Trend Following Strategy Index For August 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 Aug 2015 Min Inv Inception 125 Insignia Managed Capital Medallion -27.26 50k 2/1/2009 124 Superfund Group Superfund Green Master -13.49 2,000k 5/1/2001 123 Pacific Capital Advisors Vanguard Program -12.09 100k 4/1/2007 122 Clarke Capital Management Jupiter -10.71 3,000k 5/1/2005 121 Superfund Group Superfund Green Gold C (SPC) -10.12 100k 10/1/2005 120 Cauldron Investments, LLC Stock Index Plus -9.55 1,000k 10/1/2009 119 QCM Global Diversified Programme -9.30 500k 12/1/1995 118 Superfund Group Superfund Green L.P. Series B -9.25 5k 10/1/2002 117 Mulvaney Capital Management The Mulvaney Global Markets Fund -9.23 100k 5/1/1999 116 Quantica Capital AG Quantica Managed Futures -8.90 10,000k 1/1/2005 115 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -8.19 50k 7/1/2011 114 Welton Investment Partners Welton Global -7.19 10,000k 6/1/2004 113 Ritenour Investment Group, LLC RIG_ES_Client -6.96 25k 3/1/2013 112 Superfund Group Superfund Green Q-AG -6.92 2k 3/1/1996 111 Eclipse Capital Management Global Monetary -6.90 5,000k 8/1/1990 110 Superfund Group Superfund Green Gold B (SPC) -6.80 50k 10/1/2005 109 Superfund Group Superfund Red USD SICAV -6.78 10k 3/1/2013 108 Superfund Group Superfund Red EUR SICAV -6.75 10k 3/1/2013 107 Ancile Capital Management Global Markets Program -6.69 2,000k 4/1/2005 106 Transtrend B.V. DTP – Enhanced Risk (JPY) -6.47 10,000k 8/1/2004 105 Melissinos Trading Eupatrid Global Trends -6.39 100k 1/1/2011 104 Transtrend B.V. DTP – Enhanced Risk (EUR) -6.26 10,000k 8/1/1999 103 Transtrend B.V. DTP – Enhanced Risk (USD) -6.25 10,000k 1/1/1995 102 Seven Capital Management Seven Absolute Return -6.08 100k 6/1/2009 101 Superfund Group Superfund Green L.P. Series A -6.07 5k 10/1/2002 100 Vision Capital Management Global Futures -5.86 500k 2/1/2012 99 GaveKal Investments S.A. GaveKal Dynamic Futures Fund -5.83 20k 2/1/2013 98 GaveKal Investments S.A. Gavekal Dynamic Futures Euro Currency Fund -5.79 20k 9/1/2013 97 Southwest Managed Investments, LLC Global Diversified -5.62 200k 1/1/2002 96 Eckhardt Trading Company Evolution Strategies 1.2X -5.37 10,000k 10/1/1991 95 Diamond Capital Management Enhanced S&P Program -5.33 100k 10/1/2009 94 Rabar Market Research Diversified Program -4.80 2,000k 1/1/1989 93 Vivienne Investissement OUESSANT UCITS FUND (A) -4.79 100k 5/1/2012 92 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.79 0k 11/1/1996 91 Adamah Capital LLC Asset Allocator Program -4.70 50k 3/1/2011 90 Eckhardt Trading Company Evolution Strategies -4.69 20,000k 8/1/1991 89 Drury Capital Diversified Trend-Following Program -4.63 5,000k 5/1/1997 88 IStar Capital B.V. IStar Systematic Fund -4.62 1,000k 9/1/2011 87 Transtrend B.V. DTP – Standard Risk (EUR) -4.47 10,000k 2/1/1999 86 Rotella Capital Management Rotella Polaris Program (Diversified) -4.41 10,000k 1/1/1991 85 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -4.39 100k 1/1/2005 84 Red Rock Capital, LLC Systematic Global Macro -4.31 500k 9/1/2003 83 Briarwood Capital Management, Inc. Diversified 2XL -4.29 250k 11/1/2004 82 Dreiss Research Corporation Diversified Program -4.16 1,000k 5/1/1991 81 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.82 250k 5/1/2011 80 Garraway Capital Management LLP Garraway Financial Trends -3.75 100k 9/1/2012 79 Schindler Capital Management, LLC Grain Advantage Program -3.75 100k 6/1/2013 78 John Locke Investments Cyril Systematic Program -3.67 8,000k 7/1/2000 77 Superfund Group Superfund Green Gold A (SPC) -3.61 5k 10/1/2005 76 Clarke Capital Management FX Plus -3.52 1,000k 5/1/2004 75 DUNN Capital Management D'Best Futures Fund, L.P. -3.52 100k 6/1/1994 74 Saxon Investment Corporation Aggressive Diversified Program -3.50 2,000k 11/1/1993 73 Covenant Capital Management Aggressive Program -3.38 3,000k 2/1/2004 72 Hyman Beck and Company Global Portfolio -3.13 1,000k 3/1/1991 71 Covenant Capital Management Original Program -2.98 5,000k 9/1/1999 70 Chesapeake Capital Diversified (LV) -2.94 100k 2/1/1988 69 Clarke Capital Management Millennium -2.81 1,000k 1/1/1998 68 Auspice Auspice Managed Futures Excess Return Index -2.78 5,000k 12/1/2010 67 Qbasis Invest Futures Fund B -2.78 100k 3/1/2009 66 EMC Capital Advisors, LLC EMC Alpha Program -2.72 5,000k 6/1/2013 65 Clarke Capital Management Global Basic -2.68 50k 2/1/1996 64 Candriam Investors Group Alternative Return Systemat -2.68 125k 1/1/2007 63 EMC Capital Advisors, LLC Classic -2.65 5,000k 1/1/1985 62 Mark J. Walsh Company Standard Program -2.55 2,000k 9/1/1985 61 DUNN Capital Management World Monetary and Agriculture Program (WMA) -2.41 100k 11/1/1984 60 Qbasis Invest Futures Fund A -2.37 100k 4/1/2008 59 Gladius Asset Management Fulham Program -2.20 2,000k 1/1/2008 58 Alee Capital Management, LLC Poniente Program -2.16 2,500k 1/1/1999 57 Auspice Auspice Diversified Program -2.14 1,500k 6/1/2007 56 Estlander & Partners Freedom -2.05 20,000k 8/1/2010 55 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.99 1k 6/1/2009 54 Millburn Ridgefield Corporation Commodity Program -1.99 25,000k 3/1/2005 53 Saxon Investment Corporation Diversified Program -1.73 3,000k 9/1/1988 52 Sona Trading Strategies LLC. Diversified Program -1.72 1,000k 9/1/2006 51 ROW Asset Managment Row Diversified Fund, L.P. -1.60 1,000k 11/1/2011 50 M.S. Capital Management Global Diversified Program -1.52 2,000k 11/1/1998 49 Wavefront Global Asset Management IMFC Global Concentrated -1.46 500k 4/1/2009 48 Keck Capital Management LLC The Keck Program -1.45 2,000k 12/1/2003 47 ISAM ISAM Systematic Trend Fund -1.39 1,000k 6/1/2001 46 Neural Capital Ltd Sentinel Trading Program -1.36 2,000k 1/1/2006 45 Clarke Capital Management Global Magnum -1.35 100k 8/1/1997 44 Somers Brothers Capital Diversified Futures Program #1 -1.31 100k 1/1/2005 43 Estlander & Partners Alpha Trend II - Class P -1.26 100k 12/1/2008 42 IDS Capital IDS F&F Systematic Trading -1.12 50k 7/1/2013 41 Parizek Capital Futures Trading Program -1.01 500k 4/1/2000 40 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.01 1k 10/1/2006 39 Angle Capital Management LLC AIP Program -0.97 100k 1/1/2010 38 Abraham Investment Management Formula 72 H -0.90 150k 8/1/2012 37 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.87 200k 11/1/1999 36 Purple Valley Capital, Inc. Diversified Trend 1 -0.67 100k 8/1/2008 35 Mobius Asset Management Custom Trading Program -0.20 100k 1/1/2002 34 Alder Capital DAC Alder Global 20 -0.20 250k 2/1/2001 33 Campbell & Company, LP Campbell Managed Futures Composite (f/k/a FME Large) -0.19 50,000k 4/1/1983 32 Clarke Capital Management Worldwide -0.05 250k 1/1/1996 31 Mobius Asset Management Diversified Program -0.05 250k 3/1/2004 30 John Locke Investments JL Commodity Long Flat Program 0.11 5,000k 12/1/2007 29 Rotella Capital Management Rotella Orion (Short-Term) Program 0.28 10,000k 3/1/2006 28 Estlander & Partners Alpha Trend 0.46 30,000k 10/1/1991 27 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.84 10,000k 3/1/2003 26 Conquest Capital Group Conquest Select 0.97 250k 6/1/2004 25 Wavefront Global Asset Management IMFC Global Investment Program 1.06 2,000k 2/1/2007 24 Kelly Angle Inc. Genesis Program 1.45 2,000k 4/1/2000 23 Mehnert Capital Management, LLC DTP (Client) 1.48 1,000k 3/1/2012 22 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 1.52 10k 7/1/2005 21 Deep Field Capital AG SINGULARITY Fund 1.56 100k 9/1/2011 20 Kontra Asset Management Ltd Pure Currency 2.08 100k 10/1/2013 19 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.21 100k 1/1/2000 18 Pacific Capital Advisors Agilis Program 2.73 100k 12/1/2012 17 Emil van Essen Long-Short Commodity Program 2.80 1,000k 6/1/2013 16 RAM Management Group RAM MRTP 1X-Conservative 2.86 1,000k 9/1/1993 15 Vergho Asset Management LLC Kinematics 2.97 1,000k 11/1/2008 14 Future Trade AG Thales Swing Trading Programme 3.17 250k 6/1/2007 13 Hawksbill Capital Management Global Diversified 3.35 5,000k 11/1/1988 12 Amplitude Capital International Limited Klassik Strategy 3.76 1,000k 9/1/2009 11 Alee Capital Management, LLC Mistral Program 4.08 2,500k 1/1/1999 10 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 4.45 100k 10/1/2009 9 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 4.59 100k 3/1/2003 8 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 4.65 250k 10/1/2009 7 ALFAKRAFT ALFA Commodity Fund 5.03 16k 6/1/2010 6 Wimmer Horizon LLP Managed Account 5.16 5,000k 5/1/2005 5 Superfund Group Superfund Blue SPC Class A (EUR) 5.59 50k 4/1/2005 4 Superfund Group Superfund Blue SPC Class A (Gold) 6.52 50k 12/1/2007 3 Tactical Investment Management Tactical Institutional Commodity Program 6.99 10,000k 4/1/1993 2 RAM Management Group MRTP Aggressive 8.26 1,000k 2/1/1998 1 Conquest Capital Group Conquest Macro 17.82 250k 5/1/1999 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.