Trend Following Strategy Index For March 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 Mar 2014 Min Inv Inception 134 QQFund.com QQFund.com Alpha Beta Program -15.02 100k 9/1/2008 133 Keck Capital Management LLC The Keck Program -11.99 2,000k 12/1/2003 132 Clarke Capital Management Global Magnum -11.43 100k 8/1/1997 131 Estlander & Partners Alpha Trend II - Class P -9.90 100k 12/1/2008 130 Angle Capital Management LLC AIP Program -9.63 100k 1/1/2010 129 Superfund Group Superfund Green Gold C (SPC) -9.44 100k 10/1/2005 128 Superfund Group Superfund Green Gold B (SPC) -7.98 50k 10/1/2005 127 Clarke Capital Management Global Basic -7.80 50k 2/1/1996 126 DUNN Capital Management D'Best Futures Fund, L.P. -7.01 100k 6/1/1994 125 Superfund Group Superfund Green Gold A (SPC) -6.68 5k 10/1/2005 124 Deep Field Capital AG SINGULARITY Fund -6.54 100k 9/1/2011 123 Clarke Capital Management Jupiter -6.27 3,000k 5/1/2005 122 Superfund Group Superfund Green Gold L.P. Series B-1 -6.02 5k 4/1/2009 121 Briarwood Capital Management, Inc. Diversified 2XL -5.99 250k 11/1/2004 120 Eclipse Capital Management Global Monetary -5.86 5,000k 8/1/1990 119 Superfund Group Superfund Green Master -5.74 2,000k 5/1/2001 118 Rho Asset Management Rho Altius 1XL Program -5.64 5,000k 11/1/2007 117 Eckhardt Trading Company Evolution Strategies 1.2X -5.45 10,000k 10/1/1991 116 Superfund Group Superfund Green Gold L.P. Series A-1 -5.41 5k 4/1/2009 115 Conquest Capital Group Conquest Select -5.35 250k 6/1/2004 114 Clarke Capital Management FX Plus -5.03 1,000k 5/1/2004 113 Eckhardt Trading Company Evolution Strategies -5.02 20,000k 8/1/1991 112 DUNN Capital Management DUNN Combined Fund (DCF) -4.89 100k 5/1/1989 111 Superfund Group Superfund Green GCT USD -4.85 15k 1/1/2000 110 ALFAKRAFT ALFA Commodity Fund -4.85 16k 6/1/2010 109 Drury Capital Diversified Trend-Following Program -4.81 5,000k 5/1/1997 108 Rotella Capital Management Rotella Polaris Program (Diversified) -4.55 10,000k 1/1/1991 107 Estlander & Partners Global XL -4.53 5,000k 8/1/1991 106 Amplitude Capital International Limited Klassik Strategy -4.46 1,000k 9/1/2009 105 Alder Capital DAC Alder Global 20 -4.30 250k 2/1/2001 104 Heyden & Steindl GmbH TOMAC2 -4.15 5,000k 3/1/2003 103 Kelly Angle Inc. Genesis Program -4.10 2,000k 4/1/2000 102 Neural Capital Ltd Sentinel Trading Program -4.07 2,000k 1/1/2006 101 Southwest Managed Investments, LLC Global Diversified -4.00 200k 1/1/2002 100 Estlander & Partners Freedom -3.99 20,000k 8/1/2010 99 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.93 250k 10/1/2009 98 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -3.74 1,000k 9/1/2009 97 Altradis Capital AG AlphAlgo -3.71 100k 5/1/2007 96 Wavefront Global Asset Management IMFC Global Investment Program -3.61 2,000k 2/1/2007 95 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.50 5,000k 12/1/2010 94 Clarke Capital Management Worldwide -3.46 250k 1/1/1996 93 John Locke Investments Cyril Systematic Program -3.42 8,000k 7/1/2000 92 Superfund Group Superfund Green L.P. Series B -3.38 5k 10/1/2002 91 Superfund Group Superfund Green Q-AG -3.31 2k 3/1/1996 90 EMC Capital Advisors, LLC Classic -3.25 5,000k 1/1/1985 89 Estlander & Partners Alpha Trend -3.14 30,000k 10/1/1991 88 Hyman Beck and Company Global Portfolio -3.04 1,000k 3/1/1991 87 Lynx Asset Management AB Lynx Program -3.00 75k 5/1/2000 86 Alee Capital Management, LLC Mistral Program -2.97 2,500k 1/1/1999 85 FTC Capital GmbH FTC Global Diversified -2.93 0k 3/1/2012 84 Wavefront Global Asset Management IMFC Global Concentrated -2.73 500k 4/1/2009 83 AllMountain Capital AG Mount Denali Global Trends -2.70 160k 7/1/2007 82 QCM Global Diversified Programme -2.70 500k 12/1/1995 81 Parizek Capital Futures Trading Program -2.67 500k 4/1/2000 80 Clarke Capital Management Millennium -2.64 1,000k 1/1/1998 79 HASAFUMA Börstjänaren Hedgehog -2.60 60k 5/1/2012 78 Mobius Asset Management Diversified Program -2.55 250k 3/1/2004 77 Superfund Group Superfund Green L.P. Series A -2.50 5k 10/1/2002 76 Mehnert Capital Management, LLC DTP (Client) -2.42 1,000k 3/1/2012 75 Adamah Capital LLC Asset Allocator Program -2.30 50k 3/1/2011 74 Rabar Market Research Short-Term Program -2.29 2,000k 11/1/2009 73 Estlander & Partners Global Markets -2.27 10,000k 8/1/1999 72 Covenant Capital Management Aggressive Program -2.26 3,000k 2/1/2004 71 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.20 0k 11/1/1996 70 Alder Capital DAC Alder Global 10 -2.20 250k 10/1/2000 69 SCT Capital Management The Adaptive Quant Trading (AQT) Program -2.16 10,000k 8/1/2009 68 Ancile Capital Management Global Markets Program -2.07 2,000k 4/1/2005 67 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.91 100k 11/1/1984 66 Saxon Investment Corporation Aggressive Diversified Program -1.87 2,000k 11/1/1993 65 Mobius Asset Management Custom Trading Program -1.85 100k 1/1/2002 64 Auspice Capital Advisors Ltd Auspice Diversified Program -1.84 1,500k 4/1/2006 63 Conquest Capital Group Conquest Macro -1.80 250k 5/1/1999 62 Wimmer Horizon LLP Managed Account -1.73 5,000k 5/1/2005 61 Alee Capital Management, LLC Poniente Program -1.70 2,500k 1/1/1999 60 Quantum Leap Capital Management Managed Account Program -1.69 300k 8/1/2006 59 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.60 100k 1/1/2000 58 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.55 250k 5/1/2011 57 Hawksbill Capital Management Global Diversified -1.53 5,000k 11/1/1988 56 ISAM ISAM Systematic Trend Fund -1.50 1,000k 6/1/2001 55 Covenant Capital Management Original Program -1.49 5,000k 9/1/1999 54 Welton Investment Partners Welton Global -1.43 10,000k 6/1/2004 53 Superfund Group Superfund Blue SPC Class A (Gold) -1.40 50k 12/1/2007 52 Rabar Market Research Diversified Program -1.32 2,000k 1/1/1989 51 Robinson-Langley Capital Management, LLC Managed Account Program -1.28 200k 1/1/2007 50 Rotella Capital Management Rotella Orion (Short-Term) Program -1.28 10,000k 3/1/2006 49 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -1.23 10k 7/1/2005 48 UNISystems Research Inc. Wall Street Program -1.22 20k 8/1/2011 47 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -1.20 100k 1/1/2005 46 Red Rock Capital, LLC Systematic Global Macro -1.15 500k 9/1/2003 45 Saxon Investment Corporation Diversified Program -1.05 3,000k 9/1/1988 44 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -0.96 100k 1/1/2012 43 Chesapeake Capital Diversified (LV) -0.82 100k 2/1/1988 42 Insignia Managed Capital Medallion -0.65 50k 2/1/2009 41 Parizek Capital Currency Program -0.63 1,000k 4/1/2006 40 Mark J. Walsh Company Standard Program -0.48 2,000k 9/1/1985 39 Seven Capital Management Seven Absolute Return -0.37 100k 6/1/2009 38 Blackwater Capital Management Global Program -0.28 5,000k 7/1/2005 37 Winton Capital Management Diversified -0.19 50,000k 10/1/1997 36 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.11 250k 10/1/2009 35 Gladius Asset Management Fulham Program -0.06 2,000k 1/1/2008 34 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.05 1k 10/1/2006 33 Gap Partners LLC Gap -0.04 250k 11/1/2009 32 IDS Capital IDS F&F Systematic Trading 0.00 50k 7/1/2013 31 RAM Management Group RAM MRTP 1X-Conservative 0.10 1,000k 9/1/1993 30 Quantica Capital AG Quantica Managed Futures 0.20 5,000k 1/1/2005 29 RAM Management Group MRTP Aggressive 0.27 1,000k 2/1/1998 28 Superfund Group Superfund Blue SPC Class A (EUR) 0.27 50k 4/1/2005 27 John Locke Investments JL Commodity Long Flat Program 0.30 5,000k 12/1/2007 26 Transtrend B.V. DTP – Standard Risk (EUR) 0.32 10,000k 2/1/1999 25 Tactical Investment Management Tactical Institutional Commodity Program 0.51 10,000k 4/1/1993 24 Transtrend B.V. DTP – Enhanced Risk (USD) 0.63 10,000k 1/1/1995 23 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.69 10,000k 8/1/2004 22 Vergho Asset Management LLC Kinematics 0.69 1,000k 11/1/2008 21 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.84 10,000k 8/1/1999 20 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 0.91 200k 11/1/1999 19 Pacific Capital Advisors Vanguard Program 1.00 100k 4/1/2007 18 Millburn Ridgefield Corporation Commodity Program 1.04 25,000k 3/1/2005 17 HASAFUMA FX Momentum 1.22 20k 7/1/2012 16 Cauldron Investments, LLC Stock Index Plus 1.65 1,000k 10/1/2009 15 Diamond Capital Management Enhanced S&P Program 1.91 100k 10/1/2009 14 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.98 100k 10/1/2009 13 IStar Capital B.V. IStar Systematic Fund 2.05 1,000k 9/1/2011 12 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.16 100k 3/1/2003 11 Serac, LLC Diversified Reversal Program 2.25 200k 4/1/2011 10 ROW Asset Managment Row Diversified Fund, L.P. 2.31 1,000k 11/1/2011 9 Somers Brothers Capital Diversified Futures Program #1 3.36 100k 1/1/2005 8 M.S. Capital Management Global Diversified Program 3.44 2,000k 11/1/1998 7 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.86 1,000k 3/1/2003 6 Dreiss Research Corporation Diversified Program 3.96 1,000k 5/1/1991 5 Quantica Capital AG Quantica Diversified FX 4.60 5,000k 3/1/2007 4 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.65 100k 5/1/1999 3 Melissinos Trading Eupatrid Global Trends 5.26 50k 1/1/2011 2 Purple Valley Capital, Inc. Diversified Trend 1 6.76 100k 8/1/2008 1 Future Trade AG Thales Swing Trading Programme 16.47 250k 6/1/2007 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.