Trend Following Strategy Index For February 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 Feb 2014 Min Inv Inception 134 RAM Management Group MRTP Aggressive -4.77 1,000k 2/1/1998 133 DUNN Capital Management DUNN Combined Fund (DCF) -4.44 100k 5/1/1989 132 Heyden & Steindl GmbH TOMAC2 -3.96 5,000k 3/1/2003 131 Mehnert Capital Management, LLC DTP (Client) -3.45 1,000k 3/1/2012 130 Mobius Asset Management Custom Trading Program -3.10 100k 1/1/2002 129 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 128 EMC Capital Advisors, LLC Classic -2.15 5,000k 1/1/1985 127 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.02 1,000k 3/1/2003 126 Drury Capital Diversified Trend-Following Program -1.95 5,000k 5/1/1997 125 Mobius Asset Management Diversified Program -1.90 250k 3/1/2004 124 HASAFUMA FX Momentum -1.90 20k 7/1/2012 123 Altradis Capital AG AlphAlgo -1.89 100k 5/1/2007 122 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.76 100k 11/1/1984 121 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.72 100k 1/1/2000 120 Kelly Angle Inc. Genesis Program -1.72 2,000k 4/1/2000 119 RAM Management Group RAM MRTP 1X-Conservative -1.53 1,000k 9/1/1993 118 Adamah Capital LLC Asset Allocator Program -1.30 50k 3/1/2011 117 Alder Capital DAC Alder Global 10 -1.20 250k 10/1/2000 116 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.12 100k 3/1/2003 115 Conquest Capital Group Conquest Macro -1.09 250k 5/1/1999 114 DUNN Capital Management D'Best Futures Fund, L.P. -1.07 100k 6/1/1994 113 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -0.95 100k 10/1/2009 112 Rho Asset Management Rho Altius 1XL Program -0.89 5,000k 11/1/2007 111 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.86 5,000k 12/1/2010 110 Blackwater Capital Management Global Program -0.68 5,000k 7/1/2005 109 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.59 250k 10/1/2009 108 Conquest Capital Group Conquest Select -0.55 250k 6/1/2004 107 Hyman Beck and Company Global Portfolio -0.51 1,000k 3/1/1991 106 Parizek Capital Currency Program -0.40 1,000k 4/1/2006 105 Vergho Asset Management LLC Kinematics -0.22 1,000k 11/1/2008 104 Gap Partners LLC Gap -0.10 250k 11/1/2009 103 UNISystems Research Inc. Wall Street Program 0.02 20k 8/1/2011 102 AllMountain Capital AG Mount Denali Global Trends 0.07 160k 7/1/2007 101 Mark J. Walsh Company Standard Program 0.26 2,000k 9/1/1985 100 Wavefront Global Asset Management IMFC Global Concentrated 0.56 500k 4/1/2009 99 Wimmer Horizon LLP Managed Account 0.60 5,000k 5/1/2005 98 ISAM ISAM Systematic Trend Fund 0.63 1,000k 6/1/2001 97 Transtrend B.V. DTP – Standard Risk (EUR) 0.67 10,000k 2/1/1999 96 ROW Asset Managment Row Diversified Fund, L.P. 0.68 1,000k 11/1/2011 95 IStar Capital B.V. IStar Systematic Fund 0.75 1,000k 9/1/2011 94 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.78 10,000k 8/1/2009 93 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.92 250k 5/1/2011 92 Transtrend B.V. DTP – Enhanced Risk (USD) 1.04 10,000k 1/1/1995 91 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.08 10,000k 8/1/2004 90 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.12 10,000k 8/1/1999 89 Chesapeake Capital Diversified (LV) 1.16 100k 2/1/1988 88 Estlander & Partners Global Markets 1.16 10,000k 8/1/1999 87 FTC Capital GmbH FTC Global Diversified 1.17 0k 3/1/2012 86 Wavefront Global Asset Management IMFC Global Investment Program 1.26 2,000k 2/1/2007 85 Eclipse Capital Management Global Monetary 1.28 5,000k 8/1/1990 84 Saxon Investment Corporation Diversified Program 1.34 3,000k 9/1/1988 83 Mulvaney Capital Management The Mulvaney Global Markets Fund 1.36 100k 5/1/1999 82 Gladius Asset Management Fulham Program 1.37 2,000k 1/1/2008 81 Clarke Capital Management FX Plus 1.40 1,000k 5/1/2004 80 Rotella Capital Management Rotella Orion (Short-Term) Program 1.44 10,000k 3/1/2006 79 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 1.54 100k 1/1/2012 78 Auspice Capital Advisors Ltd Auspice Diversified Program 1.62 1,500k 4/1/2006 77 Seven Capital Management Seven Absolute Return 1.81 100k 6/1/2009 76 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.95 0k 11/1/1996 75 Superfund Group Superfund Blue SPC Class A (EUR) 1.97 50k 4/1/2005 74 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 2.01 100k 1/1/2005 73 Briarwood Capital Management, Inc. Diversified 2XL 2.03 250k 11/1/2004 72 Tactical Investment Management Tactical Institutional Commodity Program 2.22 10,000k 4/1/1993 71 QCM Global Diversified Programme 2.26 500k 12/1/1995 70 Estlander & Partners Freedom 2.30 20,000k 8/1/2010 69 Estlander & Partners Global XL 2.31 5,000k 8/1/1991 68 Saxon Investment Corporation Aggressive Diversified Program 2.40 2,000k 11/1/1993 67 Estlander & Partners Alpha Trend 2.41 30,000k 10/1/1991 66 Deep Field Capital AG SINGULARITY Fund 2.46 100k 9/1/2011 65 Winton Capital Management Diversified 2.50 50,000k 10/1/1997 64 Serac, LLC Diversified Reversal Program 2.52 200k 4/1/2011 63 Quantica Capital AG Quantica Diversified FX 2.70 5,000k 3/1/2007 62 Rotella Capital Management Rotella Polaris Program (Diversified) 2.75 10,000k 1/1/1991 61 Pacific Capital Advisors Vanguard Program 2.82 100k 4/1/2007 60 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.83 1k 10/1/2006 59 Superfund Group Superfund Green L.P. Series A 2.85 5k 10/1/2002 58 Liberty Funds Group, Inc Liberty Wealth Protection Fund 3.25 250k 10/1/2009 57 Covenant Capital Management Original Program 3.26 5,000k 9/1/1999 56 Somers Brothers Capital Diversified Futures Program #1 3.40 100k 1/1/2005 55 Hawksbill Capital Management Global Diversified 3.48 5,000k 11/1/1988 54 M.S. Capital Management Global Diversified Program 3.58 2,000k 11/1/1998 53 Clarke Capital Management Global Basic 3.58 50k 2/1/1996 52 Quantica Capital AG Quantica Managed Futures 3.70 5,000k 1/1/2005 51 Insignia Managed Capital Medallion 3.77 50k 2/1/2009 50 Millburn Ridgefield Corporation Commodity Program 3.77 25,000k 3/1/2005 49 Red Rock Capital, LLC Systematic Global Macro 3.91 500k 9/1/2003 48 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 3.94 1,000k 9/1/2009 47 Superfund Group Superfund Green Q-AG 4.04 2k 3/1/1996 46 Covenant Capital Management Aggressive Program 4.05 3,000k 2/1/2004 45 Amplitude Capital International Limited Klassik Strategy 4.08 1,000k 9/1/2009 44 ALFAKRAFT ALFA Commodity Fund 4.10 16k 6/1/2010 43 Lynx Asset Management AB Lynx Program 4.14 75k 5/1/2000 42 Clarke Capital Management Worldwide 4.27 250k 1/1/1996 41 John Locke Investments Cyril Systematic Program 4.50 8,000k 7/1/2000 40 Cauldron Investments, LLC Stock Index Plus 4.83 1,000k 10/1/2009 39 Rabar Market Research Short-Term Program 4.83 2,000k 11/1/2009 38 Diamond Capital Management Enhanced S&P Program 4.90 100k 10/1/2009 37 John Locke Investments JL Commodity Long Flat Program 4.98 5,000k 12/1/2007 36 HASAFUMA Hedgehog 5.12 60k 5/1/2012 35 Superfund Group Superfund Green L.P. Series B 5.24 5k 10/1/2002 34 Parizek Capital Futures Trading Program 5.35 500k 4/1/2000 33 IDS Capital IDS F&F Systematic Trading 5.40 50k 7/1/2013 32 Quantum Leap Capital Management Managed Account Program 5.45 300k 8/1/2006 31 Angle Capital Management LLC AIP Program 5.58 100k 1/1/2010 30 Welton Investment Partners Welton Global 5.68 10,000k 6/1/2004 29 Superfund Group Superfund Blue SPC Class A (Gold) 6.16 50k 12/1/2007 28 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 6.22 200k 11/1/1999 27 Future Trade AG Thales Swing Trading Programme 6.31 250k 6/1/2007 26 Clarke Capital Management Jupiter 6.31 3,000k 5/1/2005 25 Melissinos Trading Eupatrid Global Trends 6.70 50k 1/1/2011 24 Alee Capital Management, LLC Mistral Program 6.90 2,500k 1/1/1999 23 Clarke Capital Management Millennium 7.05 1,000k 1/1/1998 22 Neural Capital Ltd Sentinel Trading Program 7.09 2,000k 1/1/2006 21 Eckhardt Trading Company Evolution Strategies 7.11 20,000k 8/1/1991 20 Superfund Group Superfund Green GCT USD 7.18 15k 1/1/2000 19 Clarke Capital Management Global Magnum 7.35 100k 8/1/1997 18 Estlander & Partners Alpha Trend II - Class P 7.72 100k 12/1/2008 17 Eckhardt Trading Company Evolution Strategies 1.2X 7.87 10,000k 10/1/1991 16 Ancile Capital Management Global Markets Program 8.11 2,000k 4/1/2005 15 Rabar Market Research Diversified Program 8.15 2,000k 1/1/1989 14 Purple Valley Capital, Inc. Diversified Trend 1 8.71 100k 8/1/2008 13 Superfund Group Superfund Green Master 8.74 2,000k 5/1/2001 12 Robinson-Langley Capital Management, LLC Managed Account Program 8.96 200k 1/1/2007 11 Superfund Group Superfund Green Gold L.P. Series A-1 9.11 5k 4/1/2009 10 Dreiss Research Corporation Diversified Program 9.48 1,000k 5/1/1991 9 Alee Capital Management, LLC Poniente Program 10.08 2,500k 1/1/1999 8 QQFund.com QQFund.com Alpha Beta Program 10.10 100k 9/1/2008 7 Superfund Group Superfund Green Gold L.P. Series B-1 10.20 5k 4/1/2009 6 Superfund Group Superfund Green Gold A (SPC) 10.59 5k 10/1/2005 5 Southwest Managed Investments, LLC Global Diversified 11.38 200k 1/1/2002 4 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 11.60 10k 7/1/2005 3 Keck Capital Management LLC The Keck Program 11.91 2,000k 12/1/2003 2 Superfund Group Superfund Green Gold B (SPC) 12.67 50k 10/1/2005 1 Superfund Group Superfund Green Gold C (SPC) 14.96 100k 10/1/2005 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.