Trend Following Strategy Index For September 2004 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 Sep 2004 Min Inv Inception 66 RAM Management Group MRTP Aggressive -6.86 1,000k 2/1/1998 65 John Locke Investments Cyril Systematic Program -3.83 8,000k 7/1/2000 64 Hawksbill Capital Management Global Diversified -3.28 5,000k 11/1/1988 63 Conquest Capital Group Conquest Macro -3.28 250k 5/1/1999 62 Clarke Capital Management Global Basic -3.01 50k 2/1/1996 61 Alee Capital Management, LLC Poniente Program -2.64 2,500k 1/1/1999 60 DUNN Capital Management D'Best Futures Fund, L.P. -2.01 100k 6/1/1994 59 EMC Capital Advisors, LLC Classic -1.50 5,000k 1/1/1985 58 RAM Management Group RAM MRTP 1X-Conservative -1.37 1,000k 9/1/1993 57 Quality Capital Management Global Diversified Programme -0.97 500k 12/1/1995 56 Estlander & Partners Alpha Trend -0.87 30,000k 10/1/1991 55 Kelly Angle Inc. Genesis Program -0.84 2,000k 4/1/2000 54 Lynx Asset Management AB Lynx Program -0.60 75k 5/1/2000 53 Clarke Capital Management FX Plus -0.48 1,000k 5/1/2004 52 Mobius Asset Management Diversified Program -0.38 250k 3/1/2004 51 Dreiss Research Corporation Diversified Program -0.34 1,000k 5/1/1991 50 Southwest Managed Investments, LLC Global Diversified -0.09 200k 1/1/2002 49 Clarke Capital Management Global Magnum -0.07 100k 8/1/1997 48 Alder Capital DAC Alder Global 10 -0.05 250k 10/1/2000 47 Alder Capital DAC Alder Global 20 0.00 2,500k 2/1/2001 46 DUNN Capital Management DUNN Combined Fund (DCF) 0.00 100k 5/1/1989 45 Heyden & Steindl GmbH TOMAC2 0.11 5,000k 3/1/2003 44 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.46 1,000k 3/1/2003 43 Rotella Capital Management Rotella Polaris Program (Diversified) 0.74 10,000k 1/1/1991 42 Eckhardt Trading Company Evolution Strategies 0.86 20,000k 8/1/1991 41 Rabar Market Research Diversified Program 0.92 2,000k 1/1/1989 40 Transtrend B.V. DTP – Standard Risk (EUR) 1.07 10,000k 2/1/1999 39 Eckhardt Trading Company Evolution Strategies 1.2X 1.08 10,000k 10/1/1991 38 Estlander & Partners Global Markets 1.42 10,000k 8/1/1999 37 DUNN Capital Management World Monetary and Agriculture Program (WMA) 1.58 100k 11/1/1984 36 Transtrend B.V. DTP – Enhanced Risk (USD) 1.63 10,000k 1/1/1995 35 Transtrend B.V. DTP – Enhanced Risk (EUR) 1.68 10,000k 8/1/1999 34 Transtrend B.V. DTP – Enhanced Risk (JPY) 1.80 10,000k 8/1/2004 33 Mobius Asset Management Custom Trading Program 2.00 100k 1/1/2002 32 Mark J. Walsh Company Standard Program 2.12 2,000k 9/1/1985 31 Welton Investment Partners Welton Global 2.18 10,000k 6/1/2004 30 Saxon Investment Corporation Diversified Program 2.41 3,000k 9/1/1988 29 Parizek Capital Futures Trading Program 2.54 500k 4/1/2000 28 Hyman Beck and Company Global Portfolio 2.69 1,000k 3/1/1991 27 Covenant Capital Management Original Program 2.81 5,000k 9/1/1999 26 Eclipse Capital Management Global Monetary 2.90 5,000k 8/1/1990 25 Insch Capital Management SA Interbank Currency Program - 3X Leverage 2.92 100k 1/1/2000 24 Conquest Capital Group Conquest Select 3.01 250k 6/1/2004 23 Estlander & Partners Global XL 3.47 5,000k 8/1/1991 22 Chesapeake Capital Diversified (LV) 3.50 100k 2/1/1988 21 Alee Capital Management, LLC Mistral Program 3.73 2,500k 1/1/1999 20 M.S. Capital Management Global Diversified Program 3.75 2,000k 11/1/1998 19 ISAM ISAM Systematic Trend Fund 3.94 1,000k 6/1/2001 18 Superfund Group Superfund Green Q-AG 4.04 2k 3/1/1996 17 Saxon Investment Corporation Aggressive Diversified Program 4.11 2,000k 11/1/1993 16 Covenant Capital Management Aggressive Program 4.13 3,000k 2/1/2004 15 Red Rock Capital, LLC Systematic Global Macro 4.13 500k 9/1/2003 14 Clarke Capital Management Worldwide 4.73 250k 1/1/1996 13 Keck Capital Management LLC The Keck Program 5.04 2,000k 12/1/2003 12 Winton Capital Management Diversified 5.14 50,000k 10/1/1997 11 SMN Investment Services GmbH smn Diversified Futures Fund (1996) 5.14 0k 11/1/1996 10 Tactical Investment Management Tactical Institutional Commodity Program 5.98 10,000k 4/1/1993 9 Mulvaney Capital Management The Mulvaney Global Markets Fund 7.76 100k 5/1/1999 8 Drury Capital Diversified Trend-Following Program 7.78 5,000k 5/1/1997 7 Superfund Group Superfund Green GCT USD 8.19 15k 1/1/2000 6 Superfund Group Superfund Green Master 9.39 2,000k 5/1/2001 5 Superfund Group Superfund Green L.P. Series A 10.44 5k 10/1/2002 4 Clarke Capital Management Millennium 11.60 1,000k 1/1/1998 3 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 11.72 200k 11/1/1999 2 Superfund Group Superfund Green L.P. Series B 14.75 5k 10/1/2002 1 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 29.18 100k 3/1/2003 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.