Trend Following Strategy Index For December 2013 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 2013 Min Inv Inception 134 Keck Capital Management LLC The Keck Program -6.23 2,000k 12/1/2003 133 Superfund Group Superfund Blue SPC Class A (Gold) -6.07 50k 12/1/2007 132 HA H -5.51 50k 5/1/2012 131 Mehnert Capital Management, LLC DTP (Client) -4.07 1,000k 3/1/2012 130 Welton Investment Partners Welton Global -4.06 10,000k 6/1/2004 129 Amplitude Capital International Limited Klassik Strategy -3.60 1,000k 9/1/2009 128 IStar Capital B.V. IStar Systematic Fund -3.50 1,000k 9/1/2011 127 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.02 1,000k 9/1/2009 126 EMC Capital Advisors, LLC Classic -3.00 5,000k 1/1/1985 125 UNISystems Research Inc. Wall Street Program -2.47 20k 8/1/2011 124 Drury Capital Diversified Trend-Following Program -2.40 5,000k 5/1/1997 123 Superfund Group Superfund Green Gold A (SPC) -2.35 5k 10/1/2005 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.34 100k 1/1/2000 121 Gladius Asset Management Fulham Program -2.32 2,000k 1/1/2008 120 IDS Capital IDS F&F Systematic Trading -2.30 50k 7/1/2013 119 HA F -2.26 20k 7/1/2012 118 Altradis Capital AG AlphAlgo -2.25 100k 5/1/2007 117 Estlander & Partners Global XL -2.23 5,000k 8/1/1991 116 Adamah Capital LLC Asset Allocator Program -2.20 50k 3/1/2011 115 QCM Global Diversified Programme -2.16 500k 12/1/1995 114 Neural Capital Ltd Sentinel Trading Program -1.71 2,000k 1/1/2006 113 Southwest Managed Investments, LLC Global Diversified -1.67 200k 1/1/2002 112 Wimmer Horizon LLP Managed Account -1.47 5,000k 5/1/2005 111 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.44 200k 11/1/1999 110 Superfund Group Superfund Green Gold B (SPC) -1.36 50k 10/1/2005 109 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.24 100k 5/1/1999 108 Superfund Group Superfund Green Gold L.P. Series A-1 -1.20 5k 4/1/2009 107 FTC Capital GmbH FTC Global Diversified -1.12 0k 3/1/2012 106 Estlander & Partners Global Markets -1.10 10,000k 8/1/1999 105 Mobius Asset Management Diversified Program -1.08 250k 3/1/2004 104 Quantica Capital AG Quantica Diversified FX -1.00 5,000k 3/1/2007 103 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.97 10,000k 8/1/2009 102 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.92 250k 10/1/2009 101 Superfund Group Superfund Blue SPC Class A (EUR) -0.88 50k 4/1/2005 100 Mobius Asset Management Custom Trading Program -0.57 100k 1/1/2002 99 Mark J. Walsh Company Standard Program -0.43 2,000k 9/1/1985 98 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.43 100k 1/1/2005 97 Auspice Auspice Diversified Program -0.36 1,500k 6/1/2007 96 AllMountain Capital AG Mount Denali Global Trends -0.36 160k 7/1/2007 95 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.36 0k 11/1/1996 94 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.31 10,000k 3/1/2003 93 Auspice Auspice Managed Futures Excess Return Index -0.31 5,000k 12/1/2010 92 ALFAKRAFT ALFA Commodity Fund -0.30 16k 6/1/2010 91 Superfund Group Superfund Green Gold C (SPC) -0.26 100k 10/1/2005 90 Gap Partners LLC Gap -0.21 250k 11/1/2009 89 Quantica Capital AG Quantica Managed Futures -0.10 10,000k 1/1/2005 88 Future Trade AG Thales Swing Trading Programme 0.00 250k 6/1/2007 87 Tactical Investment Management Tactical Institutional Commodity Program 0.00 10,000k 4/1/1993 86 ISAM ISAM Systematic Trend Fund 0.05 1,000k 6/1/2001 85 Parizek Capital Currency Program 0.05 1,000k 4/1/2006 84 Vergho Asset Management LLC Kinematics 0.10 1,000k 11/1/2008 83 Seven Capital Management Seven Absolute Return 0.23 100k 6/1/2009 82 Blackwater Capital Management Global Program 0.27 5,000k 7/1/2005 81 Millburn Ridgefield Corporation Commodity Program 0.31 25,000k 3/1/2005 80 Winton Capital Management Diversified 0.37 50,000k 10/1/1997 79 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.41 1k 10/1/2006 78 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.43 100k 1/1/2012 77 M.S. Capital Management Global Diversified Program 0.45 2,000k 11/1/1998 76 Purple Valley Capital, Inc. Diversified Trend 1 0.46 100k 8/1/2008 75 Covenant Capital Management Original Program 0.47 5,000k 9/1/1999 74 Ancile Capital Management Global Markets Program 0.49 2,000k 4/1/2005 73 Covenant Capital Management Aggressive Program 0.53 3,000k 2/1/2004 72 Wavefront Global Asset Management IMFC Global Concentrated 0.54 500k 4/1/2009 71 John Locke Investments JL Commodity Long Flat Program 0.65 5,000k 12/1/2007 70 Estlander & Partners Freedom 0.68 20,000k 8/1/2010 69 ROW Asset Managment Row Diversified Fund, L.P. 0.75 1,000k 11/1/2011 68 Superfund Group Superfund Green Gold L.P. Series B-1 0.76 5k 4/1/2009 67 Saxon Investment Corporation Diversified Program 0.83 3,000k 9/1/1988 66 Rabar Market Research Diversified Program 0.84 2,000k 1/1/1989 65 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.85 250k 5/1/2011 64 Cauldron Investments, LLC Stock Index Plus 0.85 1,000k 10/1/2009 63 Angle Capital Management LLC AIP Program 0.85 100k 1/1/2010 62 Transtrend B.V. DTP – Standard Risk (EUR) 0.88 10,000k 2/1/1999 61 Rabar Market Research Short-Term Program 0.98 2,000k 11/1/2009 60 Deep Field Capital AG SINGULARITY Fund 1.02 100k 9/1/2011 59 Serac, LLC Diversified Reversal Program 1.05 200k 4/1/2011 58 Clarke Capital Management FX Plus 1.05 1,000k 5/1/2004 57 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.08 10k 7/1/2005 56 John Locke Investments Cyril Systematic Program 1.15 8,000k 7/1/2000 55 Somers Brothers Capital Diversified Futures Program #1 1.30 100k 1/1/2005 54 Rho Asset Management Rho Altius 1XL Program 1.31 5,000k 11/1/2007 53 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.39 10,000k 8/1/1999 52 Parizek Capital Futures Trading Program 1.44 500k 4/1/2000 51 Eclipse Capital Management Global Monetary 1.48 5,000k 8/1/1990 50 Saxon Investment Corporation Aggressive Diversified Program 1.61 2,000k 11/1/1993 49 Superfund Group Superfund Green Q-AG 1.73 2k 3/1/1996 48 Clarke Capital Management Millennium 1.75 1,000k 1/1/1998 47 Red Rock Capital, LLC Systematic Global Macro 1.75 500k 9/1/2003 46 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.82 10,000k 8/1/2004 45 Heyden & Steindl GmbH TOMAC2 1.87 5,000k 3/1/2003 44 Transtrend B.V. DTP – Enhanced Risk (USD) 1.92 10,000k 1/1/1995 43 Melissinos Trading Eupatrid Global Trends 1.95 100k 1/1/2011 42 Quantum Leap Capital Management Managed Account Program 2.02 300k 8/1/2006 41 Rotella Capital Management Rotella Polaris Program (Diversified) 2.06 10,000k 1/1/1991 40 Conquest Capital Group Conquest Select 2.12 250k 6/1/2004 39 Superfund Group Superfund Green L.P. Series A 2.14 5k 10/1/2002 38 Hyman Beck and Company Global Portfolio 2.16 1,000k 3/1/1991 37 Insignia Managed Capital Medallion 2.16 50k 2/1/2009 36 Alder Capital DAC Alder Global 10 2.20 250k 10/1/2000 35 Hawksbill Capital Management Global Diversified 2.20 5,000k 11/1/1988 34 Diamond Capital Management Enhanced S&P Program 2.22 100k 10/1/2009 33 RAM Management Group RAM MRTP 1X-Conservative 2.24 1,000k 9/1/1993 32 Wavefront Global Asset Management IMFC Global Investment Program 2.33 2,000k 2/1/2007 31 Eckhardt Trading Company Evolution Strategies 2.34 20,000k 8/1/1991 30 Estlander & Partners Alpha Trend 2.49 30,000k 10/1/1991 29 Eckhardt Trading Company Evolution Strategies 1.2X 2.66 10,000k 10/1/1991 28 Superfund Group Superfund Green GCT USD 2.67 15k 1/1/2000 27 Alee Capital Management, LLC Mistral Program 2.70 2,500k 1/1/1999 26 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 3.05 100k 10/1/2009 25 Lynx Asset Management AB Lynx Program 3.30 75k 5/1/2000 24 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 3.37 100k 3/1/2003 23 Alder Capital DAC Alder Global 20 3.60 250k 2/1/2001 22 Superfund Group Superfund Green L.P. Series B 3.62 5k 10/1/2002 21 Superfund Group Superfund Green Master 3.64 2,000k 5/1/2001 20 Robinson-Langley Capital Management, LLC Managed Account Program 3.72 200k 1/1/2007 19 Briarwood Capital Management, Inc. Diversified 2XL 4.06 250k 11/1/2004 18 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.40 100k 11/1/1984 17 Alee Capital Management, LLC Poniente Program 4.47 2,500k 1/1/1999 16 DUNN Capital Management D'Best Futures Fund, L.P. 4.54 100k 6/1/1994 15 Pacific Capital Advisors Vanguard Program 4.59 100k 4/1/2007 14 Dreiss Research Corporation Diversified Program 4.65 1,000k 5/1/1991 13 Clarke Capital Management Global Magnum 4.95 100k 8/1/1997 12 Clarke Capital Management Worldwide 4.99 250k 1/1/1996 11 Chesapeake Capital Diversified (LV) 5.23 100k 2/1/1988 10 QQFund.com QQFund.com Alpha Beta Program 5.35 100k 9/1/2008 9 Rotella Capital Management Rotella Orion (Short-Term) Program 5.36 10,000k 3/1/2006 8 Conquest Capital Group Conquest Macro 5.68 250k 5/1/1999 7 Clarke Capital Management Jupiter 6.04 3,000k 5/1/2005 6 Clarke Capital Management Global Basic 6.45 50k 2/1/1996 5 Liberty Funds Group, Inc Liberty Wealth Protection Fund 6.71 250k 10/1/2009 4 RAM Management Group MRTP Aggressive 6.80 1,000k 2/1/1998 3 Estlander & Partners Alpha Trend II - Class P 7.74 100k 12/1/2008 2 DUNN Capital Management DUNN Combined Fund (DCF) 7.81 100k 5/1/1989 1 Kelly Angle Inc. Genesis Program 8.08 2,000k 4/1/2000 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.