Trend Following Strategy Index For December 2011 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Dec 2011 Min Inv Inception 129 Superfund Group Superfund Green Gold C (SPC) -20.19 100k 10/1/2005 128 Superfund Group Superfund Green Gold B (SPC) -17.86 50k 10/1/2005 127 Superfund Group Superfund Green Gold A (SPC) -15.96 5k 10/1/2005 126 Superfund Group Superfund Green Gold L.P. Series B-1 -15.33 5k 4/1/2009 125 Superfund Group Superfund Green Gold L.P. Series A-1 -14.04 5k 4/1/2009 124 Parizek Capital Futures Trading Program -10.73 500k 4/1/2000 123 Superfund Group Superfund Green Master -9.35 2,000k 5/1/2001 122 Superfund Group Superfund Blue SPC Class A (Gold) -7.64 50k 12/1/2007 121 Superfund Group Superfund Green GCT USD -7.45 15k 1/1/2000 120 Superfund Group Superfund Green L.P. Series B -7.15 5k 10/1/2002 119 Superfund Group Superfund Green L.P. Series A -4.94 5k 10/1/2002 118 Liberty Funds Group, Inc Liberty Wealth Protection Fund -4.04 250k 10/1/2009 117 Superfund Group Superfund Green Q-AG -3.90 2k 3/1/1996 116 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.53 10,000k 3/1/2003 115 Hawksbill Capital Management Global Diversified -3.44 5,000k 11/1/1988 114 Southwest Managed Investments, LLC Global Diversified -3.42 200k 1/1/2002 113 Mobius Asset Management Custom Trading Program -3.40 100k 1/1/2002 112 Auspice Capital Advisors Ltd Auspice Diversified Program -3.12 1,500k 4/1/2006 111 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.73 1,000k 9/1/2009 110 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.53 100k 1/1/2000 109 John Locke Investments JL Commodity Long Flat Program -2.50 5,000k 12/1/2007 108 DUNN Capital Management DUNN Combined Fund (DCF) -2.36 100k 5/1/1989 107 Clarke Capital Management Millennium -2.25 1,000k 1/1/1998 106 Gladius Asset Management Fulham Program -2.13 2,000k 1/1/2008 105 DUNN Capital Management D'Best Futures Fund, L.P. -2.11 100k 6/1/1994 104 Briarwood Capital Management, Inc. Diversified 2XL -1.85 250k 11/1/2004 103 Amplitude Capital International Limited Klassik Strategy -1.78 1,000k 9/1/2009 102 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.64 100k 5/1/1999 101 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.56 0k 11/1/1996 100 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.51 10k 7/1/2005 99 Dreiss Research Corporation Diversified Program -1.49 1,000k 5/1/1991 98 IStar Capital B.V. IStar Systematic Fund -1.45 1,000k 9/1/2011 97 RAM Management Group MRTP Aggressive -1.44 1,000k 2/1/1998 96 EMC Capital Advisors, LLC Classic -1.40 5,000k 1/1/1985 95 Clarke Capital Management Jupiter -1.11 3,000k 5/1/2005 94 Clarke Capital Management Global Basic -1.07 50k 2/1/1996 93 Estlander & Partners Alpha Trend II - Class P -1.04 100k 12/1/2008 92 Clarke Capital Management Worldwide -1.01 250k 1/1/1996 91 IDS Capital IDS F&F Systematic Trading -0.90 50k 7/1/2013 90 QCM Global Diversified Programme -0.90 500k 12/1/1995 89 Robinson-Langley Capital Management, LLC Managed Account Program -0.88 200k 1/1/2007 88 Superfund Group Superfund Blue SPC Class A (EUR) -0.86 50k 4/1/2005 87 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.81 250k 10/1/2009 86 Somers Brothers Capital Diversified Futures Program #1 -0.71 100k 1/1/2005 85 Angle Capital Management LLC AIP Program -0.67 100k 1/1/2010 84 Kelly Angle Inc. Genesis Program -0.58 2,000k 4/1/2000 83 Conquest Capital Group Conquest Select -0.52 250k 6/1/2004 82 RAM Management Group RAM MRTP 1X-Conservative -0.47 1,000k 9/1/1993 81 Tactical Investment Management Tactical Institutional Commodity Program -0.44 10,000k 4/1/1993 80 Wavefront Global Asset Management IMFC Global Concentrated -0.34 500k 4/1/2009 79 Conquest Capital Group Conquest Macro -0.32 250k 5/1/1999 78 Cauldron Investments, LLC Stock Index Plus -0.31 1,000k 10/1/2009 77 Diamond Capital Management Enhanced S&P Program -0.31 100k 10/1/2009 76 Estlander & Partners Alpha Trend -0.30 30,000k 10/1/1991 75 Mark J. Walsh Company Standard Program -0.28 2,000k 9/1/1985 74 Seven Capital Management Seven Absolute Return -0.27 100k 6/1/2009 73 QQFund.com QQFund.com Alpha Beta Program -0.17 100k 9/1/2008 72 Covenant Capital Management Original Program -0.16 5,000k 9/1/1999 71 Keck Capital Management LLC The Keck Program -0.16 2,000k 12/1/2003 70 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.11 100k 1/1/2005 69 Wimmer Horizon LLP Managed Account -0.10 5,000k 5/1/2005 68 Purple Valley Capital, Inc. Diversified Trend 1 -0.10 100k 8/1/2008 67 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 60 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 59 Eckhardt Trading Company Evolution Strategies 1.2X 0.00 10,000k 10/1/1991 62 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 61 Pacific Capital Advisors Vanguard Program 0.00 100k 4/1/2007 63 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 64 Serac, LLC Diversified Reversal Program 0.00 200k 4/1/2011 65 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 66 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 58 Eckhardt Trading Company Evolution Strategies 0.03 20,000k 8/1/1991 57 John Locke Investments Cyril Systematic Program 0.03 8,000k 7/1/2000 56 Rho Asset Management Rho Altius 1XL Program 0.05 5,000k 11/1/2007 55 Estlander & Partners Freedom 0.08 20,000k 8/1/2010 54 ALFAKRAFT ALFA Commodity Fund 0.09 16k 6/1/2010 53 Adamah Capital LLC Asset Allocator Program 0.10 50k 3/1/2011 52 Millburn Ridgefield Corporation Commodity Program 0.11 25,000k 3/1/2005 51 Deep Field Capital AG SINGULARITY Fund 0.13 100k 9/1/2011 50 M.S. Capital Management Global Diversified Program 0.31 2,000k 11/1/1998 49 Rabar Market Research Diversified Program 0.38 2,000k 1/1/1989 48 Clarke Capital Management FX Plus 0.39 1,000k 5/1/2004 47 Welton Investment Partners Welton Global 0.53 10,000k 6/1/2004 46 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.60 5,000k 12/1/2010 45 Estlander & Partners Global Markets 0.63 10,000k 8/1/1999 44 Rabar Market Research Short-Term Program 0.71 2,000k 11/1/2009 43 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.75 200k 11/1/1999 42 Red Rock Capital, LLC Systematic Global Macro 0.76 500k 9/1/2003 41 Rotella Capital Management Rotella Orion (Short-Term) Program 0.84 10,000k 3/1/2006 40 Quantica Capital AG Quantica Managed Futures 0.88 5,000k 1/1/2005 39 Covenant Capital Management Aggressive Program 0.88 3,000k 2/1/2004 38 Blackwater Capital Management Global Program 0.92 5,000k 7/1/2005 37 Chesapeake Capital Diversified (LV) 1.04 100k 2/1/1988 36 Transtrend B.V. DTP – Standard Risk (EUR) 1.11 10,000k 2/1/1999 35 Gap Partners LLC Gap 1.16 250k 11/1/2009 34 ISAM ISAM Systematic Trend Fund 1.18 1,000k 6/1/2001 33 Wavefront Global Asset Management IMFC Global Investment Program 1.22 2,000k 2/1/2007 32 Quantica Capital AG Quantica Diversified FX 1.23 5,000k 3/1/2007 31 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.25 100k 11/1/1984 30 Estlander & Partners Global XL 1.25 5,000k 8/1/1991 29 Clarke Capital Management Global Magnum 1.37 100k 8/1/1997 28 Hyman Beck and Company Global Portfolio 1.38 1,000k 3/1/1991 27 ROW Asset Managment Row Diversified Fund, L.P. 1.46 1,000k 11/1/2011 26 Parizek Capital Currency Program 1.48 1,000k 4/1/2006 25 Transtrend B.V. DTP – Enhanced Risk (USD) 1.58 10,000k 1/1/1995 24 Eclipse Capital Management Global Monetary 1.64 5,000k 8/1/1990 23 Winton Capital Management Diversified 1.65 50,000k 10/1/1997 22 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.69 10,000k 8/1/2004 21 SCT Capital Management The Adaptive Quant Trading (AQT) Program 1.70 10,000k 8/1/2009 20 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.76 10,000k 8/1/1999 19 Rotella Capital Management Rotella Polaris Program (Diversified) 1.88 10,000k 1/1/1991 18 Vergho Asset Management LLC Kinematics 2.00 1,000k 11/1/2008 17 Altradis Capital AG AlphAlgo 2.03 100k 5/1/2007 16 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.12 100k 10/1/2009 15 Heyden & Steindl GmbH TOMAC2 2.18 5,000k 3/1/2003 14 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.25 1k 10/1/2006 13 Drury Capital Diversified Trend-Following Program 2.30 5,000k 5/1/1997 12 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.40 100k 3/1/2003 11 UNISystems Research Inc. Wall Street Program 2.71 20k 8/1/2011 10 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.86 250k 5/1/2011 9 Lynx Asset Management AB Lynx Program 3.06 75k 5/1/2000 8 Neural Capital Ltd Sentinel Trading Program 3.39 2,000k 1/1/2006 7 Alder Capital DAC Alder Global 10 3.40 250k 10/1/2000 6 Ancile Capital Management Global Markets Program 3.72 2,000k 4/1/2005 5 AllMountain Capital AG Mount Denali Global Trends 4.03 160k 7/1/2007 4 Quantum Leap Capital Management Managed Account Program 4.20 300k 8/1/2006 3 Insignia Managed Capital Medallion 5.22 50k 2/1/2009 2 Alder Capital DAC Alder Global 20 6.80 250k 2/1/2001 1 Future Trade AG Thales Swing Trading Programme 8.39 250k 6/1/2007 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.