Trend Following Strategy Index For September 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 Sep 2007 Min Inv Inception 93 Parizek Capital Currency Program -5.32 1,000k 4/1/2006 92 Superfund Group Superfund Blue SPC Class A (EUR) -0.48 50k 4/1/2005 91 Heyden & Steindl GmbH TOMAC2 -0.15 5,000k 3/1/2003 90 Ancile Capital Management Global Markets Program 0.00 2,000k 4/1/2005 89 Hyman Beck and Company Global Portfolio 0.12 1,000k 3/1/1991 88 AllMountain Capital AG Mount Denali Global Trends 1.50 160k 7/1/2007 87 ISAM ISAM Systematic Trend Fund 1.56 1,000k 6/1/2001 86 Pacific Capital Advisors Vanguard Program 2.18 100k 4/1/2007 85 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 84 Rotella Capital Management Rotella Orion (Short-Term) Program 2.90 10,000k 3/1/2006 83 Drury Capital Diversified Trend-Following Program 2.93 5,000k 5/1/1997 82 Neural Capital Ltd Sentinel Trading Program 3.32 2,000k 1/1/2006 81 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.47 1k 10/1/2006 80 M.S. Capital Management Global Diversified Program 3.73 2,000k 11/1/1998 79 Mulvaney Capital Management The Mulvaney Global Markets Fund 3.92 100k 5/1/1999 78 Briarwood Capital Management, Inc. Diversified 2XL 4.25 250k 11/1/2004 77 Conquest Capital Group Conquest Macro 4.28 250k 5/1/1999 76 Eclipse Capital Management Global Monetary 4.31 5,000k 8/1/1990 75 Lynx Asset Management AB Lynx Program 4.35 75k 5/1/2000 74 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.46 100k 1/1/2000 73 Transtrend B.V. DTP – Standard Risk (EUR) 4.48 10,000k 2/1/1999 72 Quantica Capital AG Quantica Diversified FX 4.50 5,000k 3/1/2007 71 Alder Capital DAC Alder Global 20 4.60 250k 2/1/2001 70 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.72 1,000k 3/1/2003 69 Southwest Managed Investments, LLC Global Diversified 4.86 200k 1/1/2002 68 RAM Management Group RAM MRTP 1X-Conservative 4.87 1,000k 9/1/1993 67 Conquest Capital Group Conquest Select 4.92 250k 6/1/2004 66 Red Rock Capital, LLC Systematic Global Macro 5.01 500k 9/1/2003 65 Mobius Asset Management Diversified Program 5.07 250k 3/1/2004 64 Quantica Capital AG Quantica Managed Futures 5.20 5,000k 1/1/2005 63 Superfund Group Superfund Green Q-AG 5.36 2k 3/1/1996 62 Somers Brothers Capital Diversified Futures Program #1 5.41 100k 1/1/2005 61 Superfund Group Superfund Green L.P. Series A 5.57 5k 10/1/2002 60 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.79 0k 11/1/1996 59 Auspice Capital Advisors Ltd Auspice Diversified Program 5.87 1,500k 4/1/2006 58 Future Trade AG Thales Swing Trading Programme 6.27 250k 6/1/2007 57 Rotella Capital Management Rotella Polaris Program (Diversified) 6.56 10,000k 1/1/1991 56 John Locke Investments Cyril Systematic Program 6.86 8,000k 7/1/2000 55 Winton Capital Management Diversified 6.99 50,000k 10/1/1997 54 Estlander & Partners Global Markets 7.14 10,000k 8/1/1999 53 Robinson-Langley Capital Management, LLC Managed Account Program 7.19 200k 1/1/2007 52 Covenant Capital Management Original Program 7.43 5,000k 9/1/1999 51 Superfund Group Superfund Green GCT USD 7.49 15k 1/1/2000 50 Millburn Ridgefield Corporation Commodity Program 7.62 25,000k 3/1/2005 49 Transtrend B.V. DTP – Enhanced Risk (USD) 7.81 10,000k 1/1/1995 48 Wimmer Horizon LLP Managed Account 7.91 5,000k 5/1/2005 47 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.97 10,000k 8/1/1999 46 Parizek Capital Futures Trading Program 7.97 500k 4/1/2000 45 Estlander & Partners Alpha Trend 8.04 30,000k 10/1/1991 44 Mobius Asset Management Custom Trading Program 8.13 100k 1/1/2002 43 Superfund Group Superfund Green L.P. Series B 8.26 5k 10/1/2002 42 Saxon Investment Corporation Diversified Program 8.27 3,000k 9/1/1988 41 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.42 10,000k 8/1/2004 40 Blackwater Capital Management Global Program 8.48 5,000k 7/1/2005 39 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.64 200k 11/1/1999 38 Welton Investment Partners Welton Global 9.28 10,000k 6/1/2004 37 Kelly Angle Inc. Genesis Program 9.62 2,000k 4/1/2000 36 Rabar Market Research Diversified Program 9.80 2,000k 1/1/1989 35 EMC Capital Advisors, LLC Classic 10.40 5,000k 1/1/1985 34 Clarke Capital Management FX Plus 11.27 1,000k 5/1/2004 33 Mark J. Walsh Company Standard Program 11.30 2,000k 9/1/1985 32 Altradis Capital AG AlphAlgo 11.39 100k 5/1/2007 31 Chesapeake Capital Diversified (LV) 11.42 100k 2/1/1988 30 Wavefront Global Asset Management IMFC Global Investment Program 11.52 2,000k 2/1/2007 29 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 11.62 100k 1/1/2005 28 Eckhardt Trading Company Evolution Strategies 11.81 20,000k 8/1/1991 27 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 12.07 10k 7/1/2005 26 Superfund Group Superfund Green Master 12.30 2,000k 5/1/2001 25 Covenant Capital Management Aggressive Program 12.42 3,000k 2/1/2004 24 Alee Capital Management, LLC Poniente Program 12.94 2,500k 1/1/1999 23 Eckhardt Trading Company Evolution Strategies 1.2X 13.33 10,000k 10/1/1991 22 Clarke Capital Management Jupiter 13.57 3,000k 5/1/2005 21 Clarke Capital Management Global Basic 13.64 50k 2/1/1996 20 RAM Management Group MRTP Aggressive 14.31 1,000k 2/1/1998 19 Estlander & Partners Global XL 14.74 5,000k 8/1/1991 18 DUNN Capital Management D'Best Futures Fund, L.P. 15.11 100k 6/1/1994 17 Alee Capital Management, LLC Mistral Program 15.20 2,500k 1/1/1999 16 Dreiss Research Corporation Diversified Program 15.59 1,000k 5/1/1991 15 DUNN Capital Management DUNN Combined Fund (DCF) 15.68 100k 5/1/1989 14 Saxon Investment Corporation Aggressive Diversified Program 15.84 2,000k 11/1/1993 13 Superfund Group Superfund Green Gold A (SPC) 16.47 5k 10/1/2005 12 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.90 100k 11/1/1984 11 Superfund Group Superfund Green Gold B (SPC) 18.50 50k 10/1/2005 10 Clarke Capital Management Millennium 19.36 1,000k 1/1/1998 9 QCM Global Diversified Programme 20.56 500k 12/1/1995 8 Keck Capital Management LLC The Keck Program 20.64 2,000k 12/1/2003 7 Superfund Group Superfund Green Gold C (SPC) 21.27 100k 10/1/2005 6 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 24.29 100k 3/1/2003 5 Clarke Capital Management Global Magnum 24.46 100k 8/1/1997 4 Hawksbill Capital Management Global Diversified 25.40 5,000k 11/1/1988 3 Tactical Investment Management Tactical Institutional Commodity Program 26.03 10,000k 4/1/1993 2 Quantum Leap Capital Management Managed Account Program 28.58 300k 8/1/2006 1 Clarke Capital Management Worldwide 30.57 250k 1/1/1996 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.