Trend Following Strategy Index For August 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 Aug 2012 Min Inv Inception 134 Clarke Capital Management Jupiter -11.07 3,000k 5/1/2005 133 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -10.80 200k 11/1/1999 132 Conquest Capital Group Conquest Macro -9.54 250k 5/1/1999 131 Dreiss Research Corporation Diversified Program -9.29 1,000k 5/1/1991 130 Estlander & Partners Alpha Trend II - Class P -7.88 100k 12/1/2008 129 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.26 100k 5/1/1999 128 DUNN Capital Management D'Best Futures Fund, L.P. -6.14 100k 6/1/1994 127 Serac, LLC Diversified Reversal Program -6.12 200k 4/1/2011 126 Somers Brothers Capital Diversified Futures Program #1 -5.96 100k 1/1/2005 125 Alder Capital DAC Alder Global 20 -5.70 250k 2/1/2001 124 DUNN Capital Management DUNN Combined Fund (DCF) -5.52 100k 5/1/1989 123 Hyman Beck and Company Global Portfolio -5.28 1,000k 3/1/1991 122 M.S. Capital Management Global Diversified Program -5.07 2,000k 11/1/1998 121 Southwest Managed Investments, LLC Global Diversified -4.97 200k 1/1/2002 120 ISAM ISAM Systematic Trend Fund -4.68 1,000k 6/1/2001 119 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.44 5,000k 12/1/2010 118 Clarke Capital Management FX Plus -4.17 1,000k 5/1/2004 117 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.17 100k 11/1/1984 116 Quantica Capital AG Quantica Diversified FX -4.06 5,000k 3/1/2007 115 Superfund Group Superfund Green Master -3.93 2,000k 5/1/2001 114 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.88 250k 5/1/2011 113 Clarke Capital Management Millennium -3.77 1,000k 1/1/1998 112 Superfund Group Superfund Green GCT USD -3.66 15k 1/1/2000 111 SCT Capital Management The Adaptive Quant Trading (AQT) Program -3.61 10,000k 8/1/2009 110 Keck Capital Management LLC The Keck Program -3.60 2,000k 12/1/2003 109 Angle Capital Management LLC AIP Program -3.43 100k 1/1/2010 108 Wimmer Horizon LLP Managed Account -3.11 5,000k 5/1/2005 107 Superfund Group Superfund Green L.P. Series B -3.08 5k 10/1/2002 106 Deep Field Capital AG SINGULARITY Fund -2.97 100k 9/1/2011 105 Alder Capital DAC Alder Global 10 -2.80 250k 10/1/2000 104 Altradis Capital AG AlphAlgo -2.79 100k 5/1/2007 103 EMC Capital Advisors, LLC Classic -2.70 5,000k 1/1/1985 102 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -2.66 10k 7/1/2005 101 Quantica Capital AG Quantica Managed Futures -2.55 5,000k 1/1/2005 100 Estlander & Partners Alpha Trend -2.45 30,000k 10/1/1991 99 AllMountain Capital AG Mount Denali Global Trends -2.36 160k 7/1/2007 98 Superfund Group Superfund Green Q-AG -2.36 2k 3/1/1996 97 Blackwater Capital Management Global Program -2.36 5,000k 7/1/2005 96 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.34 250k 10/1/2009 95 Lynx Asset Management AB Lynx Program -2.24 75k 5/1/2000 94 Robinson-Langley Capital Management, LLC Managed Account Program -2.20 200k 1/1/2007 93 Superfund Group Superfund Green L.P. Series A -2.19 5k 10/1/2002 92 Clarke Capital Management Worldwide -2.10 250k 1/1/1996 91 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.06 0k 11/1/1996 90 Kelly Angle Inc. Genesis Program -2.00 2,000k 4/1/2000 89 Adamah Capital LLC Asset Allocator Program -1.90 50k 3/1/2011 88 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.72 10,000k 8/1/2004 87 Ancile Capital Management Global Markets Program -1.64 2,000k 4/1/2005 86 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.62 1k 10/1/2006 85 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.58 100k 1/1/2005 84 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.57 10,000k 8/1/1999 83 Seven Capital Management Seven Absolute Return -1.54 100k 6/1/2009 82 Mark J. Walsh Company Standard Program -1.46 2,000k 9/1/1985 81 Wavefront Global Asset Management IMFC Global Investment Program -1.46 2,000k 2/1/2007 80 Transtrend B.V. DTP – Enhanced Risk (USD) -1.41 10,000k 1/1/1995 79 IDS Capital IDS F&F Systematic Trading -1.40 50k 7/1/2013 78 Estlander & Partners Freedom -1.37 20,000k 8/1/2010 77 Rho Asset Management Rho Altius 1XL Program -1.31 5,000k 11/1/2007 76 Winton Capital Management Diversified -1.29 50,000k 10/1/1997 75 Red Rock Capital, LLC Systematic Global Macro -1.28 500k 9/1/2003 74 John Locke Investments Cyril Systematic Program -1.27 8,000k 7/1/2000 73 Welton Investment Partners Welton Global -1.26 10,000k 6/1/2004 72 Drury Capital Diversified Trend-Following Program -1.26 5,000k 5/1/1997 71 Millburn Ridgefield Corporation Commodity Program -1.15 25,000k 3/1/2005 70 Transtrend B.V. DTP – Standard Risk (EUR) -1.09 10,000k 2/1/1999 69 Conquest Capital Group Conquest Select -1.02 250k 6/1/2004 68 Chesapeake Capital Diversified (LV) -0.96 100k 2/1/1988 67 Pacific Capital Advisors Vanguard Program -0.92 100k 4/1/2007 66 Rotella Capital Management Rotella Orion (Short-Term) Program -0.90 10,000k 3/1/2006 65 Gladius Asset Management Fulham Program -0.86 2,000k 1/1/2008 64 Rotella Capital Management Rotella Polaris Program (Diversified) -0.77 10,000k 1/1/1991 63 Parizek Capital Currency Program -0.62 1,000k 4/1/2006 62 Auspice Capital Advisors Ltd Auspice Diversified Program -0.59 1,500k 4/1/2006 61 Alee Capital Management, LLC Poniente Program -0.58 2,500k 1/1/1999 60 RAM Management Group MRTP Aggressive -0.47 1,000k 2/1/1998 59 Wavefront Global Asset Management IMFC Global Concentrated -0.26 500k 4/1/2009 58 Liberty Funds Group, Inc Liberty Wealth Protection Fund -0.22 250k 10/1/2009 57 Clarke Capital Management Global Basic -0.21 50k 2/1/1996 56 RAM Management Group RAM MRTP 1X-Conservative -0.18 1,000k 9/1/1993 55 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.06 10,000k 3/1/2003 54 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 53 Gap Partners LLC Gap 0.07 250k 11/1/2009 52 Saxon Investment Corporation Diversified Program 0.13 3,000k 9/1/1988 51 Eclipse Capital Management Global Monetary 0.14 5,000k 8/1/1990 50 Superfund Group Superfund Green Gold C (SPC) 0.17 100k 10/1/2005 49 Mobius Asset Management Diversified Program 0.25 250k 3/1/2004 48 Saxon Investment Corporation Aggressive Diversified Program 0.28 2,000k 11/1/1993 47 Parizek Capital Futures Trading Program 0.29 500k 4/1/2000 46 Melissinos Trading Eupatrid Global Trends 0.30 50k 1/1/2011 45 Estlander & Partners Global Markets 0.33 10,000k 8/1/1999 44 Briarwood Capital Management, Inc. Diversified 2XL 0.36 250k 11/1/2004 43 Alee Capital Management, LLC Mistral Program 0.39 2,500k 1/1/1999 42 Superfund Group Superfund Blue SPC Class A (EUR) 0.47 50k 4/1/2005 41 Covenant Capital Management Original Program 0.53 5,000k 9/1/1999 40 Superfund Group Superfund Green Gold L.P. Series B-1 0.58 5k 4/1/2009 39 Neural Capital Ltd Sentinel Trading Program 0.59 2,000k 1/1/2006 38 ROW Asset Managment Row Diversified Fund, L.P. 0.64 1,000k 11/1/2011 37 Estlander & Partners Global XL 0.64 5,000k 8/1/1991 36 Rabar Market Research Short-Term Program 0.75 2,000k 11/1/2009 35 IStar Capital B.V. IStar Systematic Fund 0.81 1,000k 9/1/2011 34 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.08 100k 1/1/2000 33 Vergho Asset Management LLC Kinematics 1.08 1,000k 11/1/2008 32 Superfund Group Superfund Green Gold B (SPC) 1.11 50k 10/1/2005 31 Rabar Market Research Diversified Program 1.13 2,000k 1/1/1989 30 Cauldron Investments, LLC Stock Index Plus 1.14 1,000k 10/1/2009 29 Diamond Capital Management Enhanced S&P Program 1.16 100k 10/1/2009 28 Tactical Investment Management Tactical Institutional Commodity Program 1.22 10,000k 4/1/1993 27 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 1.45 100k 1/1/2012 26 Quantum Leap Capital Management Managed Account Program 1.50 300k 8/1/2006 25 QCM Global Diversified Programme 1.54 500k 12/1/1995 24 UNISystems Research Inc. Wall Street Program 1.62 20k 8/1/2011 23 Clarke Capital Management Global Magnum 1.62 100k 8/1/1997 22 Superfund Group Superfund Green Gold L.P. Series A-1 1.63 5k 4/1/2009 21 John Locke Investments JL Commodity Long Flat Program 1.69 5,000k 12/1/2007 20 Eckhardt Trading Company Evolution Strategies 1.72 20,000k 8/1/1991 19 Eckhardt Trading Company Evolution Strategies 1.2X 1.86 10,000k 10/1/1991 18 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.95 1,000k 9/1/2009 17 Hawksbill Capital Management Global Diversified 1.98 5,000k 11/1/1988 16 Covenant Capital Management Aggressive Program 1.99 3,000k 2/1/2004 15 Superfund Group Superfund Green Gold A (SPC) 2.12 5k 10/1/2005 14 FTC Capital GmbH FTC Global Diversified 2.14 0k 3/1/2012 13 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.50 100k 10/1/2009 12 Future Trade AG Thales Swing Trading Programme 2.57 250k 6/1/2007 11 Superfund Group Superfund Blue SPC Class A (Gold) 2.67 50k 12/1/2007 10 Insignia Managed Capital Medallion 2.83 50k 2/1/2009 9 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.03 100k 3/1/2003 8 Purple Valley Capital, Inc. Diversified Trend 1 3.14 100k 8/1/2008 7 Mobius Asset Management Custom Trading Program 3.57 100k 1/1/2002 6 ALFAKRAFT ALFA Commodity Fund 3.71 16k 6/1/2010 5 Amplitude Capital International Limited Klassik Strategy 3.89 1,000k 9/1/2009 4 HASAFUMA FX Momentum 6.86 20k 7/1/2012 3 Heyden & Steindl GmbH TOMAC2 10.12 5,000k 3/1/2003 2 QQFund.com QQFund.com Alpha Beta Program 13.08 100k 9/1/2008 1 HASAFUMA Hedgehog 16.67 60k 5/1/2012 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.