Trend Following Strategy Index For November 2013 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 2013 Min Inv Inception 134 Superfund Group Superfund Green Gold L.P. Series B-1 -5.15 5k 4/1/2009 133 Superfund Group Superfund Green Gold L.P. Series A-1 -5.12 5k 4/1/2009 132 Superfund Group Superfund Green Gold A (SPC) -5.11 5k 10/1/2005 131 Superfund Group Superfund Green Gold B (SPC) -4.72 50k 10/1/2005 130 Clarke Capital Management Millennium -4.68 1,000k 1/1/1998 129 Quantum Leap Capital Management Managed Account Program -4.33 300k 8/1/2006 128 Superfund Group Superfund Green Gold C (SPC) -4.22 100k 10/1/2005 127 Estlander & Partners Alpha Trend II - Class P -3.88 100k 12/1/2008 126 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.75 200k 11/1/1999 125 Conquest Capital Group Conquest Macro -3.42 250k 5/1/1999 124 Hawksbill Capital Management Global Diversified -2.87 5,000k 11/1/1988 123 Clarke Capital Management Worldwide -2.62 250k 1/1/1996 122 RAM Management Group MRTP Aggressive -2.55 1,000k 2/1/1998 121 Superfund Group Superfund Blue SPC Class A (Gold) -2.50 50k 12/1/2007 120 Alee Capital Management, LLC Poniente Program -2.47 2,500k 1/1/1999 119 Purple Valley Capital, Inc. Diversified Trend 1 -2.34 100k 8/1/2008 118 Briarwood Capital Management, Inc. Diversified 2XL -1.71 250k 11/1/2004 117 IStar Capital B.V. IStar Systematic Fund -1.59 1,000k 9/1/2011 116 Parizek Capital Currency Program -1.43 1,000k 4/1/2006 115 Altradis Capital AG AlphAlgo -1.34 100k 5/1/2007 114 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.29 250k 10/1/2009 113 Cauldron Investments, LLC Stock Index Plus -1.23 1,000k 10/1/2009 112 UNISystems Research Inc. Wall Street Program -1.23 20k 8/1/2011 111 Parizek Capital Futures Trading Program -1.19 500k 4/1/2000 110 Estlander & Partners Alpha Trend -1.13 30,000k 10/1/1991 109 Mark J. Walsh Company Standard Program -1.10 2,000k 9/1/1985 108 Gladius Asset Management Fulham Program -1.10 2,000k 1/1/2008 107 Rotella Capital Management Rotella Orion (Short-Term) Program -1.08 10,000k 3/1/2006 106 Quantica Capital AG Quantica Diversified FX -1.08 5,000k 3/1/2007 105 Somers Brothers Capital Diversified Futures Program #1 -1.04 100k 1/1/2005 104 Serac, LLC Diversified Reversal Program -0.86 200k 4/1/2011 103 RAM Management Group RAM MRTP 1X-Conservative -0.80 1,000k 9/1/1993 102 John Locke Investments JL Commodity Long Flat Program -0.62 5,000k 12/1/2007 101 Estlander & Partners Freedom -0.61 20,000k 8/1/2010 100 Mobius Asset Management Custom Trading Program -0.55 100k 1/1/2002 99 Saxon Investment Corporation Aggressive Diversified Program -0.50 2,000k 11/1/1993 98 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.42 250k 10/1/2009 97 Adamah Capital LLC Asset Allocator Program -0.40 50k 3/1/2011 96 Gap Partners LLC Gap -0.35 250k 11/1/2009 95 Saxon Investment Corporation Diversified Program -0.33 3,000k 9/1/1988 94 Covenant Capital Management Original Program -0.25 5,000k 9/1/1999 93 HASAFUMA Börstjänaren Hedgehog -0.17 60k 5/1/2012 92 Wimmer Horizon LLP Managed Account -0.13 5,000k 5/1/2005 91 Tactical Investment Management Tactical Institutional Commodity Program -0.11 10,000k 4/1/1993 90 Mobius Asset Management Diversified Program -0.11 250k 3/1/2004 89 Estlander & Partners Global XL -0.10 5,000k 8/1/1991 88 Millburn Ridgefield Corporation Commodity Program -0.07 25,000k 3/1/2005 87 Estlander & Partners Global Markets -0.03 10,000k 8/1/1999 86 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 85 Robinson-Langley Capital Management, LLC Managed Account Program 0.00 200k 1/1/2007 84 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.04 100k 1/1/2012 83 Auspice Capital Advisors Ltd Auspice Diversified Program 0.04 1,500k 4/1/2006 82 Blackwater Capital Management Global Program 0.26 5,000k 7/1/2005 81 Covenant Capital Management Aggressive Program 0.35 3,000k 2/1/2004 80 FTC Capital GmbH FTC Global Diversified 0.42 0k 3/1/2012 79 Superfund Group Superfund Green Q-AG 0.44 2k 3/1/1996 78 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.46 10k 7/1/2005 77 ROW Asset Managment Row Diversified Fund, L.P. 0.51 1,000k 11/1/2011 76 Transtrend B.V. DTP – Standard Risk (EUR) 0.54 10,000k 2/1/1999 75 Neural Capital Ltd Sentinel Trading Program 0.62 2,000k 1/1/2006 74 Seven Capital Management Seven Absolute Return 0.71 100k 6/1/2009 73 Superfund Group Superfund Green L.P. Series A 0.76 5k 10/1/2002 72 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.78 10,000k 8/1/1999 71 ISAM ISAM Systematic Trend Fund 0.81 1,000k 6/1/2001 70 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.81 10,000k 8/1/2009 69 Transtrend B.V. DTP – Enhanced Risk (USD) 0.87 10,000k 1/1/1995 68 Red Rock Capital, LLC Systematic Global Macro 0.87 500k 9/1/2003 67 Pacific Capital Advisors Vanguard Program 0.91 100k 4/1/2007 66 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.92 10,000k 8/1/2004 65 Amplitude Capital International Limited Klassik Strategy 0.93 1,000k 9/1/2009 64 M.S. Capital Management Global Diversified Program 0.98 2,000k 11/1/1998 63 Quantica Capital AG Quantica Managed Futures 1.00 5,000k 1/1/2005 62 Alee Capital Management, LLC Mistral Program 1.07 2,500k 1/1/1999 61 Superfund Group Superfund Green GCT USD 1.08 15k 1/1/2000 60 Diamond Capital Management Enhanced S&P Program 1.09 100k 10/1/2009 59 Superfund Group Superfund Green L.P. Series B 1.09 5k 10/1/2002 58 Heyden & Steindl GmbH TOMAC2 1.11 5,000k 3/1/2003 57 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.37 1,000k 9/1/2009 56 Rabar Market Research Short-Term Program 1.39 2,000k 11/1/2009 55 Rotella Capital Management Rotella Polaris Program (Diversified) 1.41 10,000k 1/1/1991 54 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.46 100k 1/1/2000 53 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.47 5,000k 12/1/2010 52 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.49 100k 1/1/2005 51 Southwest Managed Investments, LLC Global Diversified 1.57 200k 1/1/2002 50 ALFAKRAFT ALFA Commodity Fund 1.57 16k 6/1/2010 49 Melissinos Trading Eupatrid Global Trends 1.80 50k 1/1/2011 48 Superfund Group Superfund Green Master 1.84 2,000k 5/1/2001 47 Insignia Managed Capital Medallion 1.87 50k 2/1/2009 46 Vergho Asset Management LLC Kinematics 1.94 1,000k 11/1/2008 45 Clarke Capital Management Global Basic 1.95 50k 2/1/1996 44 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.97 250k 5/1/2011 43 Winton Capital Management Diversified 2.20 50,000k 10/1/1997 42 Rabar Market Research Diversified Program 2.26 2,000k 1/1/1989 41 QCM Global Diversified Programme 2.29 500k 12/1/1995 40 Wavefront Global Asset Management IMFC Global Concentrated 2.30 500k 4/1/2009 39 Rho Asset Management Rho Altius 1XL Program 2.45 5,000k 11/1/2007 38 Clarke Capital Management FX Plus 2.51 1,000k 5/1/2004 37 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.59 1k 10/1/2006 36 Deep Field Capital AG SINGULARITY Fund 2.77 100k 9/1/2011 35 Mehnert Capital Management, LLC DTP (Client) 2.78 1,000k 3/1/2012 34 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.80 1,000k 3/1/2003 33 Conquest Capital Group Conquest Select 2.81 250k 6/1/2004 32 Drury Capital Diversified Trend-Following Program 2.85 5,000k 5/1/1997 31 AllMountain Capital AG Mount Denali Global Trends 2.85 160k 7/1/2007 30 Superfund Group Superfund Blue SPC Class A (EUR) 3.07 50k 4/1/2005 29 Wavefront Global Asset Management IMFC Global Investment Program 3.36 2,000k 2/1/2007 28 Clarke Capital Management Global Magnum 3.36 100k 8/1/1997 27 Ancile Capital Management Global Markets Program 3.60 2,000k 4/1/2005 26 Eckhardt Trading Company Evolution Strategies 3.89 20,000k 8/1/1991 25 EMC Capital Advisors, LLC Classic 3.90 5,000k 1/1/1985 24 John Locke Investments Cyril Systematic Program 4.13 8,000k 7/1/2000 23 Alder Capital DAC Alder Global 10 4.20 250k 10/1/2000 22 Eckhardt Trading Company Evolution Strategies 1.2X 4.20 10,000k 10/1/1991 21 Kelly Angle Inc. Genesis Program 4.63 2,000k 4/1/2000 20 Welton Investment Partners Welton Global 4.71 10,000k 6/1/2004 19 IDS Capital IDS F&F Systematic Trading 4.80 50k 7/1/2013 18 Lynx Asset Management AB Lynx Program 5.32 75k 5/1/2000 17 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.39 0k 11/1/1996 16 Eclipse Capital Management Global Monetary 5.51 5,000k 8/1/1990 15 Clarke Capital Management Jupiter 5.84 3,000k 5/1/2005 14 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 6.21 100k 10/1/2009 13 Hyman Beck and Company Global Portfolio 6.32 1,000k 3/1/1991 12 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 6.57 100k 3/1/2003 11 QQFund.com QQFund.com Alpha Beta Program 6.80 100k 9/1/2008 10 HASAFUMA FX Momentum 7.32 20k 7/1/2012 9 Alder Capital DAC Alder Global 20 7.60 250k 2/1/2001 8 Chesapeake Capital Diversified (LV) 7.96 100k 2/1/1988 7 Angle Capital Management LLC AIP Program 9.51 100k 1/1/2010 6 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.00 100k 11/1/1984 5 Keck Capital Management LLC The Keck Program 10.01 2,000k 12/1/2003 4 Dreiss Research Corporation Diversified Program 10.29 1,000k 5/1/1991 3 DUNN Capital Management D'Best Futures Fund, L.P. 11.25 100k 6/1/1994 2 Mulvaney Capital Management The Mulvaney Global Markets Fund 11.58 100k 5/1/1999 1 DUNN Capital Management DUNN Combined Fund (DCF) 11.61 100k 5/1/1989 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.