Trend Following Strategy Index For May 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 May 2012 Min Inv Inception 133 QQFund.com QQFund.com Alpha Beta Program -17.99 100k 9/1/2008 132 Ancile Capital Management Global Markets Program -10.62 2,000k 4/1/2005 131 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -9.29 0k 11/1/1996 130 Insignia Managed Capital Medallion -8.73 50k 2/1/2009 129 DUNN Capital Management DUNN Combined Fund (DCF) -7.12 100k 5/1/1989 128 UNISystems Research Inc. Wall Street Program -6.52 20k 8/1/2011 127 Chesapeake Capital Diversified (LV) -3.90 100k 2/1/1988 126 John Locke Investments JL Commodity Long Flat Program -2.81 5,000k 12/1/2007 125 Adamah Capital LLC Asset Allocator Program -2.80 50k 3/1/2011 124 Seven Capital Management Seven Absolute Return -2.33 100k 6/1/2009 123 Superfund Group Superfund Blue SPC Class A (EUR) -2.26 50k 4/1/2005 122 Quantica Capital AG Quantica Diversified FX -2.01 5,000k 3/1/2007 121 Superfund Group Superfund Blue SPC Class A (Gold) -1.80 50k 12/1/2007 120 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -1.48 5,000k 12/1/2010 119 QCM Global Diversified Programme -1.24 500k 12/1/1995 118 Quantica Capital AG Quantica Managed Futures -1.21 5,000k 1/1/2005 117 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.90 100k 5/1/1999 116 Tactical Investment Management Tactical Institutional Commodity Program -0.63 10,000k 4/1/1993 115 Saxon Investment Corporation Aggressive Diversified Program -0.62 2,000k 11/1/1993 114 Diamond Capital Management Enhanced S&P Program -0.60 100k 10/1/2009 113 Cauldron Investments, LLC Stock Index Plus -0.57 1,000k 10/1/2009 112 Millburn Ridgefield Corporation Commodity Program -0.50 25,000k 3/1/2005 111 Mobius Asset Management Custom Trading Program -0.45 100k 1/1/2002 110 Saxon Investment Corporation Diversified Program -0.37 3,000k 9/1/1988 109 Gap Partners LLC Gap -0.33 250k 11/1/2009 108 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.24 10,000k 3/1/2003 107 Somers Brothers Capital Diversified Futures Program #1 -0.23 100k 1/1/2005 106 Winton Capital Management Diversified -0.22 50,000k 10/1/1997 105 Drury Capital Diversified Trend-Following Program -0.20 5,000k 5/1/1997 102 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 103 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 104 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 101 HASAFUMA Hedgehog 0.00 60k 5/1/2012 100 Mobius Asset Management Diversified Program 0.10 250k 3/1/2004 99 IStar Capital B.V. IStar Systematic Fund 0.16 1,000k 9/1/2011 98 Briarwood Capital Management, Inc. Diversified 2XL 0.22 250k 11/1/2004 97 IDS Capital IDS F&F Systematic Trading 0.60 50k 7/1/2013 96 Covenant Capital Management Original Program 0.83 5,000k 9/1/1999 95 Estlander & Partners Global Markets 0.88 10,000k 8/1/1999 94 Pacific Capital Advisors Vanguard Program 1.01 100k 4/1/2007 93 Alder Capital DAC Alder Global 10 1.10 250k 10/1/2000 92 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.16 100k 1/1/2005 91 Hyman Beck and Company Global Portfolio 1.16 1,000k 3/1/1991 90 Red Rock Capital, LLC Systematic Global Macro 1.24 500k 9/1/2003 89 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.31 1k 10/1/2006 88 Welton Investment Partners Welton Global 1.33 10,000k 6/1/2004 87 Dreiss Research Corporation Diversified Program 1.42 1,000k 5/1/1991 86 M.S. Capital Management Global Diversified Program 1.44 2,000k 11/1/1998 85 Rotella Capital Management Rotella Polaris Program (Diversified) 1.50 10,000k 1/1/1991 84 Estlander & Partners Global XL 1.71 5,000k 8/1/1991 83 FTC Capital GmbH FTC Global Diversified 1.72 0k 3/1/2012 82 Auspice Capital Advisors Ltd Auspice Diversified Program 1.82 1,500k 4/1/2006 81 ROW Asset Managment Row Diversified Fund, L.P. 1.91 1,000k 11/1/2011 80 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.95 100k 10/1/2009 79 AllMountain Capital AG Mount Denali Global Trends 2.17 160k 7/1/2007 78 Alder Capital DAC Alder Global 20 2.20 250k 2/1/2001 77 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.21 100k 3/1/2003 76 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.32 250k 5/1/2011 75 Covenant Capital Management Aggressive Program 2.36 3,000k 2/1/2004 74 DUNN Capital Management D'Best Futures Fund, L.P. 2.61 100k 6/1/1994 73 Vergho Asset Management LLC Kinematics 2.66 1,000k 11/1/2008 72 Deep Field Capital AG SINGULARITY Fund 2.78 100k 9/1/2011 71 ISAM ISAM Systematic Trend Fund 3.01 1,000k 6/1/2001 70 RAM Management Group RAM MRTP 1X-Conservative 3.67 1,000k 9/1/1993 69 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.68 250k 10/1/2009 68 Estlander & Partners Freedom 3.92 20,000k 8/1/2010 67 Parizek Capital Currency Program 3.94 1,000k 4/1/2006 66 Blackwater Capital Management Global Program 4.54 5,000k 7/1/2005 65 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 4.95 100k 1/1/2012 64 John Locke Investments Cyril Systematic Program 4.95 8,000k 7/1/2000 63 Estlander & Partners Alpha Trend 4.96 30,000k 10/1/1991 62 Transtrend B.V. DTP – Standard Risk (EUR) 4.98 10,000k 2/1/1999 61 SCT Capital Management The Adaptive Quant Trading (AQT) Program 5.52 10,000k 8/1/2009 60 Serac, LLC Diversified Reversal Program 5.59 200k 4/1/2011 59 Liberty Funds Group, Inc Liberty Wealth Protection Fund 5.91 250k 10/1/2009 58 Altradis Capital AG AlphAlgo 5.97 100k 5/1/2007 57 Keck Capital Management LLC The Keck Program 6.15 2,000k 12/1/2003 56 Clarke Capital Management Global Basic 6.33 50k 2/1/1996 55 Rho Asset Management Rho Altius 1XL Program 6.44 5,000k 11/1/2007 54 Gladius Asset Management Fulham Program 6.49 2,000k 1/1/2008 53 Amplitude Capital International Limited Klassik Strategy 6.54 1,000k 9/1/2009 52 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 6.57 1,000k 9/1/2009 51 Rabar Market Research Short-Term Program 6.73 2,000k 11/1/2009 50 Eclipse Capital Management Global Monetary 6.76 5,000k 8/1/1990 49 Wimmer Horizon LLP Managed Account 6.85 5,000k 5/1/2005 48 Wavefront Global Asset Management IMFC Global Investment Program 6.99 2,000k 2/1/2007 47 Transtrend B.V. DTP – Enhanced Risk (JPY) 7.46 10,000k 8/1/2004 46 Transtrend B.V. DTP – Enhanced Risk (USD) 7.53 10,000k 1/1/1995 45 Wavefront Global Asset Management IMFC Global Concentrated 7.58 500k 4/1/2009 44 Rotella Capital Management Rotella Orion (Short-Term) Program 7.67 10,000k 3/1/2006 43 DUNN Capital Management World Monetary and Agriculture Program (WMA) 7.69 100k 11/1/1984 42 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.71 10,000k 8/1/1999 41 Lynx Asset Management AB Lynx Program 7.84 75k 5/1/2000 40 Rabar Market Research Diversified Program 7.87 2,000k 1/1/1989 39 Quantum Leap Capital Management Managed Account Program 7.99 300k 8/1/2006 38 Eckhardt Trading Company Evolution Strategies 8.23 20,000k 8/1/1991 37 Eckhardt Trading Company Evolution Strategies 1.2X 9.27 10,000k 10/1/1991 36 Melissinos Trading Eupatrid Global Trends 9.41 50k 1/1/2011 35 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 9.92 10k 7/1/2005 34 Mark J. Walsh Company Standard Program 10.75 2,000k 9/1/1985 33 Superfund Group Superfund Green Gold A (SPC) 10.99 5k 10/1/2005 32 ALFAKRAFT ALFA Commodity Fund 11.04 16k 6/1/2010 31 Robinson-Langley Capital Management, LLC Managed Account Program 11.06 200k 1/1/2007 30 RAM Management Group MRTP Aggressive 11.13 1,000k 2/1/1998 29 Superfund Group Superfund Green Gold L.P. Series A-1 11.29 5k 4/1/2009 28 Angle Capital Management LLC AIP Program 11.37 100k 1/1/2010 27 Future Trade AG Thales Swing Trading Programme 12.42 250k 6/1/2007 26 Kelly Angle Inc. Genesis Program 12.44 2,000k 4/1/2000 25 Clarke Capital Management FX Plus 12.50 1,000k 5/1/2004 24 Conquest Capital Group Conquest Select 12.59 250k 6/1/2004 23 Insch Capital Management SA Interbank Currency Program - 3X Leverage 13.14 100k 1/1/2000 22 Heyden & Steindl GmbH TOMAC2 14.25 5,000k 3/1/2003 21 Purple Valley Capital, Inc. Diversified Trend 1 14.64 100k 8/1/2008 20 Conquest Capital Group Conquest Macro 14.95 250k 5/1/1999 19 Superfund Group Superfund Green L.P. Series A 15.78 5k 10/1/2002 18 Clarke Capital Management Global Magnum 16.11 100k 8/1/1997 17 Parizek Capital Futures Trading Program 16.17 500k 4/1/2000 16 Hawksbill Capital Management Global Diversified 16.20 5,000k 11/1/1988 15 Estlander & Partners Alpha Trend II - Class P 16.41 100k 12/1/2008 14 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 18.15 200k 11/1/1999 13 Superfund Group Superfund Green Q-AG 18.54 2k 3/1/1996 12 EMC Capital Advisors, LLC Classic 19.10 5,000k 1/1/1985 11 Superfund Group Superfund Green Gold L.P. Series B-1 19.43 5k 4/1/2009 10 Superfund Group Superfund Green Gold B (SPC) 19.73 50k 10/1/2005 9 Superfund Group Superfund Green L.P. Series B 23.63 5k 10/1/2002 8 Superfund Group Superfund Green GCT USD 25.23 15k 1/1/2000 7 Clarke Capital Management Worldwide 28.42 250k 1/1/1996 6 Superfund Group Superfund Green Gold C (SPC) 28.54 100k 10/1/2005 5 Neural Capital Ltd Sentinel Trading Program 30.02 2,000k 1/1/2006 4 Superfund Group Superfund Green Master 36.11 2,000k 5/1/2001 3 Clarke Capital Management Jupiter 39.70 3,000k 5/1/2005 2 Southwest Managed Investments, LLC Global Diversified 44.73 200k 1/1/2002 1 Clarke Capital Management Millennium 46.47 1,000k 1/1/1998 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.