Trend Following Strategy Index For September 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 Sep 2008 Min Inv Inception 99 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -11.64 10k 7/1/2005 98 Rotella Capital Management Rotella Polaris Program (Diversified) -10.81 10,000k 1/1/1991 97 QCM Global Diversified Programme -8.43 500k 12/1/1995 96 Heyden & Steindl GmbH TOMAC2 -7.90 5,000k 3/1/2003 95 Rotella Capital Management Rotella Orion (Short-Term) Program -7.70 10,000k 3/1/2006 94 Quantica Capital AG Quantica Diversified FX -7.30 5,000k 3/1/2007 93 Chesapeake Capital Diversified (LV) -7.20 100k 2/1/1988 92 Neural Capital Ltd Sentinel Trading Program -4.01 2,000k 1/1/2006 91 Estlander & Partners Alpha Trend -3.74 30,000k 10/1/1991 90 Estlander & Partners Global XL -2.42 5,000k 8/1/1991 89 Rabar Market Research Diversified Program -2.03 2,000k 1/1/1989 88 Altradis Capital AG AlphAlgo -1.96 100k 5/1/2007 87 Mark J. Walsh Company Standard Program -1.71 2,000k 9/1/1985 86 John Locke Investments JL Commodity Long Flat Program -1.65 5,000k 12/1/2007 85 Mobius Asset Management Diversified Program -1.56 250k 3/1/2004 84 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.45 100k 3/1/2003 83 Rho Asset Management Rho Altius 1XL Program -1.37 5,000k 11/1/2007 82 Ancile Capital Management Global Markets Program -1.26 2,000k 4/1/2005 81 Mobius Asset Management Custom Trading Program -1.24 100k 1/1/2002 80 Parizek Capital Currency Program -1.21 1,000k 4/1/2006 79 Kelly Angle Inc. Genesis Program -1.19 2,000k 4/1/2000 78 Tactical Investment Management Tactical Institutional Commodity Program -1.15 10,000k 4/1/1993 77 Estlander & Partners Global Markets -1.14 10,000k 8/1/1999 76 Quantica Capital AG Quantica Managed Futures -1.00 5,000k 1/1/2005 75 Saxon Investment Corporation Aggressive Diversified Program -0.76 2,000k 11/1/1993 74 Conquest Capital Group Conquest Select -0.55 250k 6/1/2004 73 John Locke Investments Cyril Systematic Program -0.51 8,000k 7/1/2000 72 AllMountain Capital AG Mount Denali Global Trends -0.48 160k 7/1/2007 71 Winton Capital Management Diversified -0.41 50,000k 10/1/1997 70 Saxon Investment Corporation Diversified Program -0.34 3,000k 9/1/1988 69 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.23 100k 1/1/2000 68 RAM Management Group MRTP Aggressive -0.13 1,000k 2/1/1998 67 RAM Management Group RAM MRTP 1X-Conservative -0.07 1,000k 9/1/1993 66 Superfund Group Superfund Green L.P. Series A -0.07 5k 10/1/2002 65 Gladius Asset Management Fulham Program -0.02 2,000k 1/1/2008 64 Clarke Capital Management FX Plus -0.02 1,000k 5/1/2004 62 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 63 QQFund.com QQFund.com Alpha Beta Program 0.00 100k 9/1/2008 61 Covenant Capital Management Original Program 0.09 5,000k 9/1/1999 60 Superfund Group Superfund Green L.P. Series B 0.46 5k 10/1/2002 59 Briarwood Capital Management, Inc. Diversified 2XL 0.58 250k 11/1/2004 58 Purple Valley Capital, Inc. Diversified Trend 1 0.78 100k 8/1/2008 57 Covenant Capital Management Aggressive Program 0.80 3,000k 2/1/2004 56 Superfund Group Superfund Blue SPC Class A (EUR) 0.81 50k 4/1/2005 55 Robinson-Langley Capital Management, LLC Managed Account Program 0.90 200k 1/1/2007 54 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.02 100k 11/1/1984 53 Welton Investment Partners Welton Global 1.05 10,000k 6/1/2004 52 Alder Capital DAC Alder Global 10 1.10 250k 10/1/2000 51 Clarke Capital Management Global Magnum 1.53 100k 8/1/1997 50 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.71 0k 11/1/1996 49 Millburn Ridgefield Corporation Commodity Program 1.93 25,000k 3/1/2005 48 Alder Capital DAC Alder Global 20 2.20 250k 2/1/2001 47 Superfund Group Superfund Green Q-AG 2.59 2k 3/1/1996 46 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.68 1k 10/1/2006 45 Eckhardt Trading Company Evolution Strategies 2.69 20,000k 8/1/1991 44 Lynx Asset Management AB Lynx Program 2.71 75k 5/1/2000 43 Eckhardt Trading Company Evolution Strategies 1.2X 3.09 10,000k 10/1/1991 42 Red Rock Capital, LLC Systematic Global Macro 3.23 500k 9/1/2003 41 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 40 Transtrend B.V. DTP – Standard Risk (EUR) 3.82 10,000k 2/1/1999 39 Pacific Capital Advisors Vanguard Program 3.83 100k 4/1/2007 38 Wavefront Global Asset Management IMFC Global Investment Program 4.26 2,000k 2/1/2007 37 Clarke Capital Management Global Basic 4.26 50k 2/1/1996 36 Eclipse Capital Management Global Monetary 4.38 5,000k 8/1/1990 35 Transtrend B.V. DTP – Enhanced Risk (JPY) 4.77 10,000k 8/1/2004 34 DUNN Capital Management D'Best Futures Fund, L.P. 4.85 100k 6/1/1994 33 Superfund Group Superfund Green GCT USD 4.87 15k 1/1/2000 32 Transtrend B.V. DTP – Enhanced Risk (USD) 4.95 10,000k 1/1/1995 31 Dreiss Research Corporation Diversified Program 5.00 1,000k 5/1/1991 30 Clarke Capital Management Millennium 5.01 1,000k 1/1/1998 29 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.11 100k 1/1/2005 28 Transtrend B.V. DTP – Enhanced Risk (EUR) 5.35 10,000k 8/1/1999 27 Clarke Capital Management Jupiter 5.53 3,000k 5/1/2005 26 Superfund Group Superfund Green Gold A (SPC) 5.58 5k 10/1/2005 25 Alee Capital Management, LLC Poniente Program 5.74 2,500k 1/1/1999 24 EMC Capital Advisors, LLC Classic 5.80 5,000k 1/1/1985 23 Superfund Group Superfund Green Gold B (SPC) 6.06 50k 10/1/2005 22 Hawksbill Capital Management Global Diversified 6.11 5,000k 11/1/1988 21 DUNN Capital Management DUNN Combined Fund (DCF) 6.31 100k 5/1/1989 20 Superfund Group Superfund Green Gold C (SPC) 6.70 100k 10/1/2005 19 Wimmer Horizon LLP Managed Account 6.84 5,000k 5/1/2005 18 Auspice Capital Advisors Ltd Auspice Diversified Program 6.86 1,500k 4/1/2006 17 Blackwater Capital Management Global Program 8.23 5,000k 7/1/2005 16 Conquest Capital Group Conquest Macro 8.50 250k 5/1/1999 15 Superfund Group Superfund Green Master 8.93 2,000k 5/1/2001 14 Superfund Group Superfund Blue SPC Class A (Gold) 8.97 50k 12/1/2007 13 Clarke Capital Management Worldwide 9.15 250k 1/1/1996 12 ISAM ISAM Systematic Trend Fund 9.63 1,000k 6/1/2001 11 Southwest Managed Investments, LLC Global Diversified 9.74 200k 1/1/2002 10 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 9.96 200k 11/1/1999 9 Keck Capital Management LLC The Keck Program 10.26 2,000k 12/1/2003 8 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 10.99 10,000k 3/1/2003 7 Quantum Leap Capital Management Managed Account Program 11.19 300k 8/1/2006 6 Hyman Beck and Company Global Portfolio 11.52 1,000k 3/1/1991 5 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.58 100k 5/1/1999 4 Parizek Capital Futures Trading Program 14.68 500k 4/1/2000 3 Somers Brothers Capital Diversified Futures Program #1 15.01 100k 1/1/2005 2 Future Trade AG Thales Swing Trading Programme 15.41 250k 6/1/2007 1 Drury Capital Diversified Trend-Following Program 16.95 5,000k 5/1/1997 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.