Trend Following Strategy Index For August 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 Aug 2013 Min Inv Inception 134 Estlander & Partners Alpha Trend II - Class P -18.21 100k 12/1/2008 133 Mulvaney Capital Management The Mulvaney Global Markets Fund -10.90 100k 5/1/1999 132 Dreiss Research Corporation Diversified Program -9.84 1,000k 5/1/1991 131 Alee Capital Management, LLC Poniente Program -7.31 2,500k 1/1/1999 130 Drury Capital Diversified Trend-Following Program -6.48 5,000k 5/1/1997 129 HASAFUMA FX Momentum -6.11 20k 7/1/2012 128 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -5.95 100k 3/1/2003 127 Estlander & Partners Alpha Trend -5.95 30,000k 10/1/1991 126 Serac, LLC Diversified Reversal Program -5.80 200k 4/1/2011 125 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -5.73 100k 10/1/2009 124 Estlander & Partners Freedom -5.62 20,000k 8/1/2010 123 Briarwood Capital Management, Inc. Diversified 2XL -5.61 250k 11/1/2004 122 Wavefront Global Asset Management IMFC Global Concentrated -5.36 500k 4/1/2009 121 Clarke Capital Management Global Magnum -5.33 100k 8/1/1997 120 Chesapeake Capital Diversified (LV) -5.32 100k 2/1/1988 119 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -5.18 100k 1/1/2005 118 Parizek Capital Futures Trading Program -5.09 500k 4/1/2000 117 Estlander & Partners Global XL -4.83 5,000k 8/1/1991 116 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.81 100k 11/1/1984 115 Quantica Capital AG Quantica Diversified FX -4.80 5,000k 3/1/2007 114 HASAFUMA Börstjänaren Hedgehog -4.79 60k 5/1/2012 113 Altradis Capital AG AlphAlgo -4.40 100k 5/1/2007 112 Clarke Capital Management Jupiter -3.89 3,000k 5/1/2005 111 Gladius Asset Management Fulham Program -3.88 2,000k 1/1/2008 110 Winton Capital Management Diversified -3.80 50,000k 10/1/1997 109 Parizek Capital Currency Program -3.77 1,000k 4/1/2006 108 Wavefront Global Asset Management IMFC Global Investment Program -3.76 2,000k 2/1/2007 107 Heyden & Steindl GmbH TOMAC2 -3.75 5,000k 3/1/2003 106 Alee Capital Management, LLC Mistral Program -3.72 2,500k 1/1/1999 105 Alder Capital DAC Alder Global 20 -3.70 250k 2/1/2001 104 QCM Global Diversified Programme -3.62 500k 12/1/1995 103 ISAM ISAM Systematic Trend Fund -3.28 1,000k 6/1/2001 102 IDS Capital IDS F&F Systematic Trading -3.10 50k 7/1/2013 101 Neural Capital Ltd Sentinel Trading Program -3.10 2,000k 1/1/2006 100 Superfund Group Superfund Green L.P. Series B -2.94 5k 10/1/2002 99 M.S. Capital Management Global Diversified Program -2.87 2,000k 11/1/1998 98 Lynx Asset Management AB Lynx Program -2.78 75k 5/1/2000 97 Superfund Group Superfund Green Master -2.77 2,000k 5/1/2001 96 Tactical Investment Management Tactical Institutional Commodity Program -2.77 10,000k 4/1/1993 95 Superfund Group Superfund Green L.P. Series A -2.61 5k 10/1/2002 94 Seven Capital Management Seven Absolute Return -2.61 100k 6/1/2009 93 Superfund Group Superfund Green GCT USD -2.57 15k 1/1/2000 92 Transtrend B.V. DTP – Enhanced Risk (USD) -2.53 10,000k 1/1/1995 91 Southwest Managed Investments, LLC Global Diversified -2.51 200k 1/1/2002 90 IStar Capital B.V. IStar Systematic Fund -2.47 1,000k 9/1/2011 89 Estlander & Partners Global Markets -2.43 10,000k 8/1/1999 88 John Locke Investments Cyril Systematic Program -2.43 8,000k 7/1/2000 87 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.41 10,000k 8/1/2004 86 UNISystems Research Inc. Wall Street Program -2.41 20k 8/1/2011 85 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.40 10,000k 8/1/1999 84 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.36 0k 11/1/1996 83 Eclipse Capital Management Global Monetary -2.29 5,000k 8/1/1990 82 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -2.28 100k 1/1/2012 81 EMC Capital Advisors, LLC Classic -2.21 5,000k 1/1/1985 80 Quantica Capital AG Quantica Managed Futures -2.20 5,000k 1/1/2005 79 Mark J. Walsh Company Standard Program -2.10 2,000k 9/1/1985 78 Blackwater Capital Management Global Program -2.03 5,000k 7/1/2005 77 Insignia Managed Capital Medallion -1.97 50k 2/1/2009 76 Superfund Group Superfund Green Q-AG -1.92 2k 3/1/1996 75 Alder Capital DAC Alder Global 10 -1.90 250k 10/1/2000 74 Transtrend B.V. DTP – Standard Risk (EUR) -1.83 10,000k 2/1/1999 73 Conquest Capital Group Conquest Select -1.75 250k 6/1/2004 72 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.70 10,000k 8/1/2009 71 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.59 1,000k 3/1/2003 70 Clarke Capital Management Global Basic -1.54 50k 2/1/1996 69 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -1.51 1,000k 9/1/2009 68 Diamond Capital Management Enhanced S&P Program -1.43 100k 10/1/2009 67 Hyman Beck and Company Global Portfolio -1.40 1,000k 3/1/1991 66 Melissinos Trading Eupatrid Global Trends -1.39 50k 1/1/2011 65 Auspice Capital Advisors Ltd Auspice Diversified Program -1.33 1,500k 4/1/2006 64 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.28 250k 10/1/2009 63 Rabar Market Research Diversified Program -1.25 2,000k 1/1/1989 62 Welton Investment Partners Welton Global -1.10 10,000k 6/1/2004 61 Angle Capital Management LLC AIP Program -1.09 100k 1/1/2010 60 Amplitude Capital International Limited Klassik Strategy -0.97 1,000k 9/1/2009 59 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.96 5,000k 12/1/2010 58 Keck Capital Management LLC The Keck Program -0.89 2,000k 12/1/2003 57 Quantum Leap Capital Management Managed Account Program -0.87 300k 8/1/2006 56 QQFund.com QQFund.com Alpha Beta Program -0.85 100k 9/1/2008 55 Ancile Capital Management Global Markets Program -0.81 2,000k 4/1/2005 54 ALFAKRAFT ALFA Commodity Fund -0.79 16k 6/1/2010 53 Wimmer Horizon LLP Managed Account -0.74 5,000k 5/1/2005 52 Clarke Capital Management Millennium -0.70 1,000k 1/1/1998 51 Saxon Investment Corporation Aggressive Diversified Program -0.70 2,000k 11/1/1993 50 Red Rock Capital, LLC Systematic Global Macro -0.70 500k 9/1/2003 49 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.67 250k 5/1/2011 48 Millburn Ridgefield Corporation Commodity Program -0.60 25,000k 3/1/2005 47 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.58 100k 1/1/2000 46 Robinson-Langley Capital Management, LLC Managed Account Program -0.57 200k 1/1/2007 45 Mobius Asset Management Diversified Program -0.57 250k 3/1/2004 44 Adamah Capital LLC Asset Allocator Program -0.50 50k 3/1/2011 43 Clarke Capital Management FX Plus -0.46 1,000k 5/1/2004 42 ROW Asset Managment Row Diversified Fund, L.P. -0.39 1,000k 11/1/2011 41 Saxon Investment Corporation Diversified Program -0.39 3,000k 9/1/1988 40 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.35 250k 10/1/2009 39 Hawksbill Capital Management Global Diversified -0.26 5,000k 11/1/1988 38 Rotella Capital Management Rotella Polaris Program (Diversified) -0.24 10,000k 1/1/1991 37 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.19 200k 11/1/1999 36 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.15 1k 10/1/2006 35 AllMountain Capital AG Mount Denali Global Trends -0.09 160k 7/1/2007 34 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.07 10k 7/1/2005 33 Cauldron Investments, LLC Stock Index Plus 0.27 1,000k 10/1/2009 32 Mobius Asset Management Custom Trading Program 0.31 100k 1/1/2002 31 Rabar Market Research Short-Term Program 0.37 2,000k 11/1/2009 30 Kelly Angle Inc. Genesis Program 0.46 2,000k 4/1/2000 29 Covenant Capital Management Original Program 0.57 5,000k 9/1/1999 28 Eckhardt Trading Company Evolution Strategies 0.66 20,000k 8/1/1991 27 Eckhardt Trading Company Evolution Strategies 1.2X 0.66 10,000k 10/1/1991 26 Covenant Capital Management Aggressive Program 0.68 3,000k 2/1/2004 25 Gap Partners LLC Gap 0.71 250k 11/1/2009 24 John Locke Investments JL Commodity Long Flat Program 0.72 5,000k 12/1/2007 23 Mehnert Capital Management, LLC DTP (Client) 0.72 1,000k 3/1/2012 22 Clarke Capital Management Worldwide 0.74 250k 1/1/1996 21 DUNN Capital Management D'Best Futures Fund, L.P. 0.84 100k 6/1/1994 20 Conquest Capital Group Conquest Macro 1.05 250k 5/1/1999 19 RAM Management Group RAM MRTP 1X-Conservative 1.21 1,000k 9/1/1993 18 Rho Asset Management Rho Altius 1XL Program 1.27 5,000k 11/1/2007 17 Pacific Capital Advisors Vanguard Program 1.43 100k 4/1/2007 16 Vergho Asset Management LLC Kinematics 1.60 1,000k 11/1/2008 15 Superfund Group Superfund Blue SPC Class A (EUR) 1.76 50k 4/1/2005 14 Rotella Capital Management Rotella Orion (Short-Term) Program 2.58 10,000k 3/1/2006 13 Superfund Group Superfund Green Gold L.P. Series B-1 2.59 5k 4/1/2009 12 Somers Brothers Capital Diversified Futures Program #1 2.85 100k 1/1/2005 11 Superfund Group Superfund Green Gold C (SPC) 2.96 100k 10/1/2005 10 Deep Field Capital AG SINGULARITY Fund 3.04 100k 9/1/2011 9 Superfund Group Superfund Green Gold L.P. Series A-1 3.09 5k 4/1/2009 8 Purple Valley Capital, Inc. Diversified Trend 1 3.25 100k 8/1/2008 7 FTC Capital GmbH FTC Global Diversified 3.25 0k 3/1/2012 6 Superfund Group Superfund Green Gold B (SPC) 3.69 50k 10/1/2005 5 RAM Management Group MRTP Aggressive 3.72 1,000k 2/1/1998 4 Future Trade AG Thales Swing Trading Programme 4.35 250k 6/1/2007 3 Superfund Group Superfund Green Gold A (SPC) 4.50 5k 10/1/2005 2 DUNN Capital Management DUNN Combined Fund (DCF) 6.86 100k 5/1/1989 1 Superfund Group Superfund Blue SPC Class A (Gold) 9.13 50k 12/1/2007 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.