Trend Following Strategy Index For January 2011 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 Jan 2011 Min Inv Inception 122 RAM Management Group MRTP Aggressive -13.94 1,000k 2/1/1998 121 Superfund Group Superfund Green Gold C (SPC) -13.16 100k 10/1/2005 120 Superfund Group Superfund Green Gold B (SPC) -11.51 50k 10/1/2005 119 Superfund Group Superfund Green Gold L.P. Series B-1 -11.22 5k 4/1/2009 118 Superfund Group Superfund Green Gold A (SPC) -9.84 5k 10/1/2005 117 Superfund Group Superfund Green Gold L.P. Series A-1 -9.66 5k 4/1/2009 116 Alee Capital Management, LLC Poniente Program -9.26 2,500k 1/1/1999 115 Conquest Capital Group Conquest Macro -9.00 250k 5/1/1999 114 Superfund Group Superfund Blue SPC Class A (Gold) -8.67 50k 12/1/2007 113 Clarke Capital Management Worldwide -8.43 250k 1/1/1996 112 Tactical Investment Management Tactical Institutional Commodity Program -8.39 10,000k 4/1/1993 111 Rabar Market Research Short-Term Program -6.81 2,000k 11/1/2009 110 Superfund Group Superfund Green Master -6.49 2,000k 5/1/2001 109 Alee Capital Management, LLC Mistral Program -5.84 2,500k 1/1/1999 108 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -5.77 100k 10/1/2009 107 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -5.59 100k 3/1/2003 106 Superfund Group Superfund Green GCT USD -5.28 15k 1/1/2000 105 Superfund Group Superfund Green L.P. Series B -5.22 5k 10/1/2002 104 Rho Asset Management Rho Altius 1XL Program -5.19 5,000k 11/1/2007 103 Hawksbill Capital Management Global Diversified -4.97 5,000k 11/1/1988 102 Quantica Capital AG Quantica Diversified FX -4.52 5,000k 3/1/2007 101 RAM Management Group RAM MRTP 1X-Conservative -4.47 1,000k 9/1/1993 100 Southwest Managed Investments, LLC Global Diversified -4.43 200k 1/1/2002 99 Superfund Group Superfund Green L.P. Series A -4.22 5k 10/1/2002 98 Mobius Asset Management Custom Trading Program -4.22 100k 1/1/2002 97 Neural Capital Ltd Sentinel Trading Program -4.07 2,000k 1/1/2006 96 Eckhardt Trading Company Evolution Strategies 1.2X -3.87 10,000k 10/1/1991 95 Superfund Group Superfund Green Q-AG -3.78 2k 3/1/1996 94 Liberty Funds Group, Inc Liberty Wealth Protection Fund -3.71 250k 10/1/2009 93 John Locke Investments Cyril Systematic Program -3.71 8,000k 7/1/2000 92 Eckhardt Trading Company Evolution Strategies -3.24 20,000k 8/1/1991 91 Eclipse Capital Management Global Monetary -3.13 5,000k 8/1/1990 90 Alder Capital DAC Alder Global 20 -3.10 2,500k 2/1/2001 89 Altradis Capital AG AlphAlgo -3.07 100k 5/1/2007 88 Vergho Asset Management LLC Kinematics -3.07 1,000k 11/1/2008 87 Quantum Leap Capital Management Managed Account Program -2.94 300k 8/1/2006 86 Clarke Capital Management Global Basic -2.86 50k 2/1/1996 85 Rotella Capital Management Rotella Orion (Short-Term) Program -2.82 10,000k 3/1/2006 84 AllMountain Capital AG Mount Denali Global Trends -2.78 160k 7/1/2007 83 Briarwood Capital Management, Inc. Diversified 2XL -2.33 250k 11/1/2004 82 Estlander & Partners Alpha Trend II - Class P -2.32 100k 12/1/2008 81 Estlander & Partners Global XL -2.27 5,000k 8/1/1991 80 Acorn Global Investments Inc. Acorn Diversified Program -2.18 10k 7/1/2005 79 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -2.12 0k 11/1/1996 78 Rotella Capital Management Rotella Polaris Program (Diversified) -2.12 10,000k 1/1/1991 77 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.12 100k 1/1/2005 76 Covenant Capital Management Aggressive Program -2.05 3,000k 2/1/2004 75 Covenant Capital Management Original Program -2.00 5,000k 9/1/1999 74 Clarke Capital Management FX Plus -1.95 1,000k 5/1/2004 73 Keck Capital Management LLC The Keck Program -1.90 2,000k 12/1/2003 72 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.87 100k 1/1/2000 71 IDS Capital IDS F&F Systematic Trading -1.74 50k 7/1/2013 70 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.60 10,000k 8/1/2009 69 Future Trade AG Thales Swing Trading Programme -1.58 250k 6/1/2007 68 Wavefront Global Asset Management IMFC Global Concentrated -1.52 500k 4/1/2009 67 Alder Capital DAC Alder Global 10 -1.40 250k 10/1/2000 66 Gladius Asset Management Fulham Program -1.23 2,000k 1/1/2008 65 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.17 1k 10/1/2006 64 Estlander & Partners Global Markets -1.11 10,000k 8/1/1999 63 Estlander & Partners Freedom -1.10 20,000k 8/1/2010 62 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class -0.96 1,000k 9/1/2009 61 Transtrend B.V. DTP – Enhanced Risk (EUR) -0.94 10,000k 8/1/1999 60 Conquest Capital Group Conquest Select -0.94 250k 6/1/2004 59 Transtrend B.V. DTP – Enhanced Risk (JPY) -0.93 10,000k 8/1/2004 58 Clarke Capital Management Global Magnum -0.87 100k 8/1/1997 57 Transtrend B.V. DTP – Enhanced Risk (USD) -0.77 10,000k 1/1/1995 56 Transtrend B.V. DTP – Standard Risk (EUR) -0.72 10,000k 2/1/1999 55 Purple Valley Capital, Inc. Diversified Trend 1 -0.68 100k 8/1/2008 54 Amplitude Capital International Limited Klassik Strategy -0.67 1,000k 9/1/2009 53 Lynx Asset Management AB Lynx Program -0.60 75k 5/1/2000 52 Mark J. Walsh Company Standard Program -0.58 2,000k 9/1/1985 51 Parizek Capital Currency Program -0.56 1,000k 4/1/2006 50 Quality Capital Management Global Diversified Programme -0.52 10,000k 12/1/1995 49 Estlander & Partners Alpha Trend -0.39 30,000k 10/1/1991 48 Wavefront Global Asset Management IMFC Global Investment Program -0.21 2,000k 2/1/2007 47 Gap Partners LLC Gap -0.17 250k 11/1/2009 46 ALFAKRAFT ALFA Commodity Fund -0.11 16k 6/1/2010 45 Hyman Beck and Company Global Portfolio -0.10 1,000k 3/1/1991 44 Seven Capital Management Seven Absolute Return -0.08 100k 6/1/2009 43 Superfund Group Superfund Blue SPC Class A (EUR) -0.07 50k 4/1/2005 42 Pacific Capital Advisors Vanguard Program -0.05 100k 4/1/2007 40 Melissinos Trading Eupatrid Program 0.00 50k 1/1/2011 41 Quantica Capital AG Quantica Managed Futures 0.00 5,000k 1/1/2005 39 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.04 1,000k 3/1/2003 38 Winton Capital Management Diversified 0.08 50,000k 10/1/1997 37 Clarke Capital Management Jupiter 0.39 3,000k 5/1/2005 36 Clarke Capital Management Millennium 0.70 1,000k 1/1/1998 35 EMC Capital Advisors, LLC Classic 0.70 5,000k 1/1/1985 34 Rabar Market Research Diversified Program 0.73 2,000k 1/1/1989 33 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.81 250k 10/1/2009 32 Somers Brothers Capital Diversified Futures Program #1 0.84 100k 1/1/2005 31 Wimmer Horizon LLP Managed Account 0.94 5,000k 5/1/2005 30 Mobius Asset Management Diversified Program 1.13 250k 3/1/2004 29 Ancile Capital Management Global Markets Program 1.35 2,000k 4/1/2005 28 Diamond Capital Management Enhanced S&P Program 1.43 100k 10/1/2009 27 Cauldron Investments, LLC Stock Index Plus 1.46 1,000k 10/1/2009 26 Saxon Investment Corporation Diversified Program 1.48 3,000k 9/1/1988 25 Auspice Capital Advisors Ltd Auspice Diversified Program 1.52 1,500k 4/1/2006 24 Welton Investment Partners Welton Global 1.55 10,000k 6/1/2004 23 Chesapeake Capital Diversified (LV) 1.62 100k 2/1/1988 22 Angle Capital Management LLC AIP Program 1.68 100k 1/1/2010 21 Millburn Corporation Commodity Program 1.78 25,000k 3/1/2005 20 Red Rock Capital, LLC Systematic Global Macro 1.89 500k 9/1/2003 19 Robinson-Langley Capital Management, LLC Managed Account Program 1.97 200k 1/1/2007 18 Mulvaney Capital Management The Mulvaney Global Markets Fund 2.07 100k 5/1/1999 17 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index 2.23 5,000k 12/1/2010 16 Blackwater Capital Management Global Program 2.27 5,000k 7/1/2005 15 John Locke Investments JL Commodity Long Flat Program 2.51 5,000k 12/1/2007 14 Saxon Investment Corporation Aggressive Diversified Program 2.57 2,000k 11/1/1993 13 ISAM ISAM Systematic Trend Fund 2.78 1,000k 6/1/2001 12 Heyden & Steindl GmbH TOMAC2 3.02 5,000k 3/1/2003 11 M.S. Capital Management Global Diversified Program 3.40 2,000k 11/1/1998 10 Drury Capital Diversified Trend-Following Program 3.49 5,000k 5/1/1997 9 DUNN Capital Management World Monetary and Agriculture Program (WMA) 3.69 100k 11/1/1984 8 Dreiss Research Corporation Diversified Program 3.91 1,000k 5/1/1991 7 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) 3.96 200k 11/1/1999 6 Kelly Angle Inc. Genesis Program 4.00 2,000k 4/1/2000 5 DUNN Capital Management D'Best Futures Fund, L.P. 4.37 100k 6/1/1994 4 Parizek Capital Futures Trading Program 5.22 500k 4/1/2000 3 DUNN Capital Management DUNN Combined Fund (DCF) 5.81 100k 5/1/1989 2 Insignia Managed Capital Medallion 5.86 50k 2/1/2009 1 QQFund.com Investment Program 1 6.92 500k 9/1/2008 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.