Trend Following Strategy Index For February 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 Feb 2013 Min Inv Inception 134 Purple Valley Capital, Inc. Diversified Trend 1 -11.29 100k 8/1/2008 133 Clarke Capital Management Jupiter -11.08 3,000k 5/1/2005 132 Dreiss Research Corporation Diversified Program -11.04 1,000k 5/1/1991 131 RAM Management Group MRTP Aggressive -10.97 1,000k 2/1/1998 130 Clarke Capital Management Millennium -9.83 1,000k 1/1/1998 129 Future Trade AG Thales Swing Trading Programme -9.15 250k 6/1/2007 128 Serac, LLC Diversified Reversal Program -8.48 200k 4/1/2011 127 Rho Asset Management Rho Altius 1XL Program -7.83 5,000k 11/1/2007 126 Covenant Capital Management Aggressive Program -7.57 3,000k 2/1/2004 125 Clarke Capital Management Global Basic -6.95 50k 2/1/1996 124 Hyman Beck and Company Global Portfolio -6.01 1,000k 3/1/1991 123 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.53 0k 11/1/1996 122 Clarke Capital Management Global Magnum -5.20 100k 8/1/1997 121 FTC Capital GmbH FTC Global Diversified -5.11 0k 3/1/2012 120 Tactical Investment Management Tactical Institutional Commodity Program -4.79 10,000k 4/1/1993 119 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.71 10k 7/1/2005 118 Covenant Capital Management Original Program -4.66 5,000k 9/1/1999 117 Alee Capital Management, LLC Mistral Program -4.47 2,500k 1/1/1999 116 Superfund Group Superfund Green Gold A (SPC) -4.40 5k 10/1/2005 115 Wimmer Horizon LLP Managed Account -4.14 5,000k 5/1/2005 114 Keck Capital Management LLC The Keck Program -4.11 2,000k 12/1/2003 113 Superfund Group Superfund Green Gold L.P. Series A-1 -3.94 5k 4/1/2009 112 Superfund Group Superfund Green Gold B (SPC) -3.92 50k 10/1/2005 111 HASAFUMA Börstjänaren Hedgehog -3.82 60k 5/1/2012 110 Robinson-Langley Capital Management, LLC Managed Account Program -3.80 200k 1/1/2007 109 Altradis Capital AG AlphAlgo -3.77 100k 5/1/2007 108 Briarwood Capital Management, Inc. Diversified 2XL -3.72 250k 11/1/2004 107 RAM Management Group RAM MRTP 1X-Conservative -3.66 1,000k 9/1/1993 106 Heyden & Steindl GmbH TOMAC2 -3.61 5,000k 3/1/2003 105 EMC Capital Advisors, LLC Classic -3.60 5,000k 1/1/1985 104 Mark J. Walsh Company Standard Program -3.53 2,000k 9/1/1985 103 Rotella Capital Management Rotella Orion (Short-Term) Program -3.40 10,000k 3/1/2006 102 Superfund Group Superfund Green Gold C (SPC) -3.31 100k 10/1/2005 101 Saxon Investment Corporation Aggressive Diversified Program -3.29 2,000k 11/1/1993 100 QCM Global Diversified Programme -3.25 500k 12/1/1995 99 Conquest Capital Group Conquest Select -2.94 250k 6/1/2004 98 Southwest Managed Investments, LLC Global Diversified -2.92 200k 1/1/2002 97 Amplitude Capital International Limited Klassik Strategy -2.83 1,000k 9/1/2009 96 Rabar Market Research Diversified Program -2.62 2,000k 1/1/1989 95 AllMountain Capital AG Mount Denali Global Trends -2.56 160k 7/1/2007 94 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.50 1,000k 9/1/2009 93 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.45 250k 10/1/2009 92 John Locke Investments JL Commodity Long Flat Program -2.44 5,000k 12/1/2007 91 Superfund Group Superfund Green Gold L.P. Series B-1 -2.38 5k 4/1/2009 90 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.28 100k 1/1/2000 89 Clarke Capital Management FX Plus -2.25 1,000k 5/1/2004 88 ROW Asset Managment Row Diversified Fund, L.P. -2.21 1,000k 11/1/2011 87 Auspice Capital Advisors Ltd Auspice Diversified Program -2.05 1,500k 4/1/2006 86 Angle Capital Management LLC AIP Program -1.98 100k 1/1/2010 85 Chesapeake Capital Diversified (LV) -1.86 100k 2/1/1988 84 Saxon Investment Corporation Diversified Program -1.80 3,000k 9/1/1988 83 M.S. Capital Management Global Diversified Program -1.69 2,000k 11/1/1998 82 Seven Capital Management Seven Absolute Return -1.64 100k 6/1/2009 81 Rotella Capital Management Rotella Polaris Program (Diversified) -1.39 10,000k 1/1/1991 80 UNISystems Research Inc. Wall Street Program -1.36 20k 8/1/2011 79 Alee Capital Management, LLC Poniente Program -1.34 2,500k 1/1/1999 78 Eckhardt Trading Company Evolution Strategies 1.2X -1.33 10,000k 10/1/1991 77 Transtrend B.V. DTP – Enhanced Risk (USD) -1.32 10,000k 1/1/1995 76 Welton Investment Partners Welton Global -1.32 10,000k 6/1/2004 75 Millburn Ridgefield Corporation Commodity Program -1.30 25,000k 3/1/2005 74 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.30 1,000k 3/1/2003 73 Eckhardt Trading Company Evolution Strategies -1.27 20,000k 8/1/1991 72 Somers Brothers Capital Diversified Futures Program #1 -1.26 100k 1/1/2005 71 Quantica Capital AG Quantica Managed Futures -1.21 5,000k 1/1/2005 70 Alder Capital DAC Alder Global 20 -1.20 250k 2/1/2001 69 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.20 10,000k 8/1/1999 68 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.16 10,000k 8/1/2004 67 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.14 100k 1/1/2005 66 Transtrend B.V. DTP – Standard Risk (EUR) -0.90 10,000k 2/1/1999 65 Red Rock Capital, LLC Systematic Global Macro -0.89 500k 9/1/2003 64 John Locke Investments Cyril Systematic Program -0.89 8,000k 7/1/2000 63 Pacific Capital Advisors Vanguard Program -0.84 100k 4/1/2007 62 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.82 10,000k 8/1/2009 61 Ancile Capital Management Global Markets Program -0.80 2,000k 4/1/2005 60 Rabar Market Research Short-Term Program -0.75 2,000k 11/1/2009 59 Blackwater Capital Management Global Program -0.70 5,000k 7/1/2005 58 Alder Capital DAC Alder Global 10 -0.60 250k 10/1/2000 57 Adamah Capital LLC Asset Allocator Program -0.60 50k 3/1/2011 56 Hawksbill Capital Management Global Diversified -0.58 5,000k 11/1/1988 55 Wavefront Global Asset Management IMFC Global Investment Program -0.52 2,000k 2/1/2007 54 ISAM ISAM Systematic Trend Fund -0.44 1,000k 6/1/2001 53 Estlander & Partners Global XL -0.43 5,000k 8/1/1991 52 Parizek Capital Futures Trading Program -0.42 500k 4/1/2000 51 Wavefront Global Asset Management IMFC Global Concentrated -0.38 500k 4/1/2009 50 Gap Partners LLC Gap -0.31 250k 11/1/2009 49 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.27 250k 10/1/2009 48 Estlander & Partners Global Markets -0.20 10,000k 8/1/1999 47 Lynx Asset Management AB Lynx Program -0.19 75k 5/1/2000 46 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.14 1k 10/1/2006 44 Parizek Capital Currency Program 0.00 1,000k 4/1/2006 45 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 43 Eclipse Capital Management Global Monetary 0.06 5,000k 8/1/1990 42 Winton Capital Management Diversified 0.17 50,000k 10/1/1997 41 IStar Capital B.V. IStar Systematic Fund 0.24 1,000k 9/1/2011 40 Gladius Asset Management Fulham Program 0.28 2,000k 1/1/2008 39 IDS Capital IDS F&F Systematic Trading 0.30 50k 7/1/2013 38 Cauldron Investments, LLC Stock Index Plus 0.37 1,000k 10/1/2009 37 Mobius Asset Management Custom Trading Program 0.37 100k 1/1/2002 36 Mobius Asset Management Diversified Program 0.43 250k 3/1/2004 35 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.43 250k 5/1/2011 34 Vergho Asset Management LLC Kinematics 0.48 1,000k 11/1/2008 33 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.55 5,000k 12/1/2010 32 Diamond Capital Management Enhanced S&P Program 0.59 100k 10/1/2009 31 Superfund Group Superfund Green Q-AG 0.78 2k 3/1/1996 30 Insignia Managed Capital Medallion 0.79 50k 2/1/2009 29 Clarke Capital Management Worldwide 0.85 250k 1/1/1996 28 ALFAKRAFT ALFA Commodity Fund 0.95 16k 6/1/2010 27 QQFund.com QQFund.com Alpha Beta Program 1.02 100k 9/1/2008 26 Superfund Group Superfund Green L.P. Series A 1.03 5k 10/1/2002 25 Quantica Capital AG Quantica Diversified FX 1.09 5,000k 3/1/2007 24 Kelly Angle Inc. Genesis Program 1.33 2,000k 4/1/2000 23 Estlander & Partners Freedom 1.39 20,000k 8/1/2010 22 Deep Field Capital AG SINGULARITY Fund 1.46 100k 9/1/2011 21 Superfund Group Superfund Blue SPC Class A (Gold) 1.49 50k 12/1/2007 20 Superfund Group Superfund Green GCT USD 1.60 15k 1/1/2000 19 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 1.77 100k 1/1/2012 18 Melissinos Trading Eupatrid Global Trends 1.91 50k 1/1/2011 17 Superfund Group Superfund Green L.P. Series B 1.98 5k 10/1/2002 16 Superfund Group Superfund Green Master 2.11 2,000k 5/1/2001 15 Estlander & Partners Alpha Trend 2.66 30,000k 10/1/1991 14 Superfund Group Superfund Blue SPC Class A (EUR) 2.99 50k 4/1/2005 13 Drury Capital Diversified Trend-Following Program 3.01 5,000k 5/1/1997 12 HASAFUMA FX Momentum 3.35 20k 7/1/2012 11 Conquest Capital Group Conquest Macro 3.81 250k 5/1/1999 10 Quantum Leap Capital Management Managed Account Program 3.89 300k 8/1/2006 9 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.35 200k 11/1/1999 8 DUNN Capital Management D'Best Futures Fund, L.P. 7.30 100k 6/1/1994 7 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.39 100k 5/1/1999 6 DUNN Capital Management DUNN Combined Fund (DCF) 7.61 100k 5/1/1989 5 Neural Capital Ltd Sentinel Trading Program 8.08 2,000k 1/1/2006 4 Estlander & Partners Alpha Trend II - Class P 8.30 100k 12/1/2008 3 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 9.05 100k 3/1/2003 2 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 9.21 100k 10/1/2009 1 DUNN Capital Management World Monetary and Agriculture Program (WMA) 16.79 100k 11/1/1984 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.