Trend Following Strategy Index For April 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 Apr 2009 Min Inv Inception 105 Superfund Group Superfund Green Gold C (SPC) -19.36 100k 10/1/2005 104 Superfund Group Superfund Green Gold B (SPC) -15.52 50k 10/1/2005 103 Hawksbill Capital Management Global Diversified -13.64 5,000k 11/1/1988 102 Superfund Group Superfund Green Master -13.59 2,000k 5/1/2001 101 Superfund Group Superfund Green Gold A (SPC) -11.75 5k 10/1/2005 100 Superfund Group Superfund Green GCT USD -11.34 15k 1/1/2000 99 Superfund Group Superfund Green L.P. Series B -10.83 5k 10/1/2002 98 Clarke Capital Management Jupiter -9.57 3,000k 5/1/2005 97 RAM Management Group MRTP Aggressive -9.56 1,000k 2/1/1998 96 Clarke Capital Management Millennium -8.99 1,000k 1/1/1998 95 Clarke Capital Management FX Plus -8.77 1,000k 5/1/2004 94 Briarwood Capital Management, Inc. Diversified 2XL -8.00 250k 11/1/2004 93 Superfund Group Superfund Green Q-AG -7.82 2k 3/1/1996 92 Superfund Group Superfund Green L.P. Series A -6.92 5k 10/1/2002 91 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.68 0k 11/1/1996 90 Kelly Angle Inc. Genesis Program -6.62 2,000k 4/1/2000 89 John Locke Investments Cyril Systematic Program -6.17 8,000k 7/1/2000 88 ISAM ISAM Systematic Trend Fund -5.90 1,000k 6/1/2001 87 Somers Brothers Capital Diversified Futures Program #1 -5.78 100k 1/1/2005 86 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.51 100k 5/1/1999 85 Future Trade AG Thales Swing Trading Programme -5.03 250k 6/1/2007 84 Neural Capital Ltd Sentinel Trading Program -4.92 2,000k 1/1/2006 83 Pacific Capital Advisors Vanguard Program -4.85 100k 4/1/2007 82 Clarke Capital Management Worldwide -4.84 250k 1/1/1996 81 Parizek Capital Futures Trading Program -4.68 500k 4/1/2000 80 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.65 100k 11/1/1984 79 AllMountain Capital AG Mount Denali Global Trends -4.42 160k 7/1/2007 78 QCM Global Diversified Programme -4.34 500k 12/1/1995 77 Conquest Capital Group Conquest Select -4.33 250k 6/1/2004 76 Keck Capital Management LLC The Keck Program -4.11 2,000k 12/1/2003 75 Ancile Capital Management Global Markets Program -4.10 2,000k 4/1/2005 74 Eclipse Capital Management Global Monetary -3.63 5,000k 8/1/1990 73 Quantum Leap Capital Management Managed Account Program -3.54 300k 8/1/2006 72 Conquest Capital Group Conquest Macro -3.44 250k 5/1/1999 71 Auspice Capital Advisors Ltd Auspice Diversified Program -3.32 1,500k 4/1/2006 70 Estlander & Partners Alpha Trend II - Class P -3.25 100k 12/1/2008 69 Estlander & Partners Global XL -3.22 5,000k 8/1/1991 68 Chesapeake Capital Diversified (LV) -3.13 100k 2/1/1988 67 Winton Capital Management Diversified -3.01 50,000k 10/1/1997 66 Welton Investment Partners Welton Global -2.99 10,000k 6/1/2004 65 Rabar Market Research Diversified Program -2.97 2,000k 1/1/1989 64 Wimmer Horizon LLP Managed Account -2.93 5,000k 5/1/2005 63 Superfund Group Superfund Blue SPC Class A (Gold) -2.88 50k 12/1/2007 62 RAM Management Group RAM MRTP 1X-Conservative -2.85 1,000k 9/1/1993 61 Drury Capital Diversified Trend-Following Program -2.72 5,000k 5/1/1997 60 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 59 Tactical Investment Management Tactical Institutional Commodity Program -2.65 10,000k 4/1/1993 58 Rotella Capital Management Rotella Polaris Program (Diversified) -2.54 10,000k 1/1/1991 57 Altradis Capital AG AlphAlgo -2.48 100k 5/1/2007 56 Alee Capital Management, LLC Poniente Program -2.46 2,500k 1/1/1999 55 Lynx Asset Management AB Lynx Program -2.36 75k 5/1/2000 54 Millburn Ridgefield Corporation Commodity Program -2.25 25,000k 3/1/2005 53 Eckhardt Trading Company Evolution Strategies 1.2X -2.19 10,000k 10/1/1991 52 Purple Valley Capital, Inc. Diversified Trend 1 -2.06 100k 8/1/2008 51 Hyman Beck and Company Global Portfolio -1.98 1,000k 3/1/1991 50 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.97 1k 10/1/2006 49 Rotella Capital Management Rotella Orion (Short-Term) Program -1.97 10,000k 3/1/2006 48 Vergho Asset Management LLC Kinematics -1.95 1,000k 11/1/2008 47 Wavefront Global Asset Management IMFC Global Investment Program -1.84 2,000k 2/1/2007 46 Rho Asset Management Rho Altius 1XL Program -1.84 5,000k 11/1/2007 45 Mark J. Walsh Company Standard Program -1.81 2,000k 9/1/1985 44 Eckhardt Trading Company Evolution Strategies -1.79 20,000k 8/1/1991 43 Estlander & Partners Global Markets -1.61 10,000k 8/1/1999 42 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.57 100k 1/1/2000 41 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.16 100k 1/1/2005 40 Mobius Asset Management Diversified Program -1.00 250k 3/1/2004 39 Estlander & Partners Alpha Trend -0.96 30,000k 10/1/1991 38 Quantica Capital AG Quantica Managed Futures -0.71 5,000k 1/1/2005 37 Red Rock Capital, LLC Systematic Global Macro -0.63 500k 9/1/2003 36 Clarke Capital Management Global Magnum -0.56 100k 8/1/1997 35 Robinson-Langley Capital Management, LLC Managed Account Program -0.43 200k 1/1/2007 34 QQFund.com QQFund.com Alpha Beta Program -0.20 100k 9/1/2008 33 Southwest Managed Investments, LLC Global Diversified -0.13 200k 1/1/2002 32 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.08 200k 11/1/1999 31 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.03 1,000k 3/1/2003 26 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 27 Wavefront Global Asset Management IMFC Global Concentrated 0.00 500k 4/1/2009 28 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 29 Superfund Group Superfund Green Gold L.P. Series A-1 0.00 5k 4/1/2009 30 Superfund Group Superfund Green Gold L.P. Series B-1 0.00 5k 4/1/2009 25 Clarke Capital Management Global Basic 0.03 50k 2/1/1996 24 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.10 10,000k 8/1/2004 23 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.14 10,000k 8/1/1999 22 Transtrend B.V. DTP – Standard Risk (EUR) 0.16 10,000k 2/1/1999 21 Transtrend B.V. DTP – Enhanced Risk (USD) 0.18 10,000k 1/1/1995 20 Quantica Capital AG Quantica Diversified FX 0.18 5,000k 3/1/2007 19 Saxon Investment Corporation Diversified Program 0.19 3,000k 9/1/1988 18 Mobius Asset Management Custom Trading Program 0.35 100k 1/1/2002 17 Saxon Investment Corporation Aggressive Diversified Program 0.36 2,000k 11/1/1993 16 John Locke Investments JL Commodity Long Flat Program 0.49 5,000k 12/1/2007 15 Superfund Group Superfund Blue SPC Class A (EUR) 0.55 50k 4/1/2005 14 Gladius Asset Management Fulham Program 0.78 2,000k 1/1/2008 13 Alee Capital Management, LLC Mistral Program 0.91 2,500k 1/1/1999 12 DUNN Capital Management D'Best Futures Fund, L.P. 0.94 100k 6/1/1994 11 DUNN Capital Management DUNN Combined Fund (DCF) 1.18 100k 5/1/1989 10 Dreiss Research Corporation Diversified Program 1.23 1,000k 5/1/1991 9 Alder Capital DAC Alder Global 10 1.40 250k 10/1/2000 8 Covenant Capital Management Original Program 1.58 5,000k 9/1/1999 7 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.04 100k 3/1/2003 6 Blackwater Capital Management Global Program 2.26 5,000k 7/1/2005 5 Covenant Capital Management Aggressive Program 2.82 3,000k 2/1/2004 4 Alder Capital DAC Alder Global 20 3.40 250k 2/1/2001 3 Insignia Managed Capital Medallion 5.32 50k 2/1/2009 2 Parizek Capital Currency Program 6.73 1,000k 4/1/2006 1 Heyden & Steindl GmbH TOMAC2 10.05 5,000k 3/1/2003 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.