Trend Following Strategy Index For July 2000 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Jul 2000 Min Inv Inception 47 Hawksbill Capital Management Global Diversified -13.50 5,000k 11/1/1988 46 Clarke Capital Management Global Magnum -10.01 100k 8/1/1997 45 Superfund Group Superfund Green GCT USD -8.55 15k 1/1/2000 44 Clarke Capital Management Worldwide -7.82 250k 1/1/1996 43 Clarke Capital Management Global Basic -6.98 50k 2/1/1996 42 Eclipse Capital Management Global Monetary -6.56 5,000k 8/1/1990 41 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -6.54 200k 11/1/1999 40 Winton Capital Management Diversified -4.58 50,000k 10/1/1997 39 Superfund Group Superfund Green Q-AG -4.08 2k 3/1/1996 38 DUNN Capital Management D'Best Futures Fund, L.P. -4.07 100k 6/1/1994 37 Chesapeake Capital Diversified (LV) -3.71 100k 2/1/1988 36 Clarke Capital Management Millennium -3.26 1,000k 1/1/1998 35 Alee Capital Management, LLC Poniente Program -3.17 2,500k 1/1/1999 34 Eckhardt Trading Company Evolution Strategies 1.2X -3.01 10,000k 10/1/1991 33 QCM Global Diversified Programme -3.00 500k 12/1/1995 32 EMC Capital Advisors, LLC Classic -2.80 5,000k 1/1/1985 31 Eckhardt Trading Company Evolution Strategies -2.71 20,000k 8/1/1991 30 Conquest Capital Group Conquest Macro -2.60 250k 5/1/1999 29 Dreiss Research Corporation Diversified Program -2.59 1,000k 5/1/1991 28 Kelly Angle Inc. Genesis Program -2.58 2,000k 4/1/2000 27 Mark J. Walsh Company Standard Program -2.19 2,000k 9/1/1985 26 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.15 100k 1/1/2000 25 Hyman Beck and Company Global Portfolio -2.02 1,000k 3/1/1991 24 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -1.48 0k 11/1/1996 23 Alee Capital Management, LLC Mistral Program -1.25 2,500k 1/1/1999 22 Mulvaney Capital Management The Mulvaney Global Markets Fund -1.25 100k 5/1/1999 21 Tactical Investment Management Tactical Institutional Commodity Program -1.20 10,000k 4/1/1993 20 Rabar Market Research Diversified Program -1.17 2,000k 1/1/1989 19 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.91 10,000k 8/1/1999 18 Parizek Capital Futures Trading Program -0.87 500k 4/1/2000 17 Transtrend B.V. DTP – Enhanced Risk (USD) -0.77 10,000k 1/1/1995 16 Estlander & Partners Alpha Trend -0.71 30,000k 10/1/1991 15 M.S. Capital Management Global Diversified Program -0.53 2,000k 11/1/1998 14 Transtrend B.V. DTP – Standard Risk (EUR) -0.49 10,000k 2/1/1999 13 Estlander & Partners Global XL -0.38 5,000k 8/1/1991 12 Rotella Capital Management Rotella Polaris Program (Diversified) -0.27 10,000k 1/1/1991 11 DUNN Capital Management DUNN Combined Fund (DCF) -0.12 100k 5/1/1989 10 John Locke Investments Cyril Systematic Program 0.00 8,000k 7/1/2000 9 Estlander & Partners Global Markets 0.45 10,000k 8/1/1999 8 DUNN Capital Management World Monetary and Agriculture Program (WMA) 0.56 100k 11/1/1984 7 Lynx Asset Management AB Lynx Program 0.88 75k 5/1/2000 6 Saxon Investment Corporation Diversified Program 1.08 3,000k 9/1/1988 5 Drury Capital Diversified Trend-Following Program 1.49 5,000k 5/1/1997 4 Saxon Investment Corporation Aggressive Diversified Program 1.67 2,000k 11/1/1993 3 Covenant Capital Management Original Program 3.80 5,000k 9/1/1999 2 RAM Management Group RAM MRTP 1X-Conservative 5.76 1,000k 9/1/1993 1 RAM Management Group MRTP Aggressive 16.51 1,000k 2/1/1998 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.