Trend Following Strategy Index For May 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 May 2009 Min Inv Inception 105 Insignia Managed Capital Medallion -24.14 50k 2/1/2009 104 Superfund Group Superfund Green Master -23.29 2,000k 5/1/2001 103 Superfund Group Superfund Green L.P. Series B -19.31 5k 10/1/2002 102 Superfund Group Superfund Green Gold C (SPC) -18.74 100k 10/1/2005 101 Superfund Group Superfund Green GCT USD -18.28 15k 1/1/2000 100 Superfund Group Superfund Green L.P. Series A -12.03 5k 10/1/2002 99 Superfund Group Superfund Green Q-AG -11.88 2k 3/1/1996 98 Superfund Group Superfund Green Gold B (SPC) -11.69 50k 10/1/2005 97 Clarke Capital Management Global Basic -7.92 50k 2/1/1996 96 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.69 0k 11/1/1996 95 AllMountain Capital AG Mount Denali Global Trends -6.60 160k 7/1/2007 94 Superfund Group Superfund Green Gold A (SPC) -4.79 5k 10/1/2005 93 Millburn Ridgefield Corporation Commodity Program -4.23 25,000k 3/1/2005 92 Clarke Capital Management Global Magnum -3.56 100k 8/1/1997 91 Ancile Capital Management Global Markets Program -3.54 2,000k 4/1/2005 90 Chesapeake Capital Diversified (LV) -3.12 100k 2/1/1988 89 Wavefront Global Asset Management IMFC Global Investment Program -2.95 2,000k 2/1/2007 88 Red Rock Capital, LLC Systematic Global Macro -2.27 500k 9/1/2003 87 Winton Capital Management Diversified -2.03 50,000k 10/1/1997 86 Dreiss Research Corporation Diversified Program -1.94 1,000k 5/1/1991 85 Wimmer Horizon LLP Managed Account -1.43 5,000k 5/1/2005 84 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.30 100k 5/1/1999 83 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.29 100k 1/1/2005 82 Quantum Leap Capital Management Managed Account Program -1.26 300k 8/1/2006 81 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.08 100k 11/1/1984 80 Auspice Capital Advisors Ltd Auspice Diversified Program -0.58 1,500k 4/1/2006 79 QQFund.com QQFund.com Alpha Beta Program -0.20 100k 9/1/2008 78 Keck Capital Management LLC The Keck Program -0.16 2,000k 12/1/2003 77 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.00 10k 7/1/2005 76 M.S. Capital Management Global Diversified Program 0.00 2,000k 11/1/1998 75 Wavefront Global Asset Management IMFC Global Concentrated 0.18 500k 4/1/2009 74 Alder Capital DAC Alder Global 10 0.30 250k 10/1/2000 73 Superfund Group Superfund Blue SPC Class A (EUR) 0.31 50k 4/1/2005 72 EMC Capital Advisors, LLC Classic 0.50 5,000k 1/1/1985 71 Alder Capital DAC Alder Global 20 0.60 250k 2/1/2001 70 Transtrend B.V. DTP – Standard Risk (EUR) 0.78 10,000k 2/1/1999 69 Quantica Capital AG Quantica Diversified FX 0.95 5,000k 3/1/2007 68 Rotella Capital Management Rotella Orion (Short-Term) Program 0.97 10,000k 3/1/2006 67 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.09 10,000k 8/1/2004 66 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.20 10,000k 8/1/1999 65 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.23 10,000k 3/1/2003 64 Transtrend B.V. DTP – Enhanced Risk (USD) 1.28 10,000k 1/1/1995 63 Rotella Capital Management Rotella Polaris Program (Diversified) 1.74 10,000k 1/1/1991 62 Drury Capital Diversified Trend-Following Program 1.82 5,000k 5/1/1997 61 Lynx Asset Management AB Lynx Program 1.82 75k 5/1/2000 60 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.05 1k 10/1/2006 59 Mobius Asset Management Diversified Program 2.16 250k 3/1/2004 58 Rho Asset Management Rho Altius 1XL Program 2.16 5,000k 11/1/2007 57 Rabar Market Research Diversified Program 2.24 2,000k 1/1/1989 56 Quantica Capital AG Quantica Managed Futures 2.26 5,000k 1/1/2005 55 Mobius Asset Management Custom Trading Program 2.73 100k 1/1/2002 54 Eclipse Capital Management Global Monetary 3.01 5,000k 8/1/1990 53 Saxon Investment Corporation Diversified Program 3.13 3,000k 9/1/1988 52 Superfund Group Superfund Blue SPC Class A (Gold) 3.19 50k 12/1/2007 51 Estlander & Partners Global Markets 3.25 10,000k 8/1/1999 50 Welton Investment Partners Welton Global 3.34 10,000k 6/1/2004 49 Vergho Asset Management LLC Kinematics 3.36 1,000k 11/1/2008 48 Eckhardt Trading Company Evolution Strategies 3.41 20,000k 8/1/1991 47 Eckhardt Trading Company Evolution Strategies 1.2X 4.02 10,000k 10/1/1991 46 Somers Brothers Capital Diversified Futures Program #1 4.41 100k 1/1/2005 45 Conquest Capital Group Conquest Select 4.97 250k 6/1/2004 44 Conquest Capital Group Conquest Macro 5.05 250k 5/1/1999 43 Covenant Capital Management Original Program 5.14 5,000k 9/1/1999 42 Superfund Group Superfund Green Gold L.P. Series B-1 5.15 5k 4/1/2009 41 Pacific Capital Advisors Vanguard Program 5.29 100k 4/1/2007 40 Saxon Investment Corporation Aggressive Diversified Program 5.55 2,000k 11/1/1993 39 DUNN Capital Management DUNN Combined Fund (DCF) 5.71 100k 5/1/1989 38 Parizek Capital Currency Program 5.73 1,000k 4/1/2006 37 Estlander & Partners Global XL 6.61 5,000k 8/1/1991 36 RAM Management Group RAM MRTP 1X-Conservative 6.61 1,000k 9/1/1993 35 Hyman Beck and Company Global Portfolio 6.80 1,000k 3/1/1991 34 QCM Global Diversified Programme 7.01 500k 12/1/1995 33 Altradis Capital AG AlphAlgo 7.25 100k 5/1/2007 32 Insch Capital Management SA Interbank Currency Program - 3X Leverage 7.60 100k 1/1/2000 31 Gladius Asset Management Fulham Program 7.66 2,000k 1/1/2008 30 ISAM ISAM Systematic Trend Fund 8.54 1,000k 6/1/2001 29 Neural Capital Ltd Sentinel Trading Program 8.66 2,000k 1/1/2006 28 Robinson-Langley Capital Management, LLC Managed Account Program 8.68 200k 1/1/2007 27 Mark J. Walsh Company Standard Program 8.87 2,000k 9/1/1985 26 John Locke Investments Cyril Systematic Program 8.89 8,000k 7/1/2000 25 Covenant Capital Management Aggressive Program 9.06 3,000k 2/1/2004 24 Superfund Group Superfund Green Gold L.P. Series A-1 9.24 5k 4/1/2009 23 John Locke Investments JL Commodity Long Flat Program 9.29 5,000k 12/1/2007 22 Southwest Managed Investments, LLC Global Diversified 10.31 200k 1/1/2002 21 Estlander & Partners Alpha Trend 10.31 30,000k 10/1/1991 20 DUNN Capital Management D'Best Futures Fund, L.P. 10.34 100k 6/1/1994 19 Clarke Capital Management Millennium 11.67 1,000k 1/1/1998 18 Clarke Capital Management Jupiter 12.91 3,000k 5/1/2005 17 Parizek Capital Futures Trading Program 13.36 500k 4/1/2000 16 Kelly Angle Inc. Genesis Program 13.64 2,000k 4/1/2000 15 Clarke Capital Management FX Plus 14.47 1,000k 5/1/2004 14 Blackwater Capital Management Global Program 15.12 5,000k 7/1/2005 13 Tactical Investment Management Tactical Institutional Commodity Program 15.67 10,000k 4/1/1993 12 Hawksbill Capital Management Global Diversified 15.69 5,000k 11/1/1988 11 Alee Capital Management, LLC Poniente Program 15.81 2,500k 1/1/1999 10 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 15.86 100k 3/1/2003 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 16.50 200k 11/1/1999 8 Alee Capital Management, LLC Mistral Program 16.57 2,500k 1/1/1999 7 Heyden & Steindl GmbH TOMAC2 17.04 5,000k 3/1/2003 6 Future Trade AG Thales Swing Trading Programme 17.78 250k 6/1/2007 5 Clarke Capital Management Worldwide 19.16 250k 1/1/1996 4 RAM Management Group MRTP Aggressive 20.28 1,000k 2/1/1998 3 Briarwood Capital Management, Inc. Diversified 2XL 31.18 250k 11/1/2004 2 Estlander & Partners Alpha Trend II - Class P 36.81 100k 12/1/2008 1 Purple Valley Capital, Inc. Diversified Trend 1 38.15 100k 8/1/2008 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.