Trend Following Strategy Index For July 2009 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Jul 2009 Min Inv Inception 107 Insignia Managed Capital Medallion -26.90 50k 2/1/2009 106 Superfund Group Superfund Green Master -14.88 2,000k 5/1/2001 105 Superfund Group Superfund Green Gold C (SPC) -12.47 100k 10/1/2005 104 Superfund Group Superfund Green L.P. Series B -12.24 5k 10/1/2002 103 Superfund Group Superfund Green GCT USD -11.28 15k 1/1/2000 102 Superfund Group Superfund Green Gold B (SPC) -8.99 50k 10/1/2005 101 DUNN Capital Management DUNN Combined Fund (DCF) -8.59 100k 5/1/1989 100 Clarke Capital Management Millennium -7.97 1,000k 1/1/1998 99 Superfund Group Superfund Green L.P. Series A -7.86 5k 10/1/2002 98 DUNN Capital Management D'Best Futures Fund, L.P. -7.31 100k 6/1/1994 97 Heyden & Steindl GmbH TOMAC2 -7.22 5,000k 3/1/2003 96 Superfund Group Superfund Green Q-AG -6.44 2k 3/1/1996 95 Superfund Group Superfund Green Gold A (SPC) -5.40 5k 10/1/2005 94 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.31 100k 1/1/2005 93 Superfund Group Superfund Green Gold L.P. Series B-1 -4.99 5k 4/1/2009 92 Future Trade AG Thales Swing Trading Programme -4.76 250k 6/1/2007 91 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.32 10k 7/1/2005 90 AllMountain Capital AG Mount Denali Global Trends -3.62 160k 7/1/2007 89 Auspice Capital Advisors Ltd Auspice Diversified Program -3.23 1,500k 4/1/2006 88 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.04 200k 11/1/1999 87 Hawksbill Capital Management Global Diversified -2.83 5,000k 11/1/1988 86 Kelly Angle Inc. Genesis Program -2.45 2,000k 4/1/2000 85 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.37 10,000k 8/1/2004 84 Gladius Asset Management Fulham Program -2.31 2,000k 1/1/2008 83 Transtrend B.V. DTP – Enhanced Risk (USD) -2.30 10,000k 1/1/1995 82 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.25 10,000k 8/1/1999 81 Clarke Capital Management Worldwide -1.76 250k 1/1/1996 80 Winton Capital Management Diversified -1.52 50,000k 10/1/1997 79 Welton Investment Partners Welton Global -1.51 10,000k 6/1/2004 78 Transtrend B.V. DTP – Standard Risk (EUR) -1.47 10,000k 2/1/1999 77 QCM Global Diversified Programme -1.43 500k 12/1/1995 76 EMC Capital Advisors, LLC Classic -1.30 5,000k 1/1/1985 75 Mobius Asset Management Custom Trading Program -1.25 100k 1/1/2002 74 Mark J. Walsh Company Standard Program -1.24 2,000k 9/1/1985 73 Wimmer Horizon LLP Managed Account -1.23 5,000k 5/1/2005 72 Ancile Capital Management Global Markets Program -1.16 2,000k 4/1/2005 71 Millburn Ridgefield Corporation Commodity Program -1.16 25,000k 3/1/2005 70 Clarke Capital Management Global Basic -1.12 50k 2/1/1996 69 Parizek Capital Currency Program -1.07 1,000k 4/1/2006 68 Quantica Capital AG Quantica Diversified FX -0.70 5,000k 3/1/2007 67 Quantum Leap Capital Management Managed Account Program -0.65 300k 8/1/2006 66 Clarke Capital Management Jupiter -0.56 3,000k 5/1/2005 65 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.53 100k 5/1/1999 64 Clarke Capital Management Global Magnum -0.52 100k 8/1/1997 63 Seven Capital Management Seven Absolute Return -0.39 100k 6/1/2009 62 Chesapeake Capital Diversified (LV) -0.32 100k 2/1/1988 61 Red Rock Capital, LLC Systematic Global Macro -0.29 500k 9/1/2003 60 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.20 1k 10/1/2006 59 Wavefront Global Asset Management IMFC Global Investment Program -0.04 2,000k 2/1/2007 58 Cauldron Investments, LLC Stock Index Plus 0.00 1,000k 10/1/2009 57 RAM Management Group RAM MRTP 1X-Conservative 0.12 1,000k 9/1/1993 56 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.13 0k 11/1/1996 55 John Locke Investments Cyril Systematic Program 0.24 8,000k 7/1/2000 54 RAM Management Group MRTP Aggressive 0.24 1,000k 2/1/1998 53 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.34 10,000k 3/1/2003 52 Somers Brothers Capital Diversified Futures Program #1 0.47 100k 1/1/2005 51 Eclipse Capital Management Global Monetary 0.48 5,000k 8/1/1990 50 Dreiss Research Corporation Diversified Program 0.51 1,000k 5/1/1991 49 Rotella Capital Management Rotella Polaris Program (Diversified) 0.68 10,000k 1/1/1991 48 Conquest Capital Group Conquest Select 0.81 250k 6/1/2004 47 Briarwood Capital Management, Inc. Diversified 2XL 0.91 250k 11/1/2004 46 John Locke Investments JL Commodity Long Flat Program 1.02 5,000k 12/1/2007 45 Superfund Group Superfund Blue SPC Class A (EUR) 1.02 50k 4/1/2005 44 Rho Asset Management Rho Altius 1XL Program 1.18 5,000k 11/1/2007 43 Southwest Managed Investments, LLC Global Diversified 1.22 200k 1/1/2002 42 Eckhardt Trading Company Evolution Strategies 1.2X 1.23 10,000k 10/1/1991 41 Eckhardt Trading Company Evolution Strategies 1.26 20,000k 8/1/1991 40 Estlander & Partners Alpha Trend 1.29 30,000k 10/1/1991 39 Saxon Investment Corporation Diversified Program 1.29 3,000k 9/1/1988 38 Lynx Asset Management AB Lynx Program 1.31 75k 5/1/2000 37 Wavefront Global Asset Management IMFC Global Concentrated 1.40 500k 4/1/2009 36 Robinson-Langley Capital Management, LLC Managed Account Program 1.44 200k 1/1/2007 35 Quantica Capital AG Quantica Managed Futures 1.46 5,000k 1/1/2005 34 Purple Valley Capital, Inc. Diversified Trend 1 1.53 100k 8/1/2008 33 M.S. Capital Management Global Diversified Program 1.61 2,000k 11/1/1998 32 Vergho Asset Management LLC Kinematics 1.63 1,000k 11/1/2008 31 Covenant Capital Management Original Program 1.65 5,000k 9/1/1999 30 Alee Capital Management, LLC Poniente Program 1.66 2,500k 1/1/1999 29 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.84 100k 11/1/1984 28 Covenant Capital Management Aggressive Program 1.89 3,000k 2/1/2004 27 Superfund Group Superfund Green Gold L.P. Series A-1 2.00 5k 4/1/2009 26 Rabar Market Research Diversified Program 2.09 2,000k 1/1/1989 25 Superfund Group Superfund Blue SPC Class A (Gold) 2.15 50k 12/1/2007 24 Saxon Investment Corporation Aggressive Diversified Program 2.18 2,000k 11/1/1993 23 Clarke Capital Management FX Plus 2.32 1,000k 5/1/2004 22 Mobius Asset Management Diversified Program 2.37 250k 3/1/2004 21 Alder Capital DAC Alder Global 10 2.40 250k 10/1/2000 20 Altradis Capital AG AlphAlgo 2.61 100k 5/1/2007 19 Pacific Capital Advisors Vanguard Program 2.61 100k 4/1/2007 18 Estlander & Partners Global Markets 2.69 10,000k 8/1/1999 17 Keck Capital Management LLC The Keck Program 2.90 2,000k 12/1/2003 16 Rotella Capital Management Rotella Orion (Short-Term) Program 3.27 10,000k 3/1/2006 15 Parizek Capital Futures Trading Program 3.35 500k 4/1/2000 14 Alee Capital Management, LLC Mistral Program 3.62 2,500k 1/1/1999 13 Estlander & Partners Alpha Trend II - Class P 3.98 100k 12/1/2008 12 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.34 100k 1/1/2000 11 Hyman Beck and Company Global Portfolio 4.47 1,000k 3/1/1991 10 Blackwater Capital Management Global Program 5.18 5,000k 7/1/2005 9 Alder Capital DAC Alder Global 20 5.20 250k 2/1/2001 8 Tactical Investment Management Tactical Institutional Commodity Program 5.33 10,000k 4/1/1993 7 Neural Capital Ltd Sentinel Trading Program 5.34 2,000k 1/1/2006 6 Estlander & Partners Global XL 5.44 5,000k 8/1/1991 5 Conquest Capital Group Conquest Macro 5.49 250k 5/1/1999 4 Drury Capital Diversified Trend-Following Program 6.57 5,000k 5/1/1997 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 7.01 100k 3/1/2003 2 ISAM ISAM Systematic Trend Fund 7.39 1,000k 6/1/2001 1 QQFund.com QQFund.com Alpha Beta Program 28.41 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.