Trend Following Strategy Index For August 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 Aug 2011 Min Inv Inception 126 QQFund.com QQFund.com Alpha Beta Program -21.34 100k 9/1/2008 125 Parizek Capital Currency Program -18.99 1,000k 4/1/2006 124 Adamah Capital LLC Asset Allocator Program -10.50 50k 3/1/2011 123 Heyden & Steindl GmbH TOMAC2 -8.55 5,000k 3/1/2003 122 Drury Capital Diversified Trend-Following Program -8.34 5,000k 5/1/1997 121 M.S. Capital Management Global Diversified Program -4.37 2,000k 11/1/1998 120 Diamond Capital Management Enhanced S&P Program -3.90 100k 10/1/2009 119 DUNN Capital Management DUNN Combined Fund (DCF) -3.88 100k 5/1/1989 118 Cauldron Investments, LLC Stock Index Plus -3.82 1,000k 10/1/2009 117 Alder Capital DAC Alder Global 20 -3.70 250k 2/1/2001 116 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.56 10,000k 8/1/2004 115 Welton Investment Partners Welton Global -3.51 10,000k 6/1/2004 114 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.50 10,000k 8/1/1999 113 Dreiss Research Corporation Diversified Program -3.26 1,000k 5/1/1991 112 QCM Global Diversified Programme -3.26 500k 12/1/1995 111 Quantum Leap Capital Management Managed Account Program -3.20 300k 8/1/2006 110 Transtrend B.V. DTP – Enhanced Risk (USD) -3.20 10,000k 1/1/1995 109 Quantica Capital AG Quantica Diversified FX -2.99 5,000k 3/1/2007 108 Blackwater Capital Management Global Program -2.73 5,000k 7/1/2005 107 Eclipse Capital Management Global Monetary -2.58 5,000k 8/1/1990 106 Transtrend B.V. DTP – Standard Risk (EUR) -2.37 10,000k 2/1/1999 105 IDS Capital IDS F&F Systematic Trading -2.13 50k 7/1/2013 104 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.04 250k 10/1/2009 103 Briarwood Capital Management, Inc. Diversified 2XL -2.03 250k 11/1/2004 102 EMC Capital Advisors, LLC Classic -2.00 5,000k 1/1/1985 101 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.87 250k 5/1/2011 100 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.66 10,000k 3/1/2003 99 Alder Capital DAC Alder Global 10 -1.60 250k 10/1/2000 98 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.57 200k 11/1/1999 97 Auspice Capital Advisors Ltd Auspice Diversified Program -1.20 1,500k 4/1/2006 96 Chesapeake Capital Diversified (LV) -1.03 100k 2/1/1988 95 Pacific Capital Advisors Vanguard Program -0.86 100k 4/1/2007 94 Millburn Ridgefield Corporation Commodity Program -0.61 25,000k 3/1/2005 93 Hyman Beck and Company Global Portfolio -0.57 1,000k 3/1/1991 92 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.47 10,000k 8/1/2009 91 Hawksbill Capital Management Global Diversified -0.42 5,000k 11/1/1988 90 Rabar Market Research Diversified Program -0.37 2,000k 1/1/1989 89 John Locke Investments JL Commodity Long Flat Program -0.34 5,000k 12/1/2007 88 Eckhardt Trading Company Evolution Strategies -0.32 20,000k 8/1/1991 87 Clarke Capital Management Jupiter -0.31 3,000k 5/1/2005 86 Eckhardt Trading Company Evolution Strategies 1.2X -0.29 10,000k 10/1/1991 85 Estlander & Partners Global XL -0.19 5,000k 8/1/1991 84 Superfund Group Superfund Green L.P. Series A -0.09 5k 10/1/2002 83 Estlander & Partners Global Markets -0.07 10,000k 8/1/1999 82 Rotella Capital Management Rotella Orion (Short-Term) Program -0.04 10,000k 3/1/2006 81 UNISystems Research Inc. Wall Street Program 0.00 20k 8/1/2011 80 Rotella Capital Management Rotella Polaris Program (Diversified) 0.15 10,000k 1/1/1991 79 Superfund Group Superfund Green L.P. Series B 0.16 5k 10/1/2002 78 Saxon Investment Corporation Diversified Program 0.38 3,000k 9/1/1988 77 Red Rock Capital, LLC Systematic Global Macro 0.42 500k 9/1/2003 76 Wimmer Horizon LLP Managed Account 0.46 5,000k 5/1/2005 75 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.56 100k 1/1/2000 74 Saxon Investment Corporation Aggressive Diversified Program 0.64 2,000k 11/1/1993 73 Superfund Group Superfund Green Q-AG 0.64 2k 3/1/1996 72 Vergho Asset Management LLC Kinematics 0.67 1,000k 11/1/2008 71 Superfund Group Superfund Green GCT USD 0.83 15k 1/1/2000 70 Mobius Asset Management Diversified Program 0.90 250k 3/1/2004 69 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.92 1k 10/1/2006 68 Lynx Asset Management AB Lynx Program 0.95 75k 5/1/2000 67 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.98 5,000k 12/1/2010 66 Clarke Capital Management Worldwide 1.00 250k 1/1/1996 65 Wavefront Global Asset Management IMFC Global Investment Program 1.03 2,000k 2/1/2007 64 Superfund Group Superfund Blue SPC Class A (EUR) 1.11 50k 4/1/2005 63 Serac, LLC Diversified Reversal Program 1.13 200k 4/1/2011 62 ALFAKRAFT ALFA Commodity Fund 1.39 16k 6/1/2010 61 Clarke Capital Management Millennium 1.41 1,000k 1/1/1998 60 Winton Capital Management Diversified 1.43 50,000k 10/1/1997 59 Insignia Managed Capital Medallion 1.48 50k 2/1/2009 58 ISAM ISAM Systematic Trend Fund 1.49 1,000k 6/1/2001 57 Superfund Group Superfund Green Master 1.57 2,000k 5/1/2001 56 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.59 100k 5/1/1999 55 AllMountain Capital AG Mount Denali Global Trends 1.85 160k 7/1/2007 54 Clarke Capital Management FX Plus 1.88 1,000k 5/1/2004 53 Covenant Capital Management Aggressive Program 2.08 3,000k 2/1/2004 52 Robinson-Langley Capital Management, LLC Managed Account Program 2.11 200k 1/1/2007 51 Conquest Capital Group Conquest Macro 2.54 250k 5/1/1999 50 Estlander & Partners Freedom 2.59 20,000k 8/1/2010 49 Gap Partners LLC Gap 3.00 250k 11/1/2009 48 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 3.01 100k 10/1/2009 47 Covenant Capital Management Original Program 3.05 5,000k 9/1/1999 46 Ancile Capital Management Global Markets Program 3.09 2,000k 4/1/2005 45 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.16 10k 7/1/2005 44 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 3.28 100k 1/1/2005 43 Tactical Investment Management Tactical Institutional Commodity Program 3.30 10,000k 4/1/1993 42 Wavefront Global Asset Management IMFC Global Concentrated 3.34 500k 4/1/2009 41 John Locke Investments Cyril Systematic Program 3.46 8,000k 7/1/2000 40 Seven Capital Management Seven Absolute Return 3.51 100k 6/1/2009 39 Estlander & Partners Alpha Trend 3.56 30,000k 10/1/1991 38 Gladius Asset Management Fulham Program 3.72 2,000k 1/1/2008 37 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.95 100k 3/1/2003 36 Rabar Market Research Short-Term Program 4.17 2,000k 11/1/2009 35 Mark J. Walsh Company Standard Program 4.24 2,000k 9/1/1985 34 Somers Brothers Capital Diversified Futures Program #1 4.30 100k 1/1/2005 33 DUNN Capital Management D'Best Futures Fund, L.P. 4.71 100k 6/1/1994 32 Clarke Capital Management Global Magnum 4.89 100k 8/1/1997 31 Alee Capital Management, LLC Poniente Program 5.05 2,500k 1/1/1999 30 Mobius Asset Management Custom Trading Program 5.07 100k 1/1/2002 29 Conquest Capital Group Conquest Select 5.30 250k 6/1/2004 28 Quantica Capital AG Quantica Managed Futures 5.33 5,000k 1/1/2005 27 Alee Capital Management, LLC Mistral Program 5.78 2,500k 1/1/1999 26 RAM Management Group RAM MRTP 1X-Conservative 6.68 1,000k 9/1/1993 25 Southwest Managed Investments, LLC Global Diversified 6.97 200k 1/1/2002 24 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 7.79 0k 11/1/1996 23 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 8.73 1,000k 9/1/2009 22 Parizek Capital Futures Trading Program 8.79 500k 4/1/2000 21 Estlander & Partners Alpha Trend II - Class P 9.48 100k 12/1/2008 20 Melissinos Trading Eupatrid Global Trends 9.56 50k 1/1/2011 19 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.40 100k 11/1/1984 18 Future Trade AG Thales Swing Trading Programme 10.67 250k 6/1/2007 17 Amplitude Capital International Limited Klassik Strategy 11.16 1,000k 9/1/2009 16 Altradis Capital AG AlphAlgo 11.51 100k 5/1/2007 15 Superfund Group Superfund Green Gold A (SPC) 12.46 5k 10/1/2005 14 Superfund Group Superfund Green Gold B (SPC) 12.67 50k 10/1/2005 13 Superfund Group Superfund Green Gold C (SPC) 13.23 100k 10/1/2005 12 Superfund Group Superfund Green Gold L.P. Series A-1 13.42 5k 4/1/2009 11 Superfund Group Superfund Blue SPC Class A (Gold) 13.45 50k 12/1/2007 10 Keck Capital Management LLC The Keck Program 13.76 2,000k 12/1/2003 9 Neural Capital Ltd Sentinel Trading Program 13.97 2,000k 1/1/2006 8 Rho Asset Management Rho Altius 1XL Program 14.13 5,000k 11/1/2007 7 Superfund Group Superfund Green Gold L.P. Series B-1 14.16 5k 4/1/2009 6 Angle Capital Management LLC AIP Program 15.81 100k 1/1/2010 5 Clarke Capital Management Global Basic 16.20 50k 2/1/1996 4 Purple Valley Capital, Inc. Diversified Trend 1 17.02 100k 8/1/2008 3 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 17.06 250k 10/1/2009 2 Kelly Angle Inc. Genesis Program 17.22 2,000k 4/1/2000 1 RAM Management Group MRTP Aggressive 20.81 1,000k 2/1/1998 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.