Trend Following Strategy Index For February 2011 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 Feb 2011 Min Inv Inception 122 Future Trade AG Thales Swing Trading Programme -12.88 250k 6/1/2007 121 Heyden & Steindl GmbH TOMAC2 -6.36 5,000k 3/1/2003 120 Parizek Capital Futures Trading Program -2.09 500k 4/1/2000 119 DUNN Capital Management DUNN Combined Fund (DCF) -1.65 100k 5/1/1989 118 Somers Brothers Capital Diversified Futures Program #1 -1.32 100k 1/1/2005 117 Clarke Capital Management Worldwide -1.22 250k 1/1/1996 116 Parizek Capital Currency Program -1.05 1,000k 4/1/2006 115 Eclipse Capital Management Global Monetary -0.95 5,000k 8/1/1990 114 Insignia Managed Capital Medallion -0.77 50k 2/1/2009 113 Conquest Capital Group Conquest Macro -0.54 250k 5/1/1999 112 Southwest Managed Investments, LLC Global Diversified -0.51 200k 1/1/2002 111 Clarke Capital Management Global Magnum -0.46 100k 8/1/1997 110 Mobius Asset Management Custom Trading Program -0.40 100k 1/1/2002 109 DUNN Capital Management D'Best Futures Fund, L.P. -0.34 100k 6/1/1994 108 Mobius Asset Management Diversified Program -0.31 250k 3/1/2004 107 Gap Partners LLC Gap -0.17 250k 11/1/2009 106 Clarke Capital Management Global Basic -0.11 50k 2/1/1996 105 Rotella Capital Management Rotella Orion (Short-Term) Program 0.02 10,000k 3/1/2006 104 Melissinos Trading Eupatrid Global Trends 0.24 50k 1/1/2011 103 Gladius Asset Management Fulham Program 0.34 2,000k 1/1/2008 102 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.39 10,000k 8/1/2009 101 RAM Management Group RAM MRTP 1X-Conservative 0.46 1,000k 9/1/1993 100 M.S. Capital Management Global Diversified Program 0.50 2,000k 11/1/1998 99 Wavefront Global Asset Management IMFC Global Concentrated 0.51 500k 4/1/2009 98 Quantica Capital AG Quantica Diversified FX 0.60 5,000k 3/1/2007 97 Briarwood Capital Management, Inc. Diversified 2XL 0.76 250k 11/1/2004 96 Seven Capital Management Seven Absolute Return 0.76 100k 6/1/2009 95 Ancile Capital Management Global Markets Program 0.86 2,000k 4/1/2005 94 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.92 1,000k 9/1/2009 93 Robinson-Langley Capital Management, LLC Managed Account Program 0.95 200k 1/1/2007 92 Transtrend B.V. DTP – Standard Risk (EUR) 1.07 10,000k 2/1/1999 91 Amplitude Capital International Limited Klassik Strategy 1.12 1,000k 9/1/2009 90 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.22 100k 1/1/2000 89 Altradis Capital AG AlphAlgo 1.23 100k 5/1/2007 88 Pacific Capital Advisors Vanguard Program 1.26 100k 4/1/2007 87 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.31 1,000k 3/1/2003 86 Liberty Funds Group, Inc Liberty Wealth Protection Fund 1.35 250k 10/1/2009 85 Kelly Angle Inc. Genesis Program 1.41 2,000k 4/1/2000 84 Red Rock Capital, LLC Systematic Global Macro 1.48 500k 9/1/2003 83 RAM Management Group MRTP Aggressive 1.51 1,000k 2/1/1998 82 Winton Capital Management Diversified 1.51 50,000k 10/1/1997 81 Clarke Capital Management FX Plus 1.52 1,000k 5/1/2004 80 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.53 1k 10/1/2006 79 Blackwater Capital Management Global Program 1.57 5,000k 7/1/2005 78 Neural Capital Ltd Sentinel Trading Program 1.62 2,000k 1/1/2006 77 Rotella Capital Management Rotella Polaris Program (Diversified) 1.66 10,000k 1/1/1991 76 Conquest Capital Group Conquest Select 1.72 250k 6/1/2004 75 John Locke Investments Cyril Systematic Program 1.77 8,000k 7/1/2000 74 Transtrend B.V. DTP – Enhanced Risk (USD) 1.77 10,000k 1/1/1995 73 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.78 10,000k 8/1/1999 72 ALFAKRAFT ALFA Commodity Fund 1.78 16k 6/1/2010 71 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.83 10,000k 8/1/2004 70 Saxon Investment Corporation Diversified Program 1.86 3,000k 9/1/1988 69 Estlander & Partners Alpha Trend 1.95 30,000k 10/1/1991 68 IDS Capital IDS F&F Systematic Trading 1.97 50k 7/1/2013 67 QCM Global Diversified Programme 2.09 500k 12/1/1995 66 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.12 250k 10/1/2009 65 Vergho Asset Management LLC Kinematics 2.18 1,000k 11/1/2008 64 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 63 Superfund Group Superfund Blue SPC Class A (EUR) 2.26 50k 4/1/2005 62 Quantum Leap Capital Management Managed Account Program 2.33 300k 8/1/2006 61 Lynx Asset Management AB Lynx Program 2.39 75k 5/1/2000 60 Covenant Capital Management Aggressive Program 2.40 3,000k 2/1/2004 59 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.57 10k 7/1/2005 58 AllMountain Capital AG Mount Denali Global Trends 2.61 160k 7/1/2007 57 ISAM ISAM Systematic Trend Fund 2.67 1,000k 6/1/2001 56 Diamond Capital Management Enhanced S&P Program 2.79 100k 10/1/2009 55 Cauldron Investments, LLC Stock Index Plus 2.81 1,000k 10/1/2009 54 Estlander & Partners Global Markets 2.86 10,000k 8/1/1999 53 Hyman Beck and Company Global Portfolio 2.88 1,000k 3/1/1991 52 Millburn Ridgefield Corporation Commodity Program 2.91 25,000k 3/1/2005 51 Estlander & Partners Freedom 2.94 20,000k 8/1/2010 50 Covenant Capital Management Original Program 3.01 5,000k 9/1/1999 49 Eckhardt Trading Company Evolution Strategies 3.07 20,000k 8/1/1991 48 EMC Capital Advisors, LLC Classic 3.10 5,000k 1/1/1985 47 Quantica Capital AG Quantica Managed Futures 3.23 5,000k 1/1/2005 46 Welton Investment Partners Welton Global 3.25 10,000k 6/1/2004 45 John Locke Investments JL Commodity Long Flat Program 3.26 5,000k 12/1/2007 44 Alee Capital Management, LLC Poniente Program 3.31 2,500k 1/1/1999 43 Saxon Investment Corporation Aggressive Diversified Program 3.37 2,000k 11/1/1993 42 Mark J. Walsh Company Standard Program 3.41 2,000k 9/1/1985 41 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 3.45 0k 11/1/1996 40 Eckhardt Trading Company Evolution Strategies 1.2X 3.64 10,000k 10/1/1991 39 Wimmer Horizon LLP Managed Account 3.68 5,000k 5/1/2005 38 Auspice Capital Advisors Ltd Auspice Diversified Program 3.76 1,500k 4/1/2006 37 Wavefront Global Asset Management IMFC Global Investment Program 3.88 2,000k 2/1/2007 36 Superfund Group Superfund Green L.P. Series A 4.10 5k 10/1/2002 35 Alder Capital DAC Alder Global 20 4.20 250k 2/1/2001 34 Alee Capital Management, LLC Mistral Program 4.23 2,500k 1/1/1999 33 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 4.62 5,000k 12/1/2010 32 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 4.62 100k 1/1/2005 31 Superfund Group Superfund Green Q-AG 4.90 2k 3/1/1996 30 Dreiss Research Corporation Diversified Program 4.92 1,000k 5/1/1991 29 Hawksbill Capital Management Global Diversified 5.13 5,000k 11/1/1988 28 Clarke Capital Management Jupiter 5.21 3,000k 5/1/2005 27 Rabar Market Research Diversified Program 5.29 2,000k 1/1/1989 26 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 5.68 100k 3/1/2003 25 Estlander & Partners Global XL 5.78 5,000k 8/1/1991 24 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 5.90 100k 10/1/2009 23 Chesapeake Capital Diversified (LV) 6.07 100k 2/1/1988 22 DUNN Capital Management World Monetary and Agriculture Program (WMA) 6.17 100k 11/1/1984 21 Drury Capital Diversified Trend-Following Program 6.21 5,000k 5/1/1997 20 Estlander & Partners Alpha Trend II - Class P 6.21 100k 12/1/2008 19 Angle Capital Management LLC AIP Program 6.31 100k 1/1/2010 18 Rabar Market Research Short-Term Program 6.44 2,000k 11/1/2009 17 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.09 200k 11/1/1999 16 QQFund.com QQFund.com Alpha Beta Program 7.16 100k 9/1/2008 15 Superfund Group Superfund Green L.P. Series B 7.17 5k 10/1/2002 14 Rho Asset Management Rho Altius 1XL Program 7.35 5,000k 11/1/2007 13 Superfund Group Superfund Green GCT USD 7.64 15k 1/1/2000 12 Superfund Group Superfund Blue SPC Class A (Gold) 8.02 50k 12/1/2007 11 Clarke Capital Management Millennium 8.50 1,000k 1/1/1998 10 Superfund Group Superfund Green Gold L.P. Series A-1 9.40 5k 4/1/2009 9 Tactical Investment Management Tactical Institutional Commodity Program 9.45 10,000k 4/1/1993 8 Keck Capital Management LLC The Keck Program 9.48 2,000k 12/1/2003 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 9.78 100k 5/1/1999 6 Superfund Group Superfund Green Gold A (SPC) 10.44 5k 10/1/2005 5 Superfund Group Superfund Green Master 10.57 2,000k 5/1/2001 4 Superfund Group Superfund Green Gold L.P. Series B-1 11.42 5k 4/1/2009 3 Superfund Group Superfund Green Gold B (SPC) 13.05 50k 10/1/2005 2 Superfund Group Superfund Green Gold C (SPC) 15.74 100k 10/1/2005 1 Purple Valley Capital, Inc. Diversified Trend 1 17.96 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.