Trend Following Strategy Index For December 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 Dec 2012 Min Inv Inception 134 Conquest Capital Group Conquest Macro -5.97 250k 5/1/1999 133 Melissinos Trading Eupatrid Global Trends -5.81 50k 1/1/2011 132 Robinson-Langley Capital Management, LLC Managed Account Program -4.75 200k 1/1/2007 131 Superfund Group Superfund Blue SPC Class A (Gold) -3.71 50k 12/1/2007 130 Mobius Asset Management Custom Trading Program -2.75 100k 1/1/2002 129 RAM Management Group MRTP Aggressive -2.67 1,000k 2/1/1998 128 Chesapeake Capital Diversified (LV) -2.52 100k 2/1/1988 127 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.36 0k 11/1/1996 126 HASAFUMA Börstjänaren Hedgehog -2.08 60k 5/1/2012 125 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.98 10k 7/1/2005 124 Millburn Ridgefield Corporation Commodity Program -1.84 25,000k 3/1/2005 123 QQFund.com QQFund.com Alpha Beta Program -1.71 100k 9/1/2008 122 Somers Brothers Capital Diversified Futures Program #1 -1.48 100k 1/1/2005 121 Vergho Asset Management LLC Kinematics -1.47 1,000k 11/1/2008 120 Clarke Capital Management Millennium -1.45 1,000k 1/1/1998 119 Parizek Capital Currency Program -1.43 1,000k 4/1/2006 118 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -1.38 5,000k 12/1/2010 117 John Locke Investments JL Commodity Long Flat Program -1.29 5,000k 12/1/2007 116 UNISystems Research Inc. Wall Street Program -1.23 20k 8/1/2011 115 Red Rock Capital, LLC Systematic Global Macro -1.14 500k 9/1/2003 114 Lynx Asset Management AB Lynx Program -0.97 75k 5/1/2000 113 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.96 250k 10/1/2009 112 RAM Management Group RAM MRTP 1X-Conservative -0.93 1,000k 9/1/1993 111 DUNN Capital Management DUNN Combined Fund (DCF) -0.90 100k 5/1/1989 110 Wimmer Horizon LLP Managed Account -0.84 5,000k 5/1/2005 109 Hawksbill Capital Management Global Diversified -0.82 5,000k 11/1/1988 108 Saxon Investment Corporation Aggressive Diversified Program -0.81 2,000k 11/1/1993 107 Insignia Managed Capital Medallion -0.81 50k 2/1/2009 106 QCM Global Diversified Programme -0.76 500k 12/1/1995 105 ALFAKRAFT ALFA Commodity Fund -0.74 16k 6/1/2010 104 Alee Capital Management, LLC Mistral Program -0.65 2,500k 1/1/1999 103 ROW Asset Managment Row Diversified Fund, L.P. -0.64 1,000k 11/1/2011 102 Welton Investment Partners Welton Global -0.62 10,000k 6/1/2004 101 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.50 10,000k 8/1/2009 100 Saxon Investment Corporation Diversified Program -0.48 3,000k 9/1/1988 99 Mobius Asset Management Diversified Program -0.40 250k 3/1/2004 98 Quantica Capital AG Quantica Managed Futures -0.39 5,000k 1/1/2005 97 FTC Capital GmbH FTC Global Diversified -0.32 0k 3/1/2012 96 HASAFUMA FX Momentum -0.27 20k 7/1/2012 95 Deep Field Capital AG SINGULARITY Fund -0.21 100k 9/1/2011 94 Tactical Investment Management Tactical Institutional Commodity Program -0.19 10,000k 4/1/1993 93 Amplitude Capital International Limited Klassik Strategy -0.17 1,000k 9/1/2009 92 ISAM ISAM Systematic Trend Fund -0.14 1,000k 6/1/2001 91 Diamond Capital Management Enhanced S&P Program -0.14 100k 10/1/2009 90 Eckhardt Trading Company Evolution Strategies -0.07 20,000k 8/1/1991 89 Gap Partners LLC Gap -0.07 250k 11/1/2009 88 Eckhardt Trading Company Evolution Strategies 1.2X -0.03 10,000k 10/1/1991 87 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 86 Rabar Market Research Diversified Program 0.03 2,000k 1/1/1989 85 Seven Capital Management Seven Absolute Return 0.04 100k 6/1/2009 84 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.09 1,000k 9/1/2009 83 Serac, LLC Diversified Reversal Program 0.10 200k 4/1/2011 82 Pacific Capital Advisors Vanguard Program 0.11 100k 4/1/2007 81 Cauldron Investments, LLC Stock Index Plus 0.16 1,000k 10/1/2009 80 Kelly Angle Inc. Genesis Program 0.16 2,000k 4/1/2000 79 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.27 100k 1/1/2012 78 M.S. Capital Management Global Diversified Program 0.27 2,000k 11/1/1998 77 Quantica Capital AG Quantica Diversified FX 0.29 5,000k 3/1/2007 76 Future Trade AG Thales Swing Trading Programme 0.36 250k 6/1/2007 75 Superfund Group Superfund Green Gold A (SPC) 0.37 5k 10/1/2005 74 Transtrend B.V. DTP – Standard Risk (EUR) 0.37 10,000k 2/1/1999 73 Estlander & Partners Alpha Trend 0.38 30,000k 10/1/1991 72 Adamah Capital LLC Asset Allocator Program 0.40 50k 3/1/2011 71 Wavefront Global Asset Management IMFC Global Concentrated 0.44 500k 4/1/2009 70 Parizek Capital Futures Trading Program 0.47 500k 4/1/2000 69 Transtrend B.V. DTP – Enhanced Risk (USD) 0.50 10,000k 1/1/1995 68 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.52 10,000k 8/1/1999 67 Superfund Group Superfund Blue SPC Class A (EUR) 0.54 50k 4/1/2005 66 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.58 10,000k 8/1/2004 65 Rabar Market Research Short-Term Program 0.59 2,000k 11/1/2009 64 IDS Capital IDS F&F Systematic Trading 0.60 50k 7/1/2013 63 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.62 1,000k 3/1/2003 62 Wavefront Global Asset Management IMFC Global Investment Program 0.63 2,000k 2/1/2007 61 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.76 100k 5/1/1999 60 Estlander & Partners Alpha Trend II - Class P 0.88 100k 12/1/2008 59 Estlander & Partners Global Markets 0.89 10,000k 8/1/1999 58 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.89 250k 5/1/2011 57 Rotella Capital Management Rotella Orion (Short-Term) Program 0.96 10,000k 3/1/2006 56 Altradis Capital AG AlphAlgo 0.98 100k 5/1/2007 55 Superfund Group Superfund Green Gold L.P. Series A-1 0.98 5k 4/1/2009 54 Auspice Capital Advisors Ltd Auspice Diversified Program 0.98 1,500k 4/1/2006 53 Gladius Asset Management Fulham Program 1.01 2,000k 1/1/2008 52 Estlander & Partners Freedom 1.12 20,000k 8/1/2010 51 Mark J. Walsh Company Standard Program 1.19 2,000k 9/1/1985 50 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.19 1k 10/1/2006 49 EMC Capital Advisors, LLC Classic 1.20 5,000k 1/1/1985 48 Winton Capital Management Diversified 1.36 50,000k 10/1/1997 47 DUNN Capital Management D'Best Futures Fund, L.P. 1.46 100k 6/1/1994 46 Neural Capital Ltd Sentinel Trading Program 1.57 2,000k 1/1/2006 45 Ancile Capital Management Global Markets Program 1.62 2,000k 4/1/2005 44 John Locke Investments Cyril Systematic Program 1.63 8,000k 7/1/2000 43 Estlander & Partners Global XL 1.69 5,000k 8/1/1991 42 Covenant Capital Management Original Program 1.70 5,000k 9/1/1999 41 Superfund Group Superfund Green Gold B (SPC) 1.79 50k 10/1/2005 40 Rotella Capital Management Rotella Polaris Program (Diversified) 1.89 10,000k 1/1/1991 39 Drury Capital Diversified Trend-Following Program 1.93 5,000k 5/1/1997 38 Rho Asset Management Rho Altius 1XL Program 1.94 5,000k 11/1/2007 37 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.98 100k 1/1/2005 36 Superfund Group Superfund Green L.P. Series A 1.99 5k 10/1/2002 35 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.04 250k 10/1/2009 34 Alder Capital DAC Alder Global 10 2.10 250k 10/1/2000 33 Superfund Group Superfund Green Q-AG 2.50 2k 3/1/1996 32 DUNN Capital Management World Monetary and Agriculture Program (WMA) 2.64 100k 11/1/1984 31 Southwest Managed Investments, LLC Global Diversified 2.68 200k 1/1/2002 30 Alee Capital Management, LLC Poniente Program 2.70 2,500k 1/1/1999 29 Covenant Capital Management Aggressive Program 2.80 3,000k 2/1/2004 28 Superfund Group Superfund Green Gold L.P. Series B-1 2.89 5k 4/1/2009 27 AllMountain Capital AG Mount Denali Global Trends 3.08 160k 7/1/2007 26 IStar Capital B.V. IStar Systematic Fund 3.12 1,000k 9/1/2011 25 Superfund Group Superfund Green Gold C (SPC) 3.30 100k 10/1/2005 24 Purple Valley Capital, Inc. Diversified Trend 1 3.33 100k 8/1/2008 23 Conquest Capital Group Conquest Select 3.34 250k 6/1/2004 22 Superfund Group Superfund Green L.P. Series B 3.48 5k 10/1/2002 21 Blackwater Capital Management Global Program 3.62 5,000k 7/1/2005 20 Hyman Beck and Company Global Portfolio 3.67 1,000k 3/1/1991 19 Superfund Group Superfund Green GCT USD 3.87 15k 1/1/2000 18 Clarke Capital Management Global Magnum 3.93 100k 8/1/1997 17 Alder Capital DAC Alder Global 20 4.30 250k 2/1/2001 16 Angle Capital Management LLC AIP Program 4.37 100k 1/1/2010 15 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.58 100k 3/1/2003 14 Eclipse Capital Management Global Monetary 4.73 5,000k 8/1/1990 13 Clarke Capital Management Worldwide 4.92 250k 1/1/1996 12 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 5.00 100k 10/1/2009 11 Superfund Group Superfund Green Master 5.79 2,000k 5/1/2001 10 Clarke Capital Management Jupiter 5.92 3,000k 5/1/2005 9 Insch Capital Management SA Interbank Currency Program - 3X Leverage 6.09 100k 1/1/2000 8 Dreiss Research Corporation Diversified Program 7.17 1,000k 5/1/1991 7 Keck Capital Management LLC The Keck Program 7.34 2,000k 12/1/2003 6 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.76 200k 11/1/1999 5 Clarke Capital Management FX Plus 8.32 1,000k 5/1/2004 4 Heyden & Steindl GmbH TOMAC2 8.88 5,000k 3/1/2003 3 Quantum Leap Capital Management Managed Account Program 9.10 300k 8/1/2006 2 Clarke Capital Management Global Basic 9.15 50k 2/1/1996 1 Briarwood Capital Management, Inc. Diversified 2XL 17.44 250k 11/1/2004 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.