Trend Following Strategy Index For September 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 Sep 2011 Min Inv Inception 128 Superfund Group Superfund Green Gold C (SPC) -16.35 100k 10/1/2005 127 Superfund Group Superfund Green Gold B (SPC) -15.33 50k 10/1/2005 126 Superfund Group Superfund Green Gold A (SPC) -14.43 5k 10/1/2005 125 Chesapeake Capital Diversified (LV) -14.09 100k 2/1/1988 124 Superfund Group Superfund Green Gold L.P. Series B-1 -13.47 5k 4/1/2009 123 Superfund Group Superfund Green Gold L.P. Series A-1 -12.94 5k 4/1/2009 122 Superfund Group Superfund Blue SPC Class A (Gold) -10.44 50k 12/1/2007 121 Insignia Managed Capital Medallion -10.17 50k 2/1/2009 120 QCM Global Diversified Programme -9.58 500k 12/1/1995 119 Eckhardt Trading Company Evolution Strategies 1.2X -9.47 10,000k 10/1/1991 118 Robinson-Langley Capital Management, LLC Managed Account Program -8.14 200k 1/1/2007 117 Eckhardt Trading Company Evolution Strategies -8.07 20,000k 8/1/1991 116 Liberty Funds Group, Inc Liberty Wealth Protection Fund -7.74 250k 10/1/2009 115 Rabar Market Research Diversified Program -7.29 2,000k 1/1/1989 114 John Locke Investments JL Commodity Long Flat Program -6.54 5,000k 12/1/2007 113 Rabar Market Research Short-Term Program -6.49 2,000k 11/1/2009 112 Melissinos Trading Eupatrid Global Trends -5.65 50k 1/1/2011 111 Superfund Group Superfund Blue SPC Class A (EUR) -5.55 50k 4/1/2005 110 Superfund Group Superfund Green Master -5.34 2,000k 5/1/2001 109 Purple Valley Capital, Inc. Diversified Trend 1 -5.19 100k 8/1/2008 108 Quantica Capital AG Quantica Diversified FX -4.83 5,000k 3/1/2007 107 Parizek Capital Currency Program -4.60 1,000k 4/1/2006 106 Superfund Group Superfund Green L.P. Series B -4.59 5k 10/1/2002 105 Adamah Capital LLC Asset Allocator Program -4.50 50k 3/1/2011 104 Mobius Asset Management Custom Trading Program -4.45 100k 1/1/2002 103 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.40 1,000k 3/1/2003 102 Superfund Group Superfund Green GCT USD -4.25 15k 1/1/2000 101 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.20 100k 5/1/1999 100 Millburn Ridgefield Corporation Commodity Program -4.12 25,000k 3/1/2005 99 Wavefront Global Asset Management IMFC Global Investment Program -4.08 2,000k 2/1/2007 98 Amplitude Capital International Limited Klassik Strategy -4.05 1,000k 9/1/2009 97 Serac, LLC Diversified Reversal Program -3.75 200k 4/1/2011 96 DUNN Capital Management DUNN Combined Fund (DCF) -3.53 100k 5/1/1989 95 Alder Capital DAC Alder Global 20 -3.40 250k 2/1/2001 94 Superfund Group Superfund Green Q-AG -3.31 2k 3/1/1996 93 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -3.05 100k 1/1/2005 92 Superfund Group Superfund Green L.P. Series A -2.81 5k 10/1/2002 91 Auspice Capital Advisors Ltd Auspice Diversified Program -2.76 1,500k 4/1/2006 90 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.64 100k 11/1/1984 89 Briarwood Capital Management, Inc. Diversified 2XL -2.40 250k 11/1/2004 88 Welton Investment Partners Welton Global -2.28 10,000k 6/1/2004 87 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.17 1,000k 9/1/2009 86 Clarke Capital Management Millennium -2.11 1,000k 1/1/1998 85 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.03 10,000k 8/1/1999 84 Estlander & Partners Global XL -2.02 5,000k 8/1/1991 83 Transtrend B.V. DTP – Enhanced Risk (USD) -2.00 10,000k 1/1/1995 82 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.92 10,000k 8/1/2004 81 Saxon Investment Corporation Aggressive Diversified Program -1.90 2,000k 11/1/1993 80 Alder Capital DAC Alder Global 10 -1.70 250k 10/1/2000 79 Covenant Capital Management Original Program -1.59 5,000k 9/1/1999 78 UNISystems Research Inc. Wall Street Program -1.52 20k 8/1/2011 77 IDS Capital IDS F&F Systematic Trading -1.47 50k 7/1/2013 76 Transtrend B.V. DTP – Standard Risk (EUR) -1.18 10,000k 2/1/1999 75 Saxon Investment Corporation Diversified Program -0.99 3,000k 9/1/1988 74 Estlander & Partners Global Markets -0.94 10,000k 8/1/1999 73 Wimmer Horizon LLP Managed Account -0.61 5,000k 5/1/2005 72 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.56 10k 7/1/2005 71 Covenant Capital Management Aggressive Program -0.54 3,000k 2/1/2004 70 Rho Asset Management Rho Altius 1XL Program -0.25 5,000k 11/1/2007 69 Hawksbill Capital Management Global Diversified -0.19 5,000k 11/1/1988 68 QQFund.com QQFund.com Alpha Beta Program -0.17 100k 9/1/2008 67 Quantica Capital AG Quantica Managed Futures -0.13 5,000k 1/1/2005 66 Red Rock Capital, LLC Systematic Global Macro -0.12 500k 9/1/2003 65 Pacific Capital Advisors Vanguard Program -0.05 100k 4/1/2007 64 Wavefront Global Asset Management IMFC Global Concentrated -0.05 500k 4/1/2009 63 Mobius Asset Management Diversified Program -0.02 250k 3/1/2004 61 Deep Field Capital AG SINGULARITY Fund 0.00 100k 9/1/2011 62 IStar Capital B.V. IStar Systematic Fund 0.00 1,000k 9/1/2011 60 Clarke Capital Management Global Magnum 0.05 100k 8/1/1997 59 Winton Capital Management Diversified 0.16 50,000k 10/1/1997 58 Somers Brothers Capital Diversified Futures Program #1 0.34 100k 1/1/2005 57 Rotella Capital Management Rotella Polaris Program (Diversified) 0.53 10,000k 1/1/1991 56 Gap Partners LLC Gap 0.74 250k 11/1/2009 55 Estlander & Partners Freedom 0.81 20,000k 8/1/2010 54 Tactical Investment Management Tactical Institutional Commodity Program 0.82 10,000k 4/1/1993 53 Seven Capital Management Seven Absolute Return 0.83 100k 6/1/2009 52 Alee Capital Management, LLC Mistral Program 0.86 2,500k 1/1/1999 51 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.08 5,000k 12/1/2010 50 Quantum Leap Capital Management Managed Account Program 1.30 300k 8/1/2006 49 Future Trade AG Thales Swing Trading Programme 1.42 250k 6/1/2007 48 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.42 1k 10/1/2006 47 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.77 0k 11/1/1996 46 DUNN Capital Management D'Best Futures Fund, L.P. 1.99 100k 6/1/1994 45 AllMountain Capital AG Mount Denali Global Trends 2.13 160k 7/1/2007 44 Estlander & Partners Alpha Trend 2.14 30,000k 10/1/1991 43 Vergho Asset Management LLC Kinematics 2.61 1,000k 11/1/2008 42 Clarke Capital Management Worldwide 2.64 250k 1/1/1996 41 ALFAKRAFT ALFA Commodity Fund 2.66 16k 6/1/2010 40 ISAM ISAM Systematic Trend Fund 2.70 1,000k 6/1/2001 39 John Locke Investments Cyril Systematic Program 2.78 8,000k 7/1/2000 38 Diamond Capital Management Enhanced S&P Program 2.82 100k 10/1/2009 37 Cauldron Investments, LLC Stock Index Plus 2.82 1,000k 10/1/2009 36 Alee Capital Management, LLC Poniente Program 2.88 2,500k 1/1/1999 35 RAM Management Group RAM MRTP 1X-Conservative 3.31 1,000k 9/1/1993 34 EMC Capital Advisors, LLC Classic 3.40 5,000k 1/1/1985 33 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.52 250k 10/1/2009 32 Ancile Capital Management Global Markets Program 3.58 2,000k 4/1/2005 31 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.68 10,000k 8/1/2009 30 Clarke Capital Management Jupiter 3.83 3,000k 5/1/2005 29 Altradis Capital AG AlphAlgo 3.98 100k 5/1/2007 28 Clarke Capital Management FX Plus 4.05 1,000k 5/1/2004 27 Insch Capital Management SA Interbank Currency Program - 3X Leverage 4.06 100k 1/1/2000 26 Gladius Asset Management Fulham Program 4.48 2,000k 1/1/2008 25 Eclipse Capital Management Global Monetary 4.52 5,000k 8/1/1990 24 Heyden & Steindl GmbH TOMAC2 4.80 5,000k 3/1/2003 23 Mark J. Walsh Company Standard Program 4.82 2,000k 9/1/1985 22 Lynx Asset Management AB Lynx Program 5.41 75k 5/1/2000 21 Keck Capital Management LLC The Keck Program 5.67 2,000k 12/1/2003 20 Estlander & Partners Alpha Trend II - Class P 5.85 100k 12/1/2008 19 Rotella Capital Management Rotella Orion (Short-Term) Program 5.86 10,000k 3/1/2006 18 Hyman Beck and Company Global Portfolio 6.15 1,000k 3/1/1991 17 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.60 100k 3/1/2003 16 Conquest Capital Group Conquest Select 6.71 250k 6/1/2004 15 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 7.32 100k 10/1/2009 14 Southwest Managed Investments, LLC Global Diversified 7.37 200k 1/1/2002 13 Drury Capital Diversified Trend-Following Program 8.00 5,000k 5/1/1997 12 Dixon Midland Company LLC Dixon Midland Diversified LLC 8.75 250k 5/1/2011 11 Clarke Capital Management Global Basic 9.07 50k 2/1/1996 10 Neural Capital Ltd Sentinel Trading Program 9.07 2,000k 1/1/2006 9 Angle Capital Management LLC AIP Program 9.62 100k 1/1/2010 8 Blackwater Capital Management Global Program 10.25 5,000k 7/1/2005 7 RAM Management Group MRTP Aggressive 10.30 1,000k 2/1/1998 6 Parizek Capital Futures Trading Program 10.43 500k 4/1/2000 5 Conquest Capital Group Conquest Macro 11.19 250k 5/1/1999 4 Kelly Angle Inc. Genesis Program 11.89 2,000k 4/1/2000 3 M.S. Capital Management Global Diversified Program 12.10 2,000k 11/1/1998 2 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 13.11 200k 11/1/1999 1 Dreiss Research Corporation Diversified Program 13.37 1,000k 5/1/1991 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.