Trend Following Strategy Index For April 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 Apr 2010 Min Inv Inception 118 Heyden & Steindl GmbH TOMAC2 -10.03 5,000k 3/1/2003 117 Insch Capital Management SA Interbank Currency Program - 3X Leverage -7.97 100k 1/1/2000 116 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -7.63 100k 3/1/2003 115 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -6.76 100k 10/1/2009 114 Gladius Asset Management Fulham Program -5.93 2,000k 1/1/2008 113 Clarke Capital Management Global Basic -5.40 50k 2/1/1996 112 Parizek Capital Futures Trading Program -4.59 500k 4/1/2000 111 AllMountain Capital AG Mount Denali Global Trends -4.15 160k 7/1/2007 110 Blackwater Capital Management Global Program -3.87 5,000k 7/1/2005 109 Clarke Capital Management Global Magnum -3.68 100k 8/1/1997 108 Altradis Capital AG AlphAlgo -3.66 100k 5/1/2007 107 Wavefront Global Asset Management IMFC Global Concentrated -3.44 500k 4/1/2009 106 RAM Management Group MRTP Aggressive -3.13 1,000k 2/1/1998 105 Estlander & Partners Alpha Trend II - Class P -3.04 100k 12/1/2008 104 Alee Capital Management, LLC Poniente Program -2.85 2,500k 1/1/1999 103 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.82 10k 7/1/2005 102 Mark J. Walsh Company Standard Program -2.11 2,000k 9/1/1985 101 Conquest Capital Group Conquest Select -2.07 250k 6/1/2004 100 Alee Capital Management, LLC Mistral Program -1.96 2,500k 1/1/1999 99 Briarwood Capital Management, Inc. Diversified 2XL -1.91 250k 11/1/2004 98 Hyman Beck and Company Global Portfolio -1.71 1,000k 3/1/1991 97 Keck Capital Management LLC The Keck Program -1.56 2,000k 12/1/2003 96 Vergho Asset Management LLC Kinematics -1.46 1,000k 11/1/2008 95 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.22 250k 10/1/2009 94 RAM Management Group RAM MRTP 1X-Conservative -1.10 1,000k 9/1/1993 93 Neural Capital Ltd Sentinel Trading Program -1.00 2,000k 1/1/2006 92 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.86 200k 11/1/1999 91 Purple Valley Capital, Inc. Diversified Trend 1 -0.86 100k 8/1/2008 90 Gap Partners LLC Gap -0.85 250k 11/1/2009 89 Estlander & Partners Alpha Trend -0.82 30,000k 10/1/1991 88 Southwest Managed Investments, LLC Global Diversified -0.66 200k 1/1/2002 87 Eclipse Capital Management Global Monetary -0.66 5,000k 8/1/1990 86 Alder Capital DAC Alder Global 20 -0.60 250k 2/1/2001 85 John Locke Investments Cyril Systematic Program -0.55 8,000k 7/1/2000 84 Angle Capital Management LLC AIP Program -0.49 100k 1/1/2010 83 Alder Capital DAC Alder Global 10 -0.40 250k 10/1/2000 82 Clarke Capital Management Jupiter -0.36 3,000k 5/1/2005 81 Robinson-Langley Capital Management, LLC Managed Account Program -0.34 200k 1/1/2007 80 Clarke Capital Management FX Plus -0.33 1,000k 5/1/2004 79 John Locke Investments JL Commodity Long Flat Program -0.25 5,000k 12/1/2007 78 Parizek Capital Currency Program -0.20 1,000k 4/1/2006 77 Rabar Market Research Short-Term Program 0.05 2,000k 11/1/2009 76 Rho Asset Management Rho Altius 1XL Program 0.08 5,000k 11/1/2007 75 Somers Brothers Capital Diversified Futures Program #1 0.18 100k 1/1/2005 74 Diamond Capital Management Enhanced S&P Program 0.38 100k 10/1/2009 73 Drury Capital Diversified Trend-Following Program 0.38 5,000k 5/1/1997 72 Cauldron Investments, LLC Stock Index Plus 0.48 1,000k 10/1/2009 71 EMC Capital Advisors, LLC Classic 0.50 5,000k 1/1/1985 70 Wavefront Global Asset Management IMFC Global Investment Program 0.56 2,000k 2/1/2007 69 Insignia Managed Capital Medallion 0.60 50k 2/1/2009 68 Mobius Asset Management Diversified Program 0.62 250k 3/1/2004 67 Millburn Ridgefield Corporation Commodity Program 0.69 25,000k 3/1/2005 66 Lynx Asset Management AB Lynx Program 0.71 75k 5/1/2000 65 Rotella Capital Management Rotella Orion (Short-Term) Program 0.78 10,000k 3/1/2006 64 Red Rock Capital, LLC Systematic Global Macro 0.85 500k 9/1/2003 63 Kelly Angle Inc. Genesis Program 0.97 2,000k 4/1/2000 62 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 0.99 0k 11/1/1996 61 Conquest Capital Group Conquest Macro 1.00 250k 5/1/1999 60 Auspice Capital Advisors Ltd Auspice Diversified Program 1.01 1,500k 4/1/2006 59 Ancile Capital Management Global Markets Program 1.03 2,000k 4/1/2005 58 Transtrend B.V. DTP – Standard Risk (EUR) 1.17 10,000k 2/1/1999 57 QCM Global Diversified Programme 1.19 500k 12/1/1995 56 Liberty Funds Group, Inc Liberty Wealth Protection Fund 1.26 250k 10/1/2009 55 Pacific Capital Advisors Vanguard Program 1.29 100k 4/1/2007 54 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.38 100k 1/1/2005 53 Seven Capital Management Seven Absolute Return 1.41 100k 6/1/2009 52 Superfund Group Superfund Blue SPC Class A (EUR) 1.50 50k 4/1/2005 51 Quantum Leap Capital Management Managed Account Program 1.57 300k 8/1/2006 50 Quantica Capital AG Quantica Managed Futures 1.60 5,000k 1/1/2005 49 Saxon Investment Corporation Diversified Program 1.64 3,000k 9/1/1988 48 Winton Capital Management Diversified 1.75 50,000k 10/1/1997 47 Rotella Capital Management Rotella Polaris Program (Diversified) 1.76 10,000k 1/1/1991 46 IDS Capital IDS F&F Systematic Trading 1.81 50k 7/1/2013 45 Transtrend B.V. DTP – Enhanced Risk (USD) 1.82 10,000k 1/1/1995 44 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.83 1k 10/1/2006 43 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.84 10,000k 8/1/2004 42 ISAM ISAM Systematic Trend Fund 1.85 1,000k 6/1/2001 41 Clarke Capital Management Millennium 1.90 1,000k 1/1/1998 40 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.93 10,000k 8/1/1999 39 Rabar Market Research Diversified Program 1.95 2,000k 1/1/1989 38 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.02 100k 5/1/1999 37 Wimmer Horizon LLP Managed Account 2.14 5,000k 5/1/2005 36 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.19 1,000k 9/1/2009 35 Tactical Investment Management Tactical Institutional Commodity Program 2.26 10,000k 4/1/1993 34 Mobius Asset Management Custom Trading Program 2.29 100k 1/1/2002 33 Estlander & Partners Global Markets 2.31 10,000k 8/1/1999 32 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.31 10,000k 3/1/2003 31 M.S. Capital Management Global Diversified Program 2.42 2,000k 11/1/1998 30 Eckhardt Trading Company Evolution Strategies 2.55 20,000k 8/1/1991 29 SCT Capital Management The Adaptive Quant Trading (AQT) Program 2.71 10,000k 8/1/2009 28 Eckhardt Trading Company Evolution Strategies 1.2X 2.83 10,000k 10/1/1991 27 Saxon Investment Corporation Aggressive Diversified Program 2.86 2,000k 11/1/1993 26 Amplitude Capital International Limited Klassik Strategy 2.88 1,000k 9/1/2009 25 Quantica Capital AG Quantica Diversified FX 2.90 5,000k 3/1/2007 24 Future Trade AG Thales Swing Trading Programme 3.18 250k 6/1/2007 23 Chesapeake Capital Diversified (LV) 3.71 100k 2/1/1988 22 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.22 100k 11/1/1984 21 Covenant Capital Management Original Program 4.48 5,000k 9/1/1999 20 Welton Investment Partners Welton Global 4.59 10,000k 6/1/2004 19 Estlander & Partners Global XL 4.59 5,000k 8/1/1991 18 Superfund Group Superfund Green L.P. Series A 4.59 5k 10/1/2002 17 QQFund.com QQFund.com Alpha Beta Program 5.39 100k 9/1/2008 16 Dreiss Research Corporation Diversified Program 5.40 1,000k 5/1/1991 15 Covenant Capital Management Aggressive Program 5.42 3,000k 2/1/2004 14 Clarke Capital Management Worldwide 5.45 250k 1/1/1996 13 Superfund Group Superfund Green Q-AG 5.58 2k 3/1/1996 12 Hawksbill Capital Management Global Diversified 6.87 5,000k 11/1/1988 11 Superfund Group Superfund Green L.P. Series B 7.04 5k 10/1/2002 10 Superfund Group Superfund Green GCT USD 7.72 15k 1/1/2000 9 DUNN Capital Management D'Best Futures Fund, L.P. 8.28 100k 6/1/1994 8 Superfund Group Superfund Green Gold L.P. Series A-1 8.98 5k 4/1/2009 7 Superfund Group Superfund Blue SPC Class A (Gold) 9.45 50k 12/1/2007 6 Superfund Group Superfund Green Master 10.07 2,000k 5/1/2001 5 Superfund Group Superfund Green Gold A (SPC) 10.14 5k 10/1/2005 4 Superfund Group Superfund Green Gold L.P. Series B-1 11.88 5k 4/1/2009 3 Superfund Group Superfund Green Gold B (SPC) 12.41 50k 10/1/2005 2 DUNN Capital Management DUNN Combined Fund (DCF) 12.42 100k 5/1/1989 1 Superfund Group Superfund Green Gold C (SPC) 14.83 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.