Trend Following Strategy Index For May 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 May 2015 Min Inv Inception 125 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.50 100k 3/1/2003 124 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.10 100k 10/1/2009 123 Parizek Capital Futures Trading Program -8.32 500k 4/1/2000 122 Estlander & Partners Alpha Trend II - Class P -7.46 100k 12/1/2008 121 Purple Valley Capital, Inc. Diversified Trend 1 -6.87 100k 8/1/2008 120 Conquest Capital Group Conquest Macro -6.35 250k 5/1/1999 119 Saxon Investment Corporation Aggressive Diversified Program -5.26 2,000k 11/1/1993 118 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -5.14 200k 11/1/1999 117 Sona Trading Strategies LLC. Diversified Program -4.12 1,000k 9/1/2006 116 Covenant Capital Management Aggressive Program -3.93 3,000k 2/1/2004 115 Neural Capital Ltd Sentinel Trading Program -3.92 2,000k 1/1/2006 114 Qbasis Invest Futures Fund A -3.75 100k 4/1/2008 113 Schindler Capital Management, LLC Grain Advantage Program -3.42 100k 6/1/2013 112 Qbasis Invest Futures Fund B -3.39 100k 3/1/2009 111 Eclipse Capital Management Global Monetary -3.23 5,000k 8/1/1990 110 Covenant Capital Management Original Program -3.18 5,000k 9/1/1999 109 Transtrend B.V. DTP – Enhanced Risk (USD) -3.01 10,000k 1/1/1995 108 John Locke Investments JL Commodity Long Flat Program -2.88 5,000k 12/1/2007 107 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.78 10,000k 8/1/1999 106 Amplitude Capital International Limited Klassik Strategy -2.72 1,000k 9/1/2009 105 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.69 10,000k 8/1/2004 104 Saxon Investment Corporation Diversified Program -2.51 3,000k 9/1/1988 103 Gladius Asset Management Fulham Program -2.44 2,000k 1/1/2008 102 ALFAKRAFT ALFA Commodity Fund -2.34 16k 6/1/2010 101 Mehnert Capital Management, LLC DTP (Client) -2.34 1,000k 3/1/2012 100 Estlander & Partners Alpha Trend -2.27 30,000k 10/1/1991 99 Superfund Group Superfund Red USD SICAV -2.27 10k 3/1/2013 98 ROW Asset Managment Row Diversified Fund, L.P. -2.24 1,000k 11/1/2011 97 Superfund Group Superfund Red EUR SICAV -2.11 10k 3/1/2013 96 Auspice Auspice Diversified Program -2.03 1,500k 6/1/2007 95 John Locke Investments Cyril Systematic Program -1.97 8,000k 7/1/2000 94 Emil van Essen Long-Short Commodity Program -1.94 1,000k 6/1/2013 93 ISAM ISAM Systematic Trend Fund -1.90 1,000k 6/1/2001 92 Transtrend B.V. DTP – Standard Risk (EUR) -1.87 10,000k 2/1/1999 91 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.84 100k 1/1/2000 90 Estlander & Partners Freedom -1.79 20,000k 8/1/2010 89 GaveKal Investments S.A. GaveKal Dynamic Futures Fund -1.79 20k 2/1/2013 88 GaveKal Investments S.A. Gavekal Dynamic Futures Euro Currency Fund -1.73 20k 9/1/2013 87 Mobius Asset Management Custom Trading Program -1.70 100k 1/1/2002 86 Alee Capital Management, LLC Poniente Program -1.44 2,500k 1/1/1999 85 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 84 Southwest Managed Investments, LLC Global Diversified -1.35 200k 1/1/2002 83 Conquest Capital Group Conquest Select -1.15 250k 6/1/2004 82 Briarwood Capital Management, Inc. Diversified 2XL -1.13 250k 11/1/2004 81 Wimmer Horizon LLP Managed Account -1.02 5,000k 5/1/2005 80 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -1.00 50,000k 4/1/1983 79 QCM Global Diversified Programme -0.96 500k 12/1/1995 78 Alee Capital Management, LLC Mistral Program -0.96 2,500k 1/1/1999 77 Clarke Capital Management Global Basic -0.83 50k 2/1/1996 76 Welton Investment Partners Welton Global -0.79 10,000k 6/1/2004 75 Superfund Group Superfund Green Q-AG -0.72 2k 3/1/1996 74 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.56 10,000k 3/1/2003 73 Hawksbill Capital Management Global Diversified -0.52 5,000k 11/1/1988 72 IStar Capital B.V. IStar Systematic Fund -0.48 1,000k 9/1/2011 71 Dreiss Research Corporation Diversified Program -0.47 1,000k 5/1/1991 70 Hyman Beck and Company Global Portfolio -0.40 1,000k 3/1/1991 69 Seven Capital Management Seven Absolute Return -0.37 100k 6/1/2009 68 Superfund Group Superfund Green L.P. Series B -0.34 5k 10/1/2002 67 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.33 1k 6/1/2009 66 Kelly Angle Inc. Genesis Program -0.25 2,000k 4/1/2000 65 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.22 1k 10/1/2006 64 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -0.19 0k 11/1/1996 63 Vivienne Investissement OUESSANT UCITS FUND (A) -0.17 100k 5/1/2012 62 Superfund Group Superfund Green L.P. Series A -0.17 5k 10/1/2002 61 Tactical Investment Management Tactical Institutional Commodity Program -0.13 10,000k 4/1/1993 60 Clarke Capital Management FX Plus -0.11 1,000k 5/1/2004 59 Superfund Group Superfund Green Master -0.11 2,000k 5/1/2001 58 Rotella Capital Management Rotella Orion (Short-Term) Program -0.11 10,000k 3/1/2006 57 Quantica Capital AG Quantica Managed Futures -0.10 10,000k 1/1/2005 56 Auspice Auspice Managed Futures Excess Return Index -0.04 5,000k 12/1/2010 54 Mobius Asset Management Diversified Program 0.00 250k 3/1/2004 55 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.00 250k 10/1/2009 53 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 0.03 10k 7/1/2005 52 M.S. Capital Management Global Diversified Program 0.04 2,000k 11/1/1998 51 Drury Capital Diversified Trend-Following Program 0.10 5,000k 5/1/1997 50 Candriam Investors Group Alternative Return Systemat 0.14 125k 1/1/2007 49 Abraham Investment Management Formula 72 H 0.28 150k 8/1/2012 48 Somers Brothers Capital Diversified Futures Program #1 0.28 100k 1/1/2005 47 Superfund Group Superfund Green Gold A (SPC) 0.29 5k 10/1/2005 46 Diamond Capital Management Enhanced S&P Program 0.30 100k 10/1/2009 45 Superfund Group Superfund Green Gold B (SPC) 0.39 50k 10/1/2005 44 EMC Capital Advisors, LLC EMC Alpha Program 0.43 5,000k 6/1/2013 43 Superfund Group Superfund Green Gold C (SPC) 0.46 100k 10/1/2005 42 Rabar Market Research Diversified Program 0.47 2,000k 1/1/1989 41 Mark J. Walsh Company Standard Program 0.53 2,000k 9/1/1985 40 Wavefront Global Asset Management IMFC Global Concentrated 0.55 500k 4/1/2009 39 EMC Capital Advisors, LLC Classic 0.71 5,000k 1/1/1985 38 Garraway Capital Management LLP Garraway Financial Trends 0.73 100k 9/1/2012 37 IDS Capital IDS F&F Systematic Trading 0.75 50k 7/1/2013 36 RAM Management Group RAM MRTP 1X-Conservative 0.76 1,000k 9/1/1993 35 Vergho Asset Management LLC Kinematics 0.82 1,000k 11/1/2008 34 Wavefront Global Asset Management IMFC Global Investment Program 0.85 2,000k 2/1/2007 33 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.88 50k 7/1/2011 32 Clarke Capital Management Millennium 0.96 1,000k 1/1/1998 31 Melissinos Trading Eupatrid Global Trends 1.07 100k 1/1/2011 30 Insignia Managed Capital Medallion 1.17 50k 2/1/2009 29 Vision Capital Management Global Futures 1.24 500k 2/1/2012 28 Chesapeake Capital Diversified (LV) 1.30 100k 2/1/1988 27 Clarke Capital Management Jupiter 1.44 3,000k 5/1/2005 26 Rotella Capital Management Rotella Polaris Program (Diversified) 1.63 10,000k 1/1/1991 25 Red Rock Capital, LLC Systematic Global Macro 1.66 500k 9/1/2003 24 Cauldron Investments, LLC Stock Index Plus 1.71 1,000k 10/1/2009 23 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) 1.84 100k 1/1/2005 22 Kontra Asset Management Ltd Pure Currency 2.08 100k 10/1/2013 21 Eckhardt Trading Company Evolution Strategies 2.13 20,000k 8/1/1991 20 Angle Capital Management LLC AIP Program 2.24 100k 1/1/2010 19 RAM Management Group MRTP Aggressive 2.39 1,000k 2/1/1998 18 Future Trade AG Thales Swing Trading Programme 2.43 250k 6/1/2007 17 Eckhardt Trading Company Evolution Strategies 1.2X 2.48 10,000k 10/1/1991 16 Ancile Capital Management Global Markets Program 2.69 2,000k 4/1/2005 15 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.70 250k 5/1/2011 14 Pacific Capital Advisors Vanguard Program 2.86 100k 4/1/2007 13 Deep Field Capital AG SINGULARITY Fund 2.95 100k 9/1/2011 12 Ritenour Investment Group, LLC RIG_ES_Client 3.20 25k 3/1/2013 11 Alder Capital DAC Alder Global 20 3.90 250k 2/1/2001 10 Millburn Ridgefield Corporation Commodity Program 3.90 25,000k 3/1/2005 9 Clarke Capital Management Worldwide 3.92 250k 1/1/1996 8 Mulvaney Capital Management The Mulvaney Global Markets Fund 4.13 100k 5/1/1999 7 Superfund Group Superfund Blue SPC Class A (EUR) 4.41 50k 4/1/2005 6 Keck Capital Management LLC The Keck Program 4.45 2,000k 12/1/2003 5 DUNN Capital Management World Monetary and Agriculture Program (WMA) 4.65 100k 11/1/1984 4 DUNN Capital Management D'Best Futures Fund, L.P. 4.71 100k 6/1/1994 3 Pacific Capital Advisors Agilis Program 4.92 100k 12/1/2012 2 Superfund Group Superfund Blue SPC Class A (Gold) 7.75 50k 12/1/2007 1 Clarke Capital Management Global Magnum 9.42 100k 8/1/1997 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.