Trend Following Strategy Index For July 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 Jul 2008 Min Inv Inception 97 Superfund Group Superfund Green Gold C (SPC) -28.18 100k 10/1/2005 96 Superfund Group Superfund Green Master -24.06 2,000k 5/1/2001 95 Superfund Group Superfund Green Gold B (SPC) -21.36 50k 10/1/2005 94 Mulvaney Capital Management The Mulvaney Global Markets Fund -18.78 100k 5/1/1999 93 Somers Brothers Capital Diversified Futures Program #1 -17.61 100k 1/1/2005 92 Clarke Capital Management Millennium -16.44 1,000k 1/1/1998 91 Quantum Leap Capital Management Managed Account Program -16.37 300k 8/1/2006 90 Superfund Group Superfund Green Gold A (SPC) -15.52 5k 10/1/2005 89 Future Trade AG Thales Swing Trading Programme -15.37 250k 6/1/2007 88 Superfund Group Superfund Green L.P. Series B -15.00 5k 10/1/2002 87 Superfund Group Superfund Green GCT USD -14.87 15k 1/1/2000 86 Clarke Capital Management Jupiter -14.44 3,000k 5/1/2005 85 Kelly Angle Inc. Genesis Program -14.03 2,000k 4/1/2000 84 Clarke Capital Management FX Plus -13.64 1,000k 5/1/2004 83 Clarke Capital Management Worldwide -12.34 250k 1/1/1996 82 QCM Global Diversified Programme -12.33 500k 12/1/1995 81 Tactical Investment Management Tactical Institutional Commodity Program -12.30 10,000k 4/1/1993 80 Rho Asset Management Rho Altius 1XL Program -11.42 5,000k 11/1/2007 79 Wimmer Horizon LLP Managed Account -11.02 5,000k 5/1/2005 78 Superfund Group Superfund Green Q-AG -10.26 2k 3/1/1996 77 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.18 100k 11/1/1984 76 Briarwood Capital Management, Inc. Diversified 2XL -10.12 250k 11/1/2004 75 Robinson-Langley Capital Management, LLC Managed Account Program -9.84 200k 1/1/2007 74 Superfund Group Superfund Green L.P. Series A -9.65 5k 10/1/2002 73 DUNN Capital Management D'Best Futures Fund, L.P. -9.52 100k 6/1/1994 72 Drury Capital Diversified Trend-Following Program -9.45 5,000k 5/1/1997 71 Chesapeake Capital Diversified (LV) -9.39 100k 2/1/1988 70 Conquest Capital Group Conquest Select -9.28 250k 6/1/2004 69 Mark J. Walsh Company Standard Program -8.97 2,000k 9/1/1985 68 DUNN Capital Management DUNN Combined Fund (DCF) -8.90 100k 5/1/1989 67 Heyden & Steindl GmbH TOMAC2 -8.69 5,000k 3/1/2003 66 Estlander & Partners Global XL -8.02 5,000k 8/1/1991 65 Gladius Asset Management Fulham Program -7.81 2,000k 1/1/2008 64 Covenant Capital Management Aggressive Program -7.46 3,000k 2/1/2004 63 ISAM ISAM Systematic Trend Fund -7.27 1,000k 6/1/2001 62 Lynx Asset Management AB Lynx Program -7.20 75k 5/1/2000 61 Southwest Managed Investments, LLC Global Diversified -7.09 200k 1/1/2002 60 Estlander & Partners Alpha Trend -6.98 30,000k 10/1/1991 59 Wavefront Global Asset Management IMFC Global Investment Program -6.98 2,000k 2/1/2007 58 Hawksbill Capital Management Global Diversified -6.95 5,000k 11/1/1988 57 Millburn Ridgefield Corporation Commodity Program -6.83 25,000k 3/1/2005 56 Alee Capital Management, LLC Poniente Program -6.71 2,500k 1/1/1999 55 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.64 200k 11/1/1999 54 Eckhardt Trading Company Evolution Strategies 1.2X -6.54 10,000k 10/1/1991 53 Red Rock Capital, LLC Systematic Global Macro -6.48 500k 9/1/2003 52 Conquest Capital Group Conquest Macro -6.40 250k 5/1/1999 51 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.30 0k 11/1/1996 50 Insch Capital Management SA Interbank Currency Program - 3X Leverage -6.14 100k 1/1/2000 49 EMC Capital Advisors, LLC Classic -6.10 5,000k 1/1/1985 48 Alder Capital DAC Alder Global 20 -6.10 250k 2/1/2001 47 Ancile Capital Management Global Markets Program -6.03 2,000k 4/1/2005 46 Parizek Capital Futures Trading Program -5.85 500k 4/1/2000 45 Blackwater Capital Management Global Program -5.73 5,000k 7/1/2005 44 Eclipse Capital Management Global Monetary -5.65 5,000k 8/1/1990 43 Auspice Capital Advisors Ltd Auspice Diversified Program -5.61 1,500k 4/1/2006 42 Eckhardt Trading Company Evolution Strategies -5.47 20,000k 8/1/1991 41 John Locke Investments Cyril Systematic Program -5.45 8,000k 7/1/2000 40 John Locke Investments JL Commodity Long Flat Program -5.40 5,000k 12/1/2007 39 Dreiss Research Corporation Diversified Program -5.37 1,000k 5/1/1991 38 Alee Capital Management, LLC Mistral Program -5.07 2,500k 1/1/1999 37 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.99 100k 1/1/2005 36 Welton Investment Partners Welton Global -4.95 10,000k 6/1/2004 35 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.77 100k 3/1/2003 34 Saxon Investment Corporation Aggressive Diversified Program -4.74 2,000k 11/1/1993 33 Winton Capital Management Diversified -4.63 50,000k 10/1/1997 32 Hyman Beck and Company Global Portfolio -4.60 1,000k 3/1/1991 31 Covenant Capital Management Original Program -4.59 5,000k 9/1/1999 30 Keck Capital Management LLC The Keck Program -4.28 2,000k 12/1/2003 29 Rabar Market Research Diversified Program -4.10 2,000k 1/1/1989 28 Estlander & Partners Global Markets -4.03 10,000k 8/1/1999 27 Mobius Asset Management Custom Trading Program -3.50 100k 1/1/2002 26 Quantica Capital AG Quantica Managed Futures -3.40 5,000k 1/1/2005 25 Altradis Capital AG AlphAlgo -3.31 100k 5/1/2007 24 Alder Capital DAC Alder Global 10 -2.90 250k 10/1/2000 23 Saxon Investment Corporation Diversified Program -2.51 3,000k 9/1/1988 22 Transtrend B.V. DTP – Enhanced Risk (USD) -2.38 10,000k 1/1/1995 21 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.10 10,000k 8/1/2004 20 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.09 1k 10/1/2006 19 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.09 10,000k 8/1/1999 18 Transtrend B.V. DTP – Standard Risk (EUR) -1.94 10,000k 2/1/1999 17 Mobius Asset Management Diversified Program -1.60 250k 3/1/2004 16 RAM Management Group MRTP Aggressive -1.48 1,000k 2/1/1998 15 AllMountain Capital AG Mount Denali Global Trends -1.45 160k 7/1/2007 14 Clarke Capital Management Global Basic -1.19 50k 2/1/1996 13 Rotella Capital Management Rotella Polaris Program (Diversified) -1.15 10,000k 1/1/1991 12 Neural Capital Ltd Sentinel Trading Program -0.90 2,000k 1/1/2006 11 RAM Management Group RAM MRTP 1X-Conservative -0.42 1,000k 9/1/1993 10 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 9 Rotella Capital Management Rotella Orion (Short-Term) Program 0.03 10,000k 3/1/2006 8 Parizek Capital Currency Program 0.16 1,000k 4/1/2006 7 Clarke Capital Management Global Magnum 0.61 100k 8/1/1997 6 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.52 1,000k 3/1/2003 5 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.02 10k 7/1/2005 4 Quantica Capital AG Quantica Diversified FX 2.20 5,000k 3/1/2007 3 Pacific Capital Advisors Vanguard Program 3.68 100k 4/1/2007 2 Superfund Group Superfund Blue SPC Class A (Gold) 7.57 50k 12/1/2007 1 Superfund Group Superfund Blue SPC Class A (EUR) 10.10 50k 4/1/2005 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.