Trend Following Strategy Index For June 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 Jun 2008 Min Inv Inception 97 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -7.56 200k 11/1/1999 96 Neural Capital Ltd Sentinel Trading Program -6.37 2,000k 1/1/2006 95 Hawksbill Capital Management Global Diversified -5.19 5,000k 11/1/1988 94 Southwest Managed Investments, LLC Global Diversified -4.49 200k 1/1/2002 93 Briarwood Capital Management, Inc. Diversified 2XL -2.84 250k 11/1/2004 92 Clarke Capital Management Global Basic -2.37 50k 2/1/1996 91 Alee Capital Management, LLC Mistral Program -2.26 2,500k 1/1/1999 90 Alee Capital Management, LLC Poniente Program -1.48 2,500k 1/1/1999 89 John Locke Investments Cyril Systematic Program -1.24 8,000k 7/1/2000 88 Clarke Capital Management Millennium -0.81 1,000k 1/1/1998 87 Clarke Capital Management Global Magnum -0.61 100k 8/1/1997 86 Pacific Capital Advisors Vanguard Program -0.55 100k 4/1/2007 85 Parizek Capital Currency Program -0.41 1,000k 4/1/2006 84 Hyman Beck and Company Global Portfolio -0.36 1,000k 3/1/1991 83 Kelly Angle Inc. Genesis Program -0.35 2,000k 4/1/2000 82 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.21 100k 1/1/2000 80 Alder Capital DAC Alder Global 20 0.00 250k 2/1/2001 81 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 79 Rotella Capital Management Rotella Orion (Short-Term) Program 0.06 10,000k 3/1/2006 78 Alder Capital DAC Alder Global 10 0.20 250k 10/1/2000 77 ISAM ISAM Systematic Trend Fund 0.43 1,000k 6/1/2001 76 Keck Capital Management LLC The Keck Program 0.58 2,000k 12/1/2003 75 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.08 10,000k 3/1/2003 74 Quantica Capital AG Quantica Diversified FX 1.20 5,000k 3/1/2007 73 Robinson-Langley Capital Management, LLC Managed Account Program 1.28 200k 1/1/2007 72 Quantica Capital AG Quantica Managed Futures 1.40 5,000k 1/1/2005 71 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.51 1k 10/1/2006 70 Saxon Investment Corporation Diversified Program 1.57 3,000k 9/1/1988 69 Parizek Capital Futures Trading Program 1.63 500k 4/1/2000 68 Transtrend B.V. DTP – Standard Risk (EUR) 2.05 10,000k 2/1/1999 67 Clarke Capital Management Jupiter 2.12 3,000k 5/1/2005 66 Estlander & Partners Alpha Trend 2.20 30,000k 10/1/1991 65 Altradis Capital AG AlphAlgo 2.45 100k 5/1/2007 64 Welton Investment Partners Welton Global 2.57 10,000k 6/1/2004 63 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.79 10,000k 8/1/2004 62 Saxon Investment Corporation Aggressive Diversified Program 2.81 2,000k 11/1/1993 61 Estlander & Partners Global Markets 2.87 10,000k 8/1/1999 60 Auspice Capital Advisors Ltd Auspice Diversified Program 2.87 1,500k 4/1/2006 59 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.88 10,000k 8/1/1999 58 Rho Asset Management Rho Altius 1XL Program 2.97 5,000k 11/1/2007 57 Rabar Market Research Diversified Program 3.01 2,000k 1/1/1989 56 Transtrend B.V. DTP – Enhanced Risk (USD) 3.03 10,000k 1/1/1995 55 Eckhardt Trading Company Evolution Strategies 3.10 20,000k 8/1/1991 54 Future Trade AG Thales Swing Trading Programme 3.12 250k 6/1/2007 53 Clarke Capital Management Worldwide 3.22 250k 1/1/1996 52 Dreiss Research Corporation Diversified Program 3.26 1,000k 5/1/1991 51 Red Rock Capital, LLC Systematic Global Macro 3.34 500k 9/1/2003 50 Eckhardt Trading Company Evolution Strategies 1.2X 3.48 10,000k 10/1/1991 49 Gladius Asset Management Fulham Program 3.54 2,000k 1/1/2008 48 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.56 100k 11/1/1984 47 Blackwater Capital Management Global Program 3.57 5,000k 7/1/2005 46 Clarke Capital Management FX Plus 3.72 1,000k 5/1/2004 45 DUNN Capital Management D'Best Futures Fund, L.P. 3.81 100k 6/1/1994 44 Eclipse Capital Management Global Monetary 4.04 5,000k 8/1/1990 43 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.09 100k 1/1/2005 42 Somers Brothers Capital Diversified Futures Program #1 4.17 100k 1/1/2005 41 Wavefront Global Asset Management IMFC Global Investment Program 4.27 2,000k 2/1/2007 40 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.55 100k 3/1/2003 39 Conquest Capital Group Conquest Select 4.75 250k 6/1/2004 38 Covenant Capital Management Original Program 4.78 5,000k 9/1/1999 37 Superfund Group Superfund Blue SPC Class A (EUR) 4.87 50k 4/1/2005 36 RAM Management Group RAM MRTP 1X-Conservative 4.87 1,000k 9/1/1993 35 Heyden & Steindl GmbH TOMAC2 5.02 5,000k 3/1/2003 34 Ancile Capital Management Global Markets Program 5.03 2,000k 4/1/2005 33 Winton Capital Management Diversified 5.06 50,000k 10/1/1997 32 Lynx Asset Management AB Lynx Program 5.16 75k 5/1/2000 31 Mobius Asset Management Diversified Program 5.26 250k 3/1/2004 30 EMC Capital Advisors, LLC Classic 5.30 5,000k 1/1/1985 29 Rotella Capital Management Rotella Polaris Program (Diversified) 5.52 10,000k 1/1/1991 28 John Locke Investments JL Commodity Long Flat Program 5.82 5,000k 12/1/2007 27 Mobius Asset Management Custom Trading Program 6.11 100k 1/1/2002 26 Wimmer Horizon LLP Managed Account 6.13 5,000k 5/1/2005 25 Estlander & Partners Global XL 6.14 5,000k 8/1/1991 24 Covenant Capital Management Aggressive Program 6.38 3,000k 2/1/2004 23 Drury Capital Diversified Trend-Following Program 6.63 5,000k 5/1/1997 22 Tactical Investment Management Tactical Institutional Commodity Program 6.78 10,000k 4/1/1993 21 Mark J. Walsh Company Standard Program 6.95 2,000k 9/1/1985 20 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 7.08 10k 7/1/2005 19 Superfund Group Superfund Blue SPC Class A (Gold) 7.24 50k 12/1/2007 18 Millburn Ridgefield Corporation Commodity Program 7.31 25,000k 3/1/2005 17 DUNN Capital Management DUNN Combined Fund (DCF) 7.36 100k 5/1/1989 16 QCM Global Diversified Programme 7.65 500k 12/1/1995 15 Superfund Group Superfund Green L.P. Series A 7.73 5k 10/1/2002 14 Conquest Capital Group Conquest Macro 8.06 250k 5/1/1999 13 AllMountain Capital AG Mount Denali Global Trends 8.34 160k 7/1/2007 12 Mulvaney Capital Management The Mulvaney Global Markets Fund 8.51 100k 5/1/1999 11 Chesapeake Capital Diversified (LV) 9.48 100k 2/1/1988 10 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 9.63 0k 11/1/1996 9 Superfund Group Superfund Green Q-AG 9.88 2k 3/1/1996 8 Superfund Group Superfund Green L.P. Series B 12.54 5k 10/1/2002 7 RAM Management Group MRTP Aggressive 13.24 1,000k 2/1/1998 6 Superfund Group Superfund Green GCT USD 13.98 15k 1/1/2000 5 Superfund Group Superfund Green Gold A (SPC) 14.02 5k 10/1/2005 4 Quantum Leap Capital Management Managed Account Program 15.73 300k 8/1/2006 3 Superfund Group Superfund Green Master 17.77 2,000k 5/1/2001 2 Superfund Group Superfund Green Gold B (SPC) 18.49 50k 10/1/2005 1 Superfund Group Superfund Green Gold C (SPC) 22.40 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.