Trend Following Strategy Index For June 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 Jun 2013 Min Inv Inception 134 Superfund Group Superfund Green Gold C (SPC) -17.94 100k 10/1/2005 133 Superfund Group Superfund Green Gold B (SPC) -16.52 50k 10/1/2005 132 Superfund Group Superfund Green Gold A (SPC) -15.32 5k 10/1/2005 131 Superfund Group Superfund Green Gold L.P. Series B-1 -14.22 5k 4/1/2009 130 Superfund Group Superfund Green Gold L.P. Series A-1 -13.40 5k 4/1/2009 129 QCM Global Diversified Programme -10.09 500k 12/1/1995 128 Altradis Capital AG AlphAlgo -8.14 100k 5/1/2007 127 Superfund Group Superfund Blue SPC Class A (Gold) -8.08 50k 12/1/2007 126 Estlander & Partners Alpha Trend II - Class P -7.53 100k 12/1/2008 125 Covenant Capital Management Aggressive Program -7.52 3,000k 2/1/2004 124 FTC Capital GmbH FTC Global Diversified -7.43 0k 3/1/2012 123 IDS Capital IDS F&F Systematic Trading -7.20 50k 7/1/2013 122 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -6.81 100k 1/1/2005 121 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.46 200k 11/1/1999 120 Superfund Group Superfund Green Master -6.07 2,000k 5/1/2001 119 ISAM ISAM Systematic Trend Fund -5.94 1,000k 6/1/2001 118 Ancile Capital Management Global Markets Program -5.88 2,000k 4/1/2005 117 RAM Management Group MRTP Aggressive -5.81 1,000k 2/1/1998 116 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.56 0k 11/1/1996 115 Quantica Capital AG Quantica Diversified FX -5.56 5,000k 3/1/2007 114 Briarwood Capital Management, Inc. Diversified 2XL -5.47 250k 11/1/2004 113 Lynx Asset Management AB Lynx Program -5.39 75k 5/1/2000 112 QQFund.com QQFund.com Alpha Beta Program -5.36 100k 9/1/2008 111 Eckhardt Trading Company Evolution Strategies 1.2X -5.04 10,000k 10/1/1991 110 Covenant Capital Management Original Program -5.00 5,000k 9/1/1999 109 Blackwater Capital Management Global Program -4.83 5,000k 7/1/2005 108 Liberty Funds Group, Inc Liberty Wealth Protection Fund -4.71 250k 10/1/2009 107 Rotella Capital Management Rotella Polaris Program (Diversified) -4.60 10,000k 1/1/1991 106 Eckhardt Trading Company Evolution Strategies -4.53 20,000k 8/1/1991 105 Amplitude Capital International Limited Klassik Strategy -4.44 1,000k 9/1/2009 104 Quantica Capital AG Quantica Managed Futures -4.42 5,000k 1/1/2005 103 HASAFUMA FX Momentum -4.26 20k 7/1/2012 102 Mobius Asset Management Diversified Program -4.12 250k 3/1/2004 101 Superfund Group Superfund Green GCT USD -4.08 15k 1/1/2000 100 Seven Capital Management Seven Absolute Return -4.05 100k 6/1/2009 99 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.00 1,000k 3/1/2003 98 Kelly Angle Inc. Genesis Program -3.94 2,000k 4/1/2000 97 Pacific Capital Advisors Vanguard Program -3.93 100k 4/1/2007 96 Drury Capital Diversified Trend-Following Program -3.79 5,000k 5/1/1997 95 Eclipse Capital Management Global Monetary -3.59 5,000k 8/1/1990 94 Clarke Capital Management FX Plus -3.58 1,000k 5/1/2004 93 Clarke Capital Management Jupiter -3.50 3,000k 5/1/2005 92 Rabar Market Research Diversified Program -3.33 2,000k 1/1/1989 91 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.22 1,000k 9/1/2009 90 Mulvaney Capital Management The Mulvaney Global Markets Fund -3.15 100k 5/1/1999 89 Superfund Group Superfund Green Q-AG -3.14 2k 3/1/1996 88 John Locke Investments Cyril Systematic Program -3.03 8,000k 7/1/2000 87 Red Rock Capital, LLC Systematic Global Macro -2.78 500k 9/1/2003 86 Welton Investment Partners Welton Global -2.73 10,000k 6/1/2004 85 Adamah Capital LLC Asset Allocator Program -2.50 50k 3/1/2011 84 Superfund Group Superfund Green L.P. Series B -2.46 5k 10/1/2002 83 Parizek Capital Futures Trading Program -2.38 500k 4/1/2000 82 Estlander & Partners Alpha Trend -2.32 30,000k 10/1/1991 81 Estlander & Partners Freedom -2.12 20,000k 8/1/2010 80 RAM Management Group RAM MRTP 1X-Conservative -1.97 1,000k 9/1/1993 79 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.96 1k 10/1/2006 78 Estlander & Partners Global XL -1.87 5,000k 8/1/1991 77 Winton Capital Management Diversified -1.77 50,000k 10/1/1997 76 John Locke Investments JL Commodity Long Flat Program -1.77 5,000k 12/1/2007 75 Rho Asset Management Rho Altius 1XL Program -1.70 5,000k 11/1/2007 74 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.66 100k 11/1/1984 73 Angle Capital Management LLC AIP Program -1.62 100k 1/1/2010 72 Mobius Asset Management Custom Trading Program -1.54 100k 1/1/2002 71 EMC Capital Advisors, LLC Classic -1.53 5,000k 1/1/1985 70 AllMountain Capital AG Mount Denali Global Trends -1.53 160k 7/1/2007 69 Neural Capital Ltd Sentinel Trading Program -1.47 2,000k 1/1/2006 68 Wimmer Horizon LLP Managed Account -1.43 5,000k 5/1/2005 67 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.32 10,000k 8/1/2009 66 Conquest Capital Group Conquest Select -1.22 250k 6/1/2004 65 Rabar Market Research Short-Term Program -1.13 2,000k 11/1/2009 64 Superfund Group Superfund Green L.P. Series A -1.12 5k 10/1/2002 63 Clarke Capital Management Millennium -1.11 1,000k 1/1/1998 62 Estlander & Partners Global Markets -0.92 10,000k 8/1/1999 61 Conquest Capital Group Conquest Macro -0.77 250k 5/1/1999 60 Diamond Capital Management Enhanced S&P Program -0.76 100k 10/1/2009 59 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.66 10,000k 8/1/1999 58 Gap Partners LLC Gap -0.58 250k 11/1/2009 57 Transtrend B.V. DTP – Enhanced Risk (USD) -0.54 10,000k 1/1/1995 56 Tactical Investment Management Tactical Institutional Commodity Program -0.50 10,000k 4/1/1993 55 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.49 10,000k 8/1/2004 54 Transtrend B.V. DTP – Standard Risk (EUR) -0.44 10,000k 2/1/1999 53 Parizek Capital Currency Program -0.39 1,000k 4/1/2006 52 Somers Brothers Capital Diversified Futures Program #1 -0.36 100k 1/1/2005 51 Chesapeake Capital Diversified (LV) -0.36 100k 2/1/1988 50 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.32 10k 7/1/2005 49 Clarke Capital Management Worldwide -0.20 250k 1/1/1996 48 Wavefront Global Asset Management IMFC Global Concentrated -0.19 500k 4/1/2009 47 Hawksbill Capital Management Global Diversified -0.16 5,000k 11/1/1988 46 Robinson-Langley Capital Management, LLC Managed Account Program -0.01 200k 1/1/2007 45 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 44 Millburn Ridgefield Corporation Commodity Program 0.08 25,000k 3/1/2005 43 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.10 100k 1/1/2012 42 Clarke Capital Management Global Magnum 0.20 100k 8/1/1997 41 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.20 100k 1/1/2000 40 Saxon Investment Corporation Diversified Program 0.32 3,000k 9/1/1988 39 Wavefront Global Asset Management IMFC Global Investment Program 0.35 2,000k 2/1/2007 38 Alder Capital DAC Alder Global 10 0.40 250k 10/1/2000 37 ROW Asset Managment Row Diversified Fund, L.P. 0.50 1,000k 11/1/2011 36 M.S. Capital Management Global Diversified Program 0.54 2,000k 11/1/1998 35 Saxon Investment Corporation Aggressive Diversified Program 0.69 2,000k 11/1/1993 34 Alder Capital DAC Alder Global 20 0.80 250k 2/1/2001 33 Auspice Capital Advisors Ltd Auspice Diversified Program 0.82 1,500k 4/1/2006 32 Gladius Asset Management Fulham Program 0.85 2,000k 1/1/2008 31 DUNN Capital Management D'Best Futures Fund, L.P. 1.13 100k 6/1/1994 30 Hyman Beck and Company Global Portfolio 1.16 1,000k 3/1/1991 29 Rotella Capital Management Rotella Orion (Short-Term) Program 1.18 10,000k 3/1/2006 28 Melissinos Trading Eupatrid Global Trends 1.28 50k 1/1/2011 27 IStar Capital B.V. IStar Systematic Fund 1.66 1,000k 9/1/2011 26 UNISystems Research Inc. Wall Street Program 1.69 20k 8/1/2011 25 Keck Capital Management LLC The Keck Program 1.71 2,000k 12/1/2003 24 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.82 250k 10/1/2009 23 Deep Field Capital AG SINGULARITY Fund 1.94 100k 9/1/2011 22 Cauldron Investments, LLC Stock Index Plus 1.97 1,000k 10/1/2009 21 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.07 250k 5/1/2011 20 Mark J. Walsh Company Standard Program 2.29 2,000k 9/1/1985 19 Quantum Leap Capital Management Managed Account Program 2.64 300k 8/1/2006 18 Insignia Managed Capital Medallion 2.67 50k 2/1/2009 17 ALFAKRAFT ALFA Commodity Fund 2.91 16k 6/1/2010 16 DUNN Capital Management DUNN Combined Fund (DCF) 2.96 100k 5/1/1989 15 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 3.09 5,000k 12/1/2010 14 Vergho Asset Management LLC Kinematics 3.20 1,000k 11/1/2008 13 Southwest Managed Investments, LLC Global Diversified 3.81 200k 1/1/2002 12 Dreiss Research Corporation Diversified Program 4.02 1,000k 5/1/1991 11 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.14 100k 3/1/2003 10 Future Trade AG Thales Swing Trading Programme 4.21 250k 6/1/2007 9 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.22 100k 10/1/2009 8 Clarke Capital Management Global Basic 4.46 50k 2/1/1996 7 Superfund Group Superfund Blue SPC Class A (EUR) 4.64 50k 4/1/2005 6 Serac, LLC Diversified Reversal Program 5.56 200k 4/1/2011 5 Alee Capital Management, LLC Mistral Program 6.94 2,500k 1/1/1999 4 HASAFUMA Hedgehog 7.19 60k 5/1/2012 3 Alee Capital Management, LLC Poniente Program 9.24 2,500k 1/1/1999 2 Purple Valley Capital, Inc. Diversified Trend 1 9.36 100k 8/1/2008 1 Heyden & Steindl GmbH TOMAC2 9.97 5,000k 3/1/2003 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.