Trend Following Strategy Index For August 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 Aug 2014 Min Inv Inception 138 Pacific Capital Advisors Vanguard Program -3.30 100k 4/1/2007 137 Serac, LLC Diversified Reversal Program -1.99 200k 4/1/2011 136 RAM Management Group MRTP Aggressive -1.80 1,000k 2/1/1998 135 Briarwood Capital Management, Inc. Diversified 2XL -1.38 250k 11/1/2004 134 Altradis Capital AG AlphAlgo -0.84 100k 5/1/2007 133 Quantum Leap Capital Management Managed Account Program -0.77 300k 8/1/2006 132 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.63 250k 10/1/2009 131 Dreiss Research Corporation Diversified Program -0.62 1,000k 5/1/1991 130 RAM Management Group RAM MRTP 1X-Conservative -0.60 1,000k 9/1/1993 129 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.57 100k 1/1/2000 128 Gladius Asset Management Fulham Program -0.41 2,000k 1/1/2008 127 Alder Capital DAC Alder Global 20 -0.40 250k 2/1/2001 126 Neural Capital Ltd Sentinel Trading Program -0.29 2,000k 1/1/2006 125 John Locke Investments JL Commodity Long Flat Program -0.25 5,000k 12/1/2007 124 Alee Capital Management, LLC Mistral Program -0.09 2,500k 1/1/1999 123 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 119 Blackwater Capital Management Global Program 0.00 5,000k 7/1/2005 122 HASAFUMA FX Momentum 0.00 20k 7/1/2012 121 HASAFUMA Hedgehog 0.00 50k 5/1/2012 118 Alder Capital DAC Alder Global 10 0.00 250k 10/1/2000 120 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 117 Vergho Asset Management LLC Kinematics 0.08 1,000k 11/1/2008 116 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.21 100k 1/1/2012 115 Estlander & Partners Global Markets 0.22 10,000k 8/1/1999 114 FTC Capital GmbH FTC Global Diversified 0.26 0k 3/1/2012 113 Southwest Managed Investments, LLC Global Diversified 0.32 200k 1/1/2002 112 Auspice Auspice Managed Futures Excess Return Index 0.38 5,000k 12/1/2010 111 Abraham Investment Management Formula 72 H 0.39 150k 8/1/2012 110 Estlander & Partners Global XL 0.40 5,000k 8/1/1991 109 UNISystems Research Inc. Wall Street Program 0.41 20k 8/1/2011 108 Saxon Investment Corporation Diversified Program 0.45 3,000k 9/1/1988 107 ALFAKRAFT ALFA Commodity Fund 0.45 16k 6/1/2010 106 Clarke Capital Management Global Magnum 0.46 100k 8/1/1997 105 Rotella Capital Management Rotella Orion (Short-Term) Program 0.53 10,000k 3/1/2006 104 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 0.68 100k 10/1/2009 103 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 0.80 100k 3/1/2003 102 Mehnert Capital Management, LLC DTP (Client) 0.87 1,000k 3/1/2012 101 Deep Field Capital AG SINGULARITY Fund 0.88 100k 9/1/2011 100 Saxon Investment Corporation Aggressive Diversified Program 0.91 2,000k 11/1/1993 99 Hyman Beck and Company Global Portfolio 0.92 1,000k 3/1/1991 98 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.94 10k 7/1/2005 97 Purple Valley Capital, Inc. Diversified Trend 1 1.05 100k 8/1/2008 96 Clarke Capital Management Global Basic 1.29 50k 2/1/1996 95 Qbasis Invest Futures Fund A 1.33 100k 4/1/2008 94 Qbasis Invest Futures Fund B 1.33 100k 3/1/2009 93 Adamah Capital LLC Asset Allocator Program 1.40 50k 3/1/2011 92 Estlander & Partners Freedom 1.46 20,000k 8/1/2010 91 Superfund Group Superfund Blue SPC Class A (EUR) 1.48 50k 4/1/2005 90 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.54 100k 1/1/2005 89 Alee Capital Management, LLC Poniente Program 1.57 2,500k 1/1/1999 88 Future Trade AG Thales Swing Trading Programme 1.57 250k 6/1/2007 87 Conquest Capital Group Conquest Macro 1.68 250k 5/1/1999 86 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.81 250k 5/1/2011 85 Quantica Capital AG Quantica Managed Futures 1.90 10,000k 1/1/2005 84 Seven Capital Management Seven Absolute Return 2.02 100k 6/1/2009 83 Parizek Capital Futures Trading Program 2.04 500k 4/1/2000 82 IDS Capital IDS F&F Systematic Trading 2.10 50k 7/1/2013 81 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 2.23 200k 11/1/1999 80 Clarke Capital Management FX Plus 2.33 1,000k 5/1/2004 79 Tactical Investment Management Tactical Institutional Commodity Program 2.34 10,000k 4/1/1993 78 Rabar Market Research Short-Term Program 2.34 2,000k 11/1/2009 77 Clarke Capital Management Millennium 2.35 1,000k 1/1/1998 76 Conquest Capital Group Conquest Select 2.35 250k 6/1/2004 75 Somers Brothers Capital Diversified Futures Program #1 2.45 100k 1/1/2005 74 Covenant Capital Management Original Program 2.61 5,000k 9/1/1999 73 Transtrend B.V. DTP – Standard Risk (EUR) 2.65 10,000k 2/1/1999 72 ROW Asset Managment Row Diversified Fund, L.P. 2.71 1,000k 11/1/2011 71 Rabar Market Research Diversified Program 2.81 2,000k 1/1/1989 70 IStar Capital B.V. IStar Systematic Fund 2.82 1,000k 9/1/2011 69 Melissinos Trading Eupatrid Global Trends 3.07 100k 1/1/2011 68 Wavefront Global Asset Management IMFC Global Concentrated 3.07 500k 4/1/2009 67 M.S. Capital Management Global Diversified Program 3.12 2,000k 11/1/1998 66 Estlander & Partners Alpha Trend 3.20 30,000k 10/1/1991 65 Chesapeake Capital Diversified (LV) 3.23 100k 2/1/1988 64 AllMountain Capital AG Mount Denali Global Trends 3.34 160k 7/1/2007 63 Wavefront Global Asset Management IMFC Global Investment Program 3.37 2,000k 2/1/2007 62 Covenant Capital Management Aggressive Program 3.45 3,000k 2/1/2004 61 Garraway Capital Management LLP Garraway Financial Trends 3.46 100k 9/1/2012 60 Superfund Group Superfund Blue SPC Class A (Gold) 3.77 50k 12/1/2007 59 SCT Capital Management The Adaptive Quant Trading (AQT) Program 3.78 10,000k 8/1/2009 58 Quantica Capital AG Quantica Diversified FX 3.80 5,000k 3/1/2007 57 Transtrend B.V. DTP – Enhanced Risk (JPY) 3.86 10,000k 8/1/2004 56 Insignia Managed Capital Medallion 3.86 50k 2/1/2009 55 Auspice Auspice Diversified Program 3.92 1,500k 6/1/2007 54 SEB Asset Management SEB Asset Selection Fund C (EUR) 3.95 1k 10/1/2006 53 Red Rock Capital, LLC Systematic Global Macro 3.98 500k 9/1/2003 52 Winton Capital Management Diversified 4.00 50,000k 10/1/1997 51 Transtrend B.V. DTP – Enhanced Risk (USD) 4.08 10,000k 1/1/1995 50 Millburn Ridgefield Corporation Commodity Program 4.10 25,000k 3/1/2005 49 Wimmer Horizon LLP Managed Account 4.22 5,000k 5/1/2005 48 Transtrend B.V. DTP – Enhanced Risk (EUR) 4.36 10,000k 8/1/1999 47 Kelly Angle Inc. Genesis Program 4.44 2,000k 4/1/2000 46 Cauldron Investments, LLC Stock Index Plus 4.46 1,000k 10/1/2009 45 Mark J. Walsh Company Standard Program 4.48 2,000k 9/1/1985 44 Clarke Capital Management Worldwide 4.54 250k 1/1/1996 43 Rotella Capital Management Rotella Polaris Program (Diversified) 4.70 10,000k 1/1/1991 42 Heyden & Steindl GmbH TOMAC2 4.87 5,000k 3/1/2003 41 EMC Capital Advisors, LLC Classic 4.89 5,000k 1/1/1985 40 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.03 0k 11/1/1996 39 Liberty Funds Group, Inc Liberty Wealth Protection Fund 5.10 250k 10/1/2009 38 QCM Global Diversified Programme 5.12 500k 12/1/1995 37 Diamond Capital Management Enhanced S&P Program 5.29 100k 10/1/2009 36 Superfund Group Superfund Green L.P. Series A 5.31 5k 10/1/2002 35 Welton Investment Partners Welton Global 5.31 10,000k 6/1/2004 34 Eckhardt Trading Company Evolution Strategies 5.37 20,000k 8/1/1991 33 Superfund Group Superfund Green Gold L.P. Series A-1 5.41 5k 4/1/2009 32 John Locke Investments Cyril Systematic Program 5.46 8,000k 7/1/2000 31 Hawksbill Capital Management Global Diversified 5.63 5,000k 11/1/1988 30 Rho Asset Management Rho Altius 1XL Program 5.90 5,000k 11/1/2007 29 Eckhardt Trading Company Evolution Strategies 1.2X 6.10 10,000k 10/1/1991 28 Clarke Capital Management Jupiter 6.11 3,000k 5/1/2005 27 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.14 50k 7/1/2011 26 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 6.16 1,000k 9/1/2009 25 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.21 10,000k 3/1/2003 24 Superfund Group Superfund Green Q-AG 6.42 2k 3/1/1996 23 Superfund Group Superfund Green Gold A (SPC) 6.60 5k 10/1/2005 22 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 6.66 50,000k 4/1/1983 21 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.21 1k 6/1/2009 20 Drury Capital Diversified Trend-Following Program 7.37 5,000k 5/1/1997 19 Amplitude Capital International Limited Klassik Strategy 7.48 1,000k 9/1/2009 18 Eclipse Capital Management Global Monetary 7.93 5,000k 8/1/1990 17 Superfund Group Superfund Green Gold L.P. Series B-1 8.12 5k 4/1/2009 16 Superfund Group Superfund Green L.P. Series B 8.62 5k 10/1/2002 15 ISAM ISAM Systematic Trend Fund 9.06 1,000k 6/1/2001 14 Lynx Asset Management AB Lynx Program 9.14 75k 5/1/2000 13 Mulvaney Capital Management The Mulvaney Global Markets Fund 9.33 100k 5/1/1999 12 Superfund Group Superfund Green GCT USD 9.53 15k 1/1/2000 11 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.83 100k 11/1/1984 10 Superfund Group Superfund Green Gold B (SPC) 9.89 50k 10/1/2005 9 Angle Capital Management LLC AIP Program 10.11 100k 1/1/2010 8 Estlander & Partners Alpha Trend II - Class P 10.47 100k 12/1/2008 7 Ancile Capital Management Global Markets Program 10.97 2,000k 4/1/2005 6 Robinson-Langley Capital Management, LLC Managed Account Program 12.49 200k 1/1/2007 5 DUNN Capital Management D'Best Futures Fund, L.P. 12.72 100k 6/1/1994 4 Superfund Group Superfund Green Master 13.20 2,000k 5/1/2001 3 Superfund Group Superfund Green Gold C (SPC) 13.24 100k 10/1/2005 2 Keck Capital Management LLC The Keck Program 16.57 2,000k 12/1/2003 1 QQFund.com QQFund.com Alpha Beta Program 29.35 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.