Trend Following Strategy Index For July 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 Jul 2014 Min Inv Inception 138 Future Trade AG Thales Swing Trading Programme -10.08 250k 6/1/2007 137 Purple Valley Capital, Inc. Diversified Trend 1 -7.52 100k 8/1/2008 136 Briarwood Capital Management, Inc. Diversified 2XL -6.85 250k 11/1/2004 135 DUNN Capital Management DUNN Combined Fund (DCF) -6.43 100k 5/1/1989 134 Superfund Group Superfund Green Gold C (SPC) -6.05 100k 10/1/2005 133 Melissinos Trading Eupatrid Global Trends -5.94 50k 1/1/2011 132 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.83 1,000k 3/1/2003 131 Superfund Group Superfund Green Gold B (SPC) -5.47 50k 10/1/2005 130 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -5.46 100k 10/1/2009 129 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.98 100k 3/1/2003 128 Superfund Group Superfund Green Gold A (SPC) -4.83 5k 10/1/2005 127 Keck Capital Management LLC The Keck Program -4.78 2,000k 12/1/2003 126 Eckhardt Trading Company Evolution Strategies 1.2X -4.75 10,000k 10/1/1991 125 Eckhardt Trading Company Evolution Strategies -4.36 20,000k 8/1/1991 124 Saxon Investment Corporation Aggressive Diversified Program -3.92 2,000k 11/1/1993 123 Rotella Capital Management Rotella Polaris Program (Diversified) -3.88 10,000k 1/1/1991 122 Superfund Group Superfund Green Gold L.P. Series A-1 -3.85 5k 4/1/2009 121 DUNN Capital Management D'Best Futures Fund, L.P. -3.76 100k 6/1/1994 120 Superfund Group Superfund Green Gold L.P. Series B-1 -3.69 5k 4/1/2009 119 Welton Investment Partners Welton Global -3.59 10,000k 6/1/2004 118 Deep Field Capital AG SINGULARITY Fund -3.58 100k 9/1/2011 117 Robinson-Langley Capital Management, LLC Managed Account Program -3.18 200k 1/1/2007 116 QCM Global Diversified Programme -3.07 500k 12/1/1995 115 Alder Capital DAC Alder Global 10 -3.00 250k 10/1/2000 114 Rho Asset Management Rho Altius 1XL Program -3.00 5,000k 11/1/2007 113 Rotella Capital Management Rotella Orion (Short-Term) Program -2.99 10,000k 3/1/2006 112 Superfund Group Superfund Green Master -2.92 2,000k 5/1/2001 111 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -2.82 1,000k 9/1/2009 110 HASAFUMA Börstjänaren Hedgehog -2.61 60k 5/1/2012 109 Winton Capital Management Diversified -2.61 50,000k 10/1/1997 108 Liberty Funds Group, Inc Liberty Wealth Protection Fund -2.57 250k 10/1/2009 107 Amplitude Capital International Limited Klassik Strategy -2.54 1,000k 9/1/2009 106 Superfund Group Superfund Green GCT USD -2.53 15k 1/1/2000 105 Alder Capital DAC Alder Global 20 -2.50 250k 2/1/2001 104 Abraham Investment Management Formula 72 H -2.45 150k 8/1/2012 103 Saxon Investment Corporation Diversified Program -2.38 3,000k 9/1/1988 102 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.31 1k 6/1/2009 101 Superfund Group Superfund Green L.P. Series B -2.16 5k 10/1/2002 100 Superfund Group Superfund Green Q-AG -1.83 2k 3/1/1996 99 Transtrend B.V. DTP – Enhanced Risk (JPY) -1.76 10,000k 8/1/2004 98 Drury Capital Diversified Trend-Following Program -1.74 5,000k 5/1/1997 97 Rabar Market Research Short-Term Program -1.61 2,000k 11/1/2009 96 Hawksbill Capital Management Global Diversified -1.58 5,000k 11/1/1988 95 Estlander & Partners Global XL -1.49 5,000k 8/1/1991 94 Rabar Market Research Diversified Program -1.47 2,000k 1/1/1989 93 Transtrend B.V. DTP – Enhanced Risk (EUR) -1.47 10,000k 8/1/1999 92 Diamond Capital Management Enhanced S&P Program -1.43 100k 10/1/2009 91 Transtrend B.V. DTP – Enhanced Risk (USD) -1.41 10,000k 1/1/1995 90 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 89 Superfund Group Superfund Green L.P. Series A -1.28 5k 10/1/2002 88 Eclipse Capital Management Global Monetary -1.27 5,000k 8/1/1990 87 John Locke Investments JL Commodity Long Flat Program -1.27 5,000k 12/1/2007 86 QQFund.com QQFund.com Alpha Beta Program -1.17 100k 9/1/2008 85 DUNN Capital Management World Monetary and Agriculture Program (WMA) -1.12 100k 11/1/1984 84 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.05 1k 10/1/2006 83 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.03 250k 10/1/2009 82 Transtrend B.V. DTP – Standard Risk (EUR) -0.94 10,000k 2/1/1999 81 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.89 10,000k 8/1/2009 80 Chesapeake Capital Diversified (LV) -0.86 100k 2/1/1988 79 Superfund Group Superfund Blue SPC Class A (Gold) -0.84 50k 12/1/2007 78 Serac, LLC Diversified Reversal Program -0.76 200k 4/1/2011 77 Estlander & Partners Global Markets -0.72 10,000k 8/1/1999 76 HASAFUMA FX Momentum -0.57 20k 7/1/2012 75 Quantica Capital AG Quantica Managed Futures -0.50 5,000k 1/1/2005 74 Auspice Capital Advisors Ltd Auspice Diversified Program -0.43 1,500k 4/1/2006 73 Mark J. Walsh Company Standard Program -0.42 2,000k 9/1/1985 72 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -0.38 100k 1/1/2012 71 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.37 100k 1/1/2000 70 Covenant Capital Management Aggressive Program -0.37 3,000k 2/1/2004 69 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.37 100k 1/1/2005 68 ROW Asset Managment Row Diversified Fund, L.P. -0.21 1,000k 11/1/2011 67 FTC Capital GmbH FTC Global Diversified -0.21 0k 3/1/2012 66 Angle Capital Management LLC AIP Program -0.21 100k 1/1/2010 65 Estlander & Partners Freedom -0.15 20,000k 8/1/2010 64 Covenant Capital Management Original Program -0.13 5,000k 9/1/1999 63 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.10 50,000k 4/1/1983 62 Pacific Capital Advisors Vanguard Program -0.02 100k 4/1/2007 61 Clarke Capital Management Millennium 0.02 1,000k 1/1/1998 60 Superfund Group Superfund Blue SPC Class A (EUR) 0.02 50k 4/1/2005 59 Garraway Capital Management LLP Garraway Financial Trends 0.04 100k 9/1/2012 58 IDS Capital IDS F&F Systematic Trading 0.10 50k 7/1/2013 57 Insignia Managed Capital Medallion 0.11 50k 2/1/2009 56 Lynx Asset Management AB Lynx Program 0.18 75k 5/1/2000 55 Estlander & Partners Alpha Trend 0.19 30,000k 10/1/1991 54 Conquest Capital Group Conquest Macro 0.23 250k 5/1/1999 53 Vergho Asset Management LLC Kinematics 0.23 1,000k 11/1/2008 52 Red Rock Capital, LLC Systematic Global Macro 0.30 500k 9/1/2003 51 Neural Capital Ltd Sentinel Trading Program 0.35 2,000k 1/1/2006 50 UNISystems Research Inc. Wall Street Program 0.40 20k 8/1/2011 49 Estlander & Partners Alpha Trend II - Class P 0.43 100k 12/1/2008 48 Cauldron Investments, LLC Stock Index Plus 0.44 1,000k 10/1/2009 47 AllMountain Capital AG Mount Denali Global Trends 0.54 160k 7/1/2007 46 Mobius Asset Management Diversified Program 0.58 250k 3/1/2004 45 Blackwater Capital Management Global Program 0.62 5,000k 7/1/2005 44 Conquest Capital Group Conquest Select 0.80 250k 6/1/2004 43 Somers Brothers Capital Diversified Futures Program #1 0.82 100k 1/1/2005 42 John Locke Investments Cyril Systematic Program 0.84 8,000k 7/1/2000 41 Quantica Capital AG Quantica Diversified FX 0.90 5,000k 3/1/2007 40 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 0.96 5,000k 12/1/2010 39 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 1.01 0k 11/1/1996 38 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.21 250k 5/1/2011 37 Altradis Capital AG AlphAlgo 1.38 100k 5/1/2007 36 Gladius Asset Management Fulham Program 1.41 2,000k 1/1/2008 35 Southwest Managed Investments, LLC Global Diversified 1.45 200k 1/1/2002 34 Ancile Capital Management Global Markets Program 1.53 2,000k 4/1/2005 33 RAM Management Group RAM MRTP 1X-Conservative 1.92 1,000k 9/1/1993 32 Millburn Ridgefield Corporation Commodity Program 1.94 25,000k 3/1/2005 31 Seven Capital Management Seven Absolute Return 2.21 100k 6/1/2009 30 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.25 100k 5/1/1999 29 Clarke Capital Management FX Plus 2.39 1,000k 5/1/2004 28 Clarke Capital Management Worldwide 2.47 250k 1/1/1996 27 Clarke Capital Management Jupiter 2.53 3,000k 5/1/2005 26 Wavefront Global Asset Management IMFC Global Concentrated 3.35 500k 4/1/2009 25 M.S. Capital Management Global Diversified Program 3.38 2,000k 11/1/1998 24 Hyman Beck and Company Global Portfolio 3.53 1,000k 3/1/1991 23 ISAM ISAM Systematic Trend Fund 3.64 1,000k 6/1/2001 22 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.79 50k 7/1/2011 21 Kelly Angle Inc. Genesis Program 4.04 2,000k 4/1/2000 20 Wimmer Horizon LLP Managed Account 4.21 5,000k 5/1/2005 19 IStar Capital B.V. IStar Systematic Fund 4.65 1,000k 9/1/2011 18 Wavefront Global Asset Management IMFC Global Investment Program 5.19 2,000k 2/1/2007 17 ALFAKRAFT ALFA Commodity Fund 5.35 16k 6/1/2010 16 RAM Management Group MRTP Aggressive 5.70 1,000k 2/1/1998 15 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 6.01 10k 7/1/2005 14 Mehnert Capital Management, LLC DTP (Client) 6.23 1,000k 3/1/2012 13 EMC Capital Advisors, LLC Classic 7.32 5,000k 1/1/1985 12 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 7.38 200k 11/1/1999 11 Quantum Leap Capital Management Managed Account Program 7.43 300k 8/1/2006 10 Alee Capital Management, LLC Poniente Program 7.85 2,500k 1/1/1999 9 Clarke Capital Management Global Magnum 8.13 100k 8/1/1997 8 Alee Capital Management, LLC Mistral Program 9.14 2,500k 1/1/1999 7 Dreiss Research Corporation Diversified Program 9.32 1,000k 5/1/1991 6 Parizek Capital Futures Trading Program 9.61 500k 4/1/2000 5 Heyden & Steindl GmbH TOMAC2 10.22 5,000k 3/1/2003 4 Qbasis Invest Futures Fund B 11.85 100k 3/1/2009 3 Qbasis Invest Futures Fund A 11.94 100k 4/1/2008 2 Clarke Capital Management Global Basic 14.03 50k 2/1/1996 1 Tactical Investment Management Tactical Institutional Commodity Program 14.42 10,000k 4/1/1993 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.