Trend Following Strategy Index For October 2010 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 Oct 2010 Min Inv Inception 120 Insignia Managed Capital Medallion -9.69 50k 2/1/2009 119 Clarke Capital Management Global Magnum -8.10 100k 8/1/1997 118 Parizek Capital Currency Program -7.54 1,000k 4/1/2006 117 Clarke Capital Management Global Basic -5.03 50k 2/1/1996 116 RAM Management Group MRTP Aggressive -5.03 1,000k 2/1/1998 115 AllMountain Capital AG Mount Denali Global Trends -3.42 160k 7/1/2007 114 Neural Capital Ltd Sentinel Trading Program -3.16 2,000k 1/1/2006 113 Vergho Asset Management LLC Kinematics -2.95 1,000k 11/1/2008 112 Conquest Capital Group Conquest Macro -2.62 250k 5/1/1999 111 RAM Management Group RAM MRTP 1X-Conservative -1.73 1,000k 9/1/1993 110 Heyden & Steindl GmbH TOMAC2 -0.91 5,000k 3/1/2003 109 Rotella Capital Management Rotella Orion (Short-Term) Program -0.86 10,000k 3/1/2006 108 Gap Partners LLC Gap -0.86 250k 11/1/2009 107 Pacific Capital Advisors Vanguard Program -0.61 100k 4/1/2007 106 Alder Capital DAC Alder Global 20 -0.30 250k 2/1/2001 105 Alder Capital DAC Alder Global 10 -0.20 250k 10/1/2000 104 Superfund Group Superfund Blue SPC Class A (EUR) 0.00 50k 4/1/2005 103 Quantum Leap Capital Management Managed Account Program 0.09 300k 8/1/2006 102 Clarke Capital Management FX Plus 0.44 1,000k 5/1/2004 101 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.64 100k 1/1/2000 100 Mobius Asset Management Diversified Program 0.78 250k 3/1/2004 99 Quantica Capital AG Quantica Diversified FX 0.80 5,000k 3/1/2007 98 Liberty Funds Group, Inc Liberty Wealth Protection Fund 0.93 250k 10/1/2009 97 Blackwater Capital Management Global Program 1.17 5,000k 7/1/2005 96 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.32 1k 10/1/2006 95 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.44 250k 10/1/2009 94 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.54 10,000k 8/1/2009 93 Seven Capital Management Seven Absolute Return 1.66 100k 6/1/2009 92 Quantica Capital AG Quantica Managed Futures 1.80 5,000k 1/1/2005 91 Mobius Asset Management Custom Trading Program 1.94 100k 1/1/2002 90 Estlander & Partners Global Markets 2.16 10,000k 8/1/1999 89 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.17 1,000k 3/1/2003 88 Transtrend B.V. DTP – Standard Risk (EUR) 2.41 10,000k 2/1/1999 87 Superfund Group Superfund Blue SPC Class A (Gold) 2.47 50k 12/1/2007 86 Winton Capital Management Diversified 2.51 50,000k 10/1/1997 85 Future Trade AG Thales Swing Trading Programme 2.52 250k 6/1/2007 84 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.56 1,000k 9/1/2009 83 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.74 10k 7/1/2005 82 Gladius Asset Management Fulham Program 2.84 2,000k 1/1/2008 81 John Locke Investments Cyril Systematic Program 2.87 8,000k 7/1/2000 80 Saxon Investment Corporation Diversified Program 2.96 3,000k 9/1/1988 79 Conquest Capital Group Conquest Select 3.29 250k 6/1/2004 78 Cauldron Investments, LLC Stock Index Plus 3.33 1,000k 10/1/2009 77 Diamond Capital Management Enhanced S&P Program 3.37 100k 10/1/2009 76 Eckhardt Trading Company Evolution Strategies 3.62 20,000k 8/1/1991 75 Ancile Capital Management Global Markets Program 3.64 2,000k 4/1/2005 74 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.65 10,000k 8/1/1999 73 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.78 10,000k 8/1/2004 72 Lynx Asset Management AB Lynx Program 3.78 75k 5/1/2000 71 Briarwood Capital Management, Inc. Diversified 2XL 3.84 250k 11/1/2004 70 Transtrend B.V. DTP – Enhanced Risk (USD) 3.91 10,000k 1/1/1995 69 Red Rock Capital, LLC Systematic Global Macro 3.98 500k 9/1/2003 68 Rabar Market Research Short-Term Program 4.01 2,000k 11/1/2009 67 Drury Capital Diversified Trend-Following Program 4.12 5,000k 5/1/1997 66 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.18 100k 10/1/2009 65 Clarke Capital Management Worldwide 4.24 250k 1/1/1996 64 Estlander & Partners Global XL 4.30 5,000k 8/1/1991 63 Rotella Capital Management Rotella Polaris Program (Diversified) 4.35 10,000k 1/1/1991 62 Eckhardt Trading Company Evolution Strategies 1.2X 4.37 10,000k 10/1/1991 61 Estlander & Partners Freedom 4.46 20,000k 8/1/2010 60 ALFAKRAFT ALFA Commodity Fund 4.51 16k 6/1/2010 59 Welton Investment Partners Welton Global 4.58 10,000k 6/1/2004 58 Eclipse Capital Management Global Monetary 4.63 5,000k 8/1/1990 57 Amplitude Capital International Limited Klassik Strategy 4.65 1,000k 9/1/2009 56 Millburn Ridgefield Corporation Commodity Program 4.89 25,000k 3/1/2005 55 Rho Asset Management Rho Altius 1XL Program 4.91 5,000k 11/1/2007 54 John Locke Investments JL Commodity Long Flat Program 4.96 5,000k 12/1/2007 53 ISAM ISAM Systematic Trend Fund 4.98 1,000k 6/1/2001 52 IDS Capital IDS F&F Systematic Trading 5.07 50k 7/1/2013 51 Saxon Investment Corporation Aggressive Diversified Program 5.08 2,000k 11/1/1993 50 Altradis Capital AG AlphAlgo 5.17 100k 5/1/2007 49 Hawksbill Capital Management Global Diversified 5.17 5,000k 11/1/1988 48 Rabar Market Research Diversified Program 5.20 2,000k 1/1/1989 47 Covenant Capital Management Original Program 5.21 5,000k 9/1/1999 46 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.22 200k 11/1/1999 45 Southwest Managed Investments, LLC Global Diversified 5.29 200k 1/1/2002 44 Estlander & Partners Alpha Trend 5.30 30,000k 10/1/1991 43 Kelly Angle Inc. Genesis Program 5.40 2,000k 4/1/2000 42 Wavefront Global Asset Management IMFC Global Concentrated 5.41 500k 4/1/2009 41 Superfund Group Superfund Green Q-AG 5.49 2k 3/1/1996 40 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 5.54 100k 3/1/2003 39 Wavefront Global Asset Management IMFC Global Investment Program 5.63 2,000k 2/1/2007 38 Superfund Group Superfund Green L.P. Series A 5.70 5k 10/1/2002 37 Hyman Beck and Company Global Portfolio 5.89 1,000k 3/1/1991 36 QCM Global Diversified Programme 6.38 500k 12/1/1995 35 Angle Capital Management LLC AIP Program 6.38 100k 1/1/2010 34 Keck Capital Management LLC The Keck Program 6.66 2,000k 12/1/2003 33 EMC Capital Advisors, LLC Classic 6.80 5,000k 1/1/1985 32 Covenant Capital Management Aggressive Program 6.82 3,000k 2/1/2004 31 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.11 100k 1/1/2005 30 Auspice Capital Advisors Ltd Auspice Diversified Program 7.75 1,500k 4/1/2006 29 Wimmer Horizon LLP Managed Account 7.82 5,000k 5/1/2005 28 Superfund Group Superfund Green Gold L.P. Series A-1 7.83 5k 4/1/2009 27 DUNN Capital Management World Monetary and Agriculture Program (WMA) 8.22 100k 11/1/1984 26 Superfund Group Superfund Green L.P. Series B 8.34 5k 10/1/2002 25 Superfund Group Superfund Green GCT USD 8.53 15k 1/1/2000 24 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 8.55 0k 11/1/1996 23 Superfund Group Superfund Green Gold A (SPC) 8.75 5k 10/1/2005 22 Mark J. Walsh Company Standard Program 10.08 2,000k 9/1/1985 21 Robinson-Langley Capital Management, LLC Managed Account Program 10.22 200k 1/1/2007 20 M.S. Capital Management Global Diversified Program 10.69 2,000k 11/1/1998 19 Alee Capital Management, LLC Poniente Program 10.85 2,500k 1/1/1999 18 Chesapeake Capital Diversified (LV) 10.93 100k 2/1/1988 17 Superfund Group Superfund Green Gold B (SPC) 11.01 50k 10/1/2005 16 Clarke Capital Management Millennium 11.01 1,000k 1/1/1998 15 Alee Capital Management, LLC Mistral Program 11.71 2,500k 1/1/1999 14 Superfund Group Superfund Green Master 12.03 2,000k 5/1/2001 13 Superfund Group Superfund Green Gold L.P. Series B-1 12.17 5k 4/1/2009 12 Clarke Capital Management Jupiter 12.51 3,000k 5/1/2005 11 Parizek Capital Futures Trading Program 12.91 500k 4/1/2000 10 Superfund Group Superfund Green Gold C (SPC) 14.15 100k 10/1/2005 9 Somers Brothers Capital Diversified Futures Program #1 14.18 100k 1/1/2005 8 DUNN Capital Management D'Best Futures Fund, L.P. 14.99 100k 6/1/1994 7 Dreiss Research Corporation Diversified Program 17.71 1,000k 5/1/1991 6 DUNN Capital Management DUNN Combined Fund (DCF) 18.01 100k 5/1/1989 5 Tactical Investment Management Tactical Institutional Commodity Program 18.27 10,000k 4/1/1993 4 QQFund.com QQFund.com Alpha Beta Program 18.30 100k 9/1/2008 3 Estlander & Partners Alpha Trend II - Class P 18.42 100k 12/1/2008 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 22.29 100k 5/1/1999 1 Purple Valley Capital, Inc. Diversified Trend 1 25.77 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.