Trend Following Strategy Index For December 2009 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 Dec 2009 Min Inv Inception 117 Keck Capital Management LLC The Keck Program -23.71 2,000k 12/1/2003 116 Superfund Group Superfund Green Gold C (SPC) -21.59 100k 10/1/2005 115 Superfund Group Superfund Green Gold L.P. Series B-1 -20.62 5k 4/1/2009 114 Superfund Group Superfund Green Gold B (SPC) -18.96 50k 10/1/2005 113 Superfund Group Superfund Green Master -18.30 2,000k 5/1/2001 112 Purple Valley Capital, Inc. Diversified Trend 1 -17.32 100k 8/1/2008 111 Superfund Group Superfund Green Gold A (SPC) -15.67 5k 10/1/2005 110 Clarke Capital Management Global Magnum -15.37 100k 8/1/1997 109 Kelly Angle Inc. Genesis Program -15.21 2,000k 4/1/2000 108 Hawksbill Capital Management Global Diversified -14.45 5,000k 11/1/1988 107 Superfund Group Superfund Green L.P. Series B -14.18 5k 10/1/2002 106 Clarke Capital Management Jupiter -14.02 3,000k 5/1/2005 105 Superfund Group Superfund Green GCT USD -13.89 15k 1/1/2000 104 Clarke Capital Management Worldwide -13.74 250k 1/1/1996 103 Superfund Group Superfund Green Gold L.P. Series A-1 -13.49 5k 4/1/2009 102 Estlander & Partners Alpha Trend II - Class P -13.45 100k 12/1/2008 101 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -12.62 200k 11/1/1999 100 Clarke Capital Management FX Plus -12.20 1,000k 5/1/2004 99 DUNN Capital Management D'Best Futures Fund, L.P. -11.39 100k 6/1/1994 98 Somers Brothers Capital Diversified Futures Program #1 -11.35 100k 1/1/2005 97 Clarke Capital Management Global Basic -11.04 50k 2/1/1996 96 Briarwood Capital Management, Inc. Diversified 2XL -10.72 250k 11/1/2004 95 Clarke Capital Management Millennium -10.17 1,000k 1/1/1998 94 Superfund Group Superfund Green L.P. Series A -9.43 5k 10/1/2002 93 Heyden & Steindl GmbH TOMAC2 -9.37 5,000k 3/1/2003 92 Alee Capital Management, LLC Poniente Program -9.13 2,500k 1/1/1999 91 Future Trade AG Thales Swing Trading Programme -8.83 250k 6/1/2007 90 Superfund Group Superfund Green Q-AG -8.31 2k 3/1/1996 89 Gladius Asset Management Fulham Program -8.28 2,000k 1/1/2008 88 Conquest Capital Group Conquest Macro -8.26 250k 5/1/1999 87 DUNN Capital Management DUNN Combined Fund (DCF) -8.14 100k 5/1/1989 86 Mark J. Walsh Company Standard Program -8.04 2,000k 9/1/1985 85 Dreiss Research Corporation Diversified Program -7.83 1,000k 5/1/1991 84 Lynx Asset Management AB Lynx Program -7.34 75k 5/1/2000 83 Southwest Managed Investments, LLC Global Diversified -7.26 200k 1/1/2002 82 QCM Global Diversified Programme -7.02 500k 12/1/1995 81 Eckhardt Trading Company Evolution Strategies 1.2X -6.78 10,000k 10/1/1991 80 Rho Asset Management Rho Altius 1XL Program -5.99 5,000k 11/1/2007 79 Alee Capital Management, LLC Mistral Program -5.92 2,500k 1/1/1999 78 DUNN Capital Management World Monetary and Agriculture Program (WMA) -5.84 100k 11/1/1984 77 Wavefront Global Asset Management IMFC Global Concentrated -5.78 500k 4/1/2009 76 Eckhardt Trading Company Evolution Strategies -5.64 20,000k 8/1/1991 75 AllMountain Capital AG Mount Denali Global Trends -5.57 160k 7/1/2007 74 Rabar Market Research Short-Term Program -5.45 2,000k 11/1/2009 73 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.97 10,000k 8/1/2004 72 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.90 10,000k 8/1/1999 71 Transtrend B.V. DTP – Enhanced Risk (USD) -4.79 10,000k 1/1/1995 70 Conquest Capital Group Conquest Select -4.29 250k 6/1/2004 69 Estlander & Partners Alpha Trend -4.14 30,000k 10/1/1991 68 Amplitude Capital International Limited Klassik Strategy -4.11 1,000k 9/1/2009 67 Wavefront Global Asset Management IMFC Global Investment Program -3.99 2,000k 2/1/2007 66 Auspice Capital Advisors Ltd Auspice Diversified Program -3.80 1,500k 4/1/2006 65 ISAM ISAM Systematic Trend Fund -3.77 1,000k 6/1/2001 64 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.76 1,000k 9/1/2009 63 John Locke Investments Cyril Systematic Program -3.53 8,000k 7/1/2000 62 Robinson-Langley Capital Management, LLC Managed Account Program -3.47 200k 1/1/2007 61 Quantica Capital AG Quantica Managed Futures -3.41 5,000k 1/1/2005 60 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.19 100k 5/1/1999 59 Transtrend B.V. DTP – Standard Risk (EUR) -3.16 10,000k 2/1/1999 58 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.06 0k 11/1/1996 57 Rotella Capital Management Rotella Polaris Program (Diversified) -2.82 10,000k 1/1/1991 56 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.77 250k 10/1/2009 55 Superfund Group Superfund Blue SPC Class A (Gold) -2.73 50k 12/1/2007 54 Welton Investment Partners Welton Global -2.71 10,000k 6/1/2004 53 Red Rock Capital, LLC Systematic Global Macro -2.71 500k 9/1/2003 52 Rotella Capital Management Rotella Orion (Short-Term) Program -2.66 10,000k 3/1/2006 51 Winton Capital Management Diversified -2.45 50,000k 10/1/1997 50 Wimmer Horizon LLP Managed Account -2.44 5,000k 5/1/2005 49 Altradis Capital AG AlphAlgo -2.36 100k 5/1/2007 48 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.33 1k 10/1/2006 47 IDS Capital IDS F&F Systematic Trading -2.23 50k 7/1/2013 46 Blackwater Capital Management Global Program -2.21 5,000k 7/1/2005 45 Covenant Capital Management Aggressive Program -2.21 3,000k 2/1/2004 44 EMC Capital Advisors, LLC Classic -2.00 5,000k 1/1/1985 43 Tactical Investment Management Tactical Institutional Commodity Program -1.98 10,000k 4/1/1993 42 Parizek Capital Futures Trading Program -1.88 500k 4/1/2000 41 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.74 250k 10/1/2009 40 Eclipse Capital Management Global Monetary -1.71 5,000k 8/1/1990 39 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.54 100k 1/1/2000 38 Covenant Capital Management Original Program -1.31 5,000k 9/1/1999 37 Hyman Beck and Company Global Portfolio -0.99 1,000k 3/1/1991 36 Seven Capital Management Seven Absolute Return -0.92 100k 6/1/2009 35 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.85 10,000k 8/1/2009 34 Estlander & Partners Global XL -0.83 5,000k 8/1/1991 33 Quantum Leap Capital Management Managed Account Program -0.82 300k 8/1/2006 32 M.S. Capital Management Global Diversified Program -0.77 2,000k 11/1/1998 31 Rabar Market Research Diversified Program -0.52 2,000k 1/1/1989 30 Estlander & Partners Global Markets -0.38 10,000k 8/1/1999 29 Saxon Investment Corporation Aggressive Diversified Program -0.34 2,000k 11/1/1993 28 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.32 100k 1/1/2005 27 Mobius Asset Management Custom Trading Program -0.27 100k 1/1/2002 26 Saxon Investment Corporation Diversified Program -0.21 3,000k 9/1/1988 25 Parizek Capital Currency Program -0.18 1,000k 4/1/2006 24 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.09 1,000k 3/1/2003 23 Neural Capital Ltd Sentinel Trading Program 0.01 2,000k 1/1/2006 22 Drury Capital Diversified Trend-Following Program 0.09 5,000k 5/1/1997 21 Superfund Group Superfund Blue SPC Class A (EUR) 0.38 50k 4/1/2005 20 Millburn Ridgefield Corporation Commodity Program 0.76 25,000k 3/1/2005 19 Mobius Asset Management Diversified Program 0.87 250k 3/1/2004 18 RAM Management Group RAM MRTP 1X-Conservative 1.11 1,000k 9/1/1993 17 John Locke Investments JL Commodity Long Flat Program 1.59 5,000k 12/1/2007 16 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.75 100k 10/1/2009 15 Diamond Capital Management Enhanced S&P Program 1.77 100k 10/1/2009 14 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 1.84 100k 3/1/2003 13 Cauldron Investments, LLC Stock Index Plus 1.86 1,000k 10/1/2009 12 Quantica Capital AG Quantica Diversified FX 1.87 5,000k 3/1/2007 11 Alder Capital DAC Alder Global 10 2.00 250k 10/1/2000 10 Ancile Capital Management Global Markets Program 2.08 2,000k 4/1/2005 9 Pacific Capital Advisors Vanguard Program 2.20 100k 4/1/2007 8 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.21 10k 7/1/2005 7 Gap Partners LLC Gap 2.66 250k 11/1/2009 6 Chesapeake Capital Diversified (LV) 2.81 100k 2/1/1988 5 RAM Management Group MRTP Aggressive 3.58 1,000k 2/1/1998 4 Alder Capital DAC Alder Global 20 4.00 250k 2/1/2001 3 Vergho Asset Management LLC Kinematics 4.26 1,000k 11/1/2008 2 Insignia Managed Capital Medallion 5.36 50k 2/1/2009 1 QQFund.com QQFund.com Alpha Beta Program 12.55 100k 9/1/2008 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.