Trend Following Strategy Index For September 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 Sep 2010 Min Inv Inception 120 Insignia Managed Capital Medallion -6.84 50k 2/1/2009 119 Gap Partners LLC Gap -4.22 250k 11/1/2009 118 Clarke Capital Management FX Plus -3.59 1,000k 5/1/2004 117 Clarke Capital Management Global Basic -3.48 50k 2/1/1996 116 Conquest Capital Group Conquest Macro -3.35 250k 5/1/1999 115 Superfund Group Superfund Blue SPC Class A (Gold) -3.06 50k 12/1/2007 114 DUNN Capital Management DUNN Combined Fund (DCF) -3.03 100k 5/1/1989 113 Quantum Leap Capital Management Managed Account Program -2.98 300k 8/1/2006 112 Kelly Angle Inc. Genesis Program -2.93 2,000k 4/1/2000 111 DUNN Capital Management D'Best Futures Fund, L.P. -2.14 100k 6/1/1994 110 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.44 100k 11/1/1984 109 Rho Asset Management Rho Altius 1XL Program -1.31 5,000k 11/1/2007 108 Conquest Capital Group Conquest Select -1.26 250k 6/1/2004 107 Altradis Capital AG AlphAlgo -1.18 100k 5/1/2007 106 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.17 10,000k 8/1/2009 105 Lynx Asset Management AB Lynx Program -1.04 75k 5/1/2000 104 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.82 250k 10/1/2009 103 Quantica Capital AG Quantica Managed Futures -0.80 5,000k 1/1/2005 102 Mobius Asset Management Diversified Program -0.50 250k 3/1/2004 101 Ancile Capital Management Global Markets Program -0.40 2,000k 4/1/2005 100 Estlander & Partners Alpha Trend II - Class P -0.30 100k 12/1/2008 99 Neural Capital Ltd Sentinel Trading Program -0.16 2,000k 1/1/2006 98 Superfund Group Superfund Blue SPC Class A (EUR) -0.07 50k 4/1/2005 97 Angle Capital Management LLC AIP Program -0.05 100k 1/1/2010 96 Estlander & Partners Alpha Trend 0.08 30,000k 10/1/1991 95 ISAM ISAM Systematic Trend Fund 0.42 1,000k 6/1/2001 94 Wavefront Global Asset Management IMFC Global Concentrated 0.47 500k 4/1/2009 93 Rotella Capital Management Rotella Polaris Program (Diversified) 0.55 10,000k 1/1/1991 92 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.57 1k 10/1/2006 91 Alder Capital DAC Alder Global 10 0.80 250k 10/1/2000 90 AllMountain Capital AG Mount Denali Global Trends 0.82 160k 7/1/2007 89 Alder Capital DAC Alder Global 20 0.90 250k 2/1/2001 88 Clarke Capital Management Global Magnum 0.93 100k 8/1/1997 87 Winton Capital Management Diversified 0.94 50,000k 10/1/1997 86 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 1.01 200k 11/1/1999 85 John Locke Investments Cyril Systematic Program 1.02 8,000k 7/1/2000 84 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.06 1,000k 9/1/2009 83 Amplitude Capital International Limited Klassik Strategy 1.26 1,000k 9/1/2009 82 Quantica Capital AG Quantica Diversified FX 1.30 5,000k 3/1/2007 81 Eclipse Capital Management Global Monetary 1.38 5,000k 8/1/1990 80 Diamond Capital Management Enhanced S&P Program 1.44 100k 10/1/2009 79 Mobius Asset Management Custom Trading Program 1.44 100k 1/1/2002 78 Cauldron Investments, LLC Stock Index Plus 1.54 1,000k 10/1/2009 77 Rotella Capital Management Rotella Orion (Short-Term) Program 1.62 10,000k 3/1/2006 76 Seven Capital Management Seven Absolute Return 1.75 100k 6/1/2009 75 Wavefront Global Asset Management IMFC Global Investment Program 1.80 2,000k 2/1/2007 74 Pacific Capital Advisors Vanguard Program 1.82 100k 4/1/2007 73 Transtrend B.V. DTP – Standard Risk (EUR) 2.01 10,000k 2/1/1999 72 Auspice Capital Advisors Ltd Auspice Diversified Program 2.10 1,500k 4/1/2006 71 RAM Management Group RAM MRTP 1X-Conservative 2.17 1,000k 9/1/1993 70 Estlander & Partners Freedom 2.38 20,000k 8/1/2010 69 Wimmer Horizon LLP Managed Account 2.77 5,000k 5/1/2005 68 Keck Capital Management LLC The Keck Program 2.78 2,000k 12/1/2003 67 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.82 100k 1/1/2000 66 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.93 10k 7/1/2005 65 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.10 0k 11/1/1996 64 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.34 10,000k 8/1/1999 63 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.43 1,000k 3/1/2003 62 Parizek Capital Currency Program 3.51 1,000k 4/1/2006 61 QCM Global Diversified Programme 3.57 500k 12/1/1995 60 Transtrend B.V. DTP – Enhanced Risk (USD) 3.59 10,000k 1/1/1995 59 Saxon Investment Corporation Diversified Program 3.69 3,000k 9/1/1988 58 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.73 10,000k 8/1/2004 57 Superfund Group Superfund Green Q-AG 3.74 2k 3/1/1996 56 Welton Investment Partners Welton Global 3.86 10,000k 6/1/2004 55 Estlander & Partners Global Markets 4.06 10,000k 8/1/1999 54 Drury Capital Diversified Trend-Following Program 4.19 5,000k 5/1/1997 53 IDS Capital IDS F&F Systematic Trading 4.23 50k 7/1/2013 52 Clarke Capital Management Worldwide 4.23 250k 1/1/1996 51 Millburn Ridgefield Corporation Commodity Program 4.55 25,000k 3/1/2005 50 Superfund Group Superfund Green L.P. Series A 4.55 5k 10/1/2002 49 M.S. Capital Management Global Diversified Program 4.97 2,000k 11/1/1998 48 Eckhardt Trading Company Evolution Strategies 5.09 20,000k 8/1/1991 47 Briarwood Capital Management, Inc. Diversified 2XL 5.12 250k 11/1/2004 46 Rabar Market Research Short-Term Program 5.49 2,000k 11/1/2009 45 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 5.65 100k 1/1/2005 44 Eckhardt Trading Company Evolution Strategies 1.2X 5.97 10,000k 10/1/1991 43 Red Rock Capital, LLC Systematic Global Macro 6.10 500k 9/1/2003 42 EMC Capital Advisors, LLC Classic 6.20 5,000k 1/1/1985 41 Saxon Investment Corporation Aggressive Diversified Program 6.27 2,000k 11/1/1993 40 Vergho Asset Management LLC Kinematics 6.34 1,000k 11/1/2008 39 Covenant Capital Management Original Program 6.38 5,000k 9/1/1999 38 John Locke Investments JL Commodity Long Flat Program 6.50 5,000k 12/1/2007 37 RAM Management Group MRTP Aggressive 6.91 1,000k 2/1/1998 36 Hyman Beck and Company Global Portfolio 7.11 1,000k 3/1/1991 35 Superfund Group Superfund Green GCT USD 7.21 15k 1/1/2000 34 Superfund Group Superfund Green L.P. Series B 7.44 5k 10/1/2002 33 ALFAKRAFT ALFA Commodity Fund 7.91 16k 6/1/2010 32 Estlander & Partners Global XL 8.34 5,000k 8/1/1991 31 Gladius Asset Management Fulham Program 8.37 2,000k 1/1/2008 30 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 8.59 100k 3/1/2003 29 Chesapeake Capital Diversified (LV) 8.80 100k 2/1/1988 28 Hawksbill Capital Management Global Diversified 8.94 5,000k 11/1/1988 27 Superfund Group Superfund Green Gold A (SPC) 9.01 5k 10/1/2005 26 Rabar Market Research Diversified Program 9.29 2,000k 1/1/1989 25 Clarke Capital Management Jupiter 9.40 3,000k 5/1/2005 24 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 9.53 100k 10/1/2009 23 Blackwater Capital Management Global Program 9.73 5,000k 7/1/2005 22 Superfund Group Superfund Green Gold L.P. Series A-1 9.83 5k 4/1/2009 21 Future Trade AG Thales Swing Trading Programme 10.21 250k 6/1/2007 20 Alee Capital Management, LLC Poniente Program 10.31 2,500k 1/1/1999 19 Somers Brothers Capital Diversified Futures Program #1 10.53 100k 1/1/2005 18 Covenant Capital Management Aggressive Program 10.54 3,000k 2/1/2004 17 Robinson-Langley Capital Management, LLC Managed Account Program 10.74 200k 1/1/2007 16 Mark J. Walsh Company Standard Program 10.76 2,000k 9/1/1985 15 Superfund Group Superfund Green Gold B (SPC) 11.22 50k 10/1/2005 14 Parizek Capital Futures Trading Program 11.39 500k 4/1/2000 13 Superfund Group Superfund Green Gold L.P. Series B-1 11.47 5k 4/1/2009 12 Superfund Group Superfund Green Master 12.41 2,000k 5/1/2001 11 Alee Capital Management, LLC Mistral Program 12.87 2,500k 1/1/1999 10 QQFund.com QQFund.com Alpha Beta Program 12.93 100k 9/1/2008 9 Clarke Capital Management Millennium 13.38 1,000k 1/1/1998 8 Dreiss Research Corporation Diversified Program 13.72 1,000k 5/1/1991 7 Heyden & Steindl GmbH TOMAC2 13.87 5,000k 3/1/2003 6 Superfund Group Superfund Green Gold C (SPC) 13.89 100k 10/1/2005 5 Southwest Managed Investments, LLC Global Diversified 14.82 200k 1/1/2002 4 Liberty Funds Group, Inc Liberty Wealth Protection Fund 15.80 250k 10/1/2009 3 Mulvaney Capital Management The Mulvaney Global Markets Fund 16.46 100k 5/1/1999 2 Tactical Investment Management Tactical Institutional Commodity Program 19.98 10,000k 4/1/1993 1 Purple Valley Capital, Inc. Diversified Trend 1 32.45 100k 8/1/2008 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.