Trend Following Strategy Index For October 2014 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 Oct 2014 Min Inv Inception 136 Tactical Investment Management Tactical Institutional Commodity Program -12.78 10,000k 4/1/1993 135 Dreiss Research Corporation Diversified Program -10.92 1,000k 5/1/1991 134 Qbasis Invest Futures Fund A -9.56 100k 4/1/2008 133 Qbasis Invest Futures Fund B -9.43 100k 3/1/2009 132 Superfund Group Superfund Blue SPC Class A (Gold) -9.41 50k 12/1/2007 131 FTC Capital GmbH FTC Global Diversified -7.77 0k 3/1/2012 130 Somers Brothers Capital Diversified Futures Program #1 -7.59 100k 1/1/2005 129 Quantum Leap Capital Management Managed Account Program -7.55 300k 8/1/2006 128 HASAFUMA FX Momentum -7.19 20k 7/1/2012 127 Estlander & Partners Alpha Trend II - Class P -6.86 100k 12/1/2008 126 Superfund Group Superfund Blue SPC Class A (EUR) -6.68 50k 4/1/2005 125 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -6.43 50k 7/1/2011 124 Superfund Group Superfund Green Gold L.P. Series B-1 -6.20 5k 4/1/2009 123 Superfund Group Superfund Green Gold C (SPC) -5.87 100k 10/1/2005 122 Rotella Capital Management Rotella Orion (Short-Term) Program -5.54 10,000k 3/1/2006 121 Mobius Asset Management Custom Trading Program -5.50 100k 1/1/2002 120 Garraway Capital Management LLP Garraway Financial Trends -5.12 100k 9/1/2012 119 Superfund Group Superfund Green Gold L.P. Series A-1 -4.95 5k 4/1/2009 118 Superfund Group Superfund Green Gold A (SPC) -4.83 5k 10/1/2005 117 DUNN Capital Management D'Best Futures Fund, L.P. -4.37 100k 6/1/1994 116 Clarke Capital Management FX Plus -4.35 1,000k 5/1/2004 115 Alee Capital Management, LLC Poniente Program -4.14 2,500k 1/1/1999 114 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.85 250k 5/1/2011 113 Serac, LLC Diversified Reversal Program -3.73 200k 4/1/2011 112 QCM Global Diversified Programme -3.72 500k 12/1/1995 111 Superfund Group Superfund Green Gold B (SPC) -3.30 50k 10/1/2005 110 Abraham Investment Management Formula 72 H -3.29 150k 8/1/2012 109 Robinson-Langley Capital Management, LLC Managed Account Program -3.28 200k 1/1/2007 108 Blackwater Capital Management Global Program -3.12 5,000k 7/1/2005 107 Ancile Capital Management Global Markets Program -2.78 2,000k 4/1/2005 106 HASAFUMA Börstjänaren Hedgehog -2.63 60k 5/1/2012 105 Heyden & Steindl GmbH TOMAC2 -2.41 5,000k 3/1/2003 104 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.27 10,000k 8/1/2004 103 Insignia Managed Capital Medallion -2.13 50k 2/1/2009 102 Rotella Capital Management Rotella Polaris Program (Diversified) -2.09 10,000k 1/1/1991 101 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.07 250k 10/1/2009 100 Transtrend B.V. DTP – Enhanced Risk (USD) -2.06 10,000k 1/1/1995 99 Estlander & Partners Alpha Trend -2.05 30,000k 10/1/1991 98 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.96 10,000k 8/1/1999 97 Superfund Group Superfund Green L.P. Series B -1.91 5k 10/1/2002 96 Adamah Capital LLC Asset Allocator Program -1.90 50k 3/1/2011 95 Parizek Capital Futures Trading Program -1.89 500k 4/1/2000 94 Mobius Asset Management Diversified Program -1.85 250k 3/1/2004 93 Transtrend B.V. DTP – Standard Risk (EUR) -1.82 10,000k 2/1/1999 92 ROW Asset Managment Row Diversified Fund, L.P. -1.82 1,000k 11/1/2011 91 Southwest Managed Investments, LLC Global Diversified -1.80 200k 1/1/2002 90 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.67 100k 5/1/1999 89 Diamond Capital Management Enhanced S&P Program -1.65 100k 10/1/2009 88 Superfund Group Superfund Green L.P. Series A -1.59 5k 10/1/2002 87 Clarke Capital Management Worldwide -1.48 250k 1/1/1996 86 Superfund Group Superfund Green GCT USD -1.38 15k 1/1/2000 85 Estlander & Partners Freedom -1.27 20,000k 8/1/2010 84 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.27 1k 6/1/2009 83 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.24 100k 1/1/2000 82 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.23 250k 10/1/2009 81 Superfund Group Superfund Green Master -0.98 2,000k 5/1/2001 80 Superfund Group Superfund Green Q-AG -0.90 2k 3/1/1996 79 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.90 100k 1/1/2005 78 ISAM ISAM Systematic Trend Fund -0.89 1,000k 6/1/2001 77 RAM Management Group MRTP Aggressive -0.83 1,000k 2/1/1998 76 Auspice Capital Advisors Ltd Auspice Diversified Program -0.78 1,500k 4/1/2006 75 Wavefront Global Asset Management IMFC Global Concentrated -0.77 500k 4/1/2009 74 John Locke Investments JL Commodity Long Flat Program -0.77 5,000k 12/1/2007 73 Pacific Capital Advisors Vanguard Program -0.77 100k 4/1/2007 72 Briarwood Capital Management, Inc. Diversified 2XL -0.76 250k 11/1/2004 71 Keck Capital Management LLC The Keck Program -0.59 2,000k 12/1/2003 70 Estlander & Partners Global XL -0.51 5,000k 8/1/1991 69 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.49 10k 7/1/2005 68 Red Rock Capital, LLC Systematic Global Macro -0.47 500k 9/1/2003 67 RAM Management Group RAM MRTP 1X-Conservative -0.34 1,000k 9/1/1993 66 Wavefront Global Asset Management IMFC Global Investment Program -0.31 2,000k 2/1/2007 65 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.30 1k 10/1/2006 64 Clarke Capital Management Jupiter -0.26 3,000k 5/1/2005 63 Estlander & Partners Global Markets -0.23 10,000k 8/1/1999 62 Saxon Investment Corporation Aggressive Diversified Program -0.20 2,000k 11/1/1993 61 Seven Capital Management Seven Absolute Return -0.10 100k 6/1/2009 60 Saxon Investment Corporation Diversified Program -0.09 3,000k 9/1/1988 59 Gladius Asset Management Fulham Program 0.00 2,000k 1/1/2008 58 Vergho Asset Management LLC Kinematics 0.00 1,000k 11/1/2008 55 Eckhardt Trading Company Evolution Strategies 1.2X 0.00 10,000k 10/1/1991 56 Eckhardt Trading Company Evolution Strategies 0.00 20,000k 8/1/1991 54 Drury Capital Diversified Trend-Following Program 0.00 5,000k 5/1/1997 57 Hawksbill Capital Management Global Diversified 0.00 5,000k 11/1/1988 53 Cauldron Investments, LLC Stock Index Plus 0.02 1,000k 10/1/2009 52 Altradis Capital AG AlphAlgo 0.21 100k 5/1/2007 51 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.22 100k 11/1/1984 50 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.27 10,000k 8/1/2009 49 Conquest Capital Group Conquest Select 0.39 250k 6/1/2004 48 Welton Investment Partners Welton Global 0.45 10,000k 6/1/2004 47 Purple Valley Capital, Inc. Diversified Trend 1 0.57 100k 8/1/2008 46 Clarke Capital Management Global Magnum 0.58 100k 8/1/1997 45 EMC Capital Advisors, LLC Classic 0.66 5,000k 1/1/1985 44 Hyman Beck and Company Global Portfolio 0.69 1,000k 3/1/1991 43 IDS Capital IDS F&F Systematic Trading 0.80 50k 7/1/2013 42 Quantica Capital AG Quantica Managed Futures 0.90 5,000k 1/1/2005 41 Angle Capital Management LLC AIP Program 0.92 100k 1/1/2010 40 John Locke Investments Cyril Systematic Program 0.94 8,000k 7/1/2000 39 Clarke Capital Management Global Basic 0.98 50k 2/1/1996 38 Mehnert Capital Management, LLC DTP (Client) 0.98 1,000k 3/1/2012 37 Melissinos Trading Eupatrid Global Trends 0.99 50k 1/1/2011 36 Vivienne Investissement OUESSANT UCITS FUND (A) 1.01 100k 5/1/2012 35 Chesapeake Capital Diversified (LV) 1.19 100k 2/1/1988 34 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 1.26 5,000k 12/1/2010 33 ALFAKRAFT ALFA Commodity Fund 1.39 16k 6/1/2010 32 Millburn Ridgefield Corporation Commodity Program 1.42 25,000k 3/1/2005 31 Rabar Market Research Diversified Program 1.50 2,000k 1/1/1989 30 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 1.56 50,000k 4/1/1983 29 M.S. Capital Management Global Diversified Program 1.57 2,000k 11/1/1998 28 Kelly Angle Inc. Genesis Program 1.99 2,000k 4/1/2000 27 Rabar Market Research Short-Term Program 2.02 2,000k 11/1/2009 26 Future Trade AG Thales Swing Trading Programme 2.04 250k 6/1/2007 25 Conquest Capital Group Conquest Macro 2.14 250k 5/1/1999 24 Rho Asset Management Rho Altius 1XL Program 2.31 5,000k 11/1/2007 23 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.38 0k 11/1/1996 22 Golden Point Capital Management, LLC Global Systematic 2.54 250k 7/1/2012 21 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.65 1,000k 3/1/2003 20 Wimmer Horizon LLP Managed Account 3.04 5,000k 5/1/2005 19 Eclipse Capital Management Global Monetary 3.34 5,000k 8/1/1990 18 IStar Capital B.V. IStar Systematic Fund 3.50 1,000k 9/1/2011 17 Mark J. Walsh Company Standard Program 3.65 2,000k 9/1/1985 16 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.71 200k 11/1/1999 15 Alee Capital Management, LLC Mistral Program 3.74 2,500k 1/1/1999 14 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 4.08 100k 1/1/2012 13 Quantica Capital AG Quantica Diversified FX 4.70 5,000k 3/1/2007 12 Covenant Capital Management Aggressive Program 4.77 3,000k 2/1/2004 11 Covenant Capital Management Original Program 5.17 5,000k 9/1/1999 10 Alder Capital DAC Alder Global 20 6.50 250k 2/1/2001 9 Clarke Capital Management Millennium 7.23 1,000k 1/1/1998 8 Deep Field Capital AG SINGULARITY Fund 7.52 100k 9/1/2011 7 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 7.74 1,000k 9/1/2009 6 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 8.08 100k 3/1/2003 5 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 8.27 100k 10/1/2009 4 Neural Capital Ltd Sentinel Trading Program 10.60 2,000k 1/1/2006 3 Amplitude Capital International Limited Klassik Strategy 11.33 1,000k 9/1/2009 2 Pacific Capital Advisors Agilis Program 12.18 100k 12/1/2012 1 QQFund.com QQFund.com Alpha Beta Program 19.86 100k 9/1/2008 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.