Trend Following Strategy Index For June 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 Jun 2012 Min Inv Inception 133 Superfund Group Superfund Green Master -20.86 2,000k 5/1/2001 132 Superfund Group Superfund Green Gold C (SPC) -20.17 100k 10/1/2005 131 Angle Capital Management LLC AIP Program -19.00 100k 1/1/2010 130 Mulvaney Capital Management The Mulvaney Global Markets Fund -18.12 100k 5/1/1999 129 Clarke Capital Management Jupiter -18.04 3,000k 5/1/2005 128 Dreiss Research Corporation Diversified Program -17.74 1,000k 5/1/1991 127 Keck Capital Management LLC The Keck Program -17.73 2,000k 12/1/2003 126 Estlander & Partners Alpha Trend II - Class P -16.41 100k 12/1/2008 125 Clarke Capital Management Worldwide -15.64 250k 1/1/1996 124 Superfund Group Superfund Green GCT USD -15.57 15k 1/1/2000 123 Superfund Group Superfund Green Gold B (SPC) -14.78 50k 10/1/2005 122 Clarke Capital Management Millennium -14.40 1,000k 1/1/1998 121 Superfund Group Superfund Green L.P. Series B -14.25 5k 10/1/2002 120 Conquest Capital Group Conquest Macro -14.15 250k 5/1/1999 119 DUNN Capital Management World Monetary and Agriculture Program (WMA) -13.23 100k 11/1/1984 118 Superfund Group Superfund Green Gold L.P. Series B-1 -12.93 5k 4/1/2009 117 Kelly Angle Inc. Genesis Program -12.58 2,000k 4/1/2000 116 Robinson-Langley Capital Management, LLC Managed Account Program -12.45 200k 1/1/2007 115 Blackwater Capital Management Global Program -12.41 5,000k 7/1/2005 114 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -12.20 200k 11/1/1999 113 Purple Valley Capital, Inc. Diversified Trend 1 -11.62 100k 8/1/2008 112 DUNN Capital Management D'Best Futures Fund, L.P. -11.13 100k 6/1/1994 111 Superfund Group Superfund Green L.P. Series A -9.42 5k 10/1/2002 110 Conquest Capital Group Conquest Select -9.28 250k 6/1/2004 109 Superfund Group Superfund Green Gold A (SPC) -9.26 5k 10/1/2005 108 Superfund Group Superfund Green Q-AG -8.94 2k 3/1/1996 107 M.S. Capital Management Global Diversified Program -8.94 2,000k 11/1/1998 106 Hyman Beck and Company Global Portfolio -8.69 1,000k 3/1/1991 105 Hawksbill Capital Management Global Diversified -8.65 5,000k 11/1/1988 104 Estlander & Partners Global XL -8.34 5,000k 8/1/1991 103 Altradis Capital AG AlphAlgo -8.32 100k 5/1/2007 102 Clarke Capital Management FX Plus -8.04 1,000k 5/1/2004 101 Superfund Group Superfund Green Gold L.P. Series A-1 -7.91 5k 4/1/2009 100 Drury Capital Diversified Trend-Following Program -7.50 5,000k 5/1/1997 99 Eckhardt Trading Company Evolution Strategies 1.2X -7.49 10,000k 10/1/1991 98 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -7.40 1,000k 3/1/2003 97 Wimmer Horizon LLP Managed Account -7.37 5,000k 5/1/2005 96 Insignia Managed Capital Medallion -7.37 50k 2/1/2009 95 ISAM ISAM Systematic Trend Fund -7.30 1,000k 6/1/2001 94 Mark J. Walsh Company Standard Program -7.27 2,000k 9/1/1985 93 Melissinos Trading Eupatrid Global Trends -6.88 50k 1/1/2011 92 Clarke Capital Management Global Magnum -6.72 100k 8/1/1997 91 Eckhardt Trading Company Evolution Strategies -6.71 20,000k 8/1/1991 90 EMC Capital Advisors, LLC Classic -6.40 5,000k 1/1/1985 89 Somers Brothers Capital Diversified Futures Program #1 -6.34 100k 1/1/2005 88 Estlander & Partners Freedom -6.32 20,000k 8/1/2010 87 Southwest Managed Investments, LLC Global Diversified -6.27 200k 1/1/2002 86 Auspice Capital Advisors Ltd Auspice Diversified Program -6.16 1,500k 4/1/2006 85 DUNN Capital Management DUNN Combined Fund (DCF) -6.07 100k 5/1/1989 84 Lynx Asset Management AB Lynx Program -6.05 75k 5/1/2000 83 Wavefront Global Asset Management IMFC Global Investment Program -6.02 2,000k 2/1/2007 82 Covenant Capital Management Aggressive Program -5.89 3,000k 2/1/2004 81 Parizek Capital Futures Trading Program -5.79 500k 4/1/2000 80 Eclipse Capital Management Global Monetary -5.79 5,000k 8/1/1990 79 Heyden & Steindl GmbH TOMAC2 -5.76 5,000k 3/1/2003 78 Liberty Funds Group, Inc Liberty Wealth Protection Fund -5.74 250k 10/1/2009 77 Quantum Leap Capital Management Managed Account Program -5.50 300k 8/1/2006 76 John Locke Investments Cyril Systematic Program -5.49 8,000k 7/1/2000 75 Red Rock Capital, LLC Systematic Global Macro -5.47 500k 9/1/2003 74 IDS Capital IDS F&F Systematic Trading -5.40 50k 7/1/2013 73 Serac, LLC Diversified Reversal Program -5.38 200k 4/1/2011 72 Amplitude Capital International Limited Klassik Strategy -5.35 1,000k 9/1/2009 71 Transtrend B.V. DTP – Enhanced Risk (JPY) -5.33 10,000k 8/1/2004 70 Transtrend B.V. DTP – Enhanced Risk (EUR) -5.28 10,000k 8/1/1999 69 Transtrend B.V. DTP – Enhanced Risk (USD) -5.27 10,000k 1/1/1995 68 Estlander & Partners Alpha Trend -5.21 30,000k 10/1/1991 67 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -5.16 1,000k 9/1/2009 66 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.12 0k 11/1/1996 65 ALFAKRAFT ALFA Commodity Fund -4.90 16k 6/1/2010 64 Welton Investment Partners Welton Global -4.71 10,000k 6/1/2004 63 Parizek Capital Currency Program -4.49 1,000k 4/1/2006 62 Rabar Market Research Diversified Program -4.39 2,000k 1/1/1989 61 Chesapeake Capital Diversified (LV) -4.29 100k 2/1/1988 60 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.28 100k 3/1/2003 59 Wavefront Global Asset Management IMFC Global Concentrated -4.27 500k 4/1/2009 58 Estlander & Partners Global Markets -4.19 10,000k 8/1/1999 57 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.18 100k 10/1/2009 56 SEB Asset Management SEB Asset Selection Fund C (EUR) -4.02 1k 10/1/2006 55 Covenant Capital Management Original Program -3.96 5,000k 9/1/1999 54 AllMountain Capital AG Mount Denali Global Trends -3.83 160k 7/1/2007 53 Rotella Capital Management Rotella Polaris Program (Diversified) -3.70 10,000k 1/1/1991 52 Transtrend B.V. DTP – Standard Risk (EUR) -3.60 10,000k 2/1/1999 51 Millburn Ridgefield Corporation Commodity Program -3.45 25,000k 3/1/2005 50 Neural Capital Ltd Sentinel Trading Program -3.42 2,000k 1/1/2006 49 QCM Global Diversified Programme -3.33 500k 12/1/1995 48 Winton Capital Management Diversified -3.17 50,000k 10/1/1997 47 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.89 250k 5/1/2011 46 Future Trade AG Thales Swing Trading Programme -2.87 250k 6/1/2007 45 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.81 100k 1/1/2000 44 Superfund Group Superfund Blue SPC Class A (EUR) -2.67 50k 4/1/2005 43 Rho Asset Management Rho Altius 1XL Program -2.64 5,000k 11/1/2007 42 Superfund Group Superfund Blue SPC Class A (Gold) -2.41 50k 12/1/2007 41 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.30 10k 7/1/2005 40 Quantica Capital AG Quantica Managed Futures -2.11 5,000k 1/1/2005 39 Clarke Capital Management Global Basic -1.76 50k 2/1/1996 38 Rabar Market Research Short-Term Program -1.72 2,000k 11/1/2009 37 RAM Management Group MRTP Aggressive -1.58 1,000k 2/1/1998 36 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.54 100k 1/1/2005 35 Gladius Asset Management Fulham Program -1.51 2,000k 1/1/2008 34 HASAFUMA Börstjänaren Hedgehog -1.47 60k 5/1/2012 33 FTC Capital GmbH FTC Global Diversified -1.29 0k 3/1/2012 32 ROW Asset Managment Row Diversified Fund, L.P. -0.77 1,000k 11/1/2011 31 Tactical Investment Management Tactical Institutional Commodity Program -0.71 10,000k 4/1/1993 30 Mobius Asset Management Custom Trading Program -0.64 100k 1/1/2002 29 Briarwood Capital Management, Inc. Diversified 2XL -0.56 250k 11/1/2004 28 RAM Management Group RAM MRTP 1X-Conservative -0.53 1,000k 9/1/1993 27 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.41 5,000k 12/1/2010 26 Gap Partners LLC Gap -0.17 250k 11/1/2009 25 Vergho Asset Management LLC Kinematics -0.11 1,000k 11/1/2008 24 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.06 10,000k 8/1/2009 23 Saxon Investment Corporation Diversified Program -0.01 3,000k 9/1/1988 18 Saxon Investment Corporation Aggressive Diversified Program 0.00 2,000k 11/1/1993 20 Alee Capital Management, LLC Mistral Program 0.00 2,500k 1/1/1999 21 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 22 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 19 Rotella Capital Management Rotella Orion (Short-Term) Program 0.00 10,000k 3/1/2006 17 Mobius Asset Management Diversified Program 0.39 250k 3/1/2004 16 UNISystems Research Inc. Wall Street Program 0.49 20k 8/1/2011 15 Quantica Capital AG Quantica Diversified FX 0.53 5,000k 3/1/2007 14 IStar Capital B.V. IStar Systematic Fund 0.69 1,000k 9/1/2011 13 John Locke Investments JL Commodity Long Flat Program 0.89 5,000k 12/1/2007 12 Ancile Capital Management Global Markets Program 1.07 2,000k 4/1/2005 11 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.21 250k 10/1/2009 10 Seven Capital Management Seven Absolute Return 1.32 100k 6/1/2009 9 Pacific Capital Advisors Vanguard Program 1.34 100k 4/1/2007 8 Alder Capital DAC Alder Global 10 1.90 250k 10/1/2000 7 Deep Field Capital AG SINGULARITY Fund 2.27 100k 9/1/2011 6 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 2.50 100k 1/1/2012 5 Adamah Capital LLC Asset Allocator Program 2.70 50k 3/1/2011 4 Alder Capital DAC Alder Global 20 3.80 250k 2/1/2001 3 Diamond Capital Management Enhanced S&P Program 3.90 100k 10/1/2009 2 Cauldron Investments, LLC Stock Index Plus 4.00 1,000k 10/1/2009 1 QQFund.com QQFund.com Alpha Beta Program 9.91 100k 9/1/2008 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.