Trend Following Strategy Index For May 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 May 2013 Min Inv Inception 134 Superfund Group Superfund Green Gold C (SPC) -20.52 100k 10/1/2005 133 Superfund Group Superfund Green Gold L.P. Series B-1 -16.83 5k 4/1/2009 132 Superfund Group Superfund Green Gold B (SPC) -16.81 50k 10/1/2005 131 Superfund Group Superfund Green Master -14.69 2,000k 5/1/2001 130 Superfund Group Superfund Green Gold A (SPC) -13.16 5k 10/1/2005 129 Superfund Group Superfund Green Gold L.P. Series A-1 -13.02 5k 4/1/2009 128 Superfund Group Superfund Green GCT USD -11.42 15k 1/1/2000 127 Superfund Group Superfund Green L.P. Series B -10.97 5k 10/1/2002 126 Future Trade AG Thales Swing Trading Programme -10.92 250k 6/1/2007 125 Keck Capital Management LLC The Keck Program -10.29 2,000k 12/1/2003 124 Clarke Capital Management Millennium -8.86 1,000k 1/1/1998 123 Superfund Group Superfund Green Q-AG -8.26 2k 3/1/1996 122 Ancile Capital Management Global Markets Program -7.85 2,000k 4/1/2005 121 Angle Capital Management LLC AIP Program -7.36 100k 1/1/2010 120 Robinson-Langley Capital Management, LLC Managed Account Program -7.17 200k 1/1/2007 119 Superfund Group Superfund Green L.P. Series A -6.76 5k 10/1/2002 118 DUNN Capital Management World Monetary and Agriculture Program (WMA) -6.67 100k 11/1/1984 117 Hawksbill Capital Management Global Diversified -6.42 5,000k 11/1/1988 116 Quantica Capital AG Quantica Diversified FX -6.23 5,000k 3/1/2007 115 Amplitude Capital International Limited Klassik Strategy -5.96 1,000k 9/1/2009 114 RAM Management Group MRTP Aggressive -5.79 1,000k 2/1/1998 113 Welton Investment Partners Welton Global -5.70 10,000k 6/1/2004 112 Eckhardt Trading Company Evolution Strategies 1.2X -5.70 10,000k 10/1/1991 111 EMC Capital Advisors, LLC Classic -5.52 5,000k 1/1/1985 110 Clarke Capital Management Jupiter -5.36 3,000k 5/1/2005 109 Estlander & Partners Global XL -5.27 5,000k 8/1/1991 108 Clarke Capital Management FX Plus -5.13 1,000k 5/1/2004 107 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -5.04 1,000k 9/1/2009 106 Eckhardt Trading Company Evolution Strategies -5.03 20,000k 8/1/1991 105 Transtrend B.V. DTP – Enhanced Risk (USD) -4.58 10,000k 1/1/1995 104 Transtrend B.V. DTP – Enhanced Risk (EUR) -4.57 10,000k 8/1/1999 103 Transtrend B.V. DTP – Enhanced Risk (JPY) -4.47 10,000k 8/1/2004 102 Adamah Capital LLC Asset Allocator Program -4.40 50k 3/1/2011 101 DUNN Capital Management D'Best Futures Fund, L.P. -4.05 100k 6/1/1994 100 ISAM ISAM Systematic Trend Fund -3.98 1,000k 6/1/2001 99 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -3.83 250k 10/1/2009 98 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -3.75 0k 11/1/1996 97 QCM Global Diversified Programme -3.54 500k 12/1/1995 96 Rotella Capital Management Rotella Polaris Program (Diversified) -3.52 10,000k 1/1/1991 95 IDS Capital IDS F&F Systematic Trading -3.10 50k 7/1/2013 94 Transtrend B.V. DTP – Standard Risk (EUR) -3.07 10,000k 2/1/1999 93 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.03 1k 10/1/2006 92 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -3.02 100k 1/1/2012 91 Superfund Group Superfund Blue SPC Class A (Gold) -2.85 50k 12/1/2007 90 Insignia Managed Capital Medallion -2.85 50k 2/1/2009 89 Rho Asset Management Rho Altius 1XL Program -2.83 5,000k 11/1/2007 88 Estlander & Partners Global Markets -2.63 10,000k 8/1/1999 87 Clarke Capital Management Worldwide -2.60 250k 1/1/1996 86 Drury Capital Diversified Trend-Following Program -2.49 5,000k 5/1/1997 85 Winton Capital Management Diversified -2.40 50,000k 10/1/1997 84 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.38 100k 1/1/2005 83 John Locke Investments JL Commodity Long Flat Program -2.37 5,000k 12/1/2007 82 AllMountain Capital AG Mount Denali Global Trends -2.30 160k 7/1/2007 81 Eclipse Capital Management Global Monetary -2.23 5,000k 8/1/1990 80 Red Rock Capital, LLC Systematic Global Macro -2.20 500k 9/1/2003 79 John Locke Investments Cyril Systematic Program -1.99 8,000k 7/1/2000 78 RAM Management Group RAM MRTP 1X-Conservative -1.96 1,000k 9/1/1993 77 Rabar Market Research Diversified Program -1.93 2,000k 1/1/1989 76 Millburn Ridgefield Corporation Commodity Program -1.82 25,000k 3/1/2005 75 Alder Capital DAC Alder Global 20 -1.80 250k 2/1/2001 74 Rabar Market Research Short-Term Program -1.75 2,000k 11/1/2009 73 Lynx Asset Management AB Lynx Program -1.69 75k 5/1/2000 72 Parizek Capital Futures Trading Program -1.69 500k 4/1/2000 71 Kelly Angle Inc. Genesis Program -1.68 2,000k 4/1/2000 70 Southwest Managed Investments, LLC Global Diversified -1.58 200k 1/1/2002 69 Wimmer Horizon LLP Managed Account -1.56 5,000k 5/1/2005 68 Serac, LLC Diversified Reversal Program -1.48 200k 4/1/2011 67 IStar Capital B.V. IStar Systematic Fund -1.44 1,000k 9/1/2011 66 Wavefront Global Asset Management IMFC Global Concentrated -1.41 500k 4/1/2009 65 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.31 10,000k 3/1/2003 64 M.S. Capital Management Global Diversified Program -1.26 2,000k 11/1/1998 63 Pacific Capital Advisors Vanguard Program -1.13 100k 4/1/2007 62 Mark J. Walsh Company Standard Program -1.13 2,000k 9/1/1985 61 Chesapeake Capital Diversified (LV) -0.94 100k 2/1/1988 60 Saxon Investment Corporation Aggressive Diversified Program -0.86 2,000k 11/1/1993 59 HASAFUMA Hedgehog -0.84 60k 5/1/2012 58 Alder Capital DAC Alder Global 10 -0.80 250k 10/1/2000 57 Quantica Capital AG Quantica Managed Futures -0.80 5,000k 1/1/2005 56 Parizek Capital Currency Program -0.77 1,000k 4/1/2006 55 Estlander & Partners Freedom -0.74 20,000k 8/1/2010 54 Auspice Capital Advisors Ltd Auspice Diversified Program -0.73 1,500k 4/1/2006 53 Mobius Asset Management Custom Trading Program -0.72 100k 1/1/2002 52 Hyman Beck and Company Global Portfolio -0.61 1,000k 3/1/1991 51 Gladius Asset Management Fulham Program -0.49 2,000k 1/1/2008 50 Saxon Investment Corporation Diversified Program -0.46 3,000k 9/1/1988 49 Blackwater Capital Management Global Program -0.42 5,000k 7/1/2005 48 HASAFUMA FX Momentum -0.42 20k 7/1/2012 47 Gap Partners LLC Gap -0.28 250k 11/1/2009 46 Seven Capital Management Seven Absolute Return -0.25 100k 6/1/2009 45 Clarke Capital Management Global Magnum -0.22 100k 8/1/1997 44 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.12 10,000k 8/1/2009 43 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.09 100k 1/1/2000 42 Wavefront Global Asset Management IMFC Global Investment Program -0.08 2,000k 2/1/2007 41 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 40 Mulvaney Capital Management The Mulvaney Global Markets Fund 0.13 100k 5/1/1999 39 Vergho Asset Management LLC Kinematics 0.14 1,000k 11/1/2008 38 Clarke Capital Management Global Basic 0.21 50k 2/1/1996 37 UNISystems Research Inc. Wall Street Program 0.51 20k 8/1/2011 36 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.55 5,000k 12/1/2010 35 Tactical Investment Management Tactical Institutional Commodity Program 0.59 10,000k 4/1/1993 34 FTC Capital GmbH FTC Global Diversified 0.78 0k 3/1/2012 33 Rotella Capital Management Rotella Orion (Short-Term) Program 0.84 10,000k 3/1/2006 32 Cauldron Investments, LLC Stock Index Plus 0.96 1,000k 10/1/2009 31 Mobius Asset Management Diversified Program 1.04 250k 3/1/2004 30 Superfund Group Superfund Blue SPC Class A (EUR) 1.17 50k 4/1/2005 29 ALFAKRAFT ALFA Commodity Fund 1.33 16k 6/1/2010 28 Briarwood Capital Management, Inc. Diversified 2XL 1.39 250k 11/1/2004 27 DUNN Capital Management DUNN Combined Fund (DCF) 1.41 100k 5/1/1989 26 Diamond Capital Management Enhanced S&P Program 1.47 100k 10/1/2009 25 Estlander & Partners Alpha Trend 1.54 30,000k 10/1/1991 24 Quantum Leap Capital Management Managed Account Program 1.65 300k 8/1/2006 23 Conquest Capital Group Conquest Macro 1.77 250k 5/1/1999 22 Heyden & Steindl GmbH TOMAC2 2.24 5,000k 3/1/2003 21 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.34 10k 7/1/2005 20 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.47 250k 10/1/2009 19 Conquest Capital Group Conquest Select 2.56 250k 6/1/2004 18 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.53 250k 5/1/2011 17 Deep Field Capital AG SINGULARITY Fund 3.56 100k 9/1/2011 16 Melissinos Trading Eupatrid Global Trends 3.63 50k 1/1/2011 15 ROW Asset Managment Row Diversified Fund, L.P. 3.78 1,000k 11/1/2011 14 Alee Capital Management, LLC Mistral Program 3.91 2,500k 1/1/1999 13 Somers Brothers Capital Diversified Futures Program #1 3.93 100k 1/1/2005 12 Estlander & Partners Alpha Trend II - Class P 4.05 100k 12/1/2008 11 Covenant Capital Management Original Program 4.89 5,000k 9/1/1999 10 Covenant Capital Management Aggressive Program 4.89 3,000k 2/1/2004 9 Alee Capital Management, LLC Poniente Program 5.12 2,500k 1/1/1999 8 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 5.90 200k 11/1/1999 7 Purple Valley Capital, Inc. Diversified Trend 1 6.16 100k 8/1/2008 6 Neural Capital Ltd Sentinel Trading Program 7.38 2,000k 1/1/2006 5 QQFund.com QQFund.com Alpha Beta Program 7.56 100k 9/1/2008 4 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 8.39 100k 3/1/2003 3 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 8.63 100k 10/1/2009 2 Dreiss Research Corporation Diversified Program 9.21 1,000k 5/1/1991 1 Altradis Capital AG AlphAlgo 11.93 100k 5/1/2007 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.