Trend Following Strategy Index For June 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 Jun 2010 Min Inv Inception 119 QQFund.com QQFund.com Alpha Beta Program -15.95 100k 9/1/2008 118 RAM Management Group MRTP Aggressive -5.02 1,000k 2/1/1998 117 Robinson-Langley Capital Management, LLC Managed Account Program -3.81 200k 1/1/2007 116 Diamond Capital Management Enhanced S&P Program -3.72 100k 10/1/2009 115 Parizek Capital Futures Trading Program -3.66 500k 4/1/2000 114 Cauldron Investments, LLC Stock Index Plus -3.61 1,000k 10/1/2009 113 Quantum Leap Capital Management Managed Account Program -3.16 300k 8/1/2006 112 Chesapeake Capital Diversified (LV) -3.05 100k 2/1/1988 111 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -3.05 250k 10/1/2009 110 DUNN Capital Management DUNN Combined Fund (DCF) -2.77 100k 5/1/1989 109 Superfund Group Superfund Blue SPC Class A (EUR) -2.73 50k 4/1/2005 108 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.69 250k 10/1/2009 107 Millburn Ridgefield Corporation Commodity Program -1.77 25,000k 3/1/2005 106 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.76 100k 1/1/2005 105 Rotella Capital Management Rotella Polaris Program (Diversified) -1.72 10,000k 1/1/1991 104 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.72 100k 1/1/2000 103 EMC Capital Advisors, LLC Classic -1.70 5,000k 1/1/1985 102 RAM Management Group RAM MRTP 1X-Conservative -1.57 1,000k 9/1/1993 101 Eclipse Capital Management Global Monetary -1.54 5,000k 8/1/1990 100 Heyden & Steindl GmbH TOMAC2 -1.24 5,000k 3/1/2003 99 Estlander & Partners Global XL -1.18 5,000k 8/1/1991 98 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.07 10,000k 8/1/2009 97 IDS Capital IDS F&F Systematic Trading -1.04 50k 7/1/2013 96 Red Rock Capital, LLC Systematic Global Macro -0.93 500k 9/1/2003 95 Superfund Group Superfund Blue SPC Class A (Gold) -0.77 50k 12/1/2007 94 Rabar Market Research Diversified Program -0.77 2,000k 1/1/1989 93 Quantica Capital AG Quantica Diversified FX -0.70 5,000k 3/1/2007 92 Wavefront Global Asset Management IMFC Global Investment Program -0.62 2,000k 2/1/2007 91 Altradis Capital AG AlphAlgo -0.58 100k 5/1/2007 90 Estlander & Partners Global Markets -0.57 10,000k 8/1/1999 89 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.56 1k 10/1/2006 88 QCM Global Diversified Programme -0.54 500k 12/1/1995 87 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.46 1,000k 3/1/2003 86 ISAM ISAM Systematic Trend Fund -0.44 1,000k 6/1/2001 85 Parizek Capital Currency Program -0.44 1,000k 4/1/2006 84 Future Trade AG Thales Swing Trading Programme -0.41 250k 6/1/2007 83 Superfund Group Superfund Green L.P. Series B -0.36 5k 10/1/2002 82 Superfund Group Superfund Green L.P. Series A -0.33 5k 10/1/2002 81 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.25 10,000k 8/1/2004 80 Transtrend B.V. DTP – Enhanced Risk (USD) -0.22 10,000k 1/1/1995 79 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.18 10,000k 8/1/1999 78 Transtrend B.V. DTP – Standard Risk (EUR) -0.17 10,000k 2/1/1999 77 ALFAKRAFT ALFA Commodity Fund 0.00 16k 6/1/2010 76 Saxon Investment Corporation Diversified Program 0.03 3,000k 9/1/1988 75 Saxon Investment Corporation Aggressive Diversified Program 0.04 2,000k 11/1/1993 74 Drury Capital Diversified Trend-Following Program 0.18 5,000k 5/1/1997 73 John Locke Investments JL Commodity Long Flat Program 0.18 5,000k 12/1/2007 72 Alder Capital DAC Alder Global 10 0.20 250k 10/1/2000 71 Alder Capital DAC Alder Global 20 0.20 250k 2/1/2001 70 Rotella Capital Management Rotella Orion (Short-Term) Program 0.24 10,000k 3/1/2006 69 Wimmer Horizon LLP Managed Account 0.26 5,000k 5/1/2005 68 DUNN Capital Management D'Best Futures Fund, L.P. 0.30 100k 6/1/1994 67 Pacific Capital Advisors Vanguard Program 0.35 100k 4/1/2007 66 Covenant Capital Management Aggressive Program 0.44 3,000k 2/1/2004 65 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.53 100k 5/1/1999 64 Auspice Capital Advisors Ltd Auspice Diversified Program 0.72 1,500k 4/1/2006 63 Wavefront Global Asset Management IMFC Global Concentrated 0.81 500k 4/1/2009 62 Rabar Market Research Short-Term Program 0.82 2,000k 11/1/2009 61 John Locke Investments Cyril Systematic Program 0.86 8,000k 7/1/2000 60 Quantica Capital AG Quantica Managed Futures 0.90 5,000k 1/1/2005 59 Conquest Capital Group Conquest Select 1.00 250k 6/1/2004 58 Superfund Group Superfund Green Q-AG 1.04 2k 3/1/1996 57 Seven Capital Management Seven Absolute Return 1.08 100k 6/1/2009 56 Covenant Capital Management Original Program 1.14 5,000k 9/1/1999 55 Conquest Capital Group Conquest Macro 1.18 250k 5/1/1999 54 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.20 0k 11/1/1996 53 Ancile Capital Management Global Markets Program 1.25 2,000k 4/1/2005 52 Welton Investment Partners Welton Global 1.32 10,000k 6/1/2004 51 Somers Brothers Capital Diversified Futures Program #1 1.37 100k 1/1/2005 50 Gladius Asset Management Fulham Program 1.40 2,000k 1/1/2008 49 Dreiss Research Corporation Diversified Program 1.41 1,000k 5/1/1991 48 Hyman Beck and Company Global Portfolio 1.44 1,000k 3/1/1991 47 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.46 1,000k 9/1/2009 46 Winton Capital Management Diversified 1.47 50,000k 10/1/1997 45 Blackwater Capital Management Global Program 1.49 5,000k 7/1/2005 44 Superfund Group Superfund Green Master 1.53 2,000k 5/1/2001 43 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.86 100k 10/1/2009 42 Lynx Asset Management AB Lynx Program 1.89 75k 5/1/2000 41 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.02 10k 7/1/2005 40 Amplitude Capital International Limited Klassik Strategy 2.03 1,000k 9/1/2009 39 Rho Asset Management Rho Altius 1XL Program 2.12 5,000k 11/1/2007 38 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.21 100k 3/1/2003 37 Neural Capital Ltd Sentinel Trading Program 2.30 2,000k 1/1/2006 36 Clarke Capital Management Global Magnum 2.45 100k 8/1/1997 35 Superfund Group Superfund Green GCT USD 2.53 15k 1/1/2000 34 Clarke Capital Management Global Basic 2.57 50k 2/1/1996 33 Estlander & Partners Alpha Trend 2.62 30,000k 10/1/1991 32 Mark J. Walsh Company Standard Program 2.73 2,000k 9/1/1985 31 Vergho Asset Management LLC Kinematics 2.80 1,000k 11/1/2008 30 Superfund Group Superfund Green Gold L.P. Series B-1 2.81 5k 4/1/2009 29 Superfund Group Superfund Green Gold L.P. Series A-1 3.08 5k 4/1/2009 28 Clarke Capital Management Worldwide 3.16 250k 1/1/1996 27 Tactical Investment Management Tactical Institutional Commodity Program 3.24 10,000k 4/1/1993 26 Southwest Managed Investments, LLC Global Diversified 3.32 200k 1/1/2002 25 Mobius Asset Management Custom Trading Program 3.34 100k 1/1/2002 24 M.S. Capital Management Global Diversified Program 3.63 2,000k 11/1/1998 23 Superfund Group Superfund Green Gold A (SPC) 3.85 5k 10/1/2005 22 Mobius Asset Management Diversified Program 3.85 250k 3/1/2004 21 AllMountain Capital AG Mount Denali Global Trends 4.52 160k 7/1/2007 20 Hawksbill Capital Management Global Diversified 4.53 5,000k 11/1/1988 19 Superfund Group Superfund Green Gold B (SPC) 4.56 50k 10/1/2005 18 DUNN Capital Management World Monetary and Agriculture Program (WMA) 5.02 100k 11/1/1984 17 Kelly Angle Inc. Genesis Program 5.15 2,000k 4/1/2000 16 Purple Valley Capital, Inc. Diversified Trend 1 5.21 100k 8/1/2008 15 Alee Capital Management, LLC Mistral Program 5.26 2,500k 1/1/1999 14 Alee Capital Management, LLC Poniente Program 5.33 2,500k 1/1/1999 13 Superfund Group Superfund Green Gold C (SPC) 5.38 100k 10/1/2005 12 Eckhardt Trading Company Evolution Strategies 5.53 20,000k 8/1/1991 11 Angle Capital Management LLC AIP Program 5.63 100k 1/1/2010 10 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.98 200k 11/1/1999 9 Gap Partners LLC Gap 6.07 250k 11/1/2009 8 Briarwood Capital Management, Inc. Diversified 2XL 6.19 250k 11/1/2004 7 Eckhardt Trading Company Evolution Strategies 1.2X 6.41 10,000k 10/1/1991 6 Keck Capital Management LLC The Keck Program 6.59 2,000k 12/1/2003 5 Insignia Managed Capital Medallion 7.08 50k 2/1/2009 4 Estlander & Partners Alpha Trend II - Class P 8.14 100k 12/1/2008 3 Clarke Capital Management FX Plus 12.15 1,000k 5/1/2004 2 Clarke Capital Management Millennium 16.08 1,000k 1/1/1998 1 Clarke Capital Management Jupiter 17.27 3,000k 5/1/2005 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.