Trend Following Strategy Index For June 2012

Monthly Rankings

Rank CTA/Program Jun 2012 Min Inv Inception
133 Superfund Group
Superfund Green Master
-20.86 2,000k 5/1/2001
132 Superfund Group
Superfund Green Gold C (SPC)
-20.17 100k 10/1/2005
131 Angle Capital Management LLC
AIP Program
-19.00 100k 1/1/2010
130 Mulvaney Capital Management
The Mulvaney Global Markets Program
-18.12 100k 5/1/1999
129 Clarke Capital Management
Jupiter
-18.04 3,000k 5/1/2005
128 Dreiss Research Corporation
Diversified Program
-17.74 1,000k 5/1/1991
127 Keck Capital Management LLC
The Keck Program
-17.73 2,000k 12/1/2003
126 Estlander & Partners
Alpha Trend II - Class P
-16.41 100k 12/1/2008
125 Clarke Capital Management
Worldwide
-15.64 250k 1/1/1996
124 Superfund Group
Superfund Green GCT USD
-15.57 15k 1/1/2000
123 Superfund Group
Superfund Green Gold B (SPC)
-14.78 50k 10/1/2005
122 Clarke Capital Management
Millennium
-14.40 1,000k 1/1/1998
121 Superfund Group
Superfund Green L.P. Series B
-14.25 5k 10/1/2002
120 Conquest Capital Group
Conquest Macro
-14.15 250k 5/1/1999
119 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-13.23 100k 11/1/1984
118 Superfund Group
Superfund Green Gold L.P. Series B-1
-12.93 5k 4/1/2009
117 Kelly Angle Inc.
Genesis Program
-12.58 2,000k 4/1/2000
116 Robinson-Langley Capital Management, LLC
Managed Account Program
-12.45 200k 1/1/2007
115 Blackwater Capital Management
Global Program
-12.41 5,000k 7/1/2005
114 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-12.20 200k 11/1/1999
113 Purple Valley Capital, Inc.
Diversified Trend 1
-11.62 100k 8/1/2008
112 DUNN Capital Management
D'Best Futures Fund, L.P.
-11.13 100k 6/1/1994
111 Superfund Group
Superfund Green L.P. Series A
-9.42 5k 10/1/2002
110 Conquest Capital Group
Conquest Select
-9.28 250k 6/1/2004
109 Superfund Group
Superfund Green Gold A (SPC)
-9.26 5k 10/1/2005
108 Superfund Group
Superfund Green Q-AG
-8.94 2k 3/1/1996
107 M.S. Capital Management
Global Diversified Program
-8.94 2,000k 11/1/1998
106 Hyman Beck and Company
Global Portfolio
-8.69 1,000k 3/1/1991
105 Hawksbill Capital Management
Global Diversified
-8.65 5,000k 11/1/1988
104 Estlander & Partners
Global XL
-8.34 5,000k 8/1/1991
103 Altradis Capital AG
AlphAlgo
-8.32 100k 5/1/2007
102 Clarke Capital Management
FX Plus
-8.04 1,000k 5/1/2004
101 Superfund Group
Superfund Green Gold L.P. Series A-1
-7.91 5k 4/1/2009
100 Drury Capital
Diversified Trend-Following Program
-7.50 5,000k 5/1/1997
99 Eckhardt Trading Company
Evolution Strategies 1.2X
-7.49 10,000k 10/1/1991
98 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-7.40 1,000k 3/1/2003
97 Beach Horizon LLP
Managed Account
-7.37 5,000k 5/1/2005
96 Insignia Managed Capital
Medallion
-7.37 50k 2/1/2009
95 ISAM
ISAM Systematic Trend Fund
-7.30 1,000k 6/1/2001
94 Mark J. Walsh Company
Standard Program
-7.27 2,000k 9/1/1985
93 Melissinos Trading
Eupatrid Program
-6.88 50k 1/1/2011
92 Clarke Capital Management
Global Magnum
-6.72 100k 8/1/1997
91 Eckhardt Trading Company
Evolution Strategies
-6.71 20,000k 8/1/1991
90 EMC Capital Advisors, LLC
Classic
-6.40 5,000k 1/1/1985
89 Somers Brothers Capital
Diversified Futures Program #1
-6.34 100k 1/1/2005
88 Estlander & Partners
Freedom
-6.32 20,000k 8/1/2010
87 Southwest Managed Investments, LLC
Global Diversified
-6.27 200k 1/1/2002
86 Auspice Capital Advisors Ltd
Auspice Diversified Program
-6.16 1,500k 4/1/2006
85 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.07 100k 5/1/1989
84 Lynx Asset Management AB
Lynx Program
-6.05 75k 5/1/2000
83 Wavefront Global Asset Management
IMFC Global Investment Program
-6.02 2,000k 2/1/2007
82 Covenant Capital Management
Aggressive Program
-5.89 3,000k 2/1/2004
81 Parizek Capital
Futures Trading Program
-5.79 500k 4/1/2000
80 Eclipse Capital Management
Global Monetary
-5.79 5,000k 8/1/1990
79 Heyden & Steindl GmbH
TOMAC2
-5.76 5,000k 3/1/2003
78 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-5.74 250k 10/1/2009
77 Quantum Leap Capital Management
Managed Account Program
-5.50 300k 8/1/2006
76 John Locke Investments
Cyril Systematic Program
-5.49 8,000k 7/1/2000
75 Red Rock Capital, LLC
Systematic Global Macro
-5.47 500k 9/1/2003
74 IDS Capital
IDS F&F Systematic Trading
-5.40 50k 7/1/2013
73 Serac, LLC
Diversified Reversal Program
-5.38 200k 4/1/2011
72 Amplitude Capital International Limited
Klassik Strategy
-5.35 1,000k 9/1/2009
71 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-5.33 10,000k 8/1/2004
70 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-5.28 10,000k 8/1/1999
69 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.27 10,000k 1/1/1995
68 Estlander & Partners
Alpha Trend
-5.21 30,000k 10/1/1991
67 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-5.16 1,000k 9/1/2009
66 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.12 0k 11/1/1996
65 ALFAKRAFT
ALFA Commodity Fund
-4.90 16k 6/1/2010
64 Welton Investment Partners
Welton Global
-4.71 10,000k 6/1/2004
63 Parizek Capital
Currency Program
-4.49 1,000k 4/1/2006
62 Rabar Market Research
Diversified Program
-4.39 2,000k 1/1/1989
61 Chesapeake Capital
Diversified (LV)
-4.29 100k 2/1/1988
60 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.28 100k 3/1/2003
59 Wavefront Global Asset Management
IMFC Global Concentrated
-4.27 500k 4/1/2009
58 Estlander & Partners
Global Markets
-4.19 10,000k 8/1/1999
57 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.18 100k 10/1/2009
56 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-4.02 1k 10/1/2006
55 Covenant Capital Management
Original Program
-3.96 5,000k 9/1/1999
54 AllMountain Capital AG
Mount Denali Global Trends
-3.83 160k 7/1/2007
53 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.70 10,000k 1/1/1991
52 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.60 10,000k 2/1/1999
51 Millburn Corporation
Commodity Program
-3.45 25,000k 3/1/2005
50 Neural Capital Ltd
Sentinel Trading Program
-3.42 2,000k 1/1/2006
49 Quality Capital Management
Global Diversified Programme
-3.33 10,000k 12/1/1995
48 Winton Capital Management
Diversified
-3.17 50,000k 10/1/1997
47 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.89 250k 5/1/2011
46 Future Trade AG
Thales Swing Trading Programme
-2.87 250k 6/1/2007
45 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.81 100k 1/1/2000
44 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.67 50k 4/1/2005
43 Rho Asset Management
Rho Altius 1XL Program
-2.64 5,000k 11/1/2007
42 Superfund Group
Superfund Blue SPC Class A (Gold)
-2.41 50k 12/1/2007
41 Acorn Global Investments Inc.
Acorn Diversified Program
-2.30 10k 7/1/2005
40 Quantica Capital AG
Quantica Managed Futures
-2.11 5,000k 1/1/2005
39 Clarke Capital Management
Global Basic
-1.76 50k 2/1/1996
38 Rabar Market Research
Short-Term Program
-1.72 2,000k 11/1/2009
37 RAM Management Group
MRTP Aggressive
-1.58 1,000k 2/1/1998
36 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-1.54 100k 1/1/2005
35 Gladius Asset Management
Fulham Program
-1.51 2,000k 1/1/2008
34 HASAFUMA
Börstjänaren Hedgehog
-1.47 100k 5/1/2012
33 FTC Capital GmbH
FTC Global Diversified
-1.29 0k 3/1/2012
32 ROW Asset Managment
Row Diversified Fund, L.P.
-0.77 1,000k 11/1/2011
31 Tactical Investment Management
Tactical Institutional Commodity Program
-0.71 10,000k 4/1/1993
30 Mobius Asset Management
Custom Trading Program
-0.64 100k 1/1/2002
29 Briarwood Capital Management, Inc.
Diversified 2XL
-0.56 250k 11/1/2004
28 RAM Management Group
RAM MRTP 1X-Conservative
-0.53 1,000k 9/1/1993
27 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.41 5,000k 12/1/2010
26 Gap Partners LLC
Gap
-0.17 250k 11/1/2009
25 Vergho Asset Management LLC
Kinematics
-0.11 1,000k 11/1/2008
24 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.06 10,000k 8/1/2009
23 Saxon Investment Corporation
Diversified Program
-0.01 3,000k 9/1/1988
22 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.00 10,000k 3/1/2006
18 Saxon Investment Corporation
Aggressive Diversified Program
0.00 2,000k 11/1/1993
19 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
20 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
21 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
17 Mobius Asset Management
Diversified Program
0.39 250k 3/1/2004
16 UNISystems Research Inc.
Wall Street Program
0.49 20k 8/1/2011
15 Quantica Capital AG
Quantica Diversified FX
0.53 5,000k 3/1/2007
14 IStar Capital B.V.
IStar Systematic Fund
0.69 1,000k 9/1/2011
13 John Locke Investments
JL Commodity Long Flat Program
0.89 5,000k 12/1/2007
12 Ancile Capital Management
Global Markets Program
1.07 2,000k 4/1/2005
11 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.21 250k 10/1/2009
10 Seven Capital Management
Seven Absolute Return
1.32 100k 6/1/2009
9 Pacific Capital Advisors
Vanguard Program
1.34 100k 4/1/2007
8 Alder Capital DAC
Alder Global 10
1.90 2,500k 10/1/2000
7 Deep Field Capital AG
SINGULARITY Fund
2.27 100k 9/1/2011
6 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
2.50 100k 1/1/2012
5 Adamah Capital LLC
Asset Allocator Program
2.70 50k 3/1/2011
4 Alder Capital DAC
Alder Global 20
3.80 2,500k 2/1/2001
3 Diamond Capital Management
Enhanced S&P Program
3.90 100k 10/1/2009
2 Cauldron Investments, LLC
Stock Index Plus
4.00 1,000k 10/1/2009
1 QQFund.com
Investment Program 1
9.91 300k 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.

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