Trend Following Strategy Index For March 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 Mar 2009 Min Inv Inception 102 Clarke Capital Management Jupiter -21.44 3,000k 5/1/2005 101 Clarke Capital Management Millennium -21.15 1,000k 1/1/1998 100 Clarke Capital Management FX Plus -18.96 1,000k 5/1/2004 99 Parizek Capital Futures Trading Program -11.24 500k 4/1/2000 98 Hawksbill Capital Management Global Diversified -9.51 5,000k 11/1/1988 97 Kelly Angle Inc. Genesis Program -9.16 2,000k 4/1/2000 96 Insch Capital Management SA Interbank Currency Program - 3X Leverage -9.07 100k 1/1/2000 95 Tactical Investment Management Tactical Institutional Commodity Program -8.39 10,000k 4/1/1993 94 DUNN Capital Management D'Best Futures Fund, L.P. -8.37 100k 6/1/1994 93 Blackwater Capital Management Global Program -8.06 5,000k 7/1/2005 92 Estlander & Partners Alpha Trend II - Class P -8.03 100k 12/1/2008 91 Alee Capital Management, LLC Poniente Program -7.64 2,500k 1/1/1999 90 Superfund Group Superfund Green Gold C (SPC) -7.47 100k 10/1/2005 89 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.19 100k 1/1/2005 88 DUNN Capital Management DUNN Combined Fund (DCF) -6.73 100k 5/1/1989 87 John Locke Investments Cyril Systematic Program -6.67 8,000k 7/1/2000 86 Superfund Group Superfund Green Master -6.65 2,000k 5/1/2001 85 Future Trade AG Thales Swing Trading Programme -6.64 250k 6/1/2007 84 EMC Capital Advisors, LLC Classic -6.60 5,000k 1/1/1985 83 Neural Capital Ltd Sentinel Trading Program -6.51 2,000k 1/1/2006 82 Superfund Group Superfund Blue SPC Class A (Gold) -6.43 50k 12/1/2007 81 Purple Valley Capital, Inc. Diversified Trend 1 -6.39 100k 8/1/2008 80 Alee Capital Management, LLC Mistral Program -6.39 2,500k 1/1/1999 79 Superfund Group Superfund Green Gold B (SPC) -6.30 50k 10/1/2005 78 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.19 0k 11/1/1996 77 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.14 200k 11/1/1999 76 Clarke Capital Management Worldwide -6.02 250k 1/1/1996 75 Eclipse Capital Management Global Monetary -5.59 5,000k 8/1/1990 74 Robinson-Langley Capital Management, LLC Managed Account Program -5.36 200k 1/1/2007 73 RAM Management Group MRTP Aggressive -5.32 1,000k 2/1/1998 72 Covenant Capital Management Aggressive Program -5.13 3,000k 2/1/2004 71 Superfund Group Superfund Green Gold A (SPC) -5.11 5k 10/1/2005 70 QCM Global Diversified Programme -4.63 500k 12/1/1995 69 Superfund Group Superfund Green L.P. Series B -4.49 5k 10/1/2002 68 Altradis Capital AG AlphAlgo -4.18 100k 5/1/2007 67 Millburn Ridgefield Corporation Commodity Program -4.11 25,000k 3/1/2005 66 Estlander & Partners Global XL -4.06 5,000k 8/1/1991 65 Superfund Group Superfund Green GCT USD -3.94 15k 1/1/2000 64 Wimmer Horizon LLP Managed Account -3.73 5,000k 5/1/2005 63 Drury Capital Diversified Trend-Following Program -3.64 5,000k 5/1/1997 62 Wavefront Global Asset Management IMFC Global Investment Program -3.63 2,000k 2/1/2007 61 Keck Capital Management LLC The Keck Program -3.60 2,000k 12/1/2003 60 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.50 10,000k 8/1/2004 59 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.47 1k 10/1/2006 58 Hyman Beck and Company Global Portfolio -3.46 1,000k 3/1/1991 57 Somers Brothers Capital Diversified Futures Program #1 -3.45 100k 1/1/2005 56 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.41 10,000k 8/1/1999 55 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.36 100k 5/1/1999 54 Transtrend B.V. DTP – Enhanced Risk (USD) -3.34 10,000k 1/1/1995 53 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.05 100k 11/1/1984 52 ISAM ISAM Systematic Trend Fund -3.03 1,000k 6/1/2001 51 Conquest Capital Group Conquest Select -3.03 250k 6/1/2004 50 Gladius Asset Management Fulham Program -2.92 2,000k 1/1/2008 49 Conquest Capital Group Conquest Macro -2.90 250k 5/1/1999 48 Covenant Capital Management Original Program -2.86 5,000k 9/1/1999 47 Rho Asset Management Rho Altius 1XL Program -2.59 5,000k 11/1/2007 46 Rotella Capital Management Rotella Orion (Short-Term) Program -2.57 10,000k 3/1/2006 45 Rotella Capital Management Rotella Polaris Program (Diversified) -2.52 10,000k 1/1/1991 44 Estlander & Partners Alpha Trend -2.49 30,000k 10/1/1991 43 Superfund Group Superfund Green Q-AG -2.42 2k 3/1/1996 42 Lynx Asset Management AB Lynx Program -2.40 75k 5/1/2000 41 Red Rock Capital, LLC Systematic Global Macro -2.37 500k 9/1/2003 40 Superfund Group Superfund Green L.P. Series A -2.33 5k 10/1/2002 39 Transtrend B.V. DTP – Standard Risk (EUR) -2.32 10,000k 2/1/1999 38 Auspice Capital Advisors Ltd Auspice Diversified Program -2.27 1,500k 4/1/2006 37 Estlander & Partners Global Markets -2.01 10,000k 8/1/1999 36 Southwest Managed Investments, LLC Global Diversified -1.96 200k 1/1/2002 35 RAM Management Group RAM MRTP 1X-Conservative -1.77 1,000k 9/1/1993 34 Quantica Capital AG Quantica Diversified FX -1.68 5,000k 3/1/2007 33 Dreiss Research Corporation Diversified Program -1.65 1,000k 5/1/1991 32 Winton Capital Management Diversified -1.64 50,000k 10/1/1997 31 Rabar Market Research Diversified Program -1.63 2,000k 1/1/1989 30 Clarke Capital Management Global Magnum -1.55 100k 8/1/1997 29 Mobius Asset Management Custom Trading Program -1.48 100k 1/1/2002 28 Heyden & Steindl GmbH TOMAC2 -1.15 5,000k 3/1/2003 27 Chesapeake Capital Diversified (LV) -1.04 100k 2/1/1988 26 Welton Investment Partners Welton Global -0.87 10,000k 6/1/2004 25 Mark J. Walsh Company Standard Program -0.78 2,000k 9/1/1985 24 Saxon Investment Corporation Aggressive Diversified Program -0.75 2,000k 11/1/1993 23 Clarke Capital Management Global Basic -0.57 50k 2/1/1996 22 Briarwood Capital Management, Inc. Diversified 2XL -0.44 250k 11/1/2004 21 Saxon Investment Corporation Diversified Program -0.42 3,000k 9/1/1988 20 Superfund Group Superfund Blue SPC Class A (EUR) -0.24 50k 4/1/2005 19 QQFund.com QQFund.com Alpha Beta Program -0.21 100k 9/1/2008 18 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 17 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 16 Quantum Leap Capital Management Managed Account Program 0.14 300k 8/1/2006 15 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.25 1,000k 3/1/2003 14 Mobius Asset Management Diversified Program 0.30 250k 3/1/2004 13 Pacific Capital Advisors Vanguard Program 0.54 100k 4/1/2007 12 John Locke Investments JL Commodity Long Flat Program 0.63 5,000k 12/1/2007 11 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 10 Quantica Capital AG Quantica Managed Futures 0.93 5,000k 1/1/2005 9 Eckhardt Trading Company Evolution Strategies 1.2X 1.01 10,000k 10/1/1991 8 Alder Capital DAC Alder Global 10 1.40 250k 10/1/2000 7 Vergho Asset Management LLC Kinematics 1.54 1,000k 11/1/2008 6 AllMountain Capital AG Mount Denali Global Trends 1.70 160k 7/1/2007 5 Parizek Capital Currency Program 2.14 1,000k 4/1/2006 4 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.42 100k 3/1/2003 3 Alder Capital DAC Alder Global 20 2.50 250k 2/1/2001 2 Ancile Capital Management Global Markets Program 2.90 2,000k 4/1/2005 1 Insignia Managed Capital Medallion 7.66 50k 2/1/2009 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.