Trend Following Strategy Index For April 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 Apr 2015 Min Inv Inception 125 DUNN Capital Management D'Best Futures Fund, L.P. -15.37 100k 6/1/1994 124 Ritenour Investment Group, LLC RIG_ES_Client -13.34 25k 3/1/2013 123 Kelly Angle Inc. Genesis Program -12.43 2,000k 4/1/2000 122 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.78 100k 11/1/1984 121 Vision Capital Management Global Futures -10.00 500k 2/1/2012 120 Angle Capital Management LLC AIP Program -9.46 100k 1/1/2010 119 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -9.42 50k 7/1/2011 118 QCM Global Diversified Programme -9.34 500k 12/1/1995 117 Purple Valley Capital, Inc. Diversified Trend 1 -9.01 100k 8/1/2008 116 Mulvaney Capital Management The Mulvaney Global Markets Fund -7.98 100k 5/1/1999 115 Estlander & Partners Alpha Trend II - Class P -7.45 100k 12/1/2008 114 Melissinos Trading Eupatrid Global Trends -7.43 50k 1/1/2011 113 ISAM ISAM Systematic Trend Fund -7.19 1,000k 6/1/2001 112 Hyman Beck and Company Global Portfolio -6.73 1,000k 3/1/1991 111 Clarke Capital Management Global Magnum -6.64 100k 8/1/1997 110 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -6.52 1k 6/1/2009 109 Superfund Group Superfund Red USD SICAV -6.47 10k 3/1/2013 108 Keck Capital Management LLC The Keck Program -6.44 2,000k 12/1/2003 107 Superfund Group Superfund Blue SPC Class A (Gold) -6.35 50k 12/1/2007 106 Superfund Group Superfund Red EUR SICAV -6.28 10k 3/1/2013 105 John Locke Investments Cyril Systematic Program -6.17 8,000k 7/1/2000 104 Qbasis Invest Futures Fund B -6.07 100k 3/1/2009 103 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.07 200k 11/1/1999 102 Clarke Capital Management Global Basic -6.07 50k 2/1/1996 101 Briarwood Capital Management, Inc. Diversified 2XL -5.78 250k 11/1/2004 100 Clarke Capital Management Worldwide -5.68 250k 1/1/1996 99 Qbasis Invest Futures Fund A -5.51 100k 4/1/2008 98 Wimmer Horizon LLP Managed Account -5.48 5,000k 5/1/2005 97 Alee Capital Management, LLC Poniente Program -5.40 2,500k 1/1/1999 96 Southwest Managed Investments, LLC Global Diversified -5.32 200k 1/1/2002 95 Welton Investment Partners Welton Global -5.24 10,000k 6/1/2004 94 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.15 0k 11/1/1996 93 Somers Brothers Capital Diversified Futures Program #1 -5.12 100k 1/1/2005 92 Superfund Group Superfund Green Gold C (SPC) -5.05 100k 10/1/2005 91 GaveKal Investments S.A. GaveKal Dynamic Futures Fund -4.99 20k 2/1/2013 90 GaveKal Investments S.A. Gavekal Dynamic Futures Euro Currency Fund -4.97 20k 9/1/2013 89 Superfund Group Superfund Green Master -4.95 2,000k 5/1/2001 88 Mark J. Walsh Company Standard Program -4.94 2,000k 9/1/1985 87 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.86 1,000k 3/1/2003 86 Conquest Capital Group Conquest Select -4.86 250k 6/1/2004 85 Wavefront Global Asset Management IMFC Global Investment Program -4.70 2,000k 2/1/2007 84 Drury Capital Diversified Trend-Following Program -4.51 5,000k 5/1/1997 83 Dreiss Research Corporation Diversified Program -4.49 1,000k 5/1/1991 82 M.S. Capital Management Global Diversified Program -4.40 2,000k 11/1/1998 81 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.18 100k 1/1/2005 80 IDS Capital IDS F&F Systematic Trading -4.17 50k 7/1/2013 79 Superfund Group Superfund Green L.P. Series B -4.14 5k 10/1/2002 78 Rotella Capital Management Rotella Orion (Short-Term) Program -4.03 10,000k 3/1/2006 77 Superfund Group Superfund Green Gold B (SPC) -3.99 50k 10/1/2005 76 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -3.90 50,000k 4/1/1983 75 Tactical Investment Management Tactical Institutional Commodity Program -3.84 10,000k 4/1/1993 74 Chesapeake Capital Diversified (LV) -3.83 100k 2/1/1988 73 Neural Capital Ltd Sentinel Trading Program -3.81 2,000k 1/1/2006 72 Millburn Ridgefield Corporation Commodity Program -3.66 25,000k 3/1/2005 71 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.61 10,000k 8/1/2004 70 Transtrend B.V. DTP – Enhanced Risk (USD) -3.53 10,000k 1/1/1995 69 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.50 10,000k 8/1/1999 68 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.46 1k 10/1/2006 67 Clarke Capital Management Millennium -3.44 1,000k 1/1/1998 66 Hawksbill Capital Management Global Diversified -3.39 5,000k 11/1/1988 65 Rabar Market Research Diversified Program -3.25 2,000k 1/1/1989 64 ROW Asset Managment Row Diversified Fund, L.P. -3.25 1,000k 11/1/2011 63 Abraham Investment Management Formula 72 H -3.16 150k 8/1/2012 62 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -3.16 10k 7/1/2005 61 Garraway Capital Management LLP Garraway Financial Trends -3.00 100k 9/1/2012 60 Amplitude Capital International Limited Klassik Strategy -2.99 1,000k 9/1/2009 59 Alee Capital Management, LLC Mistral Program -2.94 2,500k 1/1/1999 58 Quantica Capital AG Quantica Managed Futures -2.90 5,000k 1/1/2005 57 Superfund Group Superfund Green L.P. Series A -2.89 5k 10/1/2002 56 Covenant Capital Management Aggressive Program -2.84 3,000k 2/1/2004 55 Sona Trading Strategies LLC. Diversified Program -2.83 1,000k 9/1/2006 54 Superfund Group Superfund Green Gold A (SPC) -2.71 5k 10/1/2005 53 Candriam Investor Group Alternative Return Systemat -2.68 125k 1/1/2007 52 Rotella Capital Management Rotella Polaris Program (Diversified) -2.44 10,000k 1/1/1991 51 Wavefront Global Asset Management IMFC Global Concentrated -2.40 500k 4/1/2009 50 Superfund Group Superfund Green Q-AG -2.37 2k 3/1/1996 49 Estlander & Partners Alpha Trend -2.35 30,000k 10/1/1991 48 Covenant Capital Management Original Program -2.25 5,000k 9/1/1999 47 Transtrend B.V. DTP – Standard Risk (EUR) -2.23 10,000k 2/1/1999 46 Estlander & Partners Freedom -2.20 20,000k 8/1/2010 45 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -2.14 5,000k 12/1/2010 44 Emil van Essen Long-Short Commodity Program -2.12 1,000k 6/1/2013 43 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.99 250k 5/1/2011 42 IStar Capital B.V. IStar Systematic Fund -1.98 1,000k 9/1/2011 41 Superfund Group Superfund Blue SPC Class A (EUR) -1.93 50k 4/1/2005 40 Eckhardt Trading Company Evolution Strategies 1.2X -1.92 10,000k 10/1/1991 39 ALFAKRAFT ALFA Commodity Fund -1.79 16k 6/1/2010 38 Mobius Asset Management Custom Trading Program -1.72 100k 1/1/2002 37 Eckhardt Trading Company Evolution Strategies -1.66 20,000k 8/1/1991 36 Gladius Asset Management Fulham Program -1.53 2,000k 1/1/2008 35 Parizek Capital Futures Trading Program -1.49 500k 4/1/2000 34 Mobius Asset Management Diversified Program -1.25 250k 3/1/2004 33 Auspice Capital Advisors Ltd Auspice Diversified Program -0.98 1,500k 4/1/2006 32 Seven Capital Management Seven Absolute Return -0.86 100k 6/1/2009 31 Eclipse Capital Management Global Monetary -0.81 5,000k 8/1/1990 30 Mehnert Capital Management, LLC DTP (Client) -0.54 1,000k 3/1/2012 29 Alder Capital DAC Alder Global 20 -0.50 250k 2/1/2001 28 Insignia Managed Capital Medallion -0.25 50k 2/1/2009 27 Conquest Capital Group Conquest Macro -0.03 250k 5/1/1999 26 Ancile Capital Management Global Markets Program -0.01 2,000k 4/1/2005 25 Schindler Capital Management, LLC Grain Advantage Program 0.00 100k 6/1/2013 24 EMC Capital Advisors, LLC Classic 0.09 5,000k 1/1/1985 23 EMC Capital Advisors, LLC EMC Alpha Program 0.10 5,000k 6/1/2013 22 RAM Management Group RAM MRTP 1X-Conservative 0.35 1,000k 9/1/1993 21 Vivienne Investissement OUESSANT UCITS FUND (A) 0.37 100k 5/1/2012 20 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.45 250k 10/1/2009 19 Saxon Investment Corporation Diversified Program 0.47 3,000k 9/1/1988 18 Adamah Capital LLC Asset Allocator Program 0.60 50k 3/1/2011 17 RAM Management Group MRTP Aggressive 0.62 1,000k 2/1/1998 16 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.66 100k 1/1/2000 15 Red Rock Capital, LLC Systematic Global Macro 0.68 500k 9/1/2003 14 Clarke Capital Management Jupiter 0.73 3,000k 5/1/2005 13 Future Trade AG Thales Swing Trading Programme 0.91 250k 6/1/2007 12 Saxon Investment Corporation Aggressive Diversified Program 1.06 2,000k 11/1/1993 11 Cauldron Investments, LLC Stock Index Plus 1.23 1,000k 10/1/2009 10 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 1.44 100k 3/1/2003 9 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 1.59 100k 10/1/2009 8 Diamond Capital Management Enhanced S&P Program 1.97 100k 10/1/2009 7 Kontra Asset Management Ltd Pure Currency 2.21 100k 10/1/2013 6 John Locke Investments JL Commodity Long Flat Program 2.61 5,000k 12/1/2007 5 Vergho Asset Management LLC Kinematics 2.66 1,000k 11/1/2008 4 Clarke Capital Management FX Plus 5.08 1,000k 5/1/2004 3 Deep Field Capital AG SINGULARITY Fund 5.29 100k 9/1/2011 2 Pacific Capital Advisors Vanguard Program 5.33 100k 4/1/2007 1 Pacific Capital Advisors Agilis Program 8.25 100k 12/1/2012 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.