Trend Following Strategy Index For May 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 May 2014 Min Inv Inception 133 Future Trade AG Thales Swing Trading Programme -12.83 250k 6/1/2007 132 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -11.08 200k 11/1/1999 131 Clarke Capital Management Global Magnum -10.31 100k 8/1/1997 130 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.71 100k 10/1/2009 129 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -8.61 100k 3/1/2003 128 Purple Valley Capital, Inc. Diversified Trend 1 -8.18 100k 8/1/2008 127 Clarke Capital Management Global Basic -7.76 50k 2/1/1996 126 Clarke Capital Management Millennium -7.36 1,000k 1/1/1998 125 Clarke Capital Management Worldwide -6.46 250k 1/1/1996 124 HA F -5.24 20k 7/1/2012 123 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -5.07 10k 7/1/2005 122 Quantum Leap Capital Management Managed Account Program -4.80 300k 8/1/2006 121 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.52 250k 5/1/2011 120 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.47 100k 5/1/1999 119 Alder Capital DAC Alder Global 20 -4.10 250k 2/1/2001 118 HA H -4.04 50k 5/1/2012 117 Auspice Auspice Managed Futures Excess Return Index -3.97 5,000k 12/1/2010 116 Briarwood Capital Management, Inc. Diversified 2XL -3.25 250k 11/1/2004 115 Tactical Investment Management Tactical Institutional Commodity Program -3.16 10,000k 4/1/1993 114 Rotella Capital Management Rotella Orion (Short-Term) Program -3.11 10,000k 3/1/2006 113 Auspice Auspice Diversified Program -3.11 1,500k 6/1/2007 112 UNISystems Research Inc. Wall Street Program -3.08 20k 8/1/2011 111 Melissinos Trading Eupatrid Global Trends -3.00 100k 1/1/2011 110 ALFAKRAFT ALFA Commodity Fund -2.89 16k 6/1/2010 109 RAM Management Group MRTP Aggressive -2.70 1,000k 2/1/1998 108 Deep Field Capital AG SINGULARITY Fund -2.64 100k 9/1/2011 107 John Locke Investments JL Commodity Long Flat Program -2.61 5,000k 12/1/2007 106 Superfund Group Superfund Green Gold A (SPC) -2.57 5k 10/1/2005 105 Hyman Beck and Company Global Portfolio -2.39 1,000k 3/1/1991 104 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.33 100k 11/1/1984 103 Superfund Group Superfund Green Gold L.P. Series A-1 -2.24 5k 4/1/2009 102 Superfund Group Superfund Blue SPC Class A (Gold) -2.17 50k 12/1/2007 101 DUNN Capital Management DUNN Combined Fund (DCF) -2.01 100k 5/1/1989 100 Alder Capital DAC Alder Global 10 -2.00 250k 10/1/2000 99 Southwest Managed Investments, LLC Global Diversified -1.71 200k 1/1/2002 98 Superfund Group Superfund Green Gold B (SPC) -1.63 50k 10/1/2005 97 Mehnert Capital Management, LLC DTP (Client) -1.33 1,000k 3/1/2012 96 Gladius Asset Management Fulham Program -1.33 2,000k 1/1/2008 95 Clarke Capital Management Jupiter -1.29 3,000k 5/1/2005 94 Superfund Group Superfund Green Gold L.P. Series B-1 -1.10 5k 4/1/2009 93 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.95 0k 11/1/1996 92 RAM Management Group RAM MRTP 1X-Conservative -0.84 1,000k 9/1/1993 91 Ancile Capital Management Global Markets Program -0.71 2,000k 4/1/2005 90 Alee Capital Management, LLC Poniente Program -0.66 2,500k 1/1/1999 89 Superfund Group Superfund Green Gold C (SPC) -0.66 100k 10/1/2005 88 Mark J. Walsh Company Standard Program -0.53 2,000k 9/1/1985 87 Wavefront Global Asset Management IMFC Global Concentrated -0.50 500k 4/1/2009 86 Rabar Market Research Short-Term Program -0.43 2,000k 11/1/2009 85 Hawksbill Capital Management Global Diversified -0.39 5,000k 11/1/1988 84 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -0.37 100k 1/1/2012 83 Covenant Capital Management Aggressive Program -0.37 3,000k 2/1/2004 82 Covenant Capital Management Original Program -0.33 5,000k 9/1/1999 81 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.19 100k 1/1/2005 80 Mobius Asset Management Diversified Program -0.08 250k 3/1/2004 79 Saxon Investment Corporation Aggressive Diversified Program -0.04 2,000k 11/1/1993 78 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.01 250k 10/1/2009 77 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.00 100k 1/1/2000 76 Gap Partners LLC Gap 0.00 250k 11/1/2009 75 Saxon Investment Corporation Diversified Program 0.02 3,000k 9/1/1988 74 M.S. Capital Management Global Diversified Program 0.05 2,000k 11/1/1998 73 Parizek Capital Currency Program 0.08 1,000k 4/1/2006 72 Alee Capital Management, LLC Mistral Program 0.08 2,500k 1/1/1999 71 Mobius Asset Management Custom Trading Program 0.10 100k 1/1/2002 70 Vergho Asset Management LLC Kinematics 0.11 1,000k 11/1/2008 69 Superfund Group Superfund Blue SPC Class A (EUR) 0.13 50k 4/1/2005 68 Wavefront Global Asset Management IMFC Global Investment Program 0.18 2,000k 2/1/2007 67 DUNN Capital Management D'Best Futures Fund, L.P. 0.48 100k 6/1/1994 66 Rabar Market Research Diversified Program 0.59 2,000k 1/1/1989 65 AllMountain Capital AG Mount Denali Global Trends 0.66 160k 7/1/2007 64 EMC Capital Advisors, LLC Classic 0.71 5,000k 1/1/1985 63 Red Rock Capital, LLC Systematic Global Macro 0.76 500k 9/1/2003 62 Conquest Capital Group Conquest Select 0.83 250k 6/1/2004 61 Chesapeake Capital Diversified (LV) 0.88 100k 2/1/1988 60 Millburn Ridgefield Corporation Commodity Program 0.90 25,000k 3/1/2005 59 Conquest Capital Group Conquest Macro 1.22 250k 5/1/1999 58 Quantica Capital AG Quantica Managed Futures 1.30 10,000k 1/1/2005 57 Cauldron Investments, LLC Stock Index Plus 1.30 1,000k 10/1/2009 56 John Locke Investments Cyril Systematic Program 1.33 8,000k 7/1/2000 55 Superfund Group Superfund Green Q-AG 1.41 2k 3/1/1996 54 Superfund Group Superfund Green L.P. Series A 1.58 5k 10/1/2002 53 Winton Capital Management Diversified 1.68 50,000k 10/1/1997 52 Altradis Capital AG AlphAlgo 1.73 100k 5/1/2007 51 Eckhardt Trading Company Evolution Strategies 1.77 20,000k 8/1/1991 50 IStar Capital B.V. IStar Systematic Fund 1.84 1,000k 9/1/2011 49 Eckhardt Trading Company Evolution Strategies 1.2X 1.90 10,000k 10/1/1991 48 Adamah Capital LLC Asset Allocator Program 2.10 50k 3/1/2011 47 Transtrend B.V. DTP – Standard Risk (EUR) 2.23 10,000k 2/1/1999 46 Superfund Group Superfund Green GCT USD 2.28 15k 1/1/2000 45 Superfund Group Superfund Green L.P. Series B 2.38 5k 10/1/2002 44 Estlander & Partners Alpha Trend 2.43 30,000k 10/1/1991 43 Quantica Capital AG Quantica Diversified FX 2.50 5,000k 3/1/2007 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.54 10,000k 3/1/2003 41 Diamond Capital Management Enhanced S&P Program 2.57 100k 10/1/2009 40 Clarke Capital Management FX Plus 2.66 1,000k 5/1/2004 39 Parizek Capital Futures Trading Program 2.74 500k 4/1/2000 38 Blackwater Capital Management Global Program 2.78 5,000k 7/1/2005 37 Wimmer Horizon LLP Managed Account 2.78 5,000k 5/1/2005 36 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.79 1,000k 9/1/2009 35 Liberty Funds Group, Inc Liberty Wealth Protection Fund 2.81 250k 10/1/2009 34 IDS Capital IDS F&F Systematic Trading 2.83 50k 7/1/2013 33 Rotella Capital Management Rotella Polaris Program (Diversified) 2.86 10,000k 1/1/1991 32 Somers Brothers Capital Diversified Futures Program #1 2.97 100k 1/1/2005 31 Lynx Asset Management AB Lynx Program 3.09 75k 5/1/2000 30 Estlander & Partners Global Markets 3.16 10,000k 8/1/1999 29 Transtrend B.V. DTP – Enhanced Risk (USD) 3.33 10,000k 1/1/1995 28 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.39 1k 10/1/2006 27 Heyden & Steindl GmbH TOMAC2 3.44 5,000k 3/1/2003 26 Superfund Group Superfund Green Master 3.49 2,000k 5/1/2001 25 Neural Capital Ltd Sentinel Trading Program 3.50 2,000k 1/1/2006 24 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.51 10,000k 8/1/2004 23 ISAM ISAM Systematic Trend Fund 3.86 1,000k 6/1/2001 22 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.88 10,000k 8/1/1999 21 Estlander & Partners Freedom 3.97 20,000k 8/1/2010 20 FTC Capital GmbH FTC Global Diversified 4.11 0k 3/1/2012 19 ROW Asset Managment Row Diversified Fund, L.P. 4.12 1,000k 11/1/2011 18 Robinson-Langley Capital Management, LLC Managed Account Program 4.20 200k 1/1/2007 17 Eclipse Capital Management Global Monetary 4.36 5,000k 8/1/1990 16 Keck Capital Management LLC The Keck Program 4.40 2,000k 12/1/2003 15 Pacific Capital Advisors Vanguard Program 4.47 100k 4/1/2007 14 SCT Capital Management The Adaptive Quant Trading (AQT) Program 4.53 10,000k 8/1/2009 13 Seven Capital Management Seven Absolute Return 4.58 100k 6/1/2009 12 Angle Capital Management LLC AIP Program 4.67 100k 1/1/2010 11 QCM Global Diversified Programme 4.92 500k 12/1/1995 10 Welton Investment Partners Welton Global 5.17 10,000k 6/1/2004 9 Drury Capital Diversified Trend-Following Program 5.72 5,000k 5/1/1997 8 Rho Asset Management Rho Altius 1XL Program 6.00 5,000k 11/1/2007 7 Estlander & Partners Global XL 6.34 5,000k 8/1/1991 6 Insignia Managed Capital Medallion 6.35 50k 2/1/2009 5 Serac, LLC Diversified Reversal Program 6.67 200k 4/1/2011 4 Kelly Angle Inc. Genesis Program 6.98 2,000k 4/1/2000 3 Dreiss Research Corporation Diversified Program 6.98 1,000k 5/1/1991 2 Estlander & Partners Alpha Trend II - Class P 7.90 100k 12/1/2008 1 QQFund.com QQFund.com Alpha Beta Program 21.89 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.