Trend Following Strategy Index For October 2013

Monthly Rankings

Rank CTA/Program Oct 2013 Min Inv Inception
134 Purple Valley Capital, Inc.
Diversified Trend 1
-15.59 100k 8/1/2008
133 RAM Management Group
MRTP Aggressive
-7.05 1,000k 2/1/1998
132 Clarke Capital Management
Global Basic
-6.41 50k 2/1/1996
131 Hawksbill Capital Management
Global Diversified
-6.34 5,000k 11/1/1988
130 Serac, LLC
Diversified Reversal Program
-5.80 200k 4/1/2011
129 Heyden & Steindl GmbH
TOMAC2
-5.53 5,000k 3/1/2003
128 HASAFUMA
Börstjänaren Hedgehog
-4.45 100k 5/1/2012
127 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-3.72 250k 10/1/2009
126 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-3.71 100k 10/1/2009
125 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-3.62 100k 3/1/2003
124 Quantum Leap Capital Management
Managed Account Program
-3.47 300k 8/1/2006
123 Neural Capital Ltd
Sentinel Trading Program
-2.94 2,000k 1/1/2006
122 Clarke Capital Management
Global Magnum
-2.52 100k 8/1/1997
121 Clarke Capital Management
Worldwide
-2.36 250k 1/1/1996
120 RAM Management Group
RAM MRTP 1X-Conservative
-2.30 1,000k 9/1/1993
119 Deep Field Capital AG
SINGULARITY Fund
-2.30 100k 9/1/2011
118 Pacific Capital Advisors
Vanguard Program
-2.30 100k 4/1/2007
117 Rho Asset Management
Rho Altius 1XL Program
-2.09 5,000k 11/1/2007
116 Southwest Managed Investments, LLC
Global Diversified
-2.04 200k 1/1/2002
115 Millburn Corporation
Commodity Program
-1.83 25,000k 3/1/2005
114 Briarwood Capital Management, Inc.
Diversified 2XL
-1.67 250k 11/1/2004
113 Rabar Market Research
Short-Term Program
-1.44 2,000k 11/1/2009
112 John Locke Investments
JL Commodity Long Flat Program
-1.31 5,000k 12/1/2007
111 Somers Brothers Capital
Diversified Futures Program #1
-1.16 100k 1/1/2005
110 Parizek Capital
Currency Program
-0.99 1,000k 4/1/2006
109 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.93 100k 1/1/2000
108 Parizek Capital
Futures Trading Program
-0.91 500k 4/1/2000
107 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-0.86 5,000k 12/1/2010
106 Mehnert Capital Management, LLC
DTP (Client)
-0.86 1,000k 3/1/2012
105 Conquest Capital Group
Conquest Macro
-0.82 250k 5/1/1999
104 Rabar Market Research
Diversified Program
-0.76 2,000k 1/1/1989
103 Alee Capital Management, LLC
Poniente Program
-0.76 2,500k 1/1/1999
102 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.76 250k 10/1/2009
101 Mobius Asset Management
Diversified Program
-0.69 250k 3/1/2004
100 Adamah Capital LLC
Asset Allocator Program
-0.60 50k 3/1/2011
99 Mobius Asset Management
Custom Trading Program
-0.48 100k 1/1/2002
98 Mark J. Walsh Company
Standard Program
-0.38 2,000k 9/1/1985
97 Vergho Asset Management LLC
Kinematics
-0.33 1,000k 11/1/2008
96 Gap Partners LLC
Gap
-0.30 250k 11/1/2009
95 Saxon Investment Corporation
Aggressive Diversified Program
-0.23 2,000k 11/1/1993
94 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.17 10,000k 10/1/1991
93 Tactical Investment Management
Tactical Institutional Commodity Program
-0.11 10,000k 4/1/1993
92 Saxon Investment Corporation
Diversified Program
-0.11 3,000k 9/1/1988
91 Eckhardt Trading Company
Evolution Strategies
-0.10 20,000k 8/1/1991
90 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
89 Hyman Beck and Company
Global Portfolio
0.07 1,000k 3/1/1991
88 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.11 1,000k 3/1/2003
87 Conquest Capital Group
Conquest Select
0.17 250k 6/1/2004
86 Gladius Asset Management
Fulham Program
0.20 2,000k 1/1/2008
85 Clarke Capital Management
Millennium
0.29 1,000k 1/1/1998
84 Superfund Group
Superfund Green Gold L.P. Series A-1
0.36 5k 4/1/2009
83 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.36 250k 5/1/2011
82 HASAFUMA
FX Momentum
0.38 30k 7/1/2012
81 Red Rock Capital, LLC
Systematic Global Macro
0.51 500k 9/1/2003
80 ROW Asset Managment
Row Diversified Fund, L.P.
0.57 1,000k 11/1/2011
79 Melissinos Trading
Eupatrid Program
0.61 50k 1/1/2011
78 UNISystems Research Inc.
Wall Street Program
0.64 20k 8/1/2011
77 Alee Capital Management, LLC
Mistral Program
0.64 2,500k 1/1/1999
76 Estlander & Partners
Alpha Trend
0.69 30,000k 10/1/1991
75 Alder Capital DAC
Alder Global 10
0.70 2,500k 10/1/2000
74 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
0.73 200k 11/1/1999
73 Covenant Capital Management
Original Program
0.77 5,000k 9/1/1999
72 Quantica Capital AG
Quantica Diversified FX
0.93 5,000k 3/1/2007
71 IStar Capital B.V.
IStar Systematic Fund
0.94 1,000k 9/1/2011
70 Transtrend B.V.
DTP – Standard Risk (EUR)
0.99 10,000k 2/1/1999
69 Cauldron Investments, LLC
Stock Index Plus
1.02 1,000k 10/1/2009
68 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
1.11 100k 1/1/2012
67 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
1.13 10,000k 8/1/2009
66 Superfund Group
Superfund Blue SPC Class A (Gold)
1.18 50k 12/1/2007
65 Covenant Capital Management
Aggressive Program
1.27 3,000k 2/1/2004
64 Superfund Group
Superfund Green Gold L.P. Series B-1
1.29 5k 4/1/2009
63 Transtrend B.V.
DTP – Enhanced Risk (USD)
1.31 10,000k 1/1/1995
62 Wavefront Global Asset Management
IMFC Global Concentrated
1.33 500k 4/1/2009
61 Estlander & Partners
Freedom
1.38 20,000k 8/1/2010
60 ALFAKRAFT
ALFA Commodity Fund
1.40 16k 6/1/2010
59 Superfund Group
Superfund Green L.P. Series A
1.46 5k 10/1/2002
58 Estlander & Partners
Global Markets
1.46 10,000k 8/1/1999
57 Transtrend B.V.
DTP – Enhanced Risk (JPY)
1.49 10,000k 8/1/2004
56 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.50 10,000k 8/1/1999
55 AllMountain Capital AG
Mount Denali Global Trends
1.59 160k 7/1/2007
54 Ancile Capital Management
Global Markets Program
1.70 2,000k 4/1/2005
53 Alder Capital DAC
Alder Global 20
1.70 2,500k 2/1/2001
52 Superfund Group
Superfund Blue SPC Class A (EUR)
1.85 50k 4/1/2005
51 John Locke Investments
Cyril Systematic Program
1.86 8,000k 7/1/2000
50 Estlander & Partners
Alpha Trend II - Class P
1.96 100k 12/1/2008
49 Auspice Capital Advisors Ltd
Auspice Diversified Program
2.01 1,500k 4/1/2006
48 Acorn Global Investments Inc.
Acorn Diversified Program
2.10 10k 7/1/2005
47 Robinson-Langley Capital Management, LLC
Managed Account Program
2.12 200k 1/1/2007
46 Wavefront Global Asset Management
IMFC Global Investment Program
2.16 2,000k 2/1/2007
45 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.30 1k 10/1/2006
44 Superfund Group
Superfund Green Gold A (SPC)
2.32 5k 10/1/2005
43 Quantica Capital AG
Quantica Managed Futures
2.49 5,000k 1/1/2005
42 FTC Capital GmbH
FTC Global Diversified
2.54 0k 3/1/2012
41 Seven Capital Management
Seven Absolute Return
2.55 100k 6/1/2009
40 M.S. Capital Management
Global Diversified Program
2.58 2,000k 11/1/1998
39 EMC Capital Advisors, LLC
Classic
2.62 5,000k 1/1/1985
38 Superfund Group
Superfund Green Q-AG
2.66 2k 3/1/1996
37 Estlander & Partners
Global XL
2.85 5,000k 8/1/1991
36 Superfund Group
Superfund Green L.P. Series B
2.88 5k 10/1/2002
35 Dreiss Research Corporation
Diversified Program
2.89 1,000k 5/1/1991
34 Eclipse Capital Management
Global Monetary
2.98 5,000k 8/1/1990
33 Diamond Capital Management
Enhanced S&P Program
2.99 100k 10/1/2009
32 Clarke Capital Management
FX Plus
3.02 1,000k 5/1/2004
31 DUNN Capital Management
DUNN Combined Fund (DCF)
3.10 100k 5/1/1989
30 Winton Capital Management
Diversified
3.20 50,000k 10/1/1997
29 Beach Horizon LLP
Managed Account
3.28 5,000k 5/1/2005
28 Quality Capital Management
Global Diversified Programme
3.30 10,000k 12/1/1995
27 Amplitude Capital International Limited
Klassik Strategy
3.30 1,000k 9/1/2009
26 ISAM
ISAM Systematic Trend Fund
3.32 1,000k 6/1/2001
25 Insignia Managed Capital
Medallion
3.35 50k 2/1/2009
24 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
3.38 0k 11/1/1996
23 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
3.53 1,000k 9/1/2009
22 Superfund Group
Superfund Green GCT USD
3.57 15k 1/1/2000
21 Superfund Group
Superfund Green Gold B (SPC)
3.68 50k 10/1/2005
20 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.87 10,000k 1/1/1991
19 Blackwater Capital Management
Global Program
4.10 5,000k 7/1/2005
18 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
4.10 100k 1/1/2005
17 Chesapeake Capital
Diversified (LV)
4.60 100k 2/1/1988
16 Lynx Asset Management AB
Lynx Program
4.71 75k 5/1/2000
15 Drury Capital
Diversified Trend-Following Program
4.97 5,000k 5/1/1997
14 Superfund Group
Superfund Green Gold C (SPC)
5.28 100k 10/1/2005
13 Welton Investment Partners
Welton Global
5.29 10,000k 6/1/2004
12 Rotella Capital Management
Rotella Orion (Short-Term) Program
5.55 10,000k 3/1/2006
11 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
5.81 100k 11/1/1984
10 IDS Capital
IDS F&F Systematic Trading
6.00 50k 7/1/2013
9 Superfund Group
Superfund Green Master
6.01 2,000k 5/1/2001
8 Clarke Capital Management
Jupiter
6.31 3,000k 5/1/2005
7 Mulvaney Capital Management
The Mulvaney Global Markets Program
7.29 100k 5/1/1999
6 Kelly Angle Inc.
Genesis Program
8.02 2,000k 4/1/2000
5 DUNN Capital Management
D'Best Futures Fund, L.P.
8.45 100k 6/1/1994
4 QQFund.com
Investment Program 1
10.17 300k 9/1/2008
3 Angle Capital Management LLC
AIP Program
14.35 100k 1/1/2010
2 Keck Capital Management LLC
The Keck Program
15.74 2,000k 12/1/2003
1 Altradis Capital AG
AlphAlgo
20.31 100k 5/1/2007

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