Trend Following Strategy Index For February 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 Feb 2009 Min Inv Inception 102 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.06 100k 1/1/2000 101 Heyden & Steindl GmbH TOMAC2 -6.24 5,000k 3/1/2003 100 Estlander & Partners Alpha Trend II - Class P -4.47 100k 12/1/2008 99 Southwest Managed Investments, LLC Global Diversified -4.33 200k 1/1/2002 98 Mobius Asset Management Custom Trading Program -3.62 100k 1/1/2002 97 Mark J. Walsh Company Standard Program -3.35 2,000k 9/1/1985 96 QCM Global Diversified Programme -3.12 500k 12/1/1995 95 Hawksbill Capital Management Global Diversified -3.08 5,000k 11/1/1988 94 Clarke Capital Management Global Basic -2.90 50k 2/1/1996 93 Rotella Capital Management Rotella Orion (Short-Term) Program -2.63 10,000k 3/1/2006 92 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -2.40 200k 11/1/1999 91 Welton Investment Partners Welton Global -2.29 10,000k 6/1/2004 90 Gladius Asset Management Fulham Program -2.21 2,000k 1/1/2008 89 Conquest Capital Group Conquest Select -2.10 250k 6/1/2004 88 Clarke Capital Management Millennium -1.99 1,000k 1/1/1998 87 Rabar Market Research Diversified Program -1.72 2,000k 1/1/1989 86 Eclipse Capital Management Global Monetary -1.58 5,000k 8/1/1990 85 John Locke Investments JL Commodity Long Flat Program -1.50 5,000k 12/1/2007 84 Conquest Capital Group Conquest Macro -1.49 250k 5/1/1999 83 Clarke Capital Management Global Magnum -1.41 100k 8/1/1997 82 Blackwater Capital Management Global Program -1.40 5,000k 7/1/2005 81 Estlander & Partners Alpha Trend -1.40 30,000k 10/1/1991 80 Future Trade AG Thales Swing Trading Programme -1.37 250k 6/1/2007 79 Tactical Investment Management Tactical Institutional Commodity Program -1.12 10,000k 4/1/1993 78 Somers Brothers Capital Diversified Futures Program #1 -1.11 100k 1/1/2005 77 Robinson-Langley Capital Management, LLC Managed Account Program -1.03 200k 1/1/2007 76 Parizek Capital Currency Program -0.96 1,000k 4/1/2006 75 Chesapeake Capital Diversified (LV) -0.89 100k 2/1/1988 74 Pacific Capital Advisors Vanguard Program -0.79 100k 4/1/2007 73 Alee Capital Management, LLC Mistral Program -0.71 2,500k 1/1/1999 72 Hyman Beck and Company Global Portfolio -0.66 1,000k 3/1/1991 71 Neural Capital Ltd Sentinel Trading Program -0.60 2,000k 1/1/2006 70 Wavefront Global Asset Management IMFC Global Investment Program -0.47 2,000k 2/1/2007 69 Eckhardt Trading Company Evolution Strategies 1.2X -0.28 10,000k 10/1/1991 68 Eckhardt Trading Company Evolution Strategies -0.23 20,000k 8/1/1991 67 Winton Capital Management Diversified -0.21 50,000k 10/1/1997 66 QQFund.com QQFund.com Alpha Beta Program -0.19 100k 9/1/2008 65 Altradis Capital AG AlphAlgo -0.16 100k 5/1/2007 64 John Locke Investments Cyril Systematic Program -0.11 8,000k 7/1/2000 63 Parizek Capital Futures Trading Program -0.11 500k 4/1/2000 62 Rho Asset Management Rho Altius 1XL Program -0.10 5,000k 11/1/2007 61 Mobius Asset Management Diversified Program -0.10 250k 3/1/2004 60 Briarwood Capital Management, Inc. Diversified 2XL -0.04 250k 11/1/2004 59 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.03 100k 5/1/1999 58 Insignia Managed Capital Medallion 0.00 50k 2/1/2009 57 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 56 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 55 Superfund Group Superfund Green L.P. Series A 0.04 5k 10/1/2002 54 Keck Capital Management LLC The Keck Program 0.07 2,000k 12/1/2003 53 Saxon Investment Corporation Diversified Program 0.13 3,000k 9/1/1988 52 Superfund Group Superfund Blue SPC Class A (EUR) 0.16 50k 4/1/2005 51 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.17 1,000k 3/1/2003 50 Lynx Asset Management AB Lynx Program 0.23 75k 5/1/2000 49 Quantica Capital AG Quantica Diversified FX 0.24 5,000k 3/1/2007 48 Saxon Investment Corporation Aggressive Diversified Program 0.25 2,000k 11/1/1993 47 Red Rock Capital, LLC Systematic Global Macro 0.39 500k 9/1/2003 46 EMC Capital Advisors, LLC Classic 0.40 5,000k 1/1/1985 45 Transtrend B.V. DTP – Standard Risk (EUR) 0.43 10,000k 2/1/1999 44 Quantica Capital AG Quantica Managed Futures 0.45 5,000k 1/1/2005 43 RAM Management Group RAM MRTP 1X-Conservative 0.56 1,000k 9/1/1993 42 Superfund Group Superfund Green Q-AG 0.62 2k 3/1/1996 41 Estlander & Partners Global Markets 0.64 10,000k 8/1/1999 40 Superfund Group Superfund Green L.P. Series B 0.68 5k 10/1/2002 39 Alder Capital DAC Alder Global 20 0.70 250k 2/1/2001 38 Alder Capital DAC Alder Global 10 0.70 250k 10/1/2000 37 Covenant Capital Management Original Program 0.76 5,000k 9/1/1999 36 Transtrend B.V. DTP – Enhanced Risk (USD) 0.76 10,000k 1/1/1995 35 Wimmer Horizon LLP Managed Account 0.78 5,000k 5/1/2005 34 Dreiss Research Corporation Diversified Program 0.80 1,000k 5/1/1991 33 Rotella Capital Management Rotella Polaris Program (Diversified) 0.81 10,000k 1/1/1991 32 Clarke Capital Management Worldwide 0.81 250k 1/1/1996 31 Vergho Asset Management LLC Kinematics 0.83 1,000k 11/1/2008 30 Millburn Ridgefield Corporation Commodity Program 0.88 25,000k 3/1/2005 29 RAM Management Group MRTP Aggressive 0.88 1,000k 2/1/1998 28 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.91 10,000k 8/1/1999 27 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.93 10,000k 8/1/2004 26 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.01 1k 10/1/2006 25 Ancile Capital Management Global Markets Program 1.03 2,000k 4/1/2005 24 Auspice Capital Advisors Ltd Auspice Diversified Program 1.08 1,500k 4/1/2006 23 Estlander & Partners Global XL 1.24 5,000k 8/1/1991 22 Superfund Group Superfund Green GCT USD 1.27 15k 1/1/2000 21 Covenant Capital Management Aggressive Program 1.40 3,000k 2/1/2004 20 DUNN Capital Management D'Best Futures Fund, L.P. 1.65 100k 6/1/1994 19 Alee Capital Management, LLC Poniente Program 1.70 2,500k 1/1/1999 18 Superfund Group Superfund Green Master 1.81 2,000k 5/1/2001 17 Superfund Group Superfund Green Gold A (SPC) 2.00 5k 10/1/2005 16 Drury Capital Diversified Trend-Following Program 2.10 5,000k 5/1/1997 15 Quantum Leap Capital Management Managed Account Program 2.14 300k 8/1/2006 14 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.30 100k 1/1/2005 13 Superfund Group Superfund Blue SPC Class A (Gold) 2.47 50k 12/1/2007 12 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.47 0k 11/1/1996 11 Superfund Group Superfund Green Gold B (SPC) 2.53 50k 10/1/2005 10 DUNN Capital Management DUNN Combined Fund (DCF) 2.61 100k 5/1/1989 9 AllMountain Capital AG Mount Denali Global Trends 2.83 160k 7/1/2007 8 Purple Valley Capital, Inc. Diversified Trend 1 2.88 100k 8/1/2008 7 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.07 100k 11/1/1984 6 Superfund Group Superfund Green Gold C (SPC) 3.16 100k 10/1/2005 5 ISAM ISAM Systematic Trend Fund 3.48 1,000k 6/1/2001 4 Kelly Angle Inc. Genesis Program 4.09 2,000k 4/1/2000 3 Clarke Capital Management Jupiter 4.37 3,000k 5/1/2005 2 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.05 100k 3/1/2003 1 Clarke Capital Management FX Plus 6.50 1,000k 5/1/2004 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.