Trend Following Strategy Index For November 2012 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 Nov 2012 Min Inv Inception 134 Superfund Group Superfund Green Gold L.P. Series B-1 -10.36 5k 4/1/2009 133 Superfund Group Superfund Green Gold C (SPC) -9.17 100k 10/1/2005 132 Superfund Group Superfund Green Master -8.45 2,000k 5/1/2001 131 Estlander & Partners Alpha Trend II - Class P -8.10 100k 12/1/2008 130 Superfund Group Superfund Green L.P. Series B -7.47 5k 10/1/2002 129 Superfund Group Superfund Green GCT USD -7.40 15k 1/1/2000 128 Superfund Group Superfund Green Gold B (SPC) -7.15 50k 10/1/2005 127 Neural Capital Ltd Sentinel Trading Program -7.10 2,000k 1/1/2006 126 Superfund Group Superfund Green Gold L.P. Series A-1 -7.05 5k 4/1/2009 125 UNISystems Research Inc. Wall Street Program -6.62 20k 8/1/2011 124 Hawksbill Capital Management Global Diversified -6.17 5,000k 11/1/1988 123 RAM Management Group MRTP Aggressive -5.69 1,000k 2/1/1998 122 Superfund Group Superfund Green L.P. Series A -5.23 5k 10/1/2002 121 Superfund Group Superfund Green Gold A (SPC) -5.06 5k 10/1/2005 120 Superfund Group Superfund Green Q-AG -4.92 2k 3/1/1996 119 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.82 100k 10/1/2009 118 Kelly Angle Inc. Genesis Program -4.73 2,000k 4/1/2000 117 HASAFUMA Hedgehog -4.60 60k 5/1/2012 116 Rabar Market Research Short-Term Program -4.47 2,000k 11/1/2009 115 Angle Capital Management LLC AIP Program -4.31 100k 1/1/2010 114 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.24 100k 3/1/2003 113 Rotella Capital Management Rotella Orion (Short-Term) Program -4.08 10,000k 3/1/2006 112 Future Trade AG Thales Swing Trading Programme -3.74 250k 6/1/2007 111 Alee Capital Management, LLC Mistral Program -3.67 2,500k 1/1/1999 110 Tactical Investment Management Tactical Institutional Commodity Program -3.39 10,000k 4/1/1993 109 DUNN Capital Management D'Best Futures Fund, L.P. -3.14 100k 6/1/1994 108 FTC Capital GmbH FTC Global Diversified -2.80 0k 3/1/2012 107 DUNN Capital Management DUNN Combined Fund (DCF) -2.72 100k 5/1/1989 106 Melissinos Trading Eupatrid Global Trends -2.53 50k 1/1/2011 105 Estlander & Partners Alpha Trend -2.52 30,000k 10/1/1991 104 Conquest Capital Group Conquest Macro -2.52 250k 5/1/1999 103 Robinson-Langley Capital Management, LLC Managed Account Program -2.27 200k 1/1/2007 102 Auspice Capital Advisors Ltd Auspice Diversified Program -2.23 1,500k 4/1/2006 101 Wimmer Horizon LLP Managed Account -1.93 5,000k 5/1/2005 100 Parizek Capital Futures Trading Program -1.92 500k 4/1/2000 99 RAM Management Group RAM MRTP 1X-Conservative -1.91 1,000k 9/1/1993 98 Estlander & Partners Freedom -1.90 20,000k 8/1/2010 97 Millburn Ridgefield Corporation Commodity Program -1.86 25,000k 3/1/2005 96 Keck Capital Management LLC The Keck Program -1.86 2,000k 12/1/2003 95 Clarke Capital Management Global Basic -1.85 50k 2/1/1996 94 Purple Valley Capital, Inc. Diversified Trend 1 -1.82 100k 8/1/2008 93 Conquest Capital Group Conquest Select -1.81 250k 6/1/2004 92 Wavefront Global Asset Management IMFC Global Concentrated -1.77 500k 4/1/2009 91 Rabar Market Research Diversified Program -1.71 2,000k 1/1/1989 90 Saxon Investment Corporation Aggressive Diversified Program -1.54 2,000k 11/1/1993 89 Rho Asset Management Rho Altius 1XL Program -1.51 5,000k 11/1/2007 88 Wavefront Global Asset Management IMFC Global Investment Program -1.50 2,000k 2/1/2007 87 Heyden & Steindl GmbH TOMAC2 -1.40 5,000k 3/1/2003 86 Pacific Capital Advisors Vanguard Program -1.39 100k 4/1/2007 85 Mark J. Walsh Company Standard Program -1.24 2,000k 9/1/1985 84 M.S. Capital Management Global Diversified Program -1.16 2,000k 11/1/1998 83 Clarke Capital Management Global Magnum -1.11 100k 8/1/1997 82 ISAM ISAM Systematic Trend Fund -1.11 1,000k 6/1/2001 81 IDS Capital IDS F&F Systematic Trading -1.00 50k 7/1/2013 80 EMC Capital Advisors, LLC Classic -1.00 5,000k 1/1/1985 79 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.97 100k 5/1/1999 78 Ancile Capital Management Global Markets Program -0.93 2,000k 4/1/2005 77 Gladius Asset Management Fulham Program -0.89 2,000k 1/1/2008 76 ROW Asset Managment Row Diversified Fund, L.P. -0.87 1,000k 11/1/2011 75 Welton Investment Partners Welton Global -0.85 10,000k 6/1/2004 74 John Locke Investments JL Commodity Long Flat Program -0.84 5,000k 12/1/2007 73 Vergho Asset Management LLC Kinematics -0.79 1,000k 11/1/2008 72 Saxon Investment Corporation Diversified Program -0.75 3,000k 9/1/1988 71 Estlander & Partners Global XL -0.67 5,000k 8/1/1991 70 John Locke Investments Cyril Systematic Program -0.58 8,000k 7/1/2000 69 Quantum Leap Capital Management Managed Account Program -0.57 300k 8/1/2006 68 ALFAKRAFT ALFA Commodity Fund -0.49 16k 6/1/2010 67 Drury Capital Diversified Trend-Following Program -0.43 5,000k 5/1/1997 66 Transtrend B.V. DTP – Enhanced Risk (USD) -0.34 10,000k 1/1/1995 65 Estlander & Partners Global Markets -0.32 10,000k 8/1/1999 64 Transtrend B.V. DTP – Standard Risk (EUR) -0.30 10,000k 2/1/1999 63 Gap Partners LLC Gap -0.28 250k 11/1/2009 62 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.18 10k 7/1/2005 61 Superfund Group Superfund Blue SPC Class A (Gold) -0.15 50k 12/1/2007 60 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.15 10,000k 8/1/2004 59 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.13 10,000k 8/1/1999 58 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 57 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.00 10,000k 8/1/2009 56 Chesapeake Capital Diversified (LV) 0.03 100k 2/1/1988 55 Hyman Beck and Company Global Portfolio 0.03 1,000k 3/1/1991 54 Adamah Capital LLC Asset Allocator Program 0.10 50k 3/1/2011 53 Eclipse Capital Management Global Monetary 0.10 5,000k 8/1/1990 52 Mobius Asset Management Diversified Program 0.11 250k 3/1/2004 51 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.14 250k 5/1/2011 50 Alee Capital Management, LLC Poniente Program 0.19 2,500k 1/1/1999 49 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.27 1,000k 3/1/2003 48 Eckhardt Trading Company Evolution Strategies 0.28 20,000k 8/1/1991 47 Eckhardt Trading Company Evolution Strategies 1.2X 0.30 10,000k 10/1/1991 46 Seven Capital Management Seven Absolute Return 0.36 100k 6/1/2009 45 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.45 100k 1/1/2000 44 Quantica Capital AG Quantica Managed Futures 0.46 5,000k 1/1/2005 43 Liberty Funds Group, Inc Liberty Wealth Protection Fund 0.59 250k 10/1/2009 42 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.60 5,000k 12/1/2010 41 Quantica Capital AG Quantica Diversified FX 0.62 5,000k 3/1/2007 40 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.62 100k 1/1/2005 39 Clarke Capital Management Millennium 0.63 1,000k 1/1/1998 38 Briarwood Capital Management, Inc. Diversified 2XL 0.65 250k 11/1/2004 37 Somers Brothers Capital Diversified Futures Program #1 0.65 100k 1/1/2005 36 Covenant Capital Management Original Program 0.69 5,000k 9/1/1999 35 Superfund Group Superfund Blue SPC Class A (EUR) 0.70 50k 4/1/2005 34 Blackwater Capital Management Global Program 0.73 5,000k 7/1/2005 33 Lynx Asset Management AB Lynx Program 0.79 75k 5/1/2000 32 QCM Global Diversified Programme 0.88 500k 12/1/1995 31 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.89 1k 10/1/2006 30 Covenant Capital Management Aggressive Program 0.98 3,000k 2/1/2004 29 Winton Capital Management Diversified 1.00 50,000k 10/1/1997 28 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.11 1,000k 9/1/2009 27 AllMountain Capital AG Mount Denali Global Trends 1.12 160k 7/1/2007 26 Clarke Capital Management FX Plus 1.14 1,000k 5/1/2004 25 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.27 250k 10/1/2009 24 Clarke Capital Management Worldwide 1.37 250k 1/1/1996 23 Amplitude Capital International Limited Klassik Strategy 1.41 1,000k 9/1/2009 22 Diamond Capital Management Enhanced S&P Program 1.46 100k 10/1/2009 21 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 1.56 100k 1/1/2012 20 Red Rock Capital, LLC Systematic Global Macro 1.56 500k 9/1/2003 19 Alder Capital DAC Alder Global 10 1.60 250k 10/1/2000 18 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 1.64 200k 11/1/1999 17 Cauldron Investments, LLC Stock Index Plus 1.64 1,000k 10/1/2009 16 IStar Capital B.V. IStar Systematic Fund 1.69 1,000k 9/1/2011 15 Southwest Managed Investments, LLC Global Diversified 1.80 200k 1/1/2002 14 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.87 0k 11/1/1996 13 Parizek Capital Currency Program 2.19 1,000k 4/1/2006 12 Clarke Capital Management Jupiter 2.44 3,000k 5/1/2005 11 Rotella Capital Management Rotella Polaris Program (Diversified) 2.52 10,000k 1/1/1991 10 Alder Capital DAC Alder Global 20 3.00 250k 2/1/2001 9 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.23 100k 11/1/1984 8 QQFund.com QQFund.com Alpha Beta Program 3.30 100k 9/1/2008 7 Insignia Managed Capital Medallion 3.40 50k 2/1/2009 6 Deep Field Capital AG SINGULARITY Fund 3.60 100k 9/1/2011 5 Altradis Capital AG AlphAlgo 3.76 100k 5/1/2007 4 Mobius Asset Management Custom Trading Program 4.24 100k 1/1/2002 3 HASAFUMA FX Momentum 4.79 20k 7/1/2012 2 Dreiss Research Corporation Diversified Program 5.15 1,000k 5/1/1991 1 Serac, LLC Diversified Reversal Program 12.64 200k 4/1/2011 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.