Trend Following Strategy Index For February 2015 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 2015 Min Inv Inception 135 Qbasis Invest Futures Fund B -8.98 100k 3/1/2009 134 Golden Point Capital Global Diversified -8.88 250k 7/1/2012 133 Qbasis Invest Futures Fund A -8.87 100k 4/1/2008 132 Somers Brothers Capital Diversified Futures Program #1 -6.95 100k 1/1/2005 131 Purple Valley Capital, Inc. Diversified Trend 1 -5.70 100k 8/1/2008 130 Melissinos Trading Eupatrid Global Trends -4.88 50k 1/1/2011 129 DUNN Capital Management D'Best Futures Fund, L.P. -4.86 100k 6/1/1994 128 Mark J. Walsh Company Standard Program -4.81 2,000k 9/1/1985 127 Clarke Capital Management Worldwide -4.52 250k 1/1/1996 126 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.22 5,000k 12/1/2010 125 Tactical Investment Management Tactical Institutional Commodity Program -4.17 10,000k 4/1/1993 124 Clarke Capital Management Millennium -4.16 1,000k 1/1/1998 123 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.87 100k 11/1/1984 122 Clarke Capital Management Jupiter -3.79 3,000k 5/1/2005 121 Robinson-Langley Capital Management, LLC Managed Account Program -3.54 200k 1/1/2007 120 Kelly Angle Inc. Genesis Program -3.46 2,000k 4/1/2000 119 Superfund Group Superfund Green Gold A (SPC) -3.45 5k 10/1/2005 118 Superfund Group Superfund Blue SPC Class A (Gold) -3.43 50k 12/1/2007 117 ISAM ISAM Systematic Trend Fund -3.13 1,000k 6/1/2001 116 Drury Capital Diversified Trend-Following Program -3.12 5,000k 5/1/1997 115 RAM Management Group MRTP Aggressive -2.86 1,000k 2/1/1998 114 Mehnert Capital Management, LLC DTP (Client) -2.83 1,000k 3/1/2012 113 Candriam Investors Group Alternative Return Systemat -2.77 125k 1/1/2007 112 Vision Capital Management Global Futures -2.64 500k 2/1/2012 111 Angle Capital Management LLC AIP Program -2.59 100k 1/1/2010 110 Sona Trading Strategies LLC. Diversified Program -2.57 1,000k 9/1/2006 109 Alee Capital Management, LLC Poniente Program -2.51 2,500k 1/1/1999 108 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -2.50 100k 10/1/2009 107 Gladius Asset Management Fulham Program -2.48 2,000k 1/1/2008 106 Hawksbill Capital Management Global Diversified -2.46 5,000k 11/1/1988 105 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -2.42 100k 3/1/2003 104 Superfund Group Superfund Green Gold B (SPC) -2.31 50k 10/1/2005 103 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -2.26 100k 1/1/2012 102 Deep Field Capital AG SINGULARITY Fund -2.22 100k 9/1/2011 101 Covenant Capital Management Aggressive Program -1.99 3,000k 2/1/2004 100 Auspice Capital Advisors Ltd Auspice Diversified Program -1.93 1,500k 4/1/2006 99 Heyden & Steindl GmbH TOMAC2 -1.86 5,000k 3/1/2003 98 Conquest Capital Group Conquest Select -1.78 250k 6/1/2004 97 Covenant Capital Management Original Program -1.71 5,000k 9/1/1999 96 Keck Capital Management LLC The Keck Program -1.71 2,000k 12/1/2003 95 Rotella Capital Management Rotella Orion (Short-Term) Program -1.70 10,000k 3/1/2006 94 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.68 0k 11/1/1996 93 EMC Capital Advisors, LLC Classic -1.63 5,000k 1/1/1985 92 Alee Capital Management, LLC Mistral Program -1.63 2,500k 1/1/1999 91 Wavefront Global Asset Management IMFC Global Concentrated -1.58 500k 4/1/2009 90 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.52 250k 5/1/2011 89 Mobius Asset Management Custom Trading Program -1.40 100k 1/1/2002 88 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.37 100k 1/1/2000 87 Mobius Asset Management Diversified Program -1.34 250k 3/1/2004 86 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.32 200k 11/1/1999 85 Saxon Investment Corporation Aggressive Diversified Program -1.24 2,000k 11/1/1993 84 Superfund Group Superfund Green Gold C (SPC) -1.24 100k 10/1/2005 83 Wavefront Global Asset Management IMFC Global Investment Program -1.18 2,000k 2/1/2007 82 Emil van Essen Long-Short Commodity Program -1.16 1,000k 6/1/2013 81 Quantica Capital AG Quantica Managed Futures -1.10 5,000k 1/1/2005 80 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.08 50k 7/1/2011 79 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.07 10,000k 3/1/2003 78 RAM Management Group RAM MRTP 1X-Conservative -1.05 1,000k 9/1/1993 77 Transtrend B.V. DTP – Enhanced Risk (USD) -1.01 10,000k 1/1/1995 76 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.92 10,000k 8/1/1999 75 Clarke Capital Management FX Plus -0.81 1,000k 5/1/2004 74 Clarke Capital Management Global Magnum -0.79 100k 8/1/1997 73 Superfund Group Superfund Red EUR SICAV -0.74 10k 3/1/2013 72 EMC Capital Advisors, LLC EMC Alpha Program -0.70 5,000k 6/1/2013 71 Superfund Group Superfund Red USD SICAV -0.70 10k 3/1/2013 70 Alder Capital DAC Alder Global 20 -0.70 250k 2/1/2001 69 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.69 250k 10/1/2009 68 ROW Asset Managment Row Diversified Fund, L.P. -0.68 1,000k 11/1/2011 67 Saxon Investment Corporation Diversified Program -0.65 3,000k 9/1/1988 66 Transtrend B.V. DTP – Standard Risk (EUR) -0.64 10,000k 2/1/1999 65 Welton Investment Partners Welton Global -0.59 10,000k 6/1/2004 64 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.57 10,000k 8/1/2004 63 John Locke Investments Cyril Systematic Program -0.54 8,000k 7/1/2000 62 Eckhardt Trading Company Evolution Strategies 1.2X -0.51 10,000k 10/1/1991 61 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.50 100k 5/1/1999 60 Conquest Capital Group Conquest Macro -0.47 250k 5/1/1999 59 Eckhardt Trading Company Evolution Strategies -0.46 20,000k 8/1/1991 58 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.41 50,000k 4/1/1983 57 M.S. Capital Management Global Diversified Program -0.32 2,000k 11/1/1998 56 John Locke Investments JL Commodity Long Flat Program -0.24 5,000k 12/1/2007 55 Quantica Capital AG Quantica Diversified FX -0.20 5,000k 3/1/2007 54 Clarke Capital Management Global Basic -0.20 50k 2/1/1996 53 Chesapeake Capital Diversified (LV) -0.18 100k 2/1/1988 52 Dreiss Research Corporation Diversified Program -0.12 1,000k 5/1/1991 51 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.12 1k 10/1/2006 50 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.11 1k 6/1/2009 49 ALFAKRAFT ALFA Commodity Fund -0.07 16k 6/1/2010 48 Estlander & Partners Alpha Trend 0.20 30,000k 10/1/1991 47 Rabar Market Research Diversified Program 0.22 2,000k 1/1/1989 46 Rabar Market Research Short-Term Program 0.25 2,000k 11/1/2009 45 Schindler Capital Management, LLC Grain Advantage Program 0.39 100k 6/1/2013 44 Neural Capital Ltd Sentinel Trading Program 0.42 2,000k 1/1/2006 43 Estlander & Partners Alpha Trend II - Class P 0.48 100k 12/1/2008 42 Estlander & Partners Freedom 0.49 20,000k 8/1/2010 41 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 0.53 100k 1/1/2005 40 Ancile Capital Management Global Markets Program 0.69 2,000k 4/1/2005 39 IStar Capital B.V. IStar Systematic Fund 0.70 1,000k 9/1/2011 38 Vergho Asset Management LLC Kinematics 0.72 1,000k 11/1/2008 37 SCT Capital Management The Adaptive Quant Trading (AQT) Program 0.74 10,000k 8/1/2009 36 Abraham Investment Management Formula 72 H 0.76 150k 8/1/2012 35 Millburn Ridgefield Corporation Commodity Program 0.76 25,000k 3/1/2005 34 Southwest Managed Investments, LLC Global Diversified 0.91 200k 1/1/2002 33 Superfund Group Superfund Blue SPC Class A (EUR) 0.93 50k 4/1/2005 32 IDS Capital IDS F&F Systematic Trading 1.05 50k 7/1/2013 31 Future Trade AG Thales Swing Trading Programme 1.09 250k 6/1/2007 30 Red Rock Capital, LLC Systematic Global Macro 1.12 500k 9/1/2003 29 Estlander & Partners Global Markets 1.28 10,000k 8/1/1999 28 Superfund Group Superfund Green L.P. Series A 1.29 5k 10/1/2002 27 Garraway Capital Management LLP Garraway Financial Trends 1.43 100k 9/1/2012 26 Rotella Capital Management Rotella Polaris Program (Diversified) 1.50 10,000k 1/1/1991 25 Hyman Beck and Company Global Portfolio 1.63 1,000k 3/1/1991 24 QCM Global Diversified Programme 1.68 500k 12/1/1995 23 Amplitude Capital International Limited Klassik Strategy 1.73 1,000k 9/1/2009 22 HASAFUMA FX Momentum 1.74 20k 7/1/2012 21 Eclipse Capital Management Global Monetary 1.89 5,000k 8/1/1990 20 Adamah Capital LLC Asset Allocator Program 1.90 50k 3/1/2011 19 Wimmer Horizon LLP Managed Account 1.95 5,000k 5/1/2005 18 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 2.14 1,000k 9/1/2009 17 Parizek Capital Futures Trading Program 2.24 500k 4/1/2000 16 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 2.29 10k 7/1/2005 15 Vivienne Investissement OUESSANT UCITS FUND (A) 2.34 100k 5/1/2012 14 Superfund Group Superfund Green Q-AG 2.36 2k 3/1/1996 13 Seven Capital Management Seven Absolute Return 2.39 100k 6/1/2009 12 Superfund Group Superfund Green L.P. Series B 2.78 5k 10/1/2002 11 Estlander & Partners Global XL 2.83 5,000k 8/1/1991 10 GaveKal Investments S.A. GaveKal Dynamic Futures Fund 3.14 20k 2/1/2013 9 Superfund Group Superfund Green GCT USD 3.40 15k 1/1/2000 8 Ritenour Investment Group, LLC RIG_ES_Client 3.93 25k 3/1/2013 7 Cauldron Investments, LLC Stock Index Plus 3.94 1,000k 10/1/2009 6 Insignia Managed Capital Medallion 4.00 50k 2/1/2009 5 Superfund Group Superfund Green Master 5.23 2,000k 5/1/2001 4 Diamond Capital Management Enhanced S&P Program 6.09 100k 10/1/2009 3 Pacific Capital Advisors Agilis Program 8.37 100k 12/1/2012 2 Pacific Capital Advisors Vanguard Program 9.48 100k 4/1/2007 1 HASAFUMA Hedgehog 26.93 60k 5/1/2012 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.