Trend Following Strategy Index For October 2012 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 Oct 2012 Min Inv Inception 134 Estlander & Partners Alpha Trend II - Class P -21.15 100k 12/1/2008 133 Dreiss Research Corporation Diversified Program -17.70 1,000k 5/1/1991 132 Mulvaney Capital Management The Mulvaney Global Markets Fund -15.07 100k 5/1/1999 131 Hawksbill Capital Management Global Diversified -13.74 5,000k 11/1/1988 130 QQFund.com QQFund.com Alpha Beta Program -13.13 100k 9/1/2008 129 Robinson-Langley Capital Management, LLC Managed Account Program -12.77 200k 1/1/2007 128 Superfund Group Superfund Green Gold C (SPC) -11.92 100k 10/1/2005 127 QCM Global Diversified Programme -10.91 500k 12/1/1995 126 Purple Valley Capital, Inc. Diversified Trend 1 -10.73 100k 8/1/2008 125 Somers Brothers Capital Diversified Futures Program #1 -10.55 100k 1/1/2005 124 Clarke Capital Management Jupiter -10.06 3,000k 5/1/2005 123 Superfund Group Superfund Green Gold B (SPC) -9.88 50k 10/1/2005 122 Angle Capital Management LLC AIP Program -9.74 100k 1/1/2010 121 Kelly Angle Inc. Genesis Program -9.32 2,000k 4/1/2000 120 DUNN Capital Management D'Best Futures Fund, L.P. -9.25 100k 6/1/1994 119 Eckhardt Trading Company Evolution Strategies 1.2X -9.04 10,000k 10/1/1991 118 Clarke Capital Management Millennium -8.79 1,000k 1/1/1998 117 Neural Capital Ltd Sentinel Trading Program -8.50 2,000k 1/1/2006 116 Superfund Group Superfund Green Master -8.37 2,000k 5/1/2001 115 Eckhardt Trading Company Evolution Strategies -7.91 20,000k 8/1/1991 114 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.88 0k 11/1/1996 113 Superfund Group Superfund Green Gold A (SPC) -7.74 5k 10/1/2005 112 Rabar Market Research Short-Term Program -7.63 2,000k 11/1/2009 111 Rho Asset Management Rho Altius 1XL Program -7.22 5,000k 11/1/2007 110 Rabar Market Research Diversified Program -7.17 2,000k 1/1/1989 109 Covenant Capital Management Aggressive Program -7.15 3,000k 2/1/2004 108 Estlander & Partners Alpha Trend -6.95 30,000k 10/1/1991 107 Superfund Group Superfund Green Gold L.P. Series B-1 -6.95 5k 4/1/2009 106 Altradis Capital AG AlphAlgo -6.94 100k 5/1/2007 105 Estlander & Partners Global XL -6.88 5,000k 8/1/1991 104 Estlander & Partners Freedom -6.83 20,000k 8/1/2010 103 Amplitude Capital International Limited Klassik Strategy -6.77 1,000k 9/1/2009 102 Melissinos Trading Eupatrid Global Trends -6.73 50k 1/1/2011 101 Superfund Group Superfund Green GCT USD -6.68 15k 1/1/2000 100 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.59 100k 11/1/1984 99 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -6.48 1,000k 9/1/2009 98 Keck Capital Management LLC The Keck Program -6.46 2,000k 12/1/2003 97 Lynx Asset Management AB Lynx Program -6.19 75k 5/1/2000 96 Superfund Group Superfund Green Gold L.P. Series A-1 -6.03 5k 4/1/2009 95 Southwest Managed Investments, LLC Global Diversified -6.03 200k 1/1/2002 94 Tactical Investment Management Tactical Institutional Commodity Program -5.74 10,000k 4/1/1993 93 Superfund Group Superfund Green L.P. Series B -5.71 5k 10/1/2002 92 DUNN Capital Management DUNN Combined Fund (DCF) -5.68 100k 5/1/1989 91 Clarke Capital Management Worldwide -5.52 250k 1/1/1996 90 ALFAKRAFT ALFA Commodity Fund -5.51 16k 6/1/2010 89 Covenant Capital Management Original Program -5.49 5,000k 9/1/1999 88 EMC Capital Advisors, LLC Classic -5.40 5,000k 1/1/1985 87 Chesapeake Capital Diversified (LV) -5.40 100k 2/1/1988 86 Conquest Capital Group Conquest Select -5.38 250k 6/1/2004 85 Eclipse Capital Management Global Monetary -5.20 5,000k 8/1/1990 84 UNISystems Research Inc. Wall Street Program -5.09 20k 8/1/2011 83 John Locke Investments Cyril Systematic Program -5.02 8,000k 7/1/2000 82 M.S. Capital Management Global Diversified Program -4.94 2,000k 11/1/1998 81 Alee Capital Management, LLC Mistral Program -4.92 2,500k 1/1/1999 80 ISAM ISAM Systematic Trend Fund -4.80 1,000k 6/1/2001 79 Wavefront Global Asset Management IMFC Global Investment Program -4.78 2,000k 2/1/2007 78 Briarwood Capital Management, Inc. Diversified 2XL -4.74 250k 11/1/2004 77 Clarke Capital Management Global Basic -4.62 50k 2/1/1996 76 Wimmer Horizon LLP Managed Account -4.50 5,000k 5/1/2005 75 Seven Capital Management Seven Absolute Return -4.48 100k 6/1/2009 74 Mark J. Walsh Company Standard Program -4.41 2,000k 9/1/1985 73 Adamah Capital LLC Asset Allocator Program -4.40 50k 3/1/2011 72 Superfund Group Superfund Green Q-AG -4.37 2k 3/1/1996 71 Wavefront Global Asset Management IMFC Global Concentrated -4.36 500k 4/1/2009 70 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.26 100k 1/1/2005 69 Rotella Capital Management Rotella Polaris Program (Diversified) -4.24 10,000k 1/1/1991 68 Drury Capital Diversified Trend-Following Program -4.22 5,000k 5/1/1997 67 John Locke Investments JL Commodity Long Flat Program -4.09 5,000k 12/1/2007 66 Clarke Capital Management Global Magnum -4.05 100k 8/1/1997 65 Welton Investment Partners Welton Global -3.95 10,000k 6/1/2004 64 Heyden & Steindl GmbH TOMAC2 -3.90 5,000k 3/1/2003 63 Superfund Group Superfund Green L.P. Series A -3.85 5k 10/1/2002 62 Superfund Group Superfund Blue SPC Class A (Gold) -3.85 50k 12/1/2007 61 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.83 250k 10/1/2009 60 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.73 10,000k 8/1/2004 59 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.67 10,000k 8/1/1999 58 Transtrend B.V. DTP – Enhanced Risk (USD) -3.65 10,000k 1/1/1995 57 Saxon Investment Corporation Aggressive Diversified Program -3.53 2,000k 11/1/1993 56 Quantum Leap Capital Management Managed Account Program -3.50 300k 8/1/2006 55 Estlander & Partners Global Markets -3.47 10,000k 8/1/1999 54 Future Trade AG Thales Swing Trading Programme -3.47 250k 6/1/2007 53 Alee Capital Management, LLC Poniente Program -3.35 2,500k 1/1/1999 52 Vergho Asset Management LLC Kinematics -3.31 1,000k 11/1/2008 51 Alder Capital DAC Alder Global 20 -3.20 250k 2/1/2001 50 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.16 5,000k 12/1/2010 49 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.08 10k 7/1/2005 48 Quantica Capital AG Quantica Managed Futures -2.89 10,000k 1/1/2005 47 Parizek Capital Futures Trading Program -2.60 500k 4/1/2000 46 Winton Capital Management Diversified -2.54 50,000k 10/1/1997 45 Millburn Ridgefield Corporation Commodity Program -2.51 25,000k 3/1/2005 44 AllMountain Capital AG Mount Denali Global Trends -2.49 160k 7/1/2007 43 Ancile Capital Management Global Markets Program -2.46 2,000k 4/1/2005 42 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -2.43 100k 1/1/2012 41 Transtrend B.V. DTP – Standard Risk (EUR) -2.42 10,000k 2/1/1999 40 Hyman Beck and Company Global Portfolio -2.24 1,000k 3/1/1991 39 Blackwater Capital Management Global Program -2.15 5,000k 7/1/2005 38 IStar Capital B.V. IStar Systematic Fund -2.11 1,000k 9/1/2011 37 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.10 100k 1/1/2000 36 Quantica Capital AG Quantica Diversified FX -2.00 5,000k 3/1/2007 35 IDS Capital IDS F&F Systematic Trading -2.00 50k 7/1/2013 34 Deep Field Capital AG SINGULARITY Fund -1.98 100k 9/1/2011 33 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.93 1k 10/1/2006 32 Saxon Investment Corporation Diversified Program -1.80 3,000k 9/1/1988 31 Auspice Capital Advisors Ltd Auspice Diversified Program -1.73 1,500k 6/1/2007 30 FTC Capital GmbH FTC Global Diversified -1.69 0k 3/1/2012 29 Gladius Asset Management Fulham Program -1.67 2,000k 1/1/2008 28 Alder Capital DAC Alder Global 10 -1.60 250k 10/1/2000 27 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.54 10,000k 3/1/2003 26 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.49 250k 5/1/2011 25 Rotella Capital Management Rotella Orion (Short-Term) Program -1.28 10,000k 3/1/2006 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.08 200k 11/1/1999 23 ROW Asset Managment Row Diversified Fund, L.P. -0.97 1,000k 11/1/2011 22 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.85 10,000k 8/1/2009 21 Pacific Capital Advisors Vanguard Program -0.82 100k 4/1/2007 20 Conquest Capital Group Conquest Macro -0.41 250k 5/1/1999 19 Clarke Capital Management FX Plus -0.41 1,000k 5/1/2004 18 Gap Partners LLC Gap -0.19 250k 11/1/2009 17 Mobius Asset Management Custom Trading Program -0.13 100k 1/1/2002 16 Red Rock Capital, LLC Systematic Global Macro -0.06 500k 9/1/2003 15 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 14 Mobius Asset Management Diversified Program 0.10 250k 3/1/2004 13 RAM Management Group RAM MRTP 1X-Conservative 0.23 1,000k 9/1/1993 12 Superfund Group Superfund Blue SPC Class A (EUR) 0.23 50k 4/1/2005 11 Parizek Capital Currency Program 0.40 1,000k 4/1/2006 10 HASAFUMA FX Momentum 0.70 20k 7/1/2012 9 RAM Management Group MRTP Aggressive 0.80 1,000k 2/1/1998 8 HASAFUMA Hedgehog 0.86 50k 5/1/2012 7 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.07 250k 10/1/2009 6 Diamond Capital Management Enhanced S&P Program 1.79 100k 10/1/2009 5 Cauldron Investments, LLC Stock Index Plus 1.80 1,000k 10/1/2009 4 Serac, LLC Diversified Reversal Program 2.23 200k 4/1/2011 3 Insignia Managed Capital Medallion 2.91 50k 2/1/2009 2 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.03 100k 10/1/2009 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.29 100k 3/1/2003 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.