Trend Following Strategy Index For March 2015 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 Mar 2015 Min Inv Inception 135 RAM Management Group MRTP Aggressive -14.41 1,000k 2/1/1998 134 Pacific Capital Advisors Agilis Program -7.98 100k 12/1/2012 133 HA H -7.23 50k 5/1/2012 132 Pacific Capital Advisors Vanguard Program -6.30 100k 4/1/2007 131 GaveKal Investments S.A. GaveKal Dynamic Futures Fund -5.67 20k 2/1/2013 130 Adamah Capital LLC Asset Allocator Program -5.40 50k 3/1/2011 129 Clarke Capital Management Global Basic -5.36 50k 2/1/1996 128 RAM Management Group RAM MRTP 1X-Conservative -5.10 1,000k 9/1/1993 127 Abraham Investment Management Formula 72 H -4.84 150k 8/1/2012 126 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.40 100k 10/1/2009 125 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.16 100k 3/1/2003 124 Alee Capital Management, LLC Mistral Program -3.92 2,500k 1/1/1999 123 Insignia Managed Capital Medallion -3.67 50k 2/1/2009 122 John Locke Investments JL Commodity Long Flat Program -3.62 5,000k 12/1/2007 121 Alee Capital Management, LLC Poniente Program -3.28 2,500k 1/1/1999 120 Estlander & Partners Alpha Trend II - Class P -3.06 100k 12/1/2008 119 Sona Trading Strategies LLC. Diversified Program -3.05 1,000k 9/1/2006 118 Saxon Investment Corporation Aggressive Diversified Program -2.93 2,000k 11/1/1993 117 ALFAKRAFT ALFA Commodity Fund -2.55 16k 6/1/2010 116 Superfund Group Superfund Red EUR SICAV -2.54 10k 3/1/2013 115 Clarke Capital Management Worldwide -2.49 250k 1/1/1996 114 Covenant Capital Management Aggressive Program -2.27 3,000k 2/1/2004 113 Superfund Group Superfund Red USD SICAV -2.26 10k 3/1/2013 112 Schindler Capital Management, LLC Grain Advantage Program -2.07 100k 6/1/2013 111 Rabar Market Research Diversified Program -1.91 2,000k 1/1/1989 110 Superfund Group Superfund Green Gold A (SPC) -1.76 5k 10/1/2005 109 Mark J. Walsh Company Standard Program -1.65 2,000k 9/1/1985 108 Clarke Capital Management Millennium -1.57 1,000k 1/1/1998 107 Clarke Capital Management Jupiter -1.56 3,000k 5/1/2005 106 Covenant Capital Management Original Program -1.56 5,000k 9/1/1999 105 Wavefront Global Asset Management IMFC Global Concentrated -1.45 500k 4/1/2009 104 Saxon Investment Corporation Diversified Program -1.45 3,000k 9/1/1988 103 Eclipse Capital Management Global Monetary -1.34 5,000k 8/1/1990 102 Mehnert Capital Management, LLC DTP (Client) -1.32 1,000k 3/1/2012 101 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program -1.21 100k 1/1/2012 100 Superfund Group Superfund Green Gold B (SPC) -1.21 50k 10/1/2005 99 Parizek Capital Futures Trading Program -1.01 500k 4/1/2000 98 Cauldron Investments, LLC Stock Index Plus -1.00 1,000k 10/1/2009 97 Estlander & Partners Alpha Trend -0.90 30,000k 10/1/1991 96 Emil van Essen Long-Short Commodity Program -0.79 1,000k 6/1/2013 95 Eckhardt Trading Company Evolution Strategies 1.2X -0.77 10,000k 10/1/1991 94 Diamond Capital Management Enhanced S&P Program -0.71 100k 10/1/2009 93 Eckhardt Trading Company Evolution Strategies -0.66 20,000k 8/1/1991 92 Garraway Capital Management LLP Garraway Financial Trends -0.62 100k 9/1/2012 91 Superfund Group Superfund Green Gold C (SPC) -0.55 100k 10/1/2005 90 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.48 10,000k 8/1/2009 89 Rabar Market Research Short-Term Program -0.47 2,000k 11/1/2009 88 Seven Capital Management Seven Absolute Return -0.34 100k 6/1/2009 87 Neural Capital Ltd Sentinel Trading Program -0.27 2,000k 1/1/2006 86 Superfund Group Superfund Green L.P. Series A -0.14 5k 10/1/2002 85 Superfund Group Superfund Green L.P. Series B -0.03 5k 10/1/2002 84 Heyden & Steindl GmbH TOMAC2 0.02 5,000k 3/1/2003 83 Estlander & Partners Freedom 0.04 20,000k 8/1/2010 82 Hawksbill Capital Management Global Diversified 0.05 5,000k 11/1/1988 81 Gladius Asset Management Fulham Program 0.09 2,000k 1/1/2008 80 Ritenour Investment Group, LLC RIG_ES_Client 0.11 25k 3/1/2013 79 Mobius Asset Management Custom Trading Program 0.20 100k 1/1/2002 78 Quantica Capital AG Quantica Diversified FX 0.30 5,000k 3/1/2007 77 EMC Capital Advisors, LLC EMC Alpha Program 0.35 5,000k 6/1/2013 76 Mobius Asset Management Diversified Program 0.41 250k 3/1/2004 75 Clarke Capital Management Global Magnum 0.45 100k 8/1/1997 74 Auspice Auspice Diversified Program 0.47 1,500k 6/1/2007 73 Vivienne Investissement OUESSANT UCITS FUND (A) 0.50 100k 5/1/2012 72 Tactical Investment Management Tactical Institutional Commodity Program 0.56 10,000k 4/1/1993 71 EMC Capital Advisors, LLC Classic 0.57 5,000k 1/1/1985 70 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 0.58 1,000k 9/1/2009 69 Estlander & Partners Global Markets 0.63 10,000k 8/1/1999 68 John Locke Investments Cyril Systematic Program 0.75 8,000k 7/1/2000 67 Wavefront Global Asset Management IMFC Global Investment Program 0.76 2,000k 2/1/2007 66 Wimmer Horizon LLP Managed Account 0.80 5,000k 5/1/2005 65 Superfund Group Superfund Green Q-AG 0.83 2k 3/1/1996 64 Amplitude Capital International Limited Klassik Strategy 0.84 1,000k 9/1/2009 63 ROW Asset Managment Row Diversified Fund, L.P. 1.00 1,000k 11/1/2011 62 Drury Capital Diversified Trend-Following Program 1.20 5,000k 5/1/1997 61 Quantica Capital AG Quantica Managed Futures 1.20 10,000k 1/1/2005 60 Superfund Group Superfund Green GCT USD 1.21 15k 1/1/2000 59 Estlander & Partners Global XL 1.32 5,000k 8/1/1991 58 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.36 10k 7/1/2005 57 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.36 100k 1/1/2005 56 Future Trade AG Thales Swing Trading Programme 1.46 250k 6/1/2007 55 Southwest Managed Investments, LLC Global Diversified 1.51 200k 1/1/2002 54 Rotella Capital Management Rotella Orion (Short-Term) Program 1.52 10,000k 3/1/2006 53 HA F 1.54 20k 7/1/2012 52 Vergho Asset Management LLC Kinematics 1.59 1,000k 11/1/2008 51 Melissinos Trading Eupatrid Global Trends 1.60 100k 1/1/2011 50 Transtrend B.V. DTP – Standard Risk (EUR) 1.63 10,000k 2/1/1999 49 Chesapeake Capital Diversified (LV) 1.65 100k 2/1/1988 48 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.72 10,000k 3/1/2003 47 Rotella Capital Management Rotella Polaris Program (Diversified) 1.79 10,000k 1/1/1991 46 IStar Capital B.V. IStar Systematic Fund 1.81 1,000k 9/1/2011 45 IDS Capital IDS F&F Systematic Trading 1.83 50k 7/1/2013 44 Clarke Capital Management FX Plus 1.85 1,000k 5/1/2004 43 Conquest Capital Group Conquest Macro 1.88 250k 5/1/1999 42 Auspice Auspice Managed Futures Excess Return Index 1.89 5,000k 12/1/2010 41 Somers Brothers Capital Diversified Futures Program #1 2.01 100k 1/1/2005 40 Transtrend B.V. DTP – Enhanced Risk (USD) 2.03 10,000k 1/1/1995 39 Purple Valley Capital, Inc. Diversified Trend 1 2.08 100k 8/1/2008 38 Alder Capital DAC Alder Global 20 2.10 250k 2/1/2001 37 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.26 10,000k 8/1/1999 36 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 2.29 0k 11/1/1996 35 Transtrend B.V. DTP – Enhanced Risk (JPY) 2.36 10,000k 8/1/2004 34 Robinson-Langley Capital Management, LLC Managed Account Program 2.39 200k 1/1/2007 33 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.50 1k 10/1/2006 32 Ancile Capital Management Global Markets Program 2.56 2,000k 4/1/2005 31 Red Rock Capital, LLC Systematic Global Macro 2.78 500k 9/1/2003 30 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) 2.79 50,000k 4/1/1983 29 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.89 250k 10/1/2009 28 Candriam Investors Group Alternative Return Systemat 3.01 125k 1/1/2007 27 Superfund Group Superfund Green Master 3.02 2,000k 5/1/2001 26 Kelly Angle Inc. Genesis Program 3.04 2,000k 4/1/2000 25 QCM Global Diversified Programme 3.10 500k 12/1/1995 24 M.S. Capital Management Global Diversified Program 3.30 2,000k 11/1/1998 23 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.40 250k 5/1/2011 22 Welton Investment Partners Welton Global 3.68 10,000k 6/1/2004 21 ISAM ISAM Systematic Trend Fund 3.80 1,000k 6/1/2001 20 Mulvaney Capital Management The Mulvaney Global Markets Fund 3.84 100k 5/1/1999 19 Millburn Ridgefield Corporation Commodity Program 3.89 25,000k 3/1/2005 18 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.98 200k 11/1/1999 17 Angle Capital Management LLC AIP Program 4.19 100k 1/1/2010 16 Conquest Capital Group Conquest Select 4.35 250k 6/1/2004 15 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.65 1k 6/1/2009 14 Hyman Beck and Company Global Portfolio 5.15 1,000k 3/1/1991 13 Keck Capital Management LLC The Keck Program 5.79 2,000k 12/1/2003 12 Insch Capital Management SA Interbank Currency Program - 3X Leverage 5.93 100k 1/1/2000 11 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 6.01 50k 7/1/2011 10 Superfund Group Superfund Blue SPC Class A (EUR) 6.21 50k 4/1/2005 9 Vision Capital Management Global Futures 6.28 500k 2/1/2012 8 Deep Field Capital AG SINGULARITY Fund 6.37 100k 9/1/2011 7 Dreiss Research Corporation Diversified Program 6.52 1,000k 5/1/1991 6 DUNN Capital Management D'Best Futures Fund, L.P. 7.08 100k 6/1/1994 5 Qbasis Invest Futures Fund B 7.87 100k 3/1/2009 4 Superfund Group Superfund Blue SPC Class A (Gold) 8.21 50k 12/1/2007 3 Qbasis Invest Futures Fund A 8.64 100k 4/1/2008 2 DUNN Capital Management World Monetary and Agriculture Program (WMA) 9.30 100k 11/1/1984 1 Golden Point Capital Global Diversified 9.96 250k 7/1/2012 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.