Trend Following Strategy Index For March 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 Mar 2010 Min Inv Inception 118 Mulvaney Capital Management The Mulvaney Global Markets Fund -5.15 100k 5/1/1999 117 Briarwood Capital Management, Inc. Diversified 2XL -4.75 250k 11/1/2004 116 Clarke Capital Management Global Magnum -4.74 100k 8/1/1997 115 Neural Capital Ltd Sentinel Trading Program -3.90 2,000k 1/1/2006 114 Clarke Capital Management Global Basic -3.84 50k 2/1/1996 113 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.45 200k 11/1/1999 112 Mobius Asset Management Custom Trading Program -2.91 100k 1/1/2002 111 Gap Partners LLC Gap -2.89 250k 11/1/2009 110 Purple Valley Capital, Inc. Diversified Trend 1 -2.73 100k 8/1/2008 109 Alee Capital Management, LLC Poniente Program -2.57 2,500k 1/1/1999 108 Altradis Capital AG AlphAlgo -1.99 100k 5/1/2007 107 Alee Capital Management, LLC Mistral Program -1.92 2,500k 1/1/1999 106 Quantum Leap Capital Management Managed Account Program -1.92 300k 8/1/2006 105 Covenant Capital Management Aggressive Program -1.66 3,000k 2/1/2004 104 Mark J. Walsh Company Standard Program -1.29 2,000k 9/1/1985 103 Hawksbill Capital Management Global Diversified -1.25 5,000k 11/1/1988 102 Superfund Group Superfund Blue SPC Class A (EUR) -1.11 50k 4/1/2005 101 Hyman Beck and Company Global Portfolio -0.99 1,000k 3/1/1991 100 Conquest Capital Group Conquest Select -0.95 250k 6/1/2004 99 Superfund Group Superfund Blue SPC Class A (Gold) -0.85 50k 12/1/2007 98 Heyden & Steindl GmbH TOMAC2 -0.76 5,000k 3/1/2003 97 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -0.69 100k 10/1/2009 96 Covenant Capital Management Original Program -0.60 5,000k 9/1/1999 95 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -0.55 100k 3/1/2003 94 Mobius Asset Management Diversified Program -0.52 250k 3/1/2004 93 Southwest Managed Investments, LLC Global Diversified -0.51 200k 1/1/2002 92 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.51 250k 10/1/2009 91 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 90 Kelly Angle Inc. Genesis Program -0.05 2,000k 4/1/2000 89 Clarke Capital Management Millennium 0.15 1,000k 1/1/1998 88 AllMountain Capital AG Mount Denali Global Trends 0.31 160k 7/1/2007 87 Eckhardt Trading Company Evolution Strategies 1.2X 0.50 10,000k 10/1/1991 86 Eckhardt Trading Company Evolution Strategies 0.52 20,000k 8/1/1991 85 John Locke Investments Cyril Systematic Program 0.62 8,000k 7/1/2000 84 Auspice Capital Advisors Ltd Auspice Diversified Program 0.66 1,500k 4/1/2006 83 Seven Capital Management Seven Absolute Return 0.71 100k 6/1/2009 82 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.93 100k 1/1/2000 81 Angle Capital Management LLC AIP Program 0.95 100k 1/1/2010 80 Keck Capital Management LLC The Keck Program 1.02 2,000k 12/1/2003 79 Vergho Asset Management LLC Kinematics 1.05 1,000k 11/1/2008 78 Rotella Capital Management Rotella Orion (Short-Term) Program 1.06 10,000k 3/1/2006 77 Saxon Investment Corporation Diversified Program 1.19 3,000k 9/1/1988 76 Alder Capital DAC Alder Global 10 1.30 250k 10/1/2000 75 Clarke Capital Management Worldwide 1.41 250k 1/1/1996 74 Parizek Capital Currency Program 1.49 1,000k 4/1/2006 73 John Locke Investments JL Commodity Long Flat Program 1.66 5,000k 12/1/2007 72 Wavefront Global Asset Management IMFC Global Concentrated 1.78 500k 4/1/2009 71 Rabar Market Research Short-Term Program 1.90 2,000k 11/1/2009 70 Liberty Funds Group, Inc Liberty Wealth Protection Fund 1.95 250k 10/1/2009 69 Saxon Investment Corporation Aggressive Diversified Program 1.96 2,000k 11/1/1993 68 Lynx Asset Management AB Lynx Program 1.97 75k 5/1/2000 67 Pacific Capital Advisors Vanguard Program 2.13 100k 4/1/2007 66 Robinson-Langley Capital Management, LLC Managed Account Program 2.14 200k 1/1/2007 65 Gladius Asset Management Fulham Program 2.20 2,000k 1/1/2008 64 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.39 10,000k 3/1/2003 63 Quantica Capital AG Quantica Managed Futures 2.39 5,000k 1/1/2005 62 Conquest Capital Group Conquest Macro 2.42 250k 5/1/1999 61 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.65 10k 7/1/2005 60 Alder Capital DAC Alder Global 20 2.70 250k 2/1/2001 59 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.83 1k 10/1/2006 58 Estlander & Partners Alpha Trend 2.84 30,000k 10/1/1991 57 Quantica Capital AG Quantica Diversified FX 2.98 5,000k 3/1/2007 56 Insignia Managed Capital Medallion 3.07 50k 2/1/2009 55 RAM Management Group RAM MRTP 1X-Conservative 3.11 1,000k 9/1/1993 54 Clarke Capital Management FX Plus 3.31 1,000k 5/1/2004 53 Estlander & Partners Global Markets 3.33 10,000k 8/1/1999 52 Wavefront Global Asset Management IMFC Global Investment Program 3.52 2,000k 2/1/2007 51 Red Rock Capital, LLC Systematic Global Macro 3.65 500k 9/1/2003 50 Rotella Capital Management Rotella Polaris Program (Diversified) 3.77 10,000k 1/1/1991 49 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.99 100k 1/1/2005 48 Eclipse Capital Management Global Monetary 4.03 5,000k 8/1/1990 47 Dreiss Research Corporation Diversified Program 4.11 1,000k 5/1/1991 46 IDS Capital IDS F&F Systematic Trading 4.26 50k 7/1/2013 45 Welton Investment Partners Welton Global 4.42 10,000k 6/1/2004 44 Millburn Ridgefield Corporation Commodity Program 4.47 25,000k 3/1/2005 43 Future Trade AG Thales Swing Trading Programme 4.47 250k 6/1/2007 42 Tactical Investment Management Tactical Institutional Commodity Program 4.88 10,000k 4/1/1993 41 Wimmer Horizon LLP Managed Account 4.89 5,000k 5/1/2005 40 Winton Capital Management Diversified 4.91 50,000k 10/1/1997 39 Transtrend B.V. DTP – Standard Risk (EUR) 5.30 10,000k 2/1/1999 38 Somers Brothers Capital Diversified Futures Program #1 5.33 100k 1/1/2005 37 ISAM ISAM Systematic Trend Fund 5.50 1,000k 6/1/2001 36 Blackwater Capital Management Global Program 5.66 5,000k 7/1/2005 35 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 5.67 1,000k 9/1/2009 34 Ancile Capital Management Global Markets Program 5.75 2,000k 4/1/2005 33 Rabar Market Research Diversified Program 5.86 2,000k 1/1/1989 32 EMC Capital Advisors, LLC Classic 6.00 5,000k 1/1/1985 31 Drury Capital Diversified Trend-Following Program 6.12 5,000k 5/1/1997 30 Chesapeake Capital Diversified (LV) 6.40 100k 2/1/1988 29 M.S. Capital Management Global Diversified Program 6.50 2,000k 11/1/1998 28 Clarke Capital Management Jupiter 6.55 3,000k 5/1/2005 27 Estlander & Partners Global XL 6.69 5,000k 8/1/1991 26 Superfund Group Superfund Green Gold L.P. Series A-1 7.26 5k 4/1/2009 25 QCM Global Diversified Programme 7.37 500k 12/1/1995 24 Diamond Capital Management Enhanced S&P Program 7.40 100k 10/1/2009 23 Cauldron Investments, LLC Stock Index Plus 7.52 1,000k 10/1/2009 22 Amplitude Capital International Limited Klassik Strategy 7.56 1,000k 9/1/2009 21 Transtrend B.V. DTP – Enhanced Risk (EUR) 8.14 10,000k 8/1/1999 20 Transtrend B.V. DTP – Enhanced Risk (USD) 8.18 10,000k 1/1/1995 19 Transtrend B.V. DTP – Enhanced Risk (JPY) 8.37 10,000k 8/1/2004 18 Estlander & Partners Alpha Trend II - Class P 9.18 100k 12/1/2008 17 RAM Management Group MRTP Aggressive 9.20 1,000k 2/1/1998 16 Parizek Capital Futures Trading Program 9.35 500k 4/1/2000 15 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.83 100k 11/1/1984 14 DUNN Capital Management D'Best Futures Fund, L.P. 10.33 100k 6/1/1994 13 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 10.44 0k 11/1/1996 12 Rho Asset Management Rho Altius 1XL Program 10.77 5,000k 11/1/2007 11 Superfund Group Superfund Green Gold A (SPC) 12.54 5k 10/1/2005 10 DUNN Capital Management DUNN Combined Fund (DCF) 13.78 100k 5/1/1989 9 Superfund Group Superfund Green Q-AG 14.13 2k 3/1/1996 8 Superfund Group Superfund Green L.P. Series A 14.41 5k 10/1/2002 7 Superfund Group Superfund Green Gold L.P. Series B-1 17.60 5k 4/1/2009 6 QQFund.com QQFund.com Alpha Beta Program 17.63 100k 9/1/2008 5 Superfund Group Superfund Green GCT USD 18.50 15k 1/1/2000 4 Superfund Group Superfund Green Gold B (SPC) 19.28 50k 10/1/2005 3 Superfund Group Superfund Green L.P. Series B 22.85 5k 10/1/2002 2 Superfund Group Superfund Green Master 25.94 2,000k 5/1/2001 1 Superfund Group Superfund Green Gold C (SPC) 26.12 100k 10/1/2005 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.