Trend Following Strategy Index For August 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 Aug 2009 Min Inv Inception 109 Clarke Capital Management Global Basic -15.51 50k 2/1/1996 108 Insch Capital Management SA Interbank Currency Program - 3X Leverage -11.19 100k 1/1/2000 107 Conquest Capital Group Conquest Macro -10.70 250k 5/1/1999 106 Clarke Capital Management Global Magnum -8.55 100k 8/1/1997 105 Heyden & Steindl GmbH TOMAC2 -7.07 5,000k 3/1/2003 104 Clarke Capital Management Millennium -6.83 1,000k 1/1/1998 103 Alder Capital DAC Alder Global 20 -4.20 250k 2/1/2001 102 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -3.67 100k 3/1/2003 101 Quantum Leap Capital Management Managed Account Program -3.26 300k 8/1/2006 100 Pacific Capital Advisors Vanguard Program -2.79 100k 4/1/2007 99 Superfund Group Superfund Blue SPC Class A (Gold) -2.48 50k 12/1/2007 98 Alee Capital Management, LLC Poniente Program -2.26 2,500k 1/1/1999 97 Clarke Capital Management Worldwide -2.03 250k 1/1/1996 96 Rotella Capital Management Rotella Polaris Program (Diversified) -1.96 10,000k 1/1/1991 95 Estlander & Partners Global XL -1.92 5,000k 8/1/1991 94 Superfund Group Superfund Blue SPC Class A (EUR) -1.71 50k 4/1/2005 93 Alder Capital DAC Alder Global 10 -1.60 250k 10/1/2000 92 Mark J. Walsh Company Standard Program -1.25 2,000k 9/1/1985 91 Conquest Capital Group Conquest Select -1.24 250k 6/1/2004 90 Altradis Capital AG AlphAlgo -1.19 100k 5/1/2007 89 Neural Capital Ltd Sentinel Trading Program -1.05 2,000k 1/1/2006 88 Parizek Capital Currency Program -1.00 1,000k 4/1/2006 87 Estlander & Partners Global Markets -0.94 10,000k 8/1/1999 86 AllMountain Capital AG Mount Denali Global Trends -0.76 160k 7/1/2007 85 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.50 200k 11/1/1999 84 Eclipse Capital Management Global Monetary -0.46 5,000k 8/1/1990 83 John Locke Investments JL Commodity Long Flat Program -0.26 5,000k 12/1/2007 82 Future Trade AG Thales Swing Trading Programme -0.22 250k 6/1/2007 81 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 80 IDS Capital IDS F&F Systematic Trading 0.00 50k 7/1/2013 79 Clarke Capital Management FX Plus 0.01 1,000k 5/1/2004 78 John Locke Investments Cyril Systematic Program 0.02 8,000k 7/1/2000 77 Mobius Asset Management Custom Trading Program 0.08 100k 1/1/2002 76 Transtrend B.V. DTP – Standard Risk (EUR) 0.09 10,000k 2/1/1999 75 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.21 10,000k 8/1/1999 74 Transtrend B.V. DTP – Enhanced Risk (USD) 0.23 10,000k 1/1/1995 73 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.23 10,000k 8/1/2004 72 Rotella Capital Management Rotella Orion (Short-Term) Program 0.31 10,000k 3/1/2006 71 Winton Capital Management Diversified 0.32 50,000k 10/1/1997 70 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.43 1k 10/1/2006 69 Eckhardt Trading Company Evolution Strategies 1.2X 0.47 10,000k 10/1/1991 68 Eckhardt Trading Company Evolution Strategies 0.48 20,000k 8/1/1991 67 Lynx Asset Management AB Lynx Program 0.51 75k 5/1/2000 66 Quantica Capital AG Quantica Diversified FX 0.61 5,000k 3/1/2007 65 Southwest Managed Investments, LLC Global Diversified 0.62 200k 1/1/2002 64 Gladius Asset Management Fulham Program 0.65 2,000k 1/1/2008 63 Mobius Asset Management Diversified Program 0.70 250k 3/1/2004 62 Blackwater Capital Management Global Program 0.74 5,000k 7/1/2005 61 Auspice Capital Advisors Ltd Auspice Diversified Program 0.75 1,500k 4/1/2006 60 Clarke Capital Management Jupiter 0.93 3,000k 5/1/2005 59 Quantica Capital AG Quantica Managed Futures 1.03 5,000k 1/1/2005 58 Kelly Angle Inc. Genesis Program 1.05 2,000k 4/1/2000 57 Superfund Group Superfund Green Gold L.P. Series A-1 1.09 5k 4/1/2009 56 Seven Capital Management Seven Absolute Return 1.22 100k 6/1/2009 55 Welton Investment Partners Welton Global 1.27 10,000k 6/1/2004 54 Rho Asset Management Rho Altius 1XL Program 1.28 5,000k 11/1/2007 53 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.35 1,000k 3/1/2003 52 Hawksbill Capital Management Global Diversified 1.35 5,000k 11/1/1988 51 Vergho Asset Management LLC Kinematics 1.36 1,000k 11/1/2008 50 Hyman Beck and Company Global Portfolio 1.44 1,000k 3/1/1991 49 Parizek Capital Futures Trading Program 1.60 500k 4/1/2000 48 RAM Management Group RAM MRTP 1X-Conservative 2.02 1,000k 9/1/1993 47 Saxon Investment Corporation Diversified Program 2.09 3,000k 9/1/1988 46 Millburn Ridgefield Corporation Commodity Program 2.44 25,000k 3/1/2005 45 Alee Capital Management, LLC Mistral Program 2.45 2,500k 1/1/1999 44 EMC Capital Advisors, LLC Classic 2.50 5,000k 1/1/1985 43 Rabar Market Research Diversified Program 2.58 2,000k 1/1/1989 42 Drury Capital Diversified Trend-Following Program 2.67 5,000k 5/1/1997 41 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.89 10k 7/1/2005 40 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.16 100k 11/1/1984 39 Superfund Group Superfund Green Gold A (SPC) 3.17 5k 10/1/2005 38 Superfund Group Superfund Green L.P. Series A 3.52 5k 10/1/2002 37 Superfund Group Superfund Green Q-AG 3.61 2k 3/1/1996 36 Wimmer Horizon LLP Managed Account 3.64 5,000k 5/1/2005 35 Saxon Investment Corporation Aggressive Diversified Program 3.66 2,000k 11/1/1993 34 M.S. Capital Management Global Diversified Program 3.66 2,000k 11/1/1998 33 Ancile Capital Management Global Markets Program 3.69 2,000k 4/1/2005 32 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.76 100k 1/1/2005 31 QQFund.com QQFund.com Alpha Beta Program 3.87 100k 9/1/2008 30 Estlander & Partners Alpha Trend 3.99 30,000k 10/1/1991 29 Wavefront Global Asset Management IMFC Global Investment Program 4.39 2,000k 2/1/2007 28 ISAM ISAM Systematic Trend Fund 4.40 1,000k 6/1/2001 27 Red Rock Capital, LLC Systematic Global Macro 4.41 500k 9/1/2003 26 Chesapeake Capital Diversified (LV) 4.80 100k 2/1/1988 25 Superfund Group Superfund Green Gold L.P. Series B-1 4.84 5k 4/1/2009 24 Briarwood Capital Management, Inc. Diversified 2XL 4.91 250k 11/1/2004 23 QCM Global Diversified Programme 4.95 500k 12/1/1995 22 DUNN Capital Management D'Best Futures Fund, L.P. 5.03 100k 6/1/1994 21 Somers Brothers Capital Diversified Futures Program #1 5.23 100k 1/1/2005 20 Superfund Group Superfund Green GCT USD 5.41 15k 1/1/2000 19 Cauldron Investments, LLC Stock Index Plus 5.51 1,000k 10/1/2009 18 Superfund Group Superfund Green Master 5.55 2,000k 5/1/2001 17 Superfund Group Superfund Green L.P. Series B 5.62 5k 10/1/2002 16 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.65 0k 11/1/1996 15 Superfund Group Superfund Green Gold B (SPC) 5.65 50k 10/1/2005 14 Robinson-Langley Capital Management, LLC Managed Account Program 5.82 200k 1/1/2007 13 Dreiss Research Corporation Diversified Program 5.94 1,000k 5/1/1991 12 Superfund Group Superfund Green Gold C (SPC) 6.23 100k 10/1/2005 11 Keck Capital Management LLC The Keck Program 6.49 2,000k 12/1/2003 10 RAM Management Group MRTP Aggressive 6.52 1,000k 2/1/1998 9 Covenant Capital Management Original Program 6.65 5,000k 9/1/1999 8 DUNN Capital Management DUNN Combined Fund (DCF) 7.61 100k 5/1/1989 7 Purple Valley Capital, Inc. Diversified Trend 1 9.35 100k 8/1/2008 6 Covenant Capital Management Aggressive Program 10.02 3,000k 2/1/2004 5 Tactical Investment Management Tactical Institutional Commodity Program 10.29 10,000k 4/1/1993 4 Mulvaney Capital Management The Mulvaney Global Markets Fund 10.85 100k 5/1/1999 3 Wavefront Global Asset Management IMFC Global Concentrated 11.62 500k 4/1/2009 2 Estlander & Partners Alpha Trend II - Class P 14.08 100k 12/1/2008 1 Insignia Managed Capital Medallion 28.88 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.