Trend Following Strategy Index For November 2014 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 Nov 2014 Min Inv Inception 135 HA F -12.47 20k 7/1/2012 134 Future Trade AG Thales Swing Trading Programme -9.68 250k 6/1/2007 133 Qbasis Invest Futures Fund A -4.02 100k 4/1/2008 132 Qbasis Invest Futures Fund B -3.83 100k 3/1/2009 131 Insignia Managed Capital Medallion -3.80 50k 2/1/2009 130 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.35 250k 10/1/2009 129 Heyden & Steindl GmbH TOMAC2 -2.21 5,000k 3/1/2003 128 HA H -2.08 50k 5/1/2012 127 Mobius Asset Management Custom Trading Program -1.95 100k 1/1/2002 126 Abraham Investment Management Formula 72 H -1.57 150k 8/1/2012 125 John Locke Investments JL Commodity Long Flat Program -1.07 5,000k 12/1/2007 124 Pacific Capital Advisors Agilis Program -0.99 100k 12/1/2012 123 ALFAKRAFT ALFA Commodity Fund -0.96 16k 6/1/2010 122 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.81 100k 1/1/2000 121 Schindler Capital Management, LLC Grain Advantage Program -0.52 100k 6/1/2013 120 Ritenour Investment Group, LLC RIG_ES_Client 0.05 25k 3/1/2013 119 Saxon Investment Corporation Diversified Program 0.14 3,000k 9/1/1988 118 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.22 100k 1/1/2012 117 Saxon Investment Corporation Aggressive Diversified Program 0.24 2,000k 11/1/1993 116 Deep Field Capital AG SINGULARITY Fund 0.31 100k 9/1/2011 115 Superfund Group Superfund Blue SPC Class A (EUR) 0.34 50k 4/1/2005 114 Cauldron Investments, LLC Stock Index Plus 0.40 1,000k 10/1/2009 113 Millburn Ridgefield Corporation Commodity Program 0.41 25,000k 3/1/2005 112 Clarke Capital Management Global Magnum 0.61 100k 8/1/1997 111 IStar Capital B.V. IStar Systematic Fund 0.72 1,000k 9/1/2011 110 Gladius Asset Management Fulham Program 0.76 2,000k 1/1/2008 109 Rabar Market Research Short-Term Program 0.87 2,000k 11/1/2009 108 Quantica Capital AG Quantica Diversified FX 0.90 5,000k 3/1/2007 107 Conquest Capital Group Conquest Macro 0.90 250k 5/1/1999 106 Clarke Capital Management Global Basic 0.99 50k 2/1/1996 105 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.04 100k 10/1/2009 104 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 1.25 100k 3/1/2003 103 Superfund Group Superfund Blue SPC Class A (Gold) 1.32 50k 12/1/2007 102 Vivienne Investissement OUESSANT UCITS FUND (A) 1.58 100k 5/1/2012 101 Vergho Asset Management LLC Kinematics 1.80 1,000k 11/1/2008 100 GaveKal Investments S.A. GaveKal Dynamic Futures Fund 1.97 20k 2/1/2013 99 Hawksbill Capital Management Global Diversified 2.03 5,000k 11/1/1988 98 Mobius Asset Management Diversified Program 2.03 250k 3/1/2004 97 Estlander & Partners Global Markets 2.06 10,000k 8/1/1999 96 Diamond Capital Management Enhanced S&P Program 2.17 100k 10/1/2009 95 Seven Capital Management Seven Absolute Return 2.21 100k 6/1/2009 94 Mehnert Capital Management, LLC DTP (Client) 2.28 1,000k 3/1/2012 93 SCT Capital Management The Adaptive Quant Trading (AQT) Program 2.40 10,000k 8/1/2009 92 Adamah Capital LLC Asset Allocator Program 2.40 50k 3/1/2011 91 Alder Capital DAC Alder Global 20 2.40 250k 2/1/2001 90 Rotella Capital Management Rotella Orion (Short-Term) Program 2.49 10,000k 3/1/2006 89 Red Rock Capital, LLC Systematic Global Macro 2.82 500k 9/1/2003 88 Emil van Essen Long-Short Commodity Program 2.95 1,000k 6/1/2013 87 Clarke Capital Management Worldwide 2.96 250k 1/1/1996 86 Pacific Capital Advisors Vanguard Program 3.00 100k 4/1/2007 85 Alee Capital Management, LLC Mistral Program 3.12 2,500k 1/1/1999 84 IDS Capital IDS F&F Systematic Trading 3.19 50k 7/1/2013 83 Candriam Investors Group Alternative Return Systemat 3.26 125k 1/1/2007 82 EMC Capital Advisors, LLC EMC Alpha Program 3.31 5,000k 6/1/2013 81 Superfund Group Superfund Red USD SICAV 3.40 10k 3/1/2013 80 Superfund Group Superfund Red EUR SICAV 3.40 10k 3/1/2013 79 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.41 10,000k 3/1/2003 78 Neural Capital Ltd Sentinel Trading Program 3.54 2,000k 1/1/2006 77 Eckhardt Trading Company Evolution Strategies 3.63 20,000k 8/1/1991 76 Rabar Market Research Diversified Program 3.67 2,000k 1/1/1989 75 RAM Management Group RAM MRTP 1X-Conservative 3.68 1,000k 9/1/1993 74 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 3.82 1,000k 9/1/2009 73 Chesapeake Capital Diversified (LV) 3.91 100k 2/1/1988 72 Estlander & Partners Global XL 4.16 5,000k 8/1/1991 71 Transtrend B.V. DTP – Standard Risk (EUR) 4.26 10,000k 2/1/1999 70 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.42 1k 10/1/2006 69 Dixon Midland Company LLC Dixon Midland Diversified LLC 4.46 250k 5/1/2011 68 Eckhardt Trading Company Evolution Strategies 1.2X 4.48 10,000k 10/1/1991 67 Rotella Capital Management Rotella Polaris Program (Diversified) 4.78 10,000k 1/1/1991 66 Quantica Capital AG Quantica Managed Futures 4.90 10,000k 1/1/2005 65 Estlander & Partners Freedom 4.98 20,000k 8/1/2010 64 Amplitude Capital International Limited Klassik Strategy 5.42 1,000k 9/1/2009 63 Estlander & Partners Alpha Trend 5.62 30,000k 10/1/1991 62 Superfund Group Superfund Green L.P. Series A 5.91 5k 10/1/2002 61 Clarke Capital Management Millennium 5.93 1,000k 1/1/1998 60 EMC Capital Advisors, LLC Classic 6.03 5,000k 1/1/1985 59 Wavefront Global Asset Management IMFC Global Concentrated 6.30 500k 4/1/2009 58 Hyman Beck and Company Global Portfolio 6.36 1,000k 3/1/1991 57 Covenant Capital Management Original Program 6.40 5,000k 9/1/1999 56 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.45 10k 7/1/2005 55 Sona Trading Strategies LLC. Diversified Program 6.70 1,000k 9/1/2006 54 Auspice Auspice Managed Futures Excess Return Index 6.70 5,000k 12/1/2010 53 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 6.81 50,000k 4/1/1983 52 M.S. Capital Management Global Diversified Program 6.81 2,000k 11/1/1998 51 Covenant Capital Management Aggressive Program 6.85 3,000k 2/1/2004 50 Transtrend B.V. DTP – Enhanced Risk (USD) 6.91 10,000k 1/1/1995 49 Transtrend B.V. DTP – Enhanced Risk (JPY) 6.92 10,000k 8/1/2004 48 Auspice Auspice Diversified Program 7.05 1,500k 6/1/2007 47 Transtrend B.V. DTP – Enhanced Risk (EUR) 7.07 10,000k 8/1/1999 46 Wimmer Horizon LLP Managed Account 7.10 5,000k 5/1/2005 45 Parizek Capital Futures Trading Program 7.11 500k 4/1/2000 44 Alee Capital Management, LLC Poniente Program 7.16 2,500k 1/1/1999 43 Robinson-Langley Capital Management, LLC Managed Account Program 7.45 200k 1/1/2007 42 Conquest Capital Group Conquest Select 7.54 250k 6/1/2004 41 ROW Asset Managment Row Diversified Fund, L.P. 7.58 1,000k 11/1/2011 40 Clarke Capital Management FX Plus 7.65 1,000k 5/1/2004 39 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 7.78 100k 1/1/2005 38 Superfund Group Superfund Green Gold A (SPC) 7.92 5k 10/1/2005 37 Tactical Investment Management Tactical Institutional Commodity Program 7.99 10,000k 4/1/1993 36 Superfund Group Superfund Green Q-AG 8.15 2k 3/1/1996 35 John Locke Investments Cyril Systematic Program 8.31 8,000k 7/1/2000 34 Wavefront Global Asset Management IMFC Global Investment Program 8.50 2,000k 2/1/2007 33 Vision Capital Management Global Futures 8.62 500k 2/1/2012 32 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 8.70 1k 6/1/2009 31 Welton Investment Partners Welton Global 8.92 10,000k 6/1/2004 30 Eclipse Capital Management Global Monetary 8.99 5,000k 8/1/1990 29 Melissinos Trading Eupatrid Global Trends 9.16 100k 1/1/2011 28 Drury Capital Diversified Trend-Following Program 9.68 5,000k 5/1/1997 27 Superfund Group Superfund Green L.P. Series B 9.80 5k 10/1/2002 26 Ancile Capital Management Global Markets Program 10.02 2,000k 4/1/2005 25 Somers Brothers Capital Diversified Futures Program #1 10.42 100k 1/1/2005 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 10.72 200k 11/1/1999 23 RAM Management Group MRTP Aggressive 10.77 1,000k 2/1/1998 22 Keck Capital Management LLC The Keck Program 10.80 2,000k 12/1/2003 21 Mark J. Walsh Company Standard Program 11.23 2,000k 9/1/1985 20 Southwest Managed Investments, LLC Global Diversified 11.81 200k 1/1/2002 19 QCM Global Diversified Programme 11.94 500k 12/1/1995 18 Superfund Group Superfund Green Gold B (SPC) 11.94 50k 10/1/2005 17 Superfund Group Superfund Green GCT USD 12.03 15k 1/1/2000 16 Mulvaney Capital Management The Mulvaney Global Markets Fund 13.05 100k 5/1/1999 15 DUNN Capital Management World Monetary and Agriculture Program (WMA) 13.43 100k 11/1/1984 14 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 13.69 0k 11/1/1996 13 Clarke Capital Management Jupiter 14.05 3,000k 5/1/2005 12 Angle Capital Management LLC AIP Program 14.23 100k 1/1/2010 11 ISAM ISAM Systematic Trend Fund 14.48 1,000k 6/1/2001 10 Garraway Capital Management LLP Garraway Financial Trends 14.59 100k 9/1/2012 9 Purple Valley Capital, Inc. Diversified Trend 1 14.64 100k 8/1/2008 8 Dreiss Research Corporation Diversified Program 15.91 1,000k 5/1/1991 7 Superfund Group Superfund Green Gold C (SPC) 15.96 100k 10/1/2005 6 Superfund Group Superfund Green Master 16.56 2,000k 5/1/2001 5 Golden Point Capital Global Diversified 17.83 250k 7/1/2012 4 Estlander & Partners Alpha Trend II - Class P 18.59 100k 12/1/2008 3 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 18.87 50k 7/1/2011 2 DUNN Capital Management D'Best Futures Fund, L.P. 19.86 100k 6/1/1994 1 Kelly Angle Inc. Genesis Program 20.49 2,000k 4/1/2000 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.