Trend Following Strategy Index For April 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 Apr 2013 Min Inv Inception 134 Superfund Group Superfund Blue SPC Class A (Gold) -15.74 50k 12/1/2007 133 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.31 100k 10/1/2009 132 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -8.96 100k 3/1/2003 131 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -7.49 200k 11/1/1999 130 HASAFUMA Hedgehog -7.19 50k 5/1/2012 129 RAM Management Group MRTP Aggressive -6.79 1,000k 2/1/1998 128 Future Trade AG Thales Swing Trading Programme -6.25 250k 6/1/2007 127 Liberty Funds Group, Inc Liberty Wealth Protection Fund -5.67 250k 10/1/2009 126 Superfund Group Superfund Blue SPC Class A (EUR) -5.47 50k 4/1/2005 125 Altradis Capital AG AlphAlgo -4.19 100k 5/1/2007 124 Quantum Leap Capital Management Managed Account Program -3.70 300k 8/1/2006 123 Southwest Managed Investments, LLC Global Diversified -3.50 200k 1/1/2002 122 Parizek Capital Futures Trading Program -3.41 500k 4/1/2000 121 Tactical Investment Management Tactical Institutional Commodity Program -3.12 10,000k 4/1/1993 120 Parizek Capital Currency Program -2.27 1,000k 4/1/2006 119 RAM Management Group RAM MRTP 1X-Conservative -2.26 1,000k 9/1/1993 118 Insignia Managed Capital Medallion -1.98 50k 2/1/2009 117 Alder Capital DAC Alder Global 20 -1.70 250k 2/1/2001 116 Rho Asset Management Rho Altius 1XL Program -1.61 5,000k 11/1/2007 115 Somers Brothers Capital Diversified Futures Program #1 -1.40 100k 1/1/2005 114 Gladius Asset Management Fulham Program -1.34 2,000k 1/1/2008 113 Briarwood Capital Management, Inc. Diversified 2XL -1.18 250k 11/1/2004 112 Clarke Capital Management FX Plus -1.06 1,000k 5/1/2004 111 Amplitude Capital International Limited Klassik Strategy -1.04 1,000k 9/1/2009 110 John Locke Investments JL Commodity Long Flat Program -1.00 5,000k 12/1/2007 109 Clarke Capital Management Global Basic -0.90 50k 2/1/1996 108 Alder Capital DAC Alder Global 10 -0.90 250k 10/1/2000 107 Saxon Investment Corporation Aggressive Diversified Program -0.74 2,000k 11/1/1993 106 Pacific Capital Advisors Vanguard Program -0.66 100k 4/1/2007 105 Eclipse Capital Management Global Monetary -0.66 5,000k 8/1/1990 104 Vergho Asset Management LLC Kinematics -0.54 1,000k 11/1/2008 103 Dreiss Research Corporation Diversified Program -0.53 1,000k 5/1/1991 102 Clarke Capital Management Worldwide -0.48 250k 1/1/1996 101 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.46 100k 1/1/2000 100 Neural Capital Ltd Sentinel Trading Program -0.41 2,000k 1/1/2006 99 Saxon Investment Corporation Diversified Program -0.36 3,000k 9/1/1988 98 Gap Partners LLC Gap -0.35 250k 11/1/2009 97 Kelly Angle Inc. Genesis Program -0.27 2,000k 4/1/2000 96 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -0.26 1,000k 9/1/2009 95 Alee Capital Management, LLC Mistral Program -0.16 2,500k 1/1/1999 94 Millburn Ridgefield Corporation Commodity Program -0.13 25,000k 3/1/2005 93 Hawksbill Capital Management Global Diversified -0.13 5,000k 11/1/1988 92 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 91 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 90 ROW Asset Managment Row Diversified Fund, L.P. 0.14 1,000k 11/1/2011 89 ALFAKRAFT ALFA Commodity Fund 0.16 16k 6/1/2010 88 Mobius Asset Management Custom Trading Program 0.17 100k 1/1/2002 87 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.19 100k 1/1/2012 86 Quantica Capital AG Quantica Diversified FX 0.22 5,000k 3/1/2007 85 Melissinos Trading Eupatrid Global Trends 0.44 50k 1/1/2011 84 Eckhardt Trading Company Evolution Strategies 0.45 20,000k 8/1/1991 83 Red Rock Capital, LLC Systematic Global Macro 0.50 500k 9/1/2003 82 Eckhardt Trading Company Evolution Strategies 1.2X 0.52 10,000k 10/1/1991 81 FTC Capital GmbH FTC Global Diversified 0.66 0k 3/1/2012 80 Deep Field Capital AG SINGULARITY Fund 0.70 100k 9/1/2011 79 Clarke Capital Management Global Magnum 0.72 100k 8/1/1997 78 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.91 250k 5/1/2011 77 Conquest Capital Group Conquest Select 0.95 250k 6/1/2004 76 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.98 10,000k 8/1/2009 75 UNISystems Research Inc. Wall Street Program 0.98 20k 8/1/2011 74 Auspice Capital Advisors Ltd Auspice Diversified Program 1.15 1,500k 6/1/2007 73 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.23 0k 11/1/1996 72 Chesapeake Capital Diversified (LV) 1.31 100k 2/1/1988 71 Angle Capital Management LLC AIP Program 1.44 100k 1/1/2010 70 Quantica Capital AG Quantica Managed Futures 1.55 10,000k 1/1/2005 69 Welton Investment Partners Welton Global 1.56 10,000k 6/1/2004 68 Ancile Capital Management Global Markets Program 1.56 2,000k 4/1/2005 67 Transtrend B.V. DTP – Standard Risk (EUR) 1.80 10,000k 2/1/1999 66 Estlander & Partners Alpha Trend 1.85 30,000k 10/1/1991 65 Mark J. Walsh Company Standard Program 1.87 2,000k 9/1/1985 64 AllMountain Capital AG Mount Denali Global Trends 1.88 160k 7/1/2007 63 ISAM ISAM Systematic Trend Fund 1.92 1,000k 6/1/2001 62 Conquest Capital Group Conquest Macro 1.94 250k 5/1/1999 61 Blackwater Capital Management Global Program 2.03 5,000k 7/1/2005 60 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.09 250k 10/1/2009 59 Adamah Capital LLC Asset Allocator Program 2.10 50k 3/1/2011 58 Keck Capital Management LLC The Keck Program 2.10 2,000k 12/1/2003 57 Rabar Market Research Short-Term Program 2.16 2,000k 11/1/2009 56 Covenant Capital Management Aggressive Program 2.17 3,000k 2/1/2004 55 Seven Capital Management Seven Absolute Return 2.18 100k 6/1/2009 54 Robinson-Langley Capital Management, LLC Managed Account Program 2.19 200k 1/1/2007 53 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 2.27 5,000k 12/1/2010 52 EMC Capital Advisors, LLC Classic 2.30 5,000k 1/1/1985 51 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.37 100k 1/1/2005 50 Wavefront Global Asset Management IMFC Global Concentrated 2.37 500k 4/1/2009 49 Diamond Capital Management Enhanced S&P Program 2.37 100k 10/1/2009 48 M.S. Capital Management Global Diversified Program 2.48 2,000k 11/1/1998 47 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.54 1k 10/1/2006 46 Covenant Capital Management Original Program 2.55 5,000k 9/1/1999 45 QCM Global Diversified Programme 2.60 500k 12/1/1995 44 Estlander & Partners Global Markets 2.69 10,000k 8/1/1999 43 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.80 10,000k 8/1/1999 42 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.89 10,000k 8/1/2004 41 Transtrend B.V. DTP – Enhanced Risk (USD) 2.90 10,000k 1/1/1995 40 Cauldron Investments, LLC Stock Index Plus 3.09 1,000k 10/1/2009 39 Wimmer Horizon LLP Managed Account 3.12 5,000k 5/1/2005 38 Estlander & Partners Freedom 3.27 20,000k 8/1/2010 37 Lynx Asset Management AB Lynx Program 3.30 75k 5/1/2000 36 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.38 10,000k 3/1/2003 35 Winton Capital Management Diversified 3.41 50,000k 10/1/1997 34 Rabar Market Research Diversified Program 3.45 2,000k 1/1/1989 33 Hyman Beck and Company Global Portfolio 3.56 1,000k 3/1/1991 32 IDS Capital IDS F&F Systematic Trading 3.60 50k 7/1/2013 31 Superfund Group Superfund Green Gold L.P. Series A-1 3.69 5k 4/1/2009 30 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 3.70 10k 7/1/2005 29 IStar Capital B.V. IStar Systematic Fund 3.77 1,000k 9/1/2011 28 HASAFUMA FX Momentum 3.86 20k 7/1/2012 27 Rotella Capital Management Rotella Polaris Program (Diversified) 3.92 10,000k 1/1/1991 26 Wavefront Global Asset Management IMFC Global Investment Program 4.04 2,000k 2/1/2007 25 Superfund Group Superfund Green Gold A (SPC) 4.08 5k 10/1/2005 24 John Locke Investments Cyril Systematic Program 4.36 8,000k 7/1/2000 23 Estlander & Partners Alpha Trend II - Class P 4.73 100k 12/1/2008 22 Estlander & Partners Global XL 5.42 5,000k 8/1/1991 21 QQFund.com QQFund.com Alpha Beta Program 5.64 100k 9/1/2008 20 Clarke Capital Management Jupiter 5.99 3,000k 5/1/2005 19 Purple Valley Capital, Inc. Diversified Trend 1 6.81 100k 8/1/2008 18 Rotella Capital Management Rotella Orion (Short-Term) Program 6.92 10,000k 3/1/2006 17 Heyden & Steindl GmbH TOMAC2 7.72 5,000k 3/1/2003 16 Drury Capital Diversified Trend-Following Program 8.18 5,000k 5/1/1997 15 Clarke Capital Management Millennium 8.44 1,000k 1/1/1998 14 Alee Capital Management, LLC Poniente Program 8.93 2,500k 1/1/1999 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 9.73 100k 5/1/1999 12 DUNN Capital Management D'Best Futures Fund, L.P. 10.05 100k 6/1/1994 11 Superfund Group Superfund Green Gold B (SPC) 10.22 50k 10/1/2005 10 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.59 100k 11/1/1984 9 Superfund Group Superfund Green Gold L.P. Series B-1 11.00 5k 4/1/2009 8 Superfund Group Superfund Green L.P. Series A 11.47 5k 10/1/2002 7 Superfund Group Superfund Green Q-AG 11.70 2k 3/1/1996 6 DUNN Capital Management DUNN Combined Fund (DCF) 12.67 100k 5/1/1989 5 Superfund Group Superfund Green Gold C (SPC) 16.29 100k 10/1/2005 4 Superfund Group Superfund Green L.P. Series B 17.53 5k 10/1/2002 3 Superfund Group Superfund Green GCT USD 17.70 15k 1/1/2000 2 Serac, LLC Diversified Reversal Program 21.21 200k 4/1/2011 1 Superfund Group Superfund Green Master 24.32 2,000k 5/1/2001 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.