Trend Following Strategy Index For February 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 Feb 2010 Min Inv Inception 118 Alee Capital Management, LLC Poniente Program -9.87 2,500k 1/1/1999 117 Future Trade AG Thales Swing Trading Programme -8.15 250k 6/1/2007 116 Alee Capital Management, LLC Mistral Program -7.53 2,500k 1/1/1999 115 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.15 100k 5/1/1999 114 Clarke Capital Management Millennium -6.90 1,000k 1/1/1998 113 Purple Valley Capital, Inc. Diversified Trend 1 -6.76 100k 8/1/2008 112 Estlander & Partners Alpha Trend II - Class P -6.70 100k 12/1/2008 111 Amplitude Capital International Limited Klassik Strategy -6.62 1,000k 9/1/2009 110 Briarwood Capital Management, Inc. Diversified 2XL -5.84 250k 11/1/2004 109 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -5.46 1,000k 9/1/2009 108 Parizek Capital Futures Trading Program -5.42 500k 4/1/2000 107 Clarke Capital Management Worldwide -4.63 250k 1/1/1996 106 Insch Capital Management SA Interbank Currency Program - 3X Leverage -4.46 100k 1/1/2000 105 Clarke Capital Management Jupiter -4.36 3,000k 5/1/2005 104 RAM Management Group MRTP Aggressive -4.28 1,000k 2/1/1998 103 Mark J. Walsh Company Standard Program -4.27 2,000k 9/1/1985 102 Robinson-Langley Capital Management, LLC Managed Account Program -4.10 200k 1/1/2007 101 Clarke Capital Management Global Basic -3.84 50k 2/1/1996 100 Quantum Leap Capital Management Managed Account Program -3.50 300k 8/1/2006 99 Tactical Investment Management Tactical Institutional Commodity Program -3.23 10,000k 4/1/1993 98 Somers Brothers Capital Diversified Futures Program #1 -3.01 100k 1/1/2005 97 Hyman Beck and Company Global Portfolio -2.98 1,000k 3/1/1991 96 Neural Capital Ltd Sentinel Trading Program -2.80 2,000k 1/1/2006 95 Estlander & Partners Alpha Trend -2.08 30,000k 10/1/1991 94 Dreiss Research Corporation Diversified Program -1.44 1,000k 5/1/1991 93 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.40 250k 10/1/2009 92 RAM Management Group RAM MRTP 1X-Conservative -1.38 1,000k 9/1/1993 91 Drury Capital Diversified Trend-Following Program -1.35 5,000k 5/1/1997 90 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.27 0k 11/1/1996 89 Eckhardt Trading Company Evolution Strategies 1.2X -1.27 10,000k 10/1/1991 88 Rho Asset Management Rho Altius 1XL Program -1.25 5,000k 11/1/2007 87 Clarke Capital Management Global Magnum -1.25 100k 8/1/1997 86 Eckhardt Trading Company Evolution Strategies -1.12 20,000k 8/1/1991 85 EMC Capital Advisors, LLC Classic -1.10 5,000k 1/1/1985 84 Covenant Capital Management Original Program -0.98 5,000k 9/1/1999 83 John Locke Investments Cyril Systematic Program -0.86 8,000k 7/1/2000 82 Parizek Capital Currency Program -0.81 1,000k 4/1/2006 81 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.70 10k 7/1/2005 80 Conquest Capital Group Conquest Select -0.59 250k 6/1/2004 79 John Locke Investments JL Commodity Long Flat Program -0.40 5,000k 12/1/2007 78 Millburn Ridgefield Corporation Commodity Program -0.37 25,000k 3/1/2005 77 QQFund.com QQFund.com Alpha Beta Program -0.16 100k 9/1/2008 76 Wimmer Horizon LLP Managed Account -0.15 5,000k 5/1/2005 75 QCM Global Diversified Programme -0.12 500k 12/1/1995 74 Eclipse Capital Management Global Monetary -0.09 5,000k 8/1/1990 73 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.05 250k 10/1/2009 72 Diamond Capital Management Enhanced S&P Program -0.03 100k 10/1/2009 71 Seven Capital Management Seven Absolute Return 0.01 100k 6/1/2009 70 Covenant Capital Management Aggressive Program 0.09 3,000k 2/1/2004 69 Mobius Asset Management Diversified Program 0.14 250k 3/1/2004 68 M.S. Capital Management Global Diversified Program 0.20 2,000k 11/1/1998 67 Estlander & Partners Global Markets 0.28 10,000k 8/1/1999 66 Alder Capital DAC Alder Global 10 0.30 250k 10/1/2000 65 Wavefront Global Asset Management IMFC Global Concentrated 0.35 500k 4/1/2009 64 Cauldron Investments, LLC Stock Index Plus 0.39 1,000k 10/1/2009 63 Auspice Auspice Diversified Program 0.50 1,500k 6/1/2007 62 Saxon Investment Corporation Diversified Program 0.52 3,000k 9/1/1988 61 Estlander & Partners Global XL 0.52 5,000k 8/1/1991 60 Blackwater Capital Management Global Program 0.60 5,000k 7/1/2005 59 Alder Capital DAC Alder Global 20 0.60 250k 2/1/2001 58 Southwest Managed Investments, LLC Global Diversified 0.65 200k 1/1/2002 57 Transtrend B.V. DTP – Standard Risk (EUR) 0.73 10,000k 2/1/1999 56 Red Rock Capital, LLC Systematic Global Macro 0.74 500k 9/1/2003 55 Ancile Capital Management Global Markets Program 0.89 2,000k 4/1/2005 54 Saxon Investment Corporation Aggressive Diversified Program 0.96 2,000k 11/1/1993 53 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.97 10,000k 3/1/2003 52 Rabar Market Research Diversified Program 0.98 2,000k 1/1/1989 51 Rotella Capital Management Rotella Polaris Program (Diversified) 1.13 10,000k 1/1/1991 50 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.17 1k 10/1/2006 49 Transtrend B.V. DTP – Enhanced Risk (USD) 1.18 10,000k 1/1/1995 48 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.21 10,000k 8/1/2004 47 Altradis Capital AG AlphAlgo 1.30 100k 5/1/2007 46 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.35 10,000k 8/1/1999 45 Vergho Asset Management LLC Kinematics 1.36 1,000k 11/1/2008 44 Quantica Capital AG Quantica Diversified FX 1.42 5,000k 3/1/2007 43 Superfund Group Superfund Green L.P. Series A 1.49 5k 10/1/2002 42 Gladius Asset Management Fulham Program 1.55 2,000k 1/1/2008 41 Superfund Group Superfund Blue SPC Class A (EUR) 1.58 50k 4/1/2005 40 ISAM ISAM Systematic Trend Fund 1.63 1,000k 6/1/2001 39 Mobius Asset Management Custom Trading Program 1.66 100k 1/1/2002 38 Clarke Capital Management FX Plus 1.76 1,000k 5/1/2004 37 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 1.78 200k 11/1/1999 36 Conquest Capital Group Conquest Macro 1.84 250k 5/1/1999 35 Pacific Capital Advisors Vanguard Program 2.00 100k 4/1/2007 34 Kelly Angle Inc. Genesis Program 2.16 2,000k 4/1/2000 33 Superfund Group Superfund Green GCT USD 2.23 15k 1/1/2000 32 IDS Capital IDS F&F Systematic Trading 2.26 50k 7/1/2013 31 Wavefront Global Asset Management IMFC Global Investment Program 2.31 2,000k 2/1/2007 30 Winton Capital Management Diversified 2.33 50,000k 10/1/1997 29 Rotella Capital Management Rotella Orion (Short-Term) Program 2.40 10,000k 3/1/2006 28 Chesapeake Capital Diversified (LV) 2.47 100k 2/1/1988 27 Welton Investment Partners Welton Global 2.48 10,000k 6/1/2004 26 Quantica Capital AG Quantica Managed Futures 2.48 10,000k 1/1/2005 25 Rabar Market Research Short-Term Program 2.52 2,000k 11/1/2009 24 Superfund Group Superfund Green L.P. Series B 2.60 5k 10/1/2002 23 Superfund Group Superfund Green Q-AG 2.66 2k 3/1/1996 22 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.89 100k 3/1/2003 21 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.95 100k 10/1/2009 20 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.68 100k 1/1/2005 19 Superfund Group Superfund Green Master 3.76 2,000k 5/1/2001 18 Lynx Asset Management AB Lynx Program 3.94 75k 5/1/2000 17 Gap Partners LLC Gap 3.97 250k 11/1/2009 16 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.97 100k 11/1/1984 15 AllMountain Capital AG Mount Denali Global Trends 4.08 160k 7/1/2007 14 Hawksbill Capital Management Global Diversified 4.31 5,000k 11/1/1988 13 Superfund Group Superfund Green Gold A (SPC) 4.70 5k 10/1/2005 12 Superfund Group Superfund Green Gold L.P. Series A-1 4.75 5k 4/1/2009 11 SCT Capital Management The Adaptive Quant Trading (AQT) Program 4.88 10,000k 8/1/2009 10 Angle Capital Management LLC AIP Program 5.17 100k 1/1/2010 9 Superfund Group Superfund Green Gold L.P. Series B-1 6.12 5k 4/1/2009 8 Superfund Group Superfund Green Gold B (SPC) 6.29 50k 10/1/2005 7 Superfund Group Superfund Green Gold C (SPC) 6.73 100k 10/1/2005 6 Keck Capital Management LLC The Keck Program 6.90 2,000k 12/1/2003 5 Superfund Group Superfund Blue SPC Class A (Gold) 7.01 50k 12/1/2007 4 Heyden & Steindl GmbH TOMAC2 10.73 5,000k 3/1/2003 3 Insignia Managed Capital Medallion 12.61 50k 2/1/2009 2 DUNN Capital Management D'Best Futures Fund, L.P. 13.81 100k 6/1/1994 1 DUNN Capital Management DUNN Combined Fund (DCF) 18.17 100k 5/1/1989 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.