Trend Following Strategy Index For June 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 Jun 2011 Min Inv Inception 125 DUNN Capital Management World Monetary and Agriculture Program (WMA) -12.59 100k 11/1/1984 124 Purple Valley Capital, Inc. Diversified Trend 1 -12.17 100k 8/1/2008 123 M.S. Capital Management Global Diversified Program -10.08 2,000k 11/1/1998 122 Parizek Capital Futures Trading Program -9.13 500k 4/1/2000 121 Chesapeake Capital Diversified (LV) -8.15 100k 2/1/1988 120 Dreiss Research Corporation Diversified Program -7.63 1,000k 5/1/1991 119 Tactical Investment Management Tactical Institutional Commodity Program -7.43 10,000k 4/1/1993 118 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.41 100k 5/1/1999 117 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -7.01 10k 7/1/2005 116 Drury Capital Diversified Trend-Following Program -7.00 5,000k 5/1/1997 115 Clarke Capital Management Millennium -6.83 1,000k 1/1/1998 114 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -6.81 0k 11/1/1996 113 Alder Capital DAC Alder Global 20 -6.80 250k 2/1/2001 112 Altradis Capital AG AlphAlgo -6.63 100k 5/1/2007 111 Superfund Group Superfund Green Gold C (SPC) -6.48 100k 10/1/2005 110 Alee Capital Management, LLC Mistral Program -6.32 2,500k 1/1/1999 109 Eckhardt Trading Company Evolution Strategies 1.2X -6.04 10,000k 10/1/1991 108 Rabar Market Research Diversified Program -5.86 2,000k 1/1/1989 107 Estlander & Partners Global XL -5.78 5,000k 8/1/1991 106 Superfund Group Superfund Green Gold B (SPC) -5.50 50k 10/1/2005 105 Alee Capital Management, LLC Poniente Program -5.44 2,500k 1/1/1999 104 Clarke Capital Management Jupiter -5.44 3,000k 5/1/2005 103 Millburn Ridgefield Corporation Commodity Program -5.43 25,000k 3/1/2005 102 EMC Capital Advisors, LLC Classic -5.30 5,000k 1/1/1985 101 Rabar Market Research Short-Term Program -5.26 2,000k 11/1/2009 100 Eckhardt Trading Company Evolution Strategies -5.00 20,000k 8/1/1991 99 Clarke Capital Management FX Plus -4.95 1,000k 5/1/2004 98 Hyman Beck and Company Global Portfolio -4.92 1,000k 3/1/1991 97 ISAM ISAM Systematic Trend Fund -4.80 1,000k 6/1/2001 96 QQFund.com QQFund.com Alpha Beta Program -4.53 100k 9/1/2008 95 Superfund Group Superfund Green Gold A (SPC) -4.53 5k 10/1/2005 94 Blackwater Capital Management Global Program -4.47 5,000k 7/1/2005 93 Conquest Capital Group Conquest Select -4.11 250k 6/1/2004 92 Lynx Asset Management AB Lynx Program -4.10 75k 5/1/2000 91 Rho Asset Management Rho Altius 1XL Program -4.07 5,000k 11/1/2007 90 Wimmer Horizon LLP Managed Account -4.03 5,000k 5/1/2005 89 QCM Global Diversified Programme -3.98 500k 12/1/1995 88 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.91 100k 1/1/2005 87 Robinson-Langley Capital Management, LLC Managed Account Program -3.86 200k 1/1/2007 86 Superfund Group Superfund Green Master -3.75 2,000k 5/1/2001 85 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.75 1,000k 3/1/2003 84 Eclipse Capital Management Global Monetary -3.73 5,000k 8/1/1990 83 Kelly Angle Inc. Genesis Program -3.72 2,000k 4/1/2000 82 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.67 200k 11/1/1999 81 Mobius Asset Management Custom Trading Program -3.65 100k 1/1/2002 80 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.64 100k 1/1/2000 79 Conquest Capital Group Conquest Macro -3.62 250k 5/1/1999 78 Southwest Managed Investments, LLC Global Diversified -3.38 200k 1/1/2002 77 Superfund Group Superfund Blue SPC Class A (Gold) -3.31 50k 12/1/2007 76 Alder Capital DAC Alder Global 10 -3.30 250k 10/1/2000 75 Superfund Group Superfund Green GCT USD -3.27 15k 1/1/2000 74 Rotella Capital Management Rotella Polaris Program (Diversified) -3.20 10,000k 1/1/1991 73 John Locke Investments Cyril Systematic Program -3.19 8,000k 7/1/2000 72 ALFAKRAFT ALFA Commodity Fund -3.19 16k 6/1/2010 71 Estlander & Partners Alpha Trend II - Class P -3.17 100k 12/1/2008 70 Quantica Capital AG Quantica Managed Futures -3.07 5,000k 1/1/2005 69 Angle Capital Management LLC AIP Program -3.06 100k 1/1/2010 68 Superfund Group Superfund Green Gold L.P. Series A-1 -3.04 5k 4/1/2009 67 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.01 250k 10/1/2009 66 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -2.93 100k 10/1/2009 65 Estlander & Partners Global Markets -2.91 10,000k 8/1/1999 64 Superfund Group Superfund Green L.P. Series B -2.79 5k 10/1/2002 63 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.77 100k 3/1/2003 62 Red Rock Capital, LLC Systematic Global Macro -2.70 500k 9/1/2003 61 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.66 10,000k 8/1/1999 60 Mark J. Walsh Company Standard Program -2.65 2,000k 9/1/1985 59 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.61 10,000k 8/1/2004 58 Transtrend B.V. DTP – Enhanced Risk (USD) -2.59 10,000k 1/1/1995 57 Cauldron Investments, LLC Stock Index Plus -2.54 1,000k 10/1/2009 56 Diamond Capital Management Enhanced S&P Program -2.53 100k 10/1/2009 55 Covenant Capital Management Aggressive Program -2.52 3,000k 2/1/2004 54 Winton Capital Management Diversified -2.51 50,000k 10/1/1997 53 Ancile Capital Management Global Markets Program -2.44 2,000k 4/1/2005 52 Estlander & Partners Freedom -2.42 20,000k 8/1/2010 51 Clarke Capital Management Worldwide -2.40 250k 1/1/1996 50 Covenant Capital Management Original Program -2.33 5,000k 9/1/1999 49 Wavefront Global Asset Management IMFC Global Investment Program -2.32 2,000k 2/1/2007 48 Amplitude Capital International Limited Klassik Strategy -2.17 1,000k 9/1/2009 47 Superfund Group Superfund Green Q-AG -2.14 2k 3/1/1996 46 John Locke Investments JL Commodity Long Flat Program -2.11 5,000k 12/1/2007 45 Somers Brothers Capital Diversified Futures Program #1 -2.05 100k 1/1/2005 44 Superfund Group Superfund Green L.P. Series A -2.01 5k 10/1/2002 43 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -2.00 5,000k 12/1/2010 42 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.94 1,000k 9/1/2009 41 Quantum Leap Capital Management Managed Account Program -1.90 300k 8/1/2006 40 Auspice Capital Advisors Ltd Auspice Diversified Program -1.85 1,500k 4/1/2006 39 Hawksbill Capital Management Global Diversified -1.81 5,000k 11/1/1988 38 Transtrend B.V. DTP – Standard Risk (EUR) -1.73 10,000k 2/1/1999 37 IDS Capital IDS F&F Systematic Trading -1.70 50k 7/1/2013 36 Neural Capital Ltd Sentinel Trading Program -1.70 2,000k 1/1/2006 35 DUNN Capital Management D'Best Futures Fund, L.P. -1.67 100k 6/1/1994 34 Superfund Group Superfund Green Gold L.P. Series B-1 -1.60 5k 4/1/2009 33 Welton Investment Partners Welton Global -1.58 10,000k 6/1/2004 32 Keck Capital Management LLC The Keck Program -1.48 2,000k 12/1/2003 31 Future Trade AG Thales Swing Trading Programme -1.47 250k 6/1/2007 30 Wavefront Global Asset Management IMFC Global Concentrated -1.38 500k 4/1/2009 29 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.33 1k 10/1/2006 28 Pacific Capital Advisors Vanguard Program -1.31 100k 4/1/2007 27 Saxon Investment Corporation Aggressive Diversified Program -1.18 2,000k 11/1/1993 26 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.87 250k 5/1/2011 25 Heyden & Steindl GmbH TOMAC2 -0.84 5,000k 3/1/2003 24 Gladius Asset Management Fulham Program -0.83 2,000k 1/1/2008 23 Clarke Capital Management Global Basic -0.79 50k 2/1/1996 22 Estlander & Partners Alpha Trend -0.79 30,000k 10/1/1991 21 Rotella Capital Management Rotella Orion (Short-Term) Program -0.77 10,000k 3/1/2006 20 Seven Capital Management Seven Absolute Return -0.72 100k 6/1/2009 19 Briarwood Capital Management, Inc. Diversified 2XL -0.71 250k 11/1/2004 18 RAM Management Group MRTP Aggressive -0.69 1,000k 2/1/1998 17 Mobius Asset Management Diversified Program -0.68 250k 3/1/2004 16 Saxon Investment Corporation Diversified Program -0.67 3,000k 9/1/1988 15 DUNN Capital Management DUNN Combined Fund (DCF) -0.63 100k 5/1/1989 14 Parizek Capital Currency Program -0.24 1,000k 4/1/2006 13 RAM Management Group RAM MRTP 1X-Conservative -0.23 1,000k 9/1/1993 12 Superfund Group Superfund Blue SPC Class A (EUR) -0.07 50k 4/1/2005 11 AllMountain Capital AG Mount Denali Global Trends -0.07 160k 7/1/2007 10 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.13 10,000k 8/1/2009 9 Gap Partners LLC Gap 0.17 250k 11/1/2009 8 Clarke Capital Management Global Magnum 0.21 100k 8/1/1997 7 Quantica Capital AG Quantica Diversified FX 0.51 5,000k 3/1/2007 6 Adamah Capital LLC Asset Allocator Program 0.70 50k 3/1/2011 5 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.12 250k 10/1/2009 4 Melissinos Trading Eupatrid Global Trends 1.17 50k 1/1/2011 3 Vergho Asset Management LLC Kinematics 2.18 1,000k 11/1/2008 2 Serac, LLC Diversified Reversal Program 9.26 200k 4/1/2011 1 Insignia Managed Capital Medallion 9.49 50k 2/1/2009 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.