Trend Following Strategy Index For March 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 Mar 2008 Min Inv Inception 97 Parizek Capital Currency Program -12.46 1,000k 4/1/2006 96 Keck Capital Management LLC The Keck Program -10.94 2,000k 12/1/2003 95 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.13 100k 11/1/1984 94 Mark J. Walsh Company Standard Program -10.03 2,000k 9/1/1985 93 Future Trade AG Thales Swing Trading Programme -10.00 250k 6/1/2007 92 Heyden & Steindl GmbH TOMAC2 -9.74 5,000k 3/1/2003 91 DUNN Capital Management DUNN Combined Fund (DCF) -9.65 100k 5/1/1989 90 Drury Capital Diversified Trend-Following Program -8.45 5,000k 5/1/1997 89 Superfund Group Superfund Green Gold C (SPC) -8.44 100k 10/1/2005 88 Superfund Group Superfund Blue SPC Class A (Gold) -8.24 50k 12/1/2007 87 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.96 100k 5/1/1999 86 Chesapeake Capital Diversified (LV) -7.49 100k 2/1/1988 85 Tactical Investment Management Tactical Institutional Commodity Program -7.18 10,000k 4/1/1993 84 Superfund Group Superfund Green Gold B (SPC) -7.15 50k 10/1/2005 83 John Locke Investments JL Commodity Long Flat Program -6.88 5,000k 12/1/2007 82 Superfund Group Superfund Blue SPC Class A (EUR) -6.70 50k 4/1/2005 81 Millburn Ridgefield Corporation Commodity Program -6.55 25,000k 3/1/2005 80 Parizek Capital Futures Trading Program -6.53 500k 4/1/2000 79 Alee Capital Management, LLC Mistral Program -6.42 2,500k 1/1/1999 78 QCM Global Diversified Programme -6.28 500k 12/1/1995 77 Superfund Group Superfund Green Gold A (SPC) -5.86 5k 10/1/2005 76 Ancile Capital Management Global Markets Program -5.33 2,000k 4/1/2005 75 Covenant Capital Management Aggressive Program -5.01 3,000k 2/1/2004 74 Gladius Asset Management Fulham Program -4.83 2,000k 1/1/2008 73 Estlander & Partners Global XL -4.72 5,000k 8/1/1991 72 Somers Brothers Capital Diversified Futures Program #1 -4.68 100k 1/1/2005 71 Alee Capital Management, LLC Poniente Program -4.44 2,500k 1/1/1999 70 Covenant Capital Management Original Program -4.39 5,000k 9/1/1999 69 Estlander & Partners Alpha Trend -4.08 30,000k 10/1/1991 68 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.70 100k 3/1/2003 67 Altradis Capital AG AlphAlgo -3.55 100k 5/1/2007 66 Superfund Group Superfund Green Master -3.38 2,000k 5/1/2001 65 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.36 0k 11/1/1996 64 Mobius Asset Management Diversified Program -3.28 250k 3/1/2004 63 Red Rock Capital, LLC Systematic Global Macro -3.17 500k 9/1/2003 62 DUNN Capital Management D'Best Futures Fund, L.P. -3.06 100k 6/1/1994 61 Wimmer Horizon LLP Managed Account -2.55 5,000k 5/1/2005 60 Mobius Asset Management Custom Trading Program -2.46 100k 1/1/2002 59 Estlander & Partners Global Markets -2.13 10,000k 8/1/1999 58 Dreiss Research Corporation Diversified Program -2.11 1,000k 5/1/1991 57 Conquest Capital Group Conquest Select -2.07 250k 6/1/2004 56 Auspice Capital Advisors Ltd Auspice Diversified Program -1.73 1,500k 4/1/2006 55 Rabar Market Research Diversified Program -1.42 2,000k 1/1/1989 54 EMC Capital Advisors, LLC Classic -1.40 5,000k 1/1/1985 53 Rotella Capital Management Rotella Polaris Program (Diversified) -1.27 10,000k 1/1/1991 52 Wavefront Global Asset Management IMFC Global Investment Program -1.19 2,000k 2/1/2007 51 Eclipse Capital Management Global Monetary -1.16 5,000k 8/1/1990 50 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.95 100k 1/1/2005 49 AllMountain Capital AG Mount Denali Global Trends -0.87 160k 7/1/2007 48 Pacific Capital Advisors Vanguard Program -0.76 100k 4/1/2007 47 Winton Capital Management Diversified -0.66 50,000k 10/1/1997 46 Rho Asset Management Rho Altius 1XL Program -0.43 5,000k 11/1/2007 45 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 44 ISAM ISAM Systematic Trend Fund 0.17 1,000k 6/1/2001 43 Hawksbill Capital Management Global Diversified 0.20 5,000k 11/1/1988 42 Eckhardt Trading Company Evolution Strategies 0.21 20,000k 8/1/1991 41 Saxon Investment Corporation Diversified Program 0.22 3,000k 9/1/1988 40 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.26 1k 10/1/2006 39 Hyman Beck and Company Global Portfolio 0.27 1,000k 3/1/1991 38 Eckhardt Trading Company Evolution Strategies 1.2X 0.30 10,000k 10/1/1991 37 John Locke Investments Cyril Systematic Program 0.42 8,000k 7/1/2000 36 Saxon Investment Corporation Aggressive Diversified Program 0.42 2,000k 11/1/1993 35 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.64 10,000k 8/1/2004 34 Transtrend B.V. DTP – Standard Risk (EUR) 0.71 10,000k 2/1/1999 33 Welton Investment Partners Welton Global 0.82 10,000k 6/1/2004 32 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.99 10,000k 8/1/1999 31 Transtrend B.V. DTP – Enhanced Risk (USD) 1.33 10,000k 1/1/1995 30 RAM Management Group RAM MRTP 1X-Conservative 1.48 1,000k 9/1/1993 29 Superfund Group Superfund Green GCT USD 1.49 15k 1/1/2000 28 Lynx Asset Management AB Lynx Program 1.57 75k 5/1/2000 27 Superfund Group Superfund Green Q-AG 1.59 2k 3/1/1996 26 Rotella Capital Management Rotella Orion (Short-Term) Program 1.62 10,000k 3/1/2006 25 Quantica Capital AG Quantica Diversified FX 1.70 5,000k 3/1/2007 24 Southwest Managed Investments, LLC Global Diversified 1.74 200k 1/1/2002 23 Superfund Group Superfund Green L.P. Series B 1.95 5k 10/1/2002 22 Quantica Capital AG Quantica Managed Futures 2.00 5,000k 1/1/2005 21 Neural Capital Ltd Sentinel Trading Program 2.09 2,000k 1/1/2006 20 Superfund Group Superfund Green L.P. Series A 2.29 5k 10/1/2002 19 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.45 100k 1/1/2000 18 Kelly Angle Inc. Genesis Program 2.94 2,000k 4/1/2000 17 Blackwater Capital Management Global Program 2.95 5,000k 7/1/2005 16 Robinson-Langley Capital Management, LLC Managed Account Program 2.96 200k 1/1/2007 15 Quantum Leap Capital Management Managed Account Program 3.17 300k 8/1/2006 14 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.41 1,000k 3/1/2003 13 Alder Capital DAC Alder Global 10 3.70 250k 10/1/2000 12 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.98 10k 7/1/2005 11 RAM Management Group MRTP Aggressive 4.10 1,000k 2/1/1998 10 Conquest Capital Group Conquest Macro 4.17 250k 5/1/1999 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.19 200k 11/1/1999 8 Clarke Capital Management Worldwide 5.85 250k 1/1/1996 7 Clarke Capital Management Jupiter 5.90 3,000k 5/1/2005 6 Alder Capital DAC Alder Global 20 6.90 250k 2/1/2001 5 Briarwood Capital Management, Inc. Diversified 2XL 7.46 250k 11/1/2004 4 Clarke Capital Management Global Magnum 8.43 100k 8/1/1997 3 Clarke Capital Management Global Basic 12.05 50k 2/1/1996 2 Clarke Capital Management Millennium 12.76 1,000k 1/1/1998 1 Clarke Capital Management FX Plus 13.38 1,000k 5/1/2004 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.