Trend Following Strategy Index For December 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 Dec 2010 Min Inv Inception 121 Future Trade AG Thales Swing Trading Programme -4.47 250k 6/1/2007 120 Clarke Capital Management Global Basic -4.47 50k 2/1/1996 119 Parizek Capital Currency Program -3.40 1,000k 4/1/2006 118 Conquest Capital Group Conquest Macro -2.39 250k 5/1/1999 117 Clarke Capital Management Global Magnum -1.55 100k 8/1/1997 116 Heyden & Steindl GmbH TOMAC2 -0.84 5,000k 3/1/2003 115 Alder Capital DAC Alder Global 20 -0.40 250k 2/1/2001 114 Gap Partners LLC Gap -0.11 250k 11/1/2009 113 Alder Capital DAC Alder Global 10 -0.10 250k 10/1/2000 112 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.00 5,000k 12/1/2010 111 Pacific Capital Advisors Vanguard Program 0.19 100k 4/1/2007 110 Gladius Asset Management Fulham Program 0.55 2,000k 1/1/2008 109 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.66 1,000k 3/1/2003 108 Superfund Group Superfund Blue SPC Class A (Gold) 0.70 50k 12/1/2007 107 Mobius Asset Management Diversified Program 0.80 250k 3/1/2004 106 Superfund Group Superfund Blue SPC Class A (EUR) 0.85 50k 4/1/2005 105 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.92 250k 10/1/2009 104 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.15 100k 1/1/2000 103 Saxon Investment Corporation Diversified Program 1.21 3,000k 9/1/1988 102 RAM Management Group RAM MRTP 1X-Conservative 1.37 1,000k 9/1/1993 101 Briarwood Capital Management, Inc. Diversified 2XL 1.44 250k 11/1/2004 100 Seven Capital Management Seven Absolute Return 1.44 100k 6/1/2009 99 Wavefront Global Asset Management IMFC Global Concentrated 1.66 500k 4/1/2009 98 Saxon Investment Corporation Aggressive Diversified Program 2.12 2,000k 11/1/1993 97 Mobius Asset Management Custom Trading Program 2.20 100k 1/1/2002 96 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.21 100k 1/1/2005 95 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.27 100k 10/1/2009 94 Transtrend B.V. DTP – Standard Risk (EUR) 2.34 10,000k 2/1/1999 93 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.44 100k 3/1/2003 92 ALFAKRAFT ALFA Commodity Fund 2.48 16k 6/1/2010 91 SCT Capital Management The Adaptive Quant Trading (AQT) Program 2.74 10,000k 8/1/2009 90 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.89 1,000k 9/1/2009 89 Wavefront Global Asset Management IMFC Global Investment Program 3.07 2,000k 2/1/2007 88 Rotella Capital Management Rotella Orion (Short-Term) Program 3.33 10,000k 3/1/2006 87 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.33 1k 10/1/2006 86 Quantica Capital AG Quantica Diversified FX 3.40 5,000k 3/1/2007 85 IDS Capital IDS F&F Systematic Trading 3.53 50k 7/1/2013 84 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.58 10,000k 8/1/2004 83 Transtrend B.V. DTP – Enhanced Risk (USD) 3.60 10,000k 1/1/1995 82 Amplitude Capital International Limited Klassik Strategy 3.69 1,000k 9/1/2009 81 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.73 10,000k 8/1/1999 80 Winton Capital Management Diversified 3.75 50,000k 10/1/1997 79 Diamond Capital Management Enhanced S&P Program 3.80 100k 10/1/2009 78 Cauldron Investments, LLC Stock Index Plus 3.88 1,000k 10/1/2009 77 Estlander & Partners Global Markets 3.95 10,000k 8/1/1999 76 Clarke Capital Management Worldwide 3.96 250k 1/1/1996 75 RAM Management Group MRTP Aggressive 4.21 1,000k 2/1/1998 74 Clarke Capital Management FX Plus 4.23 1,000k 5/1/2004 73 Quantica Capital AG Quantica Managed Futures 4.30 5,000k 1/1/2005 72 Ancile Capital Management Global Markets Program 4.77 2,000k 4/1/2005 71 Vergho Asset Management LLC Kinematics 4.78 1,000k 11/1/2008 70 Keck Capital Management LLC The Keck Program 4.88 2,000k 12/1/2003 69 Red Rock Capital, LLC Systematic Global Macro 4.90 500k 9/1/2003 68 Conquest Capital Group Conquest Select 4.98 250k 6/1/2004 67 Robinson-Langley Capital Management, LLC Managed Account Program 5.02 200k 1/1/2007 66 Estlander & Partners Alpha Trend 5.03 30,000k 10/1/1991 65 Rotella Capital Management Rotella Polaris Program (Diversified) 5.25 10,000k 1/1/1991 64 John Locke Investments Cyril Systematic Program 5.39 8,000k 7/1/2000 63 Estlander & Partners Freedom 5.44 20,000k 8/1/2010 62 Lynx Asset Management AB Lynx Program 5.45 75k 5/1/2000 61 Southwest Managed Investments, LLC Global Diversified 5.76 200k 1/1/2002 60 Neural Capital Ltd Sentinel Trading Program 5.88 2,000k 1/1/2006 59 EMC Capital Advisors, LLC Classic 5.90 5,000k 1/1/1985 58 Covenant Capital Management Original Program 6.74 5,000k 9/1/1999 57 ISAM ISAM Systematic Trend Fund 6.82 1,000k 6/1/2001 56 Kelly Angle Inc. Genesis Program 6.86 2,000k 4/1/2000 55 Covenant Capital Management Aggressive Program 7.08 3,000k 2/1/2004 54 Altradis Capital AG AlphAlgo 7.20 100k 5/1/2007 53 Insignia Managed Capital Medallion 7.36 50k 2/1/2009 52 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 7.41 10k 7/1/2005 51 Welton Investment Partners Welton Global 7.51 10,000k 6/1/2004 50 Angle Capital Management LLC AIP Program 7.56 100k 1/1/2010 49 Eclipse Capital Management Global Monetary 7.72 5,000k 8/1/1990 48 Rabar Market Research Short-Term Program 7.79 2,000k 11/1/2009 47 Estlander & Partners Global XL 8.06 5,000k 8/1/1991 46 Auspice Capital Advisors Ltd Auspice Diversified Program 8.08 1,500k 4/1/2006 45 QCM Global Diversified Programme 8.36 500k 12/1/1995 44 Eckhardt Trading Company Evolution Strategies 8.45 20,000k 8/1/1991 43 Millburn Ridgefield Corporation Commodity Program 8.47 25,000k 3/1/2005 42 DUNN Capital Management D'Best Futures Fund, L.P. 8.61 100k 6/1/1994 41 Quantum Leap Capital Management Managed Account Program 8.86 300k 8/1/2006 40 Drury Capital Diversified Trend-Following Program 9.06 5,000k 5/1/1997 39 Clarke Capital Management Millennium 9.08 1,000k 1/1/1998 38 Mark J. Walsh Company Standard Program 9.11 2,000k 9/1/1985 37 Alee Capital Management, LLC Poniente Program 9.17 2,500k 1/1/1999 36 Superfund Group Superfund Green Gold L.P. Series A-1 9.41 5k 4/1/2009 35 Alee Capital Management, LLC Mistral Program 9.46 2,500k 1/1/1999 34 Rho Asset Management Rho Altius 1XL Program 9.55 5,000k 11/1/2007 33 DUNN Capital Management DUNN Combined Fund (DCF) 9.58 100k 5/1/1989 32 AllMountain Capital AG Mount Denali Global Trends 9.73 160k 7/1/2007 31 Wimmer Horizon LLP Managed Account 9.80 5,000k 5/1/2005 30 John Locke Investments JL Commodity Long Flat Program 9.95 5,000k 12/1/2007 29 Eckhardt Trading Company Evolution Strategies 1.2X 10.12 10,000k 10/1/1991 28 Superfund Group Superfund Green L.P. Series A 10.13 5k 10/1/2002 27 Rabar Market Research Diversified Program 10.49 2,000k 1/1/1989 26 Tactical Investment Management Tactical Institutional Commodity Program 10.60 10,000k 4/1/1993 25 Superfund Group Superfund Green Q-AG 10.93 2k 3/1/1996 24 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.95 100k 11/1/1984 23 Somers Brothers Capital Diversified Futures Program #1 11.00 100k 1/1/2005 22 Parizek Capital Futures Trading Program 11.52 500k 4/1/2000 21 Hawksbill Capital Management Global Diversified 11.76 5,000k 11/1/1988 20 Blackwater Capital Management Global Program 12.02 5,000k 7/1/2005 19 QQFund.com QQFund.com Alpha Beta Program 12.28 100k 9/1/2008 18 Hyman Beck and Company Global Portfolio 12.72 1,000k 3/1/1991 17 M.S. Capital Management Global Diversified Program 13.06 2,000k 11/1/1998 16 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 13.26 0k 11/1/1996 15 Superfund Group Superfund Green Gold A (SPC) 13.73 5k 10/1/2005 14 Liberty Funds Group, Inc Liberty Wealth Protection Fund 13.81 250k 10/1/2009 13 Chesapeake Capital Diversified (LV) 13.89 100k 2/1/1988 12 Superfund Group Superfund Green Gold L.P. Series B-1 13.90 5k 4/1/2009 11 Clarke Capital Management Jupiter 14.49 3,000k 5/1/2005 10 Superfund Group Superfund Green L.P. Series B 15.25 5k 10/1/2002 9 Superfund Group Superfund Green GCT USD 15.31 15k 1/1/2000 8 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 16.07 200k 11/1/1999 7 Estlander & Partners Alpha Trend II - Class P 16.82 100k 12/1/2008 6 Dreiss Research Corporation Diversified Program 19.08 1,000k 5/1/1991 5 Superfund Group Superfund Green Gold B (SPC) 19.62 50k 10/1/2005 4 Superfund Group Superfund Green Master 22.98 2,000k 5/1/2001 3 Purple Valley Capital, Inc. Diversified Trend 1 23.22 100k 8/1/2008 2 Superfund Group Superfund Green Gold C (SPC) 25.28 100k 10/1/2005 1 Mulvaney Capital Management The Mulvaney Global Markets Fund 25.30 100k 5/1/1999 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.