Trend Following Strategy Index For October 2008 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 Oct 2008 Min Inv Inception 99 Superfund Group Superfund Blue SPC Class A (Gold) -4.52 50k 12/1/2007 98 Quantica Capital AG Quantica Diversified FX -4.40 5,000k 3/1/2007 97 Mobius Asset Management Diversified Program -2.78 250k 3/1/2004 96 Mobius Asset Management Custom Trading Program -2.34 100k 1/1/2002 95 Pacific Capital Advisors Vanguard Program -1.42 100k 4/1/2007 94 John Locke Investments JL Commodity Long Flat Program -0.63 5,000k 12/1/2007 93 Clarke Capital Management Global Basic -0.26 50k 2/1/1996 92 QQFund.com QQFund.com Alpha Beta Program -0.19 100k 9/1/2008 91 Briarwood Capital Management, Inc. Diversified 2XL -0.10 250k 11/1/2004 89 Clarke Capital Management Global Magnum 0.00 100k 8/1/1997 90 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 88 Eckhardt Trading Company Evolution Strategies 1.2X 0.12 10,000k 10/1/1991 87 Eckhardt Trading Company Evolution Strategies 0.17 20,000k 8/1/1991 86 RAM Management Group RAM MRTP 1X-Conservative 0.26 1,000k 9/1/1993 85 Superfund Group Superfund Green Gold A (SPC) 0.67 5k 10/1/2005 84 RAM Management Group MRTP Aggressive 0.80 1,000k 2/1/1998 83 Heyden & Steindl GmbH TOMAC2 0.92 5,000k 3/1/2003 82 Saxon Investment Corporation Diversified Program 1.15 3,000k 9/1/1988 81 Rabar Market Research Diversified Program 1.16 2,000k 1/1/1989 80 Saxon Investment Corporation Aggressive Diversified Program 2.10 2,000k 11/1/1993 79 Ancile Capital Management Global Markets Program 2.15 2,000k 4/1/2005 78 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.17 100k 3/1/2003 77 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 76 Covenant Capital Management Original Program 3.01 5,000k 9/1/1999 75 Covenant Capital Management Aggressive Program 3.40 3,000k 2/1/2004 74 Alder Capital DAC Alder Global 20 3.70 250k 2/1/2001 73 Winton Capital Management Diversified 3.73 50,000k 10/1/1997 72 Conquest Capital Group Conquest Macro 3.80 250k 5/1/1999 71 Welton Investment Partners Welton Global 4.27 10,000k 6/1/2004 70 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.43 100k 1/1/2005 69 Superfund Group Superfund Blue SPC Class A (EUR) 4.44 50k 4/1/2005 68 Rho Asset Management Rho Altius 1XL Program 4.74 5,000k 11/1/2007 67 Quantica Capital AG Quantica Managed Futures 4.80 5,000k 1/1/2005 66 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 5.25 10k 7/1/2005 65 Rotella Capital Management Rotella Orion (Short-Term) Program 5.39 10,000k 3/1/2006 64 Transtrend B.V. DTP – Standard Risk (EUR) 5.49 10,000k 2/1/1999 63 John Locke Investments Cyril Systematic Program 5.95 8,000k 7/1/2000 62 Transtrend B.V. DTP – Enhanced Risk (JPY) 6.77 10,000k 8/1/2004 61 Estlander & Partners Alpha Trend 7.01 30,000k 10/1/1991 60 Transtrend B.V. DTP – Enhanced Risk (USD) 7.12 10,000k 1/1/1995 59 Chesapeake Capital Diversified (LV) 7.29 100k 2/1/1988 58 Rotella Capital Management Rotella Polaris Program (Diversified) 7.59 10,000k 1/1/1991 57 Mark J. Walsh Company Standard Program 7.62 2,000k 9/1/1985 56 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.90 10,000k 8/1/1999 55 SEB Asset Management SEB Asset Selection Fund C (EUR) 7.99 1k 10/1/2006 54 Estlander & Partners Global Markets 8.01 10,000k 8/1/1999 53 Millburn Ridgefield Corporation Commodity Program 9.22 25,000k 3/1/2005 52 Red Rock Capital, LLC Systematic Global Macro 10.32 500k 9/1/2003 51 Blackwater Capital Management Global Program 10.77 5,000k 7/1/2005 50 Auspice Capital Advisors Ltd Auspice Diversified Program 10.80 1,500k 4/1/2006 49 Clarke Capital Management Millennium 10.82 1,000k 1/1/1998 48 Superfund Group Superfund Green Gold B (SPC) 10.88 50k 10/1/2005 47 AllMountain Capital AG Mount Denali Global Trends 11.01 160k 7/1/2007 46 Eclipse Capital Management Global Monetary 11.03 5,000k 8/1/1990 45 Somers Brothers Capital Diversified Futures Program #1 11.48 100k 1/1/2005 44 Parizek Capital Currency Program 11.49 1,000k 4/1/2006 43 Clarke Capital Management Worldwide 11.53 250k 1/1/1996 42 EMC Capital Advisors, LLC Classic 11.90 5,000k 1/1/1985 41 Superfund Group Superfund Green L.P. Series A 12.19 5k 10/1/2002 40 Robinson-Langley Capital Management, LLC Managed Account Program 12.19 200k 1/1/2007 39 Neural Capital Ltd Sentinel Trading Program 13.56 2,000k 1/1/2006 38 QCM Global Diversified Programme 13.77 500k 12/1/1995 37 Lynx Asset Management AB Lynx Program 14.90 75k 5/1/2000 36 Hyman Beck and Company Global Portfolio 14.94 1,000k 3/1/1991 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 15.54 1,000k 3/1/2003 34 Hawksbill Capital Management Global Diversified 15.54 5,000k 11/1/1988 33 Gladius Asset Management Fulham Program 16.59 2,000k 1/1/2008 32 Estlander & Partners Global XL 17.37 5,000k 8/1/1991 31 Superfund Group Superfund Green Q-AG 17.48 2k 3/1/1996 30 Wimmer Horizon LLP Managed Account 17.50 5,000k 5/1/2005 29 Wavefront Global Asset Management IMFC Global Investment Program 19.66 2,000k 2/1/2007 28 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 19.70 0k 11/1/1996 27 Altradis Capital AG AlphAlgo 19.82 100k 5/1/2007 26 Superfund Group Superfund Green L.P. Series B 20.14 5k 10/1/2002 25 DUNN Capital Management World Monetary and Agriculture Program (WMA) 21.09 100k 11/1/1984 24 Insch Capital Management SA Interbank Currency Program - 3X Leverage 21.32 100k 1/1/2000 23 Superfund Group Superfund Green Gold C (SPC) 21.42 100k 10/1/2005 22 Southwest Managed Investments, LLC Global Diversified 21.89 200k 1/1/2002 21 Clarke Capital Management Jupiter 22.09 3,000k 5/1/2005 20 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 23.30 200k 11/1/1999 19 Drury Capital Diversified Trend-Following Program 23.37 5,000k 5/1/1997 18 ISAM ISAM Systematic Trend Fund 24.70 1,000k 6/1/2001 17 Superfund Group Superfund Green GCT USD 24.83 15k 1/1/2000 16 Conquest Capital Group Conquest Select 24.86 250k 6/1/2004 15 DUNN Capital Management DUNN Combined Fund (DCF) 25.13 100k 5/1/1989 14 Alee Capital Management, LLC Poniente Program 25.68 2,500k 1/1/1999 13 Alee Capital Management, LLC Mistral Program 26.02 2,500k 1/1/1999 12 Clarke Capital Management FX Plus 26.30 1,000k 5/1/2004 11 DUNN Capital Management D'Best Futures Fund, L.P. 26.55 100k 6/1/1994 10 Tactical Investment Management Tactical Institutional Commodity Program 26.62 10,000k 4/1/1993 9 Keck Capital Management LLC The Keck Program 32.74 2,000k 12/1/2003 8 Quantum Leap Capital Management Managed Account Program 33.51 300k 8/1/2006 7 Future Trade AG Thales Swing Trading Programme 33.62 250k 6/1/2007 6 Parizek Capital Futures Trading Program 34.13 500k 4/1/2000 5 Superfund Group Superfund Green Master 36.21 2,000k 5/1/2001 4 Kelly Angle Inc. Genesis Program 38.45 2,000k 4/1/2000 3 Dreiss Research Corporation Diversified Program 45.42 1,000k 5/1/1991 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 45.49 100k 5/1/1999 1 Purple Valley Capital, Inc. Diversified Trend 1 46.94 100k 8/1/2008 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.