Trend Following Strategy Index For August 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 Aug 2008 Min Inv Inception 98 Superfund Group Superfund Green Gold C (SPC) -25.33 100k 10/1/2005 97 Superfund Group Superfund Green Gold B (SPC) -21.49 50k 10/1/2005 96 Superfund Group Superfund Green Gold A (SPC) -17.46 5k 10/1/2005 95 Superfund Group Superfund Green Master -12.80 2,000k 5/1/2001 94 Superfund Group Superfund Green GCT USD -11.55 15k 1/1/2000 93 DUNN Capital Management World Monetary and Agriculture Program (WMA) -9.26 100k 11/1/1984 92 Rotella Capital Management Rotella Orion (Short-Term) Program -8.37 10,000k 3/1/2006 91 Superfund Group Superfund Green Q-AG -8.36 2k 3/1/1996 90 Chesapeake Capital Diversified (LV) -7.50 100k 2/1/1988 89 Superfund Group Superfund Green L.P. Series B -7.28 5k 10/1/2002 88 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.73 100k 5/1/1999 87 Alder Capital DAC Alder Global 20 -6.50 250k 2/1/2001 86 Covenant Capital Management Aggressive Program -5.42 3,000k 2/1/2004 85 Superfund Group Superfund Green L.P. Series A -4.64 5k 10/1/2002 84 Wimmer Horizon LLP Managed Account -4.10 5,000k 5/1/2005 83 AllMountain Capital AG Mount Denali Global Trends -3.96 160k 7/1/2007 82 Covenant Capital Management Original Program -3.79 5,000k 9/1/1999 81 Millburn Ridgefield Corporation Commodity Program -3.77 25,000k 3/1/2005 80 Welton Investment Partners Welton Global -3.72 10,000k 6/1/2004 79 Ancile Capital Management Global Markets Program -3.62 2,000k 4/1/2005 78 Wavefront Global Asset Management IMFC Global Investment Program -3.39 2,000k 2/1/2007 77 Keck Capital Management LLC The Keck Program -3.22 2,000k 12/1/2003 76 QCM Global Diversified Programme -3.14 500k 12/1/1995 75 Mobius Asset Management Custom Trading Program -3.01 100k 1/1/2002 74 Winton Capital Management Diversified -3.00 50,000k 10/1/1997 73 Eckhardt Trading Company Evolution Strategies 1.2X -2.98 10,000k 10/1/1991 72 Alder Capital DAC Alder Global 10 -2.80 250k 10/1/2000 71 Eckhardt Trading Company Evolution Strategies -2.71 20,000k 8/1/1991 70 Rotella Capital Management Rotella Polaris Program (Diversified) -2.70 10,000k 1/1/1991 69 Superfund Group Superfund Blue SPC Class A (Gold) -2.63 50k 12/1/2007 68 Quantica Capital AG Quantica Diversified FX -2.50 5,000k 3/1/2007 67 Rabar Market Research Diversified Program -2.43 2,000k 1/1/1989 66 Saxon Investment Corporation Aggressive Diversified Program -2.32 2,000k 11/1/1993 65 Auspice Capital Advisors Ltd Auspice Diversified Program -1.99 1,500k 4/1/2006 64 Quantica Capital AG Quantica Managed Futures -1.90 5,000k 1/1/2005 63 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.83 0k 11/1/1996 62 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.81 10k 7/1/2005 61 Tactical Investment Management Tactical Institutional Commodity Program -1.64 10,000k 4/1/1993 60 Red Rock Capital, LLC Systematic Global Macro -1.60 500k 9/1/2003 59 Transtrend B.V. DTP – Enhanced Risk (USD) -1.38 10,000k 1/1/1995 58 John Locke Investments JL Commodity Long Flat Program -1.27 5,000k 12/1/2007 57 Saxon Investment Corporation Diversified Program -1.24 3,000k 9/1/1988 56 Estlander & Partners Global XL -1.20 5,000k 8/1/1991 55 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.19 10,000k 8/1/2004 54 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.15 10,000k 8/1/1999 53 Transtrend B.V. DTP – Standard Risk (EUR) -0.93 10,000k 2/1/1999 52 Rho Asset Management Rho Altius 1XL Program -0.81 5,000k 11/1/2007 51 Estlander & Partners Global Markets -0.59 10,000k 8/1/1999 50 ISAM ISAM Systematic Trend Fund -0.54 1,000k 6/1/2001 49 Eclipse Capital Management Global Monetary -0.46 5,000k 8/1/1990 48 Superfund Group Superfund Blue SPC Class A (EUR) -0.16 50k 4/1/2005 47 Purple Valley Capital, Inc. Diversified Trend 1 0.00 100k 8/1/2008 46 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 45 Dreiss Research Corporation Diversified Program 0.04 1,000k 5/1/1991 44 DUNN Capital Management DUNN Combined Fund (DCF) 0.23 100k 5/1/1989 43 Blackwater Capital Management Global Program 1.02 5,000k 7/1/2005 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.19 1,000k 3/1/2003 41 EMC Capital Advisors, LLC Classic 1.20 5,000k 1/1/1985 40 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.25 100k 1/1/2005 39 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.36 1k 10/1/2006 38 Pacific Capital Advisors Vanguard Program 1.38 100k 4/1/2007 37 Robinson-Langley Capital Management, LLC Managed Account Program 1.44 200k 1/1/2007 36 Estlander & Partners Alpha Trend 1.63 30,000k 10/1/1991 35 Mobius Asset Management Diversified Program 1.79 250k 3/1/2004 34 Drury Capital Diversified Trend-Following Program 1.92 5,000k 5/1/1997 33 Lynx Asset Management AB Lynx Program 2.01 75k 5/1/2000 32 Altradis Capital AG AlphAlgo 2.66 100k 5/1/2007 31 Clarke Capital Management Jupiter 2.90 3,000k 5/1/2005 30 Conquest Capital Group Conquest Select 3.08 250k 6/1/2004 29 Mark J. Walsh Company Standard Program 3.44 2,000k 9/1/1985 28 Alee Capital Management, LLC Mistral Program 3.68 2,500k 1/1/1999 27 Clarke Capital Management Millennium 3.90 1,000k 1/1/1998 26 Clarke Capital Management Worldwide 3.96 250k 1/1/1996 25 Neural Capital Ltd Sentinel Trading Program 4.44 2,000k 1/1/2006 24 DUNN Capital Management D'Best Futures Fund, L.P. 4.78 100k 6/1/1994 23 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.78 100k 3/1/2003 22 Parizek Capital Currency Program 5.24 1,000k 4/1/2006 21 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.52 200k 11/1/1999 20 Somers Brothers Capital Diversified Futures Program #1 5.73 100k 1/1/2005 19 Kelly Angle Inc. Genesis Program 5.77 2,000k 4/1/2000 18 Conquest Capital Group Conquest Macro 6.08 250k 5/1/1999 17 Hyman Beck and Company Global Portfolio 6.23 1,000k 3/1/1991 16 John Locke Investments Cyril Systematic Program 7.30 8,000k 7/1/2000 15 Alee Capital Management, LLC Poniente Program 7.68 2,500k 1/1/1999 14 Parizek Capital Futures Trading Program 7.83 500k 4/1/2000 13 RAM Management Group RAM MRTP 1X-Conservative 7.97 1,000k 9/1/1993 12 Gladius Asset Management Fulham Program 8.13 2,000k 1/1/2008 11 Clarke Capital Management FX Plus 9.49 1,000k 5/1/2004 10 Insch Capital Management SA Interbank Currency Program - 3X Leverage 10.30 100k 1/1/2000 9 Briarwood Capital Management, Inc. Diversified 2XL 11.21 250k 11/1/2004 8 Future Trade AG Thales Swing Trading Programme 11.39 250k 6/1/2007 7 Clarke Capital Management Global Magnum 13.99 100k 8/1/1997 6 Quantum Leap Capital Management Managed Account Program 14.63 300k 8/1/2006 5 Southwest Managed Investments, LLC Global Diversified 16.40 200k 1/1/2002 4 Hawksbill Capital Management Global Diversified 19.41 5,000k 11/1/1988 3 Heyden & Steindl GmbH TOMAC2 20.61 5,000k 3/1/2003 2 RAM Management Group MRTP Aggressive 24.65 1,000k 2/1/1998 1 Clarke Capital Management Global Basic 30.08 50k 2/1/1996 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.