Trend Following Strategy Index For September 2012 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 2012 Min Inv Inception 134 Dreiss Research Corporation Diversified Program -10.34 1,000k 5/1/1991 133 Mulvaney Capital Management The Mulvaney Global Markets Fund -8.58 100k 5/1/1999 132 Altradis Capital AG AlphAlgo -6.88 100k 5/1/2007 131 Southwest Managed Investments, LLC Global Diversified -6.69 200k 1/1/2002 130 Superfund Group Superfund Green L.P. Series B -6.15 5k 10/1/2002 129 Chesapeake Capital Diversified (LV) -5.69 100k 2/1/1988 128 Conquest Capital Group Conquest Macro -5.36 250k 5/1/1999 127 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -5.30 0k 11/1/1996 126 Clarke Capital Management Global Basic -5.14 50k 2/1/1996 125 Clarke Capital Management Jupiter -4.92 3,000k 5/1/2005 124 IDS Capital IDS F&F Systematic Trading -4.90 50k 7/1/2013 123 Hyman Beck and Company Global Portfolio -4.88 1,000k 3/1/1991 122 Wimmer Horizon LLP Managed Account -4.88 5,000k 5/1/2005 121 Superfund Group Superfund Green Master -4.73 2,000k 5/1/2001 120 Superfund Group Superfund Green GCT USD -4.59 15k 1/1/2000 119 Wavefront Global Asset Management IMFC Global Investment Program -4.51 2,000k 2/1/2007 118 Alder Capital DAC Alder Global 20 -4.50 2,500k 2/1/2001 117 Wavefront Global Asset Management IMFC Global Concentrated -4.45 500k 4/1/2009 116 DUNN Capital Management World Monetary and Agriculture Program (WMA) -4.37 100k 11/1/1984 115 Superfund Group Superfund Green L.P. Series A -4.31 5k 10/1/2002 114 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.94 1,000k 3/1/2003 113 Millburn Corporation Commodity Program -3.75 25,000k 3/1/2005 112 Kelly Angle Inc. Genesis Program -3.46 2,000k 4/1/2000 111 Auspice Capital Advisors Ltd Auspice Diversified Program -3.46 1,500k 4/1/2006 110 Drury Capital Diversified Trend-Following Program -3.41 5,000k 5/1/1997 109 DUNN Capital Management D'Best Futures Fund, L.P. -3.39 100k 6/1/1994 108 ROW Asset Managment Row Diversified Fund, L.P. -3.38 1,000k 11/1/2011 107 Lynx Asset Management AB Lynx Program -3.36 75k 5/1/2000 106 Red Rock Capital, LLC Systematic Global Macro -3.28 500k 9/1/2003 105 Neural Capital Ltd Sentinel Trading Program -3.23 2,000k 1/1/2006 104 John Locke Investments Cyril Systematic Program -3.08 8,000k 7/1/2000 103 Transtrend B.V. DTP – Enhanced Risk (USD) -3.07 10,000k 1/1/1995 102 Purple Valley Capital, Inc. Diversified Trend 1 -2.98 100k 8/1/2008 101 Transtrend B.V. DTP – Enhanced Risk (JPY) -2.96 10,000k 8/1/2004 100 Robinson-Langley Capital Management, LLC Managed Account Program -2.96 200k 1/1/2007 99 Blackwater Capital Management Global Program -2.96 5,000k 7/1/2005 98 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.94 10,000k 8/1/1999 97 Estlander & Partners Alpha Trend II - Class P -2.91 100k 12/1/2008 96 Rabar Market Research Diversified Program -2.91 2,000k 1/1/1989 95 Clarke Capital Management Millennium -2.90 1,000k 1/1/1998 94 Superfund Group Superfund Green Q-AG -2.87 2k 3/1/1996 93 Welton Investment Partners Welton Global -2.86 10,000k 6/1/2004 92 Hawksbill Capital Management Global Diversified -2.61 5,000k 11/1/1988 91 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -2.55 100k 1/1/2005 90 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.19 250k 5/1/2011 89 Winton Capital Management Diversified -2.18 50,000k 10/1/1997 88 AllMountain Capital AG Mount Denali Global Trends -2.16 160k 7/1/2007 87 Alder Capital DAC Alder Global 10 -2.10 250k 10/1/2000 86 Tactical Investment Management Tactical Institutional Commodity Program -2.06 10,000k 4/1/1993 85 DUNN Capital Management DUNN Combined Fund (DCF) -2.03 100k 5/1/1989 84 Transtrend B.V. DTP – Standard Risk (EUR) -2.01 10,000k 2/1/1999 83 Clarke Capital Management FX Plus -2.01 1,000k 5/1/2004 82 Somers Brothers Capital Diversified Futures Program #1 -1.90 100k 1/1/2005 81 Liberty Funds Group, Inc Liberty Wealth Protection Fund -1.89 250k 10/1/2009 80 M.S. Capital Management Global Diversified Program -1.88 2,000k 11/1/1998 79 Melissinos Trading Eupatrid Program -1.71 50k 1/1/2011 78 Mark J. Walsh Company Standard Program -1.70 2,000k 9/1/1985 77 SCT Capital Management The Adaptive Quant Trading (AQT) Program -1.64 10,000k 8/1/2009 76 Ancile Capital Management Global Markets Program -1.64 2,000k 4/1/2005 75 ISAM ISAM Systematic Trend Fund -1.24 1,000k 6/1/2001 74 EMC Capital Advisors, LLC Classic -1.20 5,000k 1/1/1985 73 Seven Capital Management Seven Absolute Return -1.10 100k 6/1/2009 72 Eckhardt Trading Company Evolution Strategies 1.2X -1.05 10,000k 10/1/1991 71 Clarke Capital Management Global Magnum -1.00 100k 8/1/1997 70 Pacific Capital Advisors Vanguard Program -0.97 100k 4/1/2007 69 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -0.96 200k 11/1/1999 68 Eckhardt Trading Company Evolution Strategies -0.95 20,000k 8/1/1991 67 Conquest Capital Group Conquest Select -0.93 250k 6/1/2004 66 Gladius Asset Management Fulham Program -0.91 2,000k 1/1/2008 65 Adamah Capital LLC Asset Allocator Program -0.90 50k 3/1/2011 64 Rabar Market Research Short-Term Program -0.76 2,000k 11/1/2009 63 Estlander & Partners Alpha Trend -0.75 30,000k 10/1/1991 62 FTC Capital GmbH FTC Global Diversified -0.71 0k 3/1/2012 61 Quantica Capital AG Quantica Diversified FX -0.58 5,000k 3/1/2007 60 Quantica Capital AG Quantica Managed Futures -0.52 5,000k 1/1/2005 59 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.51 100k 1/1/2000 58 Superfund Group Superfund Green Gold L.P. Series B-1 -0.44 5k 4/1/2009 57 Eclipse Capital Management Global Monetary -0.38 5,000k 8/1/1990 56 Parizek Capital Currency Program -0.35 1,000k 4/1/2006 55 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.34 250k 10/1/2009 54 Quality Capital Management Global Diversified Programme -0.31 10,000k 12/1/1995 53 Mobius Asset Management Diversified Program -0.30 250k 3/1/2004 52 Superfund Group Superfund Green Gold C (SPC) -0.27 100k 10/1/2005 51 Clarke Capital Management Worldwide -0.27 250k 1/1/1996 50 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -0.22 5,000k 12/1/2010 49 Deep Field Capital AG SINGULARITY Fund -0.19 100k 9/1/2011 48 Gap Partners LLC Gap -0.18 250k 11/1/2009 47 Estlander & Partners Freedom -0.09 20,000k 8/1/2010 46 Mehnert Capital Management, LLC DTP (Client) 0.00 1,000k 3/1/2012 45 John Locke Investments JL Commodity Long Flat Program 0.01 5,000k 12/1/2007 44 Parizek Capital Futures Trading Program 0.05 500k 4/1/2000 43 Superfund Group Superfund Blue SPC Class A (EUR) 0.08 50k 4/1/2005 42 Angle Capital Management LLC AIP Program 0.20 100k 1/1/2010 41 Saxon Investment Corporation Diversified Program 0.25 3,000k 9/1/1988 40 Rho Asset Management Rho Altius 1XL Program 0.41 5,000k 11/1/2007 39 Vergho Asset Management LLC Kinematics 0.47 1,000k 11/1/2008 38 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.48 1k 10/1/2006 37 Future Trade AG Thales Swing Trading Programme 0.49 250k 6/1/2007 36 Estlander & Partners Global Markets 0.52 10,000k 8/1/1999 35 Saxon Investment Corporation Aggressive Diversified Program 0.55 2,000k 11/1/1993 34 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.56 100k 1/1/2012 33 UNISystems Research Inc. Wall Street Program 0.66 20k 8/1/2011 32 Mobius Asset Management Custom Trading Program 0.75 100k 1/1/2002 31 Superfund Group Superfund Green Gold B (SPC) 0.97 50k 10/1/2005 30 Alee Capital Management, LLC Mistral Program 1.03 2,500k 1/1/1999 29 Estlander & Partners Global XL 1.07 5,000k 8/1/1991 28 RAM Management Group RAM MRTP 1X-Conservative 1.25 1,000k 9/1/1993 27 Insignia Managed Capital Medallion 1.40 50k 2/1/2009 26 Superfund Group Superfund Green Gold L.P. Series A-1 1.48 5k 4/1/2009 25 Alee Capital Management, LLC Poniente Program 1.55 2,500k 1/1/1999 24 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 1.56 1,000k 9/1/2009 23 Rotella Capital Management Rotella Orion (Short-Term) Program 1.74 10,000k 3/1/2006 22 HASAFUMA FX Momentum 1.74 30k 7/1/2012 21 Diamond Capital Management Enhanced S&P Program 1.92 100k 10/1/2009 20 Cauldron Investments, LLC Stock Index Plus 1.95 1,000k 10/1/2009 19 Superfund Group Superfund Blue SPC Class A (Gold) 2.20 50k 12/1/2007 18 QQFund.com Investment Program 1 2.21 500k 9/1/2008 17 Superfund Group Superfund Green Gold A (SPC) 2.22 5k 10/1/2005 16 Amplitude Capital International Limited Klassik Strategy 2.25 1,000k 9/1/2009 15 IStar Capital B.V. IStar Systematic Fund 2.39 1,000k 9/1/2011 14 Rotella Capital Management Rotella Polaris Program (Diversified) 2.50 10,000k 1/1/1991 13 Briarwood Capital Management, Inc. Diversified 2XL 2.56 250k 11/1/2004 12 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A 2.76 100k 3/1/2003 11 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A 2.79 100k 10/1/2009 10 Keck Capital Management LLC The Keck Program 2.93 2,000k 12/1/2003 9 Serac, LLC Diversified Reversal Program 3.89 200k 4/1/2011 8 RAM Management Group MRTP Aggressive 3.97 1,000k 2/1/1998 7 Covenant Capital Management Original Program 4.04 5,000k 9/1/1999 6 ALFAKRAFT ALFA Commodity Fund 4.05 16k 6/1/2010 5 Heyden & Steindl GmbH TOMAC2 4.51 5,000k 3/1/2003 4 Quantum Leap Capital Management Managed Account Program 4.70 300k 8/1/2006 3 Covenant Capital Management Aggressive Program 6.19 3,000k 2/1/2004 2 Acorn Global Investments Inc. Acorn Diversified Program 9.96 10k 7/1/2005 1 HASAFUMA Börstjänaren Hedgehog 20.85 60k 5/1/2012 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.