,000k 9/1/1993 10 Saxon Investment Corporation Aggressive Diversified Program 6.13 2,000k 11/1/1993 9 Clarke Capital Management Worldwide 6.48 250k 1/1/1996 8 Quantum Leap Capital Management Managed Account Program 6.57 300k 8/1/2006 7 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.81 100k 3/1/2003 6 Heyden & Steindl GmbH TOMAC2 10.17 5,000k 3/1/2003 5 Neural Capital Ltd Sentinel Trading Program 10.46 2,000k 1/1/2006 4 Conquest Capital Group Conquest Macro 11.55 250k 5/1/1999 3 Hawksbill Capital Management Global Diversified 11.79 5,000k 11/1/1988 2 RAM Management Group MRTP Aggressive 13.91 1,000k 2/1/1998 1 Parizek Capital Currency Program 15.94 1,000k 4/1/2006 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.