Trend Following Strategy Index For November 2010 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 Nov 2010 Min Inv Inception 120 Kelly Angle Inc. Genesis Program -13.48 2,000k 4/1/2000 119 Clarke Capital Management Global Basic -11.69 50k 2/1/1996 118 DUNN Capital Management DUNN Combined Fund (DCF) -11.63 100k 5/1/1989 117 DUNN Capital Management D'Best Futures Fund, L.P. -10.22 100k 6/1/1994 116 Angle Capital Management LLC AIP Program -8.84 100k 1/1/2010 115 DUNN Capital Management World Monetary and Agriculture Program (WMA) -8.73 100k 11/1/1984 114 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -8.41 200k 11/1/1999 113 Altradis Capital AG AlphAlgo -7.91 100k 5/1/2007 112 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.63 0k 11/1/1996 111 Clarke Capital Management FX Plus -7.61 1,000k 5/1/2004 110 Parizek Capital Futures Trading Program -7.32 500k 4/1/2000 109 Dreiss Research Corporation Diversified Program -7.24 1,000k 5/1/1991 108 Hawksbill Capital Management Global Diversified -6.69 5,000k 11/1/1988 107 Rho Asset Management Rho Altius 1XL Program -6.66 5,000k 11/1/2007 106 Heyden & Steindl GmbH TOMAC2 -6.42 5,000k 3/1/2003 105 Chesapeake Capital Diversified (LV) -6.11 100k 2/1/1988 104 RAM Management Group MRTP Aggressive -5.93 1,000k 2/1/1998 103 AllMountain Capital AG Mount Denali Global Trends -5.68 160k 7/1/2007 102 M.S. Capital Management Global Diversified Program -5.58 2,000k 11/1/1998 101 Eclipse Capital Management Global Monetary -5.53 5,000k 8/1/1990 100 Clarke Capital Management Global Magnum -5.43 100k 8/1/1997 99 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.36 100k 5/1/1999 98 Conquest Capital Group Conquest Macro -5.29 250k 5/1/1999 97 Estlander & Partners Alpha Trend II - Class P -5.24 100k 12/1/2008 96 Mark J. Walsh Company Standard Program -4.86 2,000k 9/1/1985 95 ISAM ISAM Systematic Trend Fund -4.65 1,000k 6/1/2001 94 Southwest Managed Investments, LLC Global Diversified -4.65 200k 1/1/2002 93 Conquest Capital Group Conquest Select -4.61 250k 6/1/2004 92 Hyman Beck and Company Global Portfolio -4.56 1,000k 3/1/1991 91 Superfund Group Superfund Green Master -4.51 2,000k 5/1/2001 90 Lynx Asset Management AB Lynx Program -4.39 75k 5/1/2000 89 Blackwater Capital Management Global Program -4.37 5,000k 7/1/2005 88 Wimmer Horizon LLP Managed Account -4.34 5,000k 5/1/2005 87 Drury Capital Diversified Trend-Following Program -4.19 5,000k 5/1/1997 86 John Locke Investments Cyril Systematic Program -4.11 8,000k 7/1/2000 85 Superfund Group Superfund Green GCT USD -3.59 15k 1/1/2000 84 Clarke Capital Management Worldwide -3.53 250k 1/1/1996 83 Amplitude Capital International Limited Klassik Strategy -3.53 1,000k 9/1/2009 82 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.49 1,000k 9/1/2009 81 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.39 1k 10/1/2006 80 Estlander & Partners Global XL -3.25 5,000k 8/1/1991 79 Superfund Group Superfund Green L.P. Series B -3.24 5k 10/1/2002 78 Seven Capital Management Seven Absolute Return -3.22 100k 6/1/2009 77 Welton Investment Partners Welton Global -3.21 10,000k 6/1/2004 76 Somers Brothers Capital Diversified Futures Program #1 -3.02 100k 1/1/2005 75 Rotella Capital Management Rotella Polaris Program (Diversified) -2.96 10,000k 1/1/1991 74 Eckhardt Trading Company Evolution Strategies 1.2X -2.92 10,000k 10/1/1991 73 Clarke Capital Management Jupiter -2.84 3,000k 5/1/2005 72 Superfund Group Superfund Green Q-AG -2.72 2k 3/1/1996 71 Superfund Group Superfund Green L.P. Series A -2.71 5k 10/1/2002 70 Alee Capital Management, LLC Poniente Program -2.62 2,500k 1/1/1999 69 Superfund Group Superfund Green Gold B (SPC) -2.47 50k 10/1/2005 68 Auspice Auspice Diversified Program -2.46 1,500k 6/1/2007 67 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.45 10k 7/1/2005 66 Superfund Group Superfund Green Gold C (SPC) -2.44 100k 10/1/2005 65 Rabar Market Research Diversified Program -2.41 2,000k 1/1/1989 64 Eckhardt Trading Company Evolution Strategies -2.35 20,000k 8/1/1991 63 Robinson-Langley Capital Management, LLC Managed Account Program -2.32 200k 1/1/2007 62 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.07 250k 10/1/2009 61 Red Rock Capital, LLC Systematic Global Macro -2.05 500k 9/1/2003 60 Rabar Market Research Short-Term Program -2.04 2,000k 11/1/2009 59 Winton Capital Management Diversified -2.01 50,000k 10/1/1997 58 RAM Management Group RAM MRTP 1X-Conservative -1.99 1,000k 9/1/1993 57 Gladius Asset Management Fulham Program -1.92 2,000k 1/1/2008 56 Ancile Capital Management Global Markets Program -1.89 2,000k 4/1/2005 55 Wavefront Global Asset Management IMFC Global Investment Program -1.86 2,000k 2/1/2007 54 Saxon Investment Corporation Aggressive Diversified Program -1.78 2,000k 11/1/1993 53 Alee Capital Management, LLC Mistral Program -1.72 2,500k 1/1/1999 52 John Locke Investments JL Commodity Long Flat Program -1.69 5,000k 12/1/2007 51 Estlander & Partners Freedom -1.64 20,000k 8/1/2010 50 Gap Partners LLC Gap -1.62 250k 11/1/2009 49 Estlander & Partners Global Markets -1.61 10,000k 8/1/1999 48 Quantum Leap Capital Management Managed Account Program -1.61 300k 8/1/2006 47 Clarke Capital Management Millennium -1.58 1,000k 1/1/1998 46 Quantica Capital AG Quantica Managed Futures -1.50 10,000k 1/1/2005 45 Keck Capital Management LLC The Keck Program -1.49 2,000k 12/1/2003 44 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.32 250k 10/1/2009 43 Briarwood Capital Management, Inc. Diversified 2XL -1.27 250k 11/1/2004 42 Estlander & Partners Alpha Trend -1.20 30,000k 10/1/1991 41 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.98 100k 1/1/2005 40 Superfund Group Superfund Green Gold L.P. Series B-1 -0.97 5k 4/1/2009 39 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.89 10,000k 8/1/2004 38 Covenant Capital Management Original Program -0.89 5,000k 9/1/1999 37 Saxon Investment Corporation Diversified Program -0.83 3,000k 9/1/1988 36 Transtrend B.V. DTP – Enhanced Risk (USD) -0.82 10,000k 1/1/1995 35 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.81 10,000k 8/1/1999 34 QQFund.com QQFund.com Alpha Beta Program -0.81 100k 9/1/2008 33 QCM Global Diversified Programme -0.69 500k 12/1/1995 32 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.67 10,000k 3/1/2003 31 Superfund Group Superfund Green Gold A (SPC) -0.64 5k 10/1/2005 30 Transtrend B.V. DTP – Standard Risk (EUR) -0.63 10,000k 2/1/1999 29 Covenant Capital Management Aggressive Program -0.61 3,000k 2/1/2004 28 Wavefront Global Asset Management IMFC Global Concentrated -0.60 500k 4/1/2009 27 ALFAKRAFT ALFA Commodity Fund -0.49 16k 6/1/2010 26 Pacific Capital Advisors Vanguard Program -0.42 100k 4/1/2007 25 Superfund Group Superfund Green Gold L.P. Series A-1 -0.29 5k 4/1/2009 24 Mobius Asset Management Diversified Program -0.20 250k 3/1/2004 23 EMC Capital Advisors, LLC Classic -0.20 5,000k 1/1/1985 22 IDS Capital IDS F&F Systematic Trading -0.18 50k 7/1/2013 21 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.06 100k 1/1/2000 20 Vergho Asset Management LLC Kinematics 0.33 1,000k 11/1/2008 19 Neural Capital Ltd Sentinel Trading Program 0.39 2,000k 1/1/2006 18 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.61 10,000k 8/1/2009 17 Millburn Ridgefield Corporation Commodity Program 0.67 25,000k 3/1/2005 16 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 0.70 100k 10/1/2009 15 Quantica Capital AG Quantica Diversified FX 0.70 5,000k 3/1/2007 14 Alder Capital DAC Alder Global 10 0.80 250k 10/1/2000 13 Purple Valley Capital, Inc. Diversified Trend 1 0.88 100k 8/1/2008 12 Diamond Capital Management Enhanced S&P Program 1.12 100k 10/1/2009 11 Cauldron Investments, LLC Stock Index Plus 1.14 1,000k 10/1/2009 10 Mobius Asset Management Custom Trading Program 1.21 100k 1/1/2002 9 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 1.30 100k 3/1/2003 8 Insignia Managed Capital Medallion 1.64 50k 2/1/2009 7 Future Trade AG Thales Swing Trading Programme 1.78 250k 6/1/2007 6 Alder Capital DAC Alder Global 20 2.00 250k 2/1/2001 5 Superfund Group Superfund Blue SPC Class A (EUR) 2.62 50k 4/1/2005 4 Rotella Capital Management Rotella Orion (Short-Term) Program 3.07 10,000k 3/1/2006 3 Parizek Capital Currency Program 7.44 1,000k 4/1/2006 2 Tactical Investment Management Tactical Institutional Commodity Program 9.23 10,000k 4/1/1993 1 Superfund Group Superfund Blue SPC Class A (Gold) 11.55 50k 12/1/2007 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.