Trend Following Strategy Index For July 2012

Monthly Rankings

Rank CTA/Program Jul 2012 Min Inv Inception
134 DUNN Capital Management
DUNN Combined Fund (DCF)
-7.50 100k 5/1/1989
133 Serac, LLC
Diversified Reversal Program
-5.85 200k 4/1/2011
132 Heyden & Steindl GmbH
TOMAC2
-5.44 5,000k 3/1/2003
131 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-5.26 100k 10/1/2009
130 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-5.06 100k 3/1/2003
129 Parizek Capital
Currency Program
-5.05 1,000k 4/1/2006
128 Superfund Group
Superfund Blue SPC Class A (EUR)
-4.83 50k 4/1/2005
127 Clarke Capital Management
Global Basic
-2.73 50k 2/1/1996
126 Mobius Asset Management
Custom Trading Program
-2.59 100k 1/1/2002
125 Superfund Group
Superfund Blue SPC Class A (Gold)
-1.69 50k 12/1/2007
124 FTC Capital GmbH
FTC Global Diversified
-1.60 0k 3/1/2012
123 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.45 100k 1/1/2000
122 DUNN Capital Management
D'Best Futures Fund, L.P.
-1.24 100k 6/1/1994
121 Future Trade AG
Thales Swing Trading Programme
-0.99 250k 6/1/2007
120 Neural Capital Ltd
Sentinel Trading Program
-0.98 2,000k 1/1/2006
119 Gap Partners LLC
Gap
-0.64 250k 11/1/2009
118 Pacific Capital Advisors
Vanguard Program
-0.49 100k 4/1/2007
117 Vergho Asset Management LLC
Kinematics
-0.46 1,000k 11/1/2008
116 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.46 100k 1/1/2012
115 Mobius Asset Management
Diversified Program
-0.38 250k 3/1/2004
114 HASAFUMA
Börstjänaren Hedgehog
-0.17 100k 5/1/2012
110 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
111 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
112 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
113 HASAFUMA
FX Momentum
0.00 30k 7/1/2012
109 IStar Capital B.V.
IStar Systematic Fund
0.07 1,000k 9/1/2011
108 EMC Capital Advisors, LLC
Classic
0.30 5,000k 1/1/1985
107 Diamond Capital Management
Enhanced S&P Program
0.38 100k 10/1/2009
106 Cauldron Investments, LLC
Stock Index Plus
0.39 1,000k 10/1/2009
105 AllMountain Capital AG
Mount Denali Global Trends
0.57 160k 7/1/2007
104 Altradis Capital AG
AlphAlgo
0.67 100k 5/1/2007
103 Saxon Investment Corporation
Diversified Program
0.74 3,000k 9/1/1988
102 Wavefront Global Asset Management
IMFC Global Concentrated
0.92 500k 4/1/2009
101 Insignia Managed Capital
Medallion
0.93 50k 2/1/2009
100 Parizek Capital
Futures Trading Program
1.07 500k 4/1/2000
99 Wavefront Global Asset Management
IMFC Global Investment Program
1.22 2,000k 2/1/2007
98 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.23 100k 1/1/2005
97 Seven Capital Management
Seven Absolute Return
1.32 100k 6/1/2009
96 Auspice Capital Advisors Ltd
Auspice Diversified Program
1.32 1,500k 4/1/2006
95 Millburn Corporation
Commodity Program
1.34 25,000k 3/1/2005
94 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.48 10,000k 8/1/2009
93 Acorn Global Investments Inc.
Acorn Diversified Program
1.50 10k 7/1/2005
92 Saxon Investment Corporation
Aggressive Diversified Program
1.60 2,000k 11/1/1993
91 IDS Capital
IDS F&F Systematic Trading
1.60 50k 7/1/2013
90 Conquest Capital Group
Conquest Select
1.69 250k 6/1/2004
89 Rho Asset Management
Rho Altius 1XL Program
1.88 5,000k 11/1/2007
88 Superfund Group
Superfund Green Gold L.P. Series A-1
1.92 5k 4/1/2009
87 Quantum Leap Capital Management
Managed Account Program
1.99 300k 8/1/2006
86 UNISystems Research Inc.
Wall Street Program
2.01 20k 8/1/2011
85 Conquest Capital Group
Conquest Macro
2.05 250k 5/1/1999
84 Rabar Market Research
Short-Term Program
2.07 2,000k 11/1/2009
83 Superfund Group
Superfund Green Q-AG
2.23 2k 3/1/1996
82 ALFAKRAFT
ALFA Commodity Fund
2.33 16k 6/1/2010
81 Superfund Group
Superfund Green Gold A (SPC)
2.34 5k 10/1/2005
80 Southwest Managed Investments, LLC
Global Diversified
2.35 200k 1/1/2002
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.38 1k 10/1/2006
78 Clarke Capital Management
FX Plus
2.41 1,000k 5/1/2004
77 Gladius Asset Management
Fulham Program
2.45 2,000k 1/1/2008
76 Deep Field Capital AG
SINGULARITY Fund
2.51 100k 9/1/2011
75 Superfund Group
Superfund Green L.P. Series A
2.54 5k 10/1/2002
74 QQFund.com
Investment Program 1
2.54 300k 9/1/2008
73 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.70 10,000k 1/1/1991
72 Rabar Market Research
Diversified Program
2.72 2,000k 1/1/1989
71 Transtrend B.V.
DTP – Standard Risk (EUR)
2.92 10,000k 2/1/1999
70 Clarke Capital Management
Global Magnum
2.98 100k 8/1/1997
69 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
2.99 1,000k 9/1/2009
68 Superfund Group
Superfund Green Gold L.P. Series B-1
3.10 5k 4/1/2009
67 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
3.11 5,000k 12/1/2010
66 Drury Capital
Diversified Trend-Following Program
3.17 5,000k 5/1/1997
65 Beach Horizon LLP
Managed Account
3.24 5,000k 5/1/2005
64 Kelly Angle Inc.
Genesis Program
3.31 2,000k 4/1/2000
63 Amplitude Capital International Limited
Klassik Strategy
3.39 1,000k 9/1/2009
62 Superfund Group
Superfund Green L.P. Series B
3.40 5k 10/1/2002
61 Superfund Group
Superfund Green Gold B (SPC)
3.62 50k 10/1/2005
60 Hyman Beck and Company
Global Portfolio
3.67 1,000k 3/1/1991
59 Estlander & Partners
Alpha Trend
3.87 30,000k 10/1/1991
58 Superfund Group
Superfund Green GCT USD
3.96 15k 1/1/2000
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.01 1,000k 3/1/2003
56 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.04 10,000k 1/1/1995
55 ISAM
ISAM Systematic Trend Fund
4.12 1,000k 6/1/2001
54 Transtrend B.V.
DTP – Enhanced Risk (JPY)
4.15 10,000k 8/1/2004
53 John Locke Investments
JL Commodity Long Flat Program
4.29 5,000k 12/1/2007
52 Quantica Capital AG
Quantica Managed Futures
4.31 5,000k 1/1/2005
51 Transtrend B.V.
DTP – Enhanced Risk (EUR)
4.35 10,000k 8/1/1999
50 Winton Capital Management
Diversified
4.41 50,000k 10/1/1997
49 Hawksbill Capital Management
Global Diversified
4.42 5,000k 11/1/1988
48 RAM Management Group
RAM MRTP 1X-Conservative
4.47 1,000k 9/1/1993
47 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.53 100k 11/1/1984
46 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.70 250k 10/1/2009
45 Robinson-Langley Capital Management, LLC
Managed Account Program
4.75 200k 1/1/2007
44 Eclipse Capital Management
Global Monetary
4.85 5,000k 8/1/1990
43 ROW Asset Managment
Row Diversified Fund, L.P.
4.90 1,000k 11/1/2011
42 Superfund Group
Superfund Green Gold C (SPC)
4.90 100k 10/1/2005
41 Quantica Capital AG
Quantica Diversified FX
5.03 5,000k 3/1/2007
40 Alder Capital DAC
Alder Global 10
5.10 2,500k 10/1/2000
39 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.10 200k 11/1/1999
38 Briarwood Capital Management, Inc.
Diversified 2XL
5.13 250k 11/1/2004
37 Clarke Capital Management
Millennium
5.18 1,000k 1/1/1998
36 Superfund Group
Superfund Green Master
5.22 2,000k 5/1/2001
35 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
5.26 250k 10/1/2009
34 Welton Investment Partners
Welton Global
5.27 10,000k 6/1/2004
33 Red Rock Capital, LLC
Systematic Global Macro
5.29 500k 9/1/2003
32 Adamah Capital LLC
Asset Allocator Program
5.30 50k 3/1/2011
31 Angle Capital Management LLC
AIP Program
5.42 100k 1/1/2010
30 Estlander & Partners
Global Markets
5.56 10,000k 8/1/1999
29 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.65 10,000k 3/1/2006
28 Clarke Capital Management
Jupiter
5.79 3,000k 5/1/2005
27 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.79 0k 11/1/1996
26 Chesapeake Capital
Diversified (LV)
5.85 100k 2/1/1988
25 Dixon Midland Company LLC
Dixon Midland Diversified LLC
5.95 250k 5/1/2011
24 Blackwater Capital Management
Global Program
5.98 5,000k 7/1/2005
23 Mark J. Walsh Company
Standard Program
6.01 2,000k 9/1/1985
22 Estlander & Partners
Freedom
6.14 20,000k 8/1/2010
21 Keck Capital Management LLC
The Keck Program
6.24 2,000k 12/1/2003
20 John Locke Investments
Cyril Systematic Program
6.45 8,000k 7/1/2000
19 Melissinos Trading
Eupatrid Program
6.80 50k 1/1/2011
18 Quality Capital Management
Global Diversified Programme
6.83 10,000k 12/1/1995
17 M.S. Capital Management
Global Diversified Program
6.90 2,000k 11/1/1998
16 Lynx Asset Management AB
Lynx Program
6.97 75k 5/1/2000
15 Covenant Capital Management
Original Program
8.02 5,000k 9/1/1999
14 Eckhardt Trading Company
Evolution Strategies
8.29 20,000k 8/1/1991
13 Clarke Capital Management
Worldwide
8.95 250k 1/1/1996
12 Eckhardt Trading Company
Evolution Strategies 1.2X
9.29 10,000k 10/1/1991
11 Somers Brothers Capital
Diversified Futures Program #1
10.27 100k 1/1/2005
10 Alder Capital DAC
Alder Global 20
10.40 2,500k 2/1/2001
9 Purple Valley Capital, Inc.
Diversified Trend 1
10.47 100k 8/1/2008
8 Estlander & Partners
Global XL
11.36 5,000k 8/1/1991
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
11.38 100k 5/1/1999
6 Covenant Capital Management
Aggressive Program
11.94 3,000k 2/1/2004
5 Estlander & Partners
Alpha Trend II - Class P
12.39 100k 12/1/2008
4 Ancile Capital Management
Global Markets Program
12.59 2,000k 4/1/2005
3 RAM Management Group
MRTP Aggressive
13.81 1,000k 2/1/1998
2 Dreiss Research Corporation
Diversified Program
14.96 1,000k 5/1/1991
1 Tactical Investment Management
Tactical Institutional Commodity Program
21.17 10,000k 4/1/1993

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan