Trend Following Strategy Index For March 2007 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 Mar 2007 Min Inv Inception 89 Superfund Group Superfund Green L.P. Series B -12.65 5k 10/1/2002 88 Kelly Angle Inc. Genesis Program -10.46 2,000k 4/1/2000 87 Quantum Leap Capital Management Managed Account Program -10.02 300k 8/1/2006 86 Covenant Capital Management Aggressive Program -9.69 3,000k 2/1/2004 85 RAM Management Group MRTP Aggressive -9.33 1,000k 2/1/1998 84 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.82 100k 5/1/1999 83 Superfund Group Superfund Green L.P. Series A -8.73 5k 10/1/2002 82 Dreiss Research Corporation Diversified Program -8.58 1,000k 5/1/1991 81 Superfund Group Superfund Green Gold C (SPC) -8.34 100k 10/1/2005 80 Superfund Group Superfund Green Master -8.32 2,000k 5/1/2001 79 Somers Brothers Capital Diversified Futures Program #1 -7.45 100k 1/1/2005 78 Hawksbill Capital Management Global Diversified -7.26 5,000k 11/1/1988 77 Welton Investment Partners Welton Global -7.24 10,000k 6/1/2004 76 Tactical Investment Management Tactical Institutional Commodity Program -7.15 10,000k 4/1/1993 75 M.S. Capital Management Global Diversified Program -6.53 2,000k 11/1/1998 74 Superfund Group Superfund Green Gold B (SPC) -6.41 50k 10/1/2005 73 DUNN Capital Management D'Best Futures Fund, L.P. -6.40 100k 6/1/1994 72 DUNN Capital Management DUNN Combined Fund (DCF) -6.07 100k 5/1/1989 71 Covenant Capital Management Original Program -6.02 5,000k 9/1/1999 70 Superfund Group Superfund Green GCT USD -5.69 15k 1/1/2000 69 Heyden & Steindl GmbH TOMAC2 -5.45 5,000k 3/1/2003 68 Quality Capital Management Global Diversified Programme -5.16 10,000k 12/1/1995 67 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.80 0k 11/1/1996 66 Superfund Group Superfund Green Gold A (SPC) -4.60 5k 10/1/2005 65 Eckhardt Trading Company Evolution Strategies 1.2X -4.54 10,000k 10/1/1991 64 Millburn Corporation Commodity Program -4.53 25,000k 3/1/2005 63 Mark J. Walsh Company Standard Program -4.42 2,000k 9/1/1985 62 Acorn Global Investments Inc. Acorn Diversified Program -4.28 10k 7/1/2005 61 Neural Capital Ltd Sentinel Trading Program -4.08 2,000k 1/1/2006 60 Eckhardt Trading Company Evolution Strategies -4.07 20,000k 8/1/1991 59 Winton Capital Management Diversified -3.95 50,000k 10/1/1997 58 Lynx Asset Management AB Lynx Program -3.89 75k 5/1/2000 57 Transtrend B.V. DTP – Enhanced Risk (JPY) -3.75 10,000k 8/1/2004 56 Transtrend B.V. DTP – Enhanced Risk (EUR) -3.59 10,000k 8/1/1999 55 Superfund Group Superfund Green Q-AG -3.46 2k 3/1/1996 54 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -3.36 200k 11/1/1999 53 DUNN Capital Management World Monetary and Agriculture Program (WMA) -3.36 100k 11/1/1984 52 Transtrend B.V. DTP – Enhanced Risk (USD) -3.24 10,000k 1/1/1995 51 EMC Capital Advisors, LLC Classic -3.20 5,000k 1/1/1985 50 Clarke Capital Management Millennium -3.14 1,000k 1/1/1998 49 Alee Capital Management, LLC Poniente Program -3.09 2,500k 1/1/1999 48 Wavefront Global Asset Management IMFC Global Investment Program -3.03 2,000k 2/1/2007 47 RAM Management Group RAM MRTP 1X-Conservative -2.92 1,000k 9/1/1993 46 Saxon Investment Corporation Aggressive Diversified Program -2.87 2,000k 11/1/1993 45 Alee Capital Management, LLC Mistral Program -2.85 2,500k 1/1/1999 44 Rabar Market Research Diversified Program -2.73 2,000k 1/1/1989 43 Clarke Capital Management FX Plus -2.68 1,000k 5/1/2004 42 Mobius Asset Management Diversified Program -2.64 250k 3/1/2004 41 Conquest Capital Group Conquest Select -2.51 250k 6/1/2004 40 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.44 100k 1/1/2005 39 Auspice Capital Advisors Ltd Auspice Diversified Program -2.42 1,500k 4/1/2006 38 Wimmer Horizon LLP Managed Account -2.41 5,000k 5/1/2005 37 Mobius Asset Management Custom Trading Program -2.34 100k 1/1/2002 36 Estlander & Partners Global XL -2.33 5,000k 8/1/1991 35 Clarke Capital Management Worldwide -2.33 250k 1/1/1996 34 Transtrend B.V. DTP – Standard Risk (EUR) -2.20 10,000k 2/1/1999 33 Clarke Capital Management Jupiter -1.98 3,000k 5/1/2005 32 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -1.63 100k 3/1/2003 31 ISAM ISAM Systematic Trend Fund -1.42 1,000k 6/1/2001 30 Saxon Investment Corporation Diversified Program -1.42 3,000k 9/1/1988 29 Estlander & Partners Alpha Trend -1.33 30,000k 10/1/1991 28 Chesapeake Capital Diversified (LV) -1.27 100k 2/1/1988 27 Clarke Capital Management Global Magnum -1.24 100k 8/1/1997 26 Briarwood Capital Management, Inc. Diversified 2XL -1.20 250k 11/1/2004 25 Estlander & Partners Global Markets -0.98 10,000k 8/1/1999 24 John Locke Investments Cyril Systematic Program -0.92 8,000k 7/1/2000 23 Quantica Capital AG Quantica Managed Futures -0.70 5,000k 1/1/2005 22 Clarke Capital Management Global Basic -0.66 50k 2/1/1996 21 Ancile Capital Management Global Markets Program -0.65 2,000k 4/1/2005 20 Robinson-Langley Capital Management, LLC Managed Account Program -0.49 200k 1/1/2007 19 Eclipse Capital Management Global Monetary -0.40 5,000k 8/1/1990 18 Rotella Capital Management Rotella Polaris Program (Diversified) -0.33 10,000k 1/1/1991 17 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.30 1k 10/1/2006 16 Rotella Capital Management Rotella Orion (Short-Term) Program -0.01 10,000k 3/1/2006 15 Parizek Capital Currency Program -0.01 1,000k 4/1/2006 14 Quantica Capital AG Quantica Diversified FX 0.00 5,000k 3/1/2007 13 Drury Capital Diversified Trend-Following Program 0.08 5,000k 5/1/1997 12 Red Rock Capital, LLC Systematic Global Macro 0.15 500k 9/1/2003 11 Superfund Group Superfund Blue SPC Class A (EUR) 0.31 50k 4/1/2005 10 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.53 1,000k 3/1/2003 9 Alder Capital DAC Alder Global 10 0.90 250k 10/1/2000 8 Conquest Capital Group Conquest Macro 1.29 250k 5/1/1999 7 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.46 100k 1/1/2000 6 Alder Capital DAC Alder Global 20 1.50 2,500k 2/1/2001 5 Hyman Beck and Company Global Portfolio 1.75 1,000k 3/1/1991 4 Blackwater Capital Management Global Program 2.14 5,000k 7/1/2005 3 Keck Capital Management LLC The Keck Program 3.29 2,000k 12/1/2003 2 Parizek Capital Futures Trading Program 3.35 500k 4/1/2000 1 Southwest Managed Investments, LLC Global Diversified 3.97 200k 1/1/2002 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.