Trend Following Strategy Index For August 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 Aug 2010 Min Inv Inception 120 QQFund.com QQFund.com Alpha Beta Program -17.93 100k 9/1/2008 119 Heyden & Steindl GmbH TOMAC2 -8.38 5,000k 3/1/2003 118 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.82 100k 10/1/2009 117 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.46 100k 3/1/2003 116 Tactical Investment Management Tactical Institutional Commodity Program -3.65 10,000k 4/1/1993 115 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.76 100k 1/1/2000 114 Gladius Asset Management Fulham Program -2.46 2,000k 1/1/2008 113 Southwest Managed Investments, LLC Global Diversified -1.86 200k 1/1/2002 112 Purple Valley Capital, Inc. Diversified Trend 1 -1.83 100k 8/1/2008 111 Parizek Capital Currency Program -1.39 1,000k 4/1/2006 110 John Locke Investments JL Commodity Long Flat Program -1.31 5,000k 12/1/2007 109 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.31 250k 10/1/2009 108 Alder Capital DAC Alder Global 20 -1.30 250k 2/1/2001 107 Alder Capital DAC Alder Global 10 -0.60 250k 10/1/2000 106 Millburn Ridgefield Corporation Commodity Program -0.48 25,000k 3/1/2005 105 Diamond Capital Management Enhanced S&P Program -0.04 100k 10/1/2009 104 Cauldron Investments, LLC Stock Index Plus -0.02 1,000k 10/1/2009 102 Quantica Capital AG Quantica Diversified FX 0.00 5,000k 3/1/2007 103 Estlander & Partners Freedom 0.00 20,000k 8/1/2010 101 Blackwater Capital Management Global Program 0.04 5,000k 7/1/2005 100 Saxon Investment Corporation Diversified Program 0.24 3,000k 9/1/1988 99 Superfund Group Superfund Blue SPC Class A (EUR) 0.29 50k 4/1/2005 98 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.44 10,000k 8/1/2009 97 Gap Partners LLC Gap 0.58 250k 11/1/2009 96 Saxon Investment Corporation Aggressive Diversified Program 0.79 2,000k 11/1/1993 95 EMC Capital Advisors, LLC Classic 0.80 5,000k 1/1/1985 94 Mobius Asset Management Diversified Program 0.82 250k 3/1/2004 93 Red Rock Capital, LLC Systematic Global Macro 0.90 500k 9/1/2003 92 RAM Management Group RAM MRTP 1X-Conservative 1.12 1,000k 9/1/1993 91 Auspice Capital Advisors Ltd Auspice Diversified Program 1.16 1,500k 4/1/2006 90 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.37 1k 10/1/2006 89 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.41 1,000k 3/1/2003 88 Pacific Capital Advisors Vanguard Program 1.52 100k 4/1/2007 87 Estlander & Partners Global Markets 1.63 10,000k 8/1/1999 86 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.65 1,000k 9/1/2009 85 Briarwood Capital Management, Inc. Diversified 2XL 1.65 250k 11/1/2004 84 Transtrend B.V. DTP – Standard Risk (EUR) 1.73 10,000k 2/1/1999 83 Covenant Capital Management Aggressive Program 1.76 3,000k 2/1/2004 82 Amplitude Capital International Limited Klassik Strategy 1.89 1,000k 9/1/2009 81 Parizek Capital Futures Trading Program 2.22 500k 4/1/2000 80 Altradis Capital AG AlphAlgo 2.25 100k 5/1/2007 79 Robinson-Langley Capital Management, LLC Managed Account Program 2.38 200k 1/1/2007 78 Welton Investment Partners Welton Global 2.46 10,000k 6/1/2004 77 Insignia Managed Capital Medallion 2.49 50k 2/1/2009 76 IDS Capital IDS F&F Systematic Trading 2.57 50k 7/1/2013 75 Drury Capital Diversified Trend-Following Program 2.66 5,000k 5/1/1997 74 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.66 10,000k 8/1/2004 73 Estlander & Partners Alpha Trend 2.68 30,000k 10/1/1991 72 Future Trade AG Thales Swing Trading Programme 2.74 250k 6/1/2007 71 Transtrend B.V. DTP – Enhanced Risk (USD) 2.75 10,000k 1/1/1995 70 AllMountain Capital AG Mount Denali Global Trends 2.78 160k 7/1/2007 69 ALFAKRAFT ALFA Commodity Fund 2.79 16k 6/1/2010 68 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.85 10,000k 8/1/1999 67 Eclipse Capital Management Global Monetary 2.90 5,000k 8/1/1990 66 Rotella Capital Management Rotella Orion (Short-Term) Program 2.97 10,000k 3/1/2006 65 Rotella Capital Management Rotella Polaris Program (Diversified) 3.11 10,000k 1/1/1991 64 Ancile Capital Management Global Markets Program 3.19 2,000k 4/1/2005 63 Estlander & Partners Global XL 3.27 5,000k 8/1/1991 62 Liberty Funds Group, Inc Liberty Wealth Protection Fund 3.39 250k 10/1/2009 61 Chesapeake Capital Diversified (LV) 3.50 100k 2/1/1988 60 RAM Management Group MRTP Aggressive 3.51 1,000k 2/1/1998 59 Hyman Beck and Company Global Portfolio 3.55 1,000k 3/1/1991 58 Eckhardt Trading Company Evolution Strategies 3.63 20,000k 8/1/1991 57 Rabar Market Research Short-Term Program 3.84 2,000k 11/1/2009 56 Vergho Asset Management LLC Kinematics 3.94 1,000k 11/1/2008 55 Wimmer Horizon LLP Managed Account 4.04 5,000k 5/1/2005 54 Seven Capital Management Seven Absolute Return 4.08 100k 6/1/2009 53 Superfund Group Superfund Green Q-AG 4.10 2k 3/1/1996 52 Superfund Group Superfund Green L.P. Series A 4.15 5k 10/1/2002 51 Mobius Asset Management Custom Trading Program 4.30 100k 1/1/2002 50 Alee Capital Management, LLC Poniente Program 4.30 2,500k 1/1/1999 49 Eckhardt Trading Company Evolution Strategies 1.2X 4.31 10,000k 10/1/1991 48 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.50 100k 1/1/2005 47 Alee Capital Management, LLC Mistral Program 4.64 2,500k 1/1/1999 46 Quantica Capital AG Quantica Managed Futures 4.70 5,000k 1/1/2005 45 Winton Capital Management Diversified 4.78 50,000k 10/1/1997 44 Rabar Market Research Diversified Program 4.87 2,000k 1/1/1989 43 Mark J. Walsh Company Standard Program 4.92 2,000k 9/1/1985 42 Covenant Capital Management Original Program 4.97 5,000k 9/1/1999 41 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.13 0k 11/1/1996 40 Quantum Leap Capital Management Managed Account Program 5.51 300k 8/1/2006 39 Somers Brothers Capital Diversified Futures Program #1 5.52 100k 1/1/2005 38 John Locke Investments Cyril Systematic Program 5.54 8,000k 7/1/2000 37 QCM Global Diversified Programme 5.61 500k 12/1/1995 36 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 5.84 10k 7/1/2005 35 Conquest Capital Group Conquest Select 5.96 250k 6/1/2004 34 Superfund Group Superfund Green GCT USD 6.21 15k 1/1/2000 33 Superfund Group Superfund Green L.P. Series B 6.43 5k 10/1/2002 32 Hawksbill Capital Management Global Diversified 6.52 5,000k 11/1/1988 31 Rho Asset Management Rho Altius 1XL Program 6.54 5,000k 11/1/2007 30 ISAM ISAM Systematic Trend Fund 6.80 1,000k 6/1/2001 29 M.S. Capital Management Global Diversified Program 7.51 2,000k 11/1/1998 28 Wavefront Global Asset Management IMFC Global Concentrated 7.59 500k 4/1/2009 27 Kelly Angle Inc. Genesis Program 8.03 2,000k 4/1/2000 26 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 8.19 200k 11/1/1999 25 Neural Capital Ltd Sentinel Trading Program 8.46 2,000k 1/1/2006 24 Estlander & Partners Alpha Trend II - Class P 8.47 100k 12/1/2008 23 Angle Capital Management LLC AIP Program 8.50 100k 1/1/2010 22 Superfund Group Superfund Green Gold A (SPC) 8.63 5k 10/1/2005 21 Superfund Group Superfund Green Master 9.06 2,000k 5/1/2001 20 Superfund Group Superfund Blue SPC Class A (Gold) 9.12 50k 12/1/2007 19 Clarke Capital Management Worldwide 9.15 250k 1/1/1996 18 Keck Capital Management LLC The Keck Program 9.27 2,000k 12/1/2003 17 Wavefront Global Asset Management IMFC Global Investment Program 9.37 2,000k 2/1/2007 16 Conquest Capital Group Conquest Macro 10.24 250k 5/1/1999 15 Lynx Asset Management AB Lynx Program 10.38 75k 5/1/2000 14 Superfund Group Superfund Green Gold B (SPC) 10.45 50k 10/1/2005 13 Superfund Group Superfund Green Gold L.P. Series A-1 10.47 5k 4/1/2009 12 Dreiss Research Corporation Diversified Program 11.31 1,000k 5/1/1991 11 Superfund Group Superfund Green Gold C (SPC) 12.30 100k 10/1/2005 10 Superfund Group Superfund Green Gold L.P. Series B-1 12.36 5k 4/1/2009 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 14.59 100k 5/1/1999 8 Clarke Capital Management FX Plus 14.73 1,000k 5/1/2004 7 DUNN Capital Management D'Best Futures Fund, L.P. 15.56 100k 6/1/1994 6 DUNN Capital Management DUNN Combined Fund (DCF) 15.77 100k 5/1/1989 5 Clarke Capital Management Global Magnum 16.56 100k 8/1/1997 4 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.96 100k 11/1/1984 3 Clarke Capital Management Millennium 17.27 1,000k 1/1/1998 2 Clarke Capital Management Jupiter 21.26 3,000k 5/1/2005 1 Clarke Capital Management Global Basic 24.30 50k 2/1/1996 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.