Trend Following Strategy Index For May 2008 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 May 2008 Min Inv Inception 97 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.74 100k 3/1/2003 96 Neural Capital Ltd Sentinel Trading Program -8.98 2,000k 1/1/2006 95 RAM Management Group MRTP Aggressive -8.39 1,000k 2/1/1998 94 Alee Capital Management, LLC Mistral Program -7.21 2,500k 1/1/1999 93 Insch Capital Management SA Interbank Currency Program - 3X Leverage -5.86 100k 1/1/2000 92 Conquest Capital Group Conquest Macro -5.64 250k 5/1/1999 91 Clarke Capital Management FX Plus -4.46 1,000k 5/1/2004 90 Parizek Capital Currency Program -4.38 1,000k 4/1/2006 89 Alder Capital DAC Alder Global 20 -4.20 250k 2/1/2001 88 Southwest Managed Investments, LLC Global Diversified -3.54 200k 1/1/2002 87 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.21 10k 7/1/2005 86 RAM Management Group RAM MRTP 1X-Conservative -2.95 1,000k 9/1/1993 85 Quantum Leap Capital Management Managed Account Program -2.86 300k 8/1/2006 84 Briarwood Capital Management, Inc. Diversified 2XL -1.86 250k 11/1/2004 83 Alder Capital DAC Alder Global 10 -1.80 250k 10/1/2000 82 Eclipse Capital Management Global Monetary -1.80 5,000k 8/1/1990 81 Mobius Asset Management Custom Trading Program -1.61 100k 1/1/2002 80 Estlander & Partners Global XL -1.33 5,000k 8/1/1991 79 Ancile Capital Management Global Markets Program -1.09 2,000k 4/1/2005 78 Clarke Capital Management Global Basic -0.71 50k 2/1/1996 77 Heyden & Steindl GmbH TOMAC2 -0.69 5,000k 3/1/2003 76 Estlander & Partners Global Markets -0.66 10,000k 8/1/1999 75 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.55 10,000k 3/1/2003 74 Clarke Capital Management Global Magnum -0.47 100k 8/1/1997 73 Dreiss Research Corporation Diversified Program -0.47 1,000k 5/1/1991 72 Pacific Capital Advisors Vanguard Program -0.40 100k 4/1/2007 71 Altradis Capital AG AlphAlgo -0.31 100k 5/1/2007 70 Hyman Beck and Company Global Portfolio -0.20 1,000k 3/1/1991 68 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 69 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 67 Mobius Asset Management Diversified Program 0.01 250k 3/1/2004 66 Robinson-Langley Capital Management, LLC Managed Account Program 0.03 200k 1/1/2007 65 Keck Capital Management LLC The Keck Program 0.19 2,000k 12/1/2003 64 Red Rock Capital, LLC Systematic Global Macro 0.20 500k 9/1/2003 63 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.33 200k 11/1/1999 62 Quantica Capital AG Quantica Managed Futures 0.40 10,000k 1/1/2005 61 Auspice Auspice Diversified Program 0.71 1,500k 6/1/2007 60 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.79 1k 10/1/2006 59 Wavefront Global Asset Management IMFC Global Investment Program 1.07 2,000k 2/1/2007 58 Future Trade AG Thales Swing Trading Programme 1.33 250k 6/1/2007 57 Gladius Asset Management Fulham Program 1.42 2,000k 1/1/2008 56 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.61 100k 1/1/2005 55 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.67 100k 11/1/1984 54 EMC Capital Advisors, LLC Classic 1.70 5,000k 1/1/1985 53 Eckhardt Trading Company Evolution Strategies 1.70 20,000k 8/1/1991 52 Eckhardt Trading Company Evolution Strategies 1.2X 1.96 10,000k 10/1/1991 51 Winton Capital Management Diversified 1.99 50,000k 10/1/1997 50 QCM Global Diversified Programme 2.00 500k 12/1/1995 49 Estlander & Partners Alpha Trend 2.02 30,000k 10/1/1991 48 Tactical Investment Management Tactical Institutional Commodity Program 2.05 10,000k 4/1/1993 47 Transtrend B.V. DTP – Standard Risk (EUR) 2.05 10,000k 2/1/1999 46 Chesapeake Capital Diversified (LV) 2.07 100k 2/1/1988 45 Blackwater Capital Management Global Program 2.14 5,000k 7/1/2005 44 Quantica Capital AG Quantica Diversified FX 2.30 5,000k 3/1/2007 43 Saxon Investment Corporation Diversified Program 2.33 3,000k 9/1/1988 42 John Locke Investments Cyril Systematic Program 2.44 8,000k 7/1/2000 41 Wimmer Horizon LLP Managed Account 2.60 5,000k 5/1/2005 40 ISAM ISAM Systematic Trend Fund 2.63 1,000k 6/1/2001 39 Rotella Capital Management Rotella Orion (Short-Term) Program 2.80 10,000k 3/1/2006 38 Covenant Capital Management Original Program 2.84 5,000k 9/1/1999 37 Millburn Ridgefield Corporation Commodity Program 3.22 25,000k 3/1/2005 36 Alee Capital Management, LLC Poniente Program 3.26 2,500k 1/1/1999 35 Transtrend B.V. DTP – Enhanced Risk (USD) 3.28 10,000k 1/1/1995 34 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.41 10,000k 8/1/2004 33 Lynx Asset Management AB Lynx Program 3.45 75k 5/1/2000 32 Rho Asset Management Rho Altius 1XL Program 3.51 5,000k 11/1/2007 31 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.54 10,000k 8/1/1999 30 Rotella Capital Management Rotella Polaris Program (Diversified) 3.57 10,000k 1/1/1991 29 Conquest Capital Group Conquest Select 3.62 250k 6/1/2004 28 AllMountain Capital AG Mount Denali Global Trends 3.70 160k 7/1/2007 27 John Locke Investments JL Commodity Long Flat Program 3.77 5,000k 12/1/2007 26 Covenant Capital Management Aggressive Program 3.83 3,000k 2/1/2004 25 Saxon Investment Corporation Aggressive Diversified Program 3.93 2,000k 11/1/1993 24 Mark J. Walsh Company Standard Program 3.98 2,000k 9/1/1985 23 Welton Investment Partners Welton Global 4.02 10,000k 6/1/2004 22 Rabar Market Research Diversified Program 4.42 2,000k 1/1/1989 21 Hawksbill Capital Management Global Diversified 4.57 5,000k 11/1/1988 20 Somers Brothers Capital Diversified Futures Program #1 4.72 100k 1/1/2005 19 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.12 0k 11/1/1996 18 Superfund Group Superfund Green L.P. Series A 5.21 5k 10/1/2002 17 Mulvaney Capital Management The Mulvaney Global Markets Fund 5.35 100k 5/1/1999 16 Superfund Group Superfund Blue SPC Class A (Gold) 5.38 50k 12/1/2007 15 Clarke Capital Management Worldwide 5.42 250k 1/1/1996 14 Superfund Group Superfund Blue SPC Class A (EUR) 5.75 50k 4/1/2005 13 Kelly Angle Inc. Genesis Program 6.22 2,000k 4/1/2000 12 Superfund Group Superfund Green Q-AG 6.52 2k 3/1/1996 11 Superfund Group Superfund Green L.P. Series B 7.33 5k 10/1/2002 10 Parizek Capital Futures Trading Program 7.35 500k 4/1/2000 9 DUNN Capital Management D'Best Futures Fund, L.P. 7.36 100k 6/1/1994 8 Drury Capital Diversified Trend-Following Program 7.44 5,000k 5/1/1997 7 Clarke Capital Management Jupiter 7.67 3,000k 5/1/2005 6 Superfund Group Superfund Green Gold A (SPC) 9.03 5k 10/1/2005 5 Superfund Group Superfund Green GCT USD 9.51 15k 1/1/2000 4 Clarke Capital Management Millennium 11.93 1,000k 1/1/1998 3 Superfund Group Superfund Green Gold B (SPC) 12.52 50k 10/1/2005 2 Superfund Group Superfund Green Master 16.29 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 16.53 100k 10/1/2005 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.