Trend Following Strategy Index For June 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 Jun 2015 Min Inv Inception 125 Superfund Group Superfund Green Gold C (SPC) -15.92 100k 10/1/2005 124 DUNN Capital Management D'Best Futures Fund, L.P. -15.51 100k 6/1/1994 123 Keck Capital Management LLC The Keck Program -15.20 2,000k 12/1/2003 122 Superfund Group Superfund Green Master -14.59 2,000k 5/1/2001 121 Angle Capital Management LLC AIP Program -13.83 100k 1/1/2010 120 Superfund Group Superfund Green Gold B (SPC) -12.47 50k 10/1/2005 119 Kelly Angle Inc. Genesis Program -12.29 2,000k 4/1/2000 118 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -11.47 50k 7/1/2011 117 Neural Capital Ltd Sentinel Trading Program -11.18 2,000k 1/1/2006 116 DUNN Capital Management World Monetary and Agriculture Program (WMA) -10.72 100k 11/1/1984 115 Amplitude Capital International Limited Klassik Strategy -9.86 1,000k 9/1/2009 114 Purple Valley Capital, Inc. Diversified Trend 1 -9.48 100k 8/1/2008 113 Superfund Group Superfund Green L.P. Series B -9.47 5k 10/1/2002 112 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -9.35 50,000k 4/1/1983 111 Superfund Group Superfund Red EUR SICAV -9.34 10k 3/1/2013 110 Drury Capital Diversified Trend-Following Program -9.26 5,000k 5/1/1997 109 Tactical Investment Management Tactical Institutional Commodity Program -9.09 10,000k 4/1/1993 108 Superfund Group Superfund Green Gold A (SPC) -8.98 5k 10/1/2005 107 John Locke Investments Cyril Systematic Program -8.90 8,000k 7/1/2000 106 QCM Global Diversified Programme -7.90 500k 12/1/1995 105 Superfund Group Superfund Green Q-AG -7.60 2k 3/1/1996 104 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -7.58 100k 1/1/2005 103 Alee Capital Management, LLC Mistral Program -7.56 2,500k 1/1/1999 102 Hawksbill Capital Management Global Diversified -7.05 5,000k 11/1/1988 101 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -7.02 0k 11/1/1996 100 Qbasis Invest Futures Fund B -7.00 100k 3/1/2009 99 Qbasis Invest Futures Fund A -6.95 100k 4/1/2008 98 ISAM ISAM Systematic Trend Fund -6.51 1,000k 6/1/2001 97 Eclipse Capital Management Global Monetary -6.48 5,000k 8/1/1990 96 ALFAKRAFT ALFA Commodity Fund -6.30 16k 6/1/2010 95 Superfund Group Superfund Green L.P. Series A -6.23 5k 10/1/2002 94 Welton Investment Partners Welton Global -6.22 10,000k 6/1/2004 93 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -6.13 1k 6/1/2009 92 Mulvaney Capital Management The Mulvaney Global Markets Fund -6.07 100k 5/1/1999 91 Conquest Capital Group Conquest Macro -6.01 250k 5/1/1999 90 Transtrend B.V. DTP – Enhanced Risk (JPY) -5.87 10,000k 8/1/2004 89 Clarke Capital Management Jupiter -5.83 3,000k 5/1/2005 88 Transtrend B.V. DTP – Enhanced Risk (USD) -5.63 10,000k 1/1/1995 87 Vivienne Investissement OUESSANT UCITS FUND (A) -5.61 100k 5/1/2012 86 Transtrend B.V. DTP – Enhanced Risk (EUR) -5.59 10,000k 8/1/1999 85 Eckhardt Trading Company Evolution Strategies 1.2X -5.54 10,000k 10/1/1991 84 Rotella Capital Management Rotella Polaris Program (Diversified) -5.41 10,000k 1/1/1991 83 Conquest Capital Group Conquest Select -5.39 250k 6/1/2004 82 Superfund Group Superfund Red USD SICAV -5.31 10k 3/1/2013 81 Dreiss Research Corporation Diversified Program -5.16 1,000k 5/1/1991 80 Eckhardt Trading Company Evolution Strategies -4.82 20,000k 8/1/1991 79 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -4.61 100k 10/1/2009 78 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -4.59 5,000k 12/1/2010 77 EMC Capital Advisors, LLC Classic -4.58 5,000k 1/1/1985 76 Estlander & Partners Alpha Trend II - Class P -4.56 100k 12/1/2008 75 Wimmer Horizon LLP Managed Account -4.50 5,000k 5/1/2005 74 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.39 100k 3/1/2003 73 Alder Capital DAC Alder Global 20 -4.10 250k 2/1/2001 72 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -4.05 10k 7/1/2005 71 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.04 1,000k 3/1/2003 70 Quantica Capital AG Quantica Managed Futures -4.00 5,000k 1/1/2005 69 Transtrend B.V. DTP – Standard Risk (EUR) -3.84 10,000k 2/1/1999 68 RAM Management Group MRTP Aggressive -3.76 1,000k 2/1/1998 67 Ancile Capital Management Global Markets Program -3.66 2,000k 4/1/2005 66 Vision Capital Management Global Futures -3.63 500k 2/1/2012 65 GaveKal Investments S.A. GaveKal Dynamic Futures Fund -3.55 20k 2/1/2013 64 Abraham Investment Management Formula 72 H -3.54 150k 8/1/2012 63 GaveKal Investments S.A. Gavekal Dynamic Futures Euro Currency Fund -3.51 20k 9/1/2013 62 Sona Trading Strategies LLC. Diversified Program -3.50 1,000k 9/1/2006 61 Saxon Investment Corporation Aggressive Diversified Program -3.38 2,000k 11/1/1993 60 Rabar Market Research Diversified Program -3.36 2,000k 1/1/1989 59 Clarke Capital Management Worldwide -3.33 250k 1/1/1996 58 EMC Capital Advisors, LLC EMC Alpha Program -3.33 5,000k 6/1/2013 57 Red Rock Capital, LLC Systematic Global Macro -3.25 500k 9/1/2003 56 IDS Capital IDS F&F Systematic Trading -3.22 50k 7/1/2013 55 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.16 1k 10/1/2006 54 Alee Capital Management, LLC Poniente Program -3.10 2,500k 1/1/1999 53 Rotella Capital Management Rotella Orion (Short-Term) Program -3.09 10,000k 3/1/2006 52 Clarke Capital Management FX Plus -2.68 1,000k 5/1/2004 51 Briarwood Capital Management, Inc. Diversified 2XL -2.60 250k 11/1/2004 50 Estlander & Partners Freedom -2.58 20,000k 8/1/2010 49 Candriam Investor Group Alternative Return Systemat -2.50 125k 1/1/2007 48 Insignia Managed Capital Medallion -2.47 50k 2/1/2009 47 Seven Capital Management Seven Absolute Return -2.40 100k 6/1/2009 46 Wavefront Global Asset Management IMFC Global Investment Program -2.37 2,000k 2/1/2007 45 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.22 100k 1/1/2000 44 Chesapeake Capital Diversified (LV) -2.21 100k 2/1/1988 43 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.17 250k 5/1/2011 42 Garraway Capital Management LLP Garraway Financial Trends -2.13 100k 9/1/2012 41 Mobius Asset Management Custom Trading Program -2.00 100k 1/1/2002 40 Ritenour Investment Group, LLC RIG_ES_Client -1.99 25k 3/1/2013 39 Southwest Managed Investments, LLC Global Diversified -1.94 200k 1/1/2002 38 Wavefront Global Asset Management IMFC Global Concentrated -1.94 500k 4/1/2009 37 Hyman Beck and Company Global Portfolio -1.92 1,000k 3/1/1991 36 IStar Capital B.V. IStar Systematic Fund -1.92 1,000k 9/1/2011 35 Auspice Capital Advisors Ltd Auspice Diversified Program -1.84 1,500k 4/1/2006 34 Mark J. Walsh Company Standard Program -1.80 2,000k 9/1/1985 33 Gladius Asset Management Fulham Program -1.76 2,000k 1/1/2008 32 ROW Asset Managment Row Diversified Fund, L.P. -1.65 1,000k 11/1/2011 31 Saxon Investment Corporation Diversified Program -1.55 3,000k 9/1/1988 30 Clarke Capital Management Millennium -1.48 1,000k 1/1/1998 29 Estlander & Partners Alpha Trend -1.39 30,000k 10/1/1991 28 Mehnert Capital Management, LLC DTP (Client) -1.39 1,000k 3/1/2012 27 RAM Management Group RAM MRTP 1X-Conservative -1.24 1,000k 9/1/1993 26 M.S. Capital Management Global Diversified Program -1.14 2,000k 11/1/1998 25 Melissinos Trading Eupatrid Global Trends -1.04 50k 1/1/2011 24 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -1.01 200k 11/1/1999 23 John Locke Investments JL Commodity Long Flat Program -0.88 5,000k 12/1/2007 22 Mobius Asset Management Diversified Program -0.75 250k 3/1/2004 21 Emil van Essen Long-Short Commodity Program -0.69 1,000k 6/1/2013 20 Diamond Capital Management Enhanced S&P Program -0.64 100k 10/1/2009 19 Vergho Asset Management LLC Kinematics -0.63 1,000k 11/1/2008 18 Adamah Capital LLC Asset Allocator Program -0.60 50k 3/1/2011 17 Pacific Capital Advisors Vanguard Program -0.48 100k 4/1/2007 16 Deep Field Capital AG SINGULARITY Fund -0.28 100k 9/1/2011 15 Parizek Capital Futures Trading Program -0.24 500k 4/1/2000 14 Superfund Group Superfund Blue SPC Class A (Gold) -0.15 50k 12/1/2007 13 Clarke Capital Management Global Magnum -0.12 100k 8/1/1997 12 Clarke Capital Management Global Basic -0.12 50k 2/1/1996 11 Cauldron Investments, LLC Stock Index Plus -0.06 1,000k 10/1/2009 10 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.07 250k 10/1/2009 9 Somers Brothers Capital Diversified Futures Program #1 0.49 100k 1/1/2005 8 Kontra Asset Management Ltd Pure Currency 0.81 100k 10/1/2013 7 Covenant Capital Management Original Program 0.98 5,000k 9/1/1999 6 Covenant Capital Management Aggressive Program 1.00 3,000k 2/1/2004 5 Millburn Ridgefield Corporation Commodity Program 1.08 25,000k 3/1/2005 4 Future Trade AG Thales Swing Trading Programme 2.85 250k 6/1/2007 3 Superfund Group Superfund Blue SPC Class A (EUR) 2.92 50k 4/1/2005 2 Pacific Capital Advisors Agilis Program 5.60 100k 12/1/2012 1 Schindler Capital Management, LLC Grain Advantage Program 12.13 100k 6/1/2013 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.