Trend Following Strategy Index For June 2013

Monthly Rankings

Rank CTA/Program Jun 2013 Min Inv Inception
134 Superfund Group
Superfund Green Gold C (SPC)
-17.94 100k 10/1/2005
133 Superfund Group
Superfund Green Gold B (SPC)
-16.52 50k 10/1/2005
132 Superfund Group
Superfund Green Gold A (SPC)
-15.32 5k 10/1/2005
131 Superfund Group
Superfund Green Gold L.P. Series B-1
-14.22 5k 4/1/2009
130 Superfund Group
Superfund Green Gold L.P. Series A-1
-13.40 5k 4/1/2009
129 Quality Capital Management
Global Diversified Programme
-10.09 10,000k 12/1/1995
128 Altradis Capital AG
AlphAlgo
-8.14 100k 5/1/2007
127 Superfund Group
Superfund Blue SPC Class A (Gold)
-8.08 50k 12/1/2007
126 Estlander & Partners
Alpha Trend II - Class P
-7.53 100k 12/1/2008
125 Covenant Capital Management
Aggressive Program
-7.52 3,000k 2/1/2004
124 FTC Capital GmbH
FTC Global Diversified
-7.43 0k 3/1/2012
123 IDS Capital
IDS F&F Systematic Trading
-7.20 50k 7/1/2013
122 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-6.81 100k 1/1/2005
121 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.46 200k 11/1/1999
120 Superfund Group
Superfund Green Master
-6.07 2,000k 5/1/2001
119 ISAM
ISAM Systematic Trend Fund
-5.94 1,000k 6/1/2001
118 Ancile Capital Management
Global Markets Program
-5.88 2,000k 4/1/2005
117 RAM Management Group
MRTP Aggressive
-5.81 1,000k 2/1/1998
116 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.56 0k 11/1/1996
115 Quantica Capital AG
Quantica Diversified FX
-5.56 5,000k 3/1/2007
114 Briarwood Capital Management, Inc.
Diversified 2XL
-5.47 250k 11/1/2004
113 Lynx Asset Management AB
Lynx Program
-5.39 75k 5/1/2000
112 QQFund.com
Investment Program 1
-5.36 300k 9/1/2008
111 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.04 10,000k 10/1/1991
110 Covenant Capital Management
Original Program
-5.00 5,000k 9/1/1999
109 Blackwater Capital Management
Global Program
-4.83 5,000k 7/1/2005
108 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-4.71 250k 10/1/2009
107 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.60 10,000k 1/1/1991
106 Eckhardt Trading Company
Evolution Strategies
-4.53 20,000k 8/1/1991
105 Amplitude Capital International Limited
Klassik Strategy
-4.44 1,000k 9/1/2009
104 Quantica Capital AG
Quantica Managed Futures
-4.42 5,000k 1/1/2005
103 HASAFUMA
FX Momentum
-4.26 30k 7/1/2012
102 Mobius Asset Management
Diversified Program
-4.12 250k 3/1/2004
101 Superfund Group
Superfund Green GCT USD
-4.08 15k 1/1/2000
100 Seven Capital Management
Seven Absolute Return
-4.05 100k 6/1/2009
99 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.00 1,000k 3/1/2003
98 Kelly Angle Inc.
Genesis Program
-3.94 2,000k 4/1/2000
97 Pacific Capital Advisors
Vanguard Program
-3.93 100k 4/1/2007
96 Drury Capital
Diversified Trend-Following Program
-3.79 5,000k 5/1/1997
95 Eclipse Capital Management
Global Monetary
-3.59 5,000k 8/1/1990
94 Clarke Capital Management
FX Plus
-3.58 1,000k 5/1/2004
93 Clarke Capital Management
Jupiter
-3.50 3,000k 5/1/2005
92 Rabar Market Research
Diversified Program
-3.33 2,000k 1/1/1989
91 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-3.22 1,000k 9/1/2009
90 Mulvaney Capital Management
The Mulvaney Global Markets Program
-3.15 100k 5/1/1999
89 Superfund Group
Superfund Green Q-AG
-3.14 2k 3/1/1996
88 John Locke Investments
Cyril Systematic Program
-3.03 8,000k 7/1/2000
87 Red Rock Capital, LLC
Systematic Global Macro
-2.78 500k 9/1/2003
86 Welton Investment Partners
Welton Global
-2.73 10,000k 6/1/2004
85 Adamah Capital LLC
Asset Allocator Program
-2.50 50k 3/1/2011
84 Superfund Group
Superfund Green L.P. Series B
-2.46 5k 10/1/2002
83 Parizek Capital
Futures Trading Program
-2.38 500k 4/1/2000
82 Estlander & Partners
Alpha Trend
-2.32 30,000k 10/1/1991
81 Estlander & Partners
Freedom
-2.12 20,000k 8/1/2010
80 RAM Management Group
RAM MRTP 1X-Conservative
-1.97 1,000k 9/1/1993
79 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.96 1k 10/1/2006
78 Estlander & Partners
Global XL
-1.87 5,000k 8/1/1991
77 Winton Capital Management
Diversified
-1.77 50,000k 10/1/1997
76 John Locke Investments
JL Commodity Long Flat Program
-1.77 5,000k 12/1/2007
75 Rho Asset Management
Rho Altius 1XL Program
-1.70 5,000k 11/1/2007
74 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.66 100k 11/1/1984
73 Angle Capital Management LLC
AIP Program
-1.62 100k 1/1/2010
72 Mobius Asset Management
Custom Trading Program
-1.54 100k 1/1/2002
71 EMC Capital Advisors, LLC
Classic
-1.53 5,000k 1/1/1985
70 AllMountain Capital AG
Mount Denali Global Trends
-1.53 160k 7/1/2007
69 Neural Capital Ltd
Sentinel Trading Program
-1.47 2,000k 1/1/2006
68 Beach Horizon LLP
Managed Account
-1.43 5,000k 5/1/2005
67 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-1.32 10,000k 8/1/2009
66 Conquest Capital Group
Conquest Select
-1.22 250k 6/1/2004
65 Rabar Market Research
Short-Term Program
-1.13 2,000k 11/1/2009
64 Superfund Group
Superfund Green L.P. Series A
-1.12 5k 10/1/2002
63 Clarke Capital Management
Millennium
-1.11 1,000k 1/1/1998
62 Estlander & Partners
Global Markets
-0.92 10,000k 8/1/1999
61 Conquest Capital Group
Conquest Macro
-0.77 250k 5/1/1999
60 Diamond Capital Management
Enhanced S&P Program
-0.76 100k 10/1/2009
59 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-0.66 10,000k 8/1/1999
58 Gap Partners LLC
Gap
-0.58 250k 11/1/2009
57 Transtrend B.V.
DTP – Enhanced Risk (USD)
-0.54 10,000k 1/1/1995
56 Tactical Investment Management
Tactical Institutional Commodity Program
-0.50 10,000k 4/1/1993
55 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-0.49 10,000k 8/1/2004
54 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.44 10,000k 2/1/1999
53 Parizek Capital
Currency Program
-0.39 1,000k 4/1/2006
52 Somers Brothers Capital
Diversified Futures Program #1
-0.36 100k 1/1/2005
51 Chesapeake Capital
Diversified (LV)
-0.36 100k 2/1/1988
50 Acorn Global Investments Inc.
Acorn Diversified Program
-0.32 10k 7/1/2005
49 Clarke Capital Management
Worldwide
-0.20 250k 1/1/1996
48 Wavefront Global Asset Management
IMFC Global Concentrated
-0.19 500k 4/1/2009
47 Hawksbill Capital Management
Global Diversified
-0.16 5,000k 11/1/1988
46 Robinson-Langley Capital Management, LLC
Managed Account Program
-0.01 200k 1/1/2007
45 Mehnert Capital Management, LLC
DTP (Client)
0.00 1,000k 3/1/2012
44 Millburn Corporation
Commodity Program
0.08 25,000k 3/1/2005
43 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.10 100k 1/1/2012
42 Clarke Capital Management
Global Magnum
0.20 100k 8/1/1997
41 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.20 100k 1/1/2000
40 Saxon Investment Corporation
Diversified Program
0.32 3,000k 9/1/1988
39 Wavefront Global Asset Management
IMFC Global Investment Program
0.35 2,000k 2/1/2007
38 Alder Capital DAC
Alder Global 10
0.40 2,500k 10/1/2000
37 ROW Asset Managment
Row Diversified Fund, L.P.
0.50 1,000k 11/1/2011
36 M.S. Capital Management
Global Diversified Program
0.54 2,000k 11/1/1998
35 Saxon Investment Corporation
Aggressive Diversified Program
0.69 2,000k 11/1/1993
34 Alder Capital DAC
Alder Global 20
0.80 2,500k 2/1/2001
33 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.82 1,500k 4/1/2006
32 Gladius Asset Management
Fulham Program
0.85 2,000k 1/1/2008
31 DUNN Capital Management
D'Best Futures Fund, L.P.
1.13 100k 6/1/1994
30 Hyman Beck and Company
Global Portfolio
1.16 1,000k 3/1/1991
29 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.18 10,000k 3/1/2006
28 Melissinos Trading
Eupatrid Program
1.28 50k 1/1/2011
27 IStar Capital B.V.
IStar Systematic Fund
1.66 1,000k 9/1/2011
26 UNISystems Research Inc.
Wall Street Program
1.69 20k 8/1/2011
25 Keck Capital Management LLC
The Keck Program
1.71 2,000k 12/1/2003
24 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.82 250k 10/1/2009
23 Deep Field Capital AG
SINGULARITY Fund
1.94 100k 9/1/2011
22 Cauldron Investments, LLC
Stock Index Plus
1.97 1,000k 10/1/2009
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.07 250k 5/1/2011
20 Mark J. Walsh Company
Standard Program
2.29 2,000k 9/1/1985
19 Quantum Leap Capital Management
Managed Account Program
2.64 300k 8/1/2006
18 Insignia Managed Capital
Medallion
2.67 50k 2/1/2009
17 ALFAKRAFT
ALFA Commodity Fund
2.91 16k 6/1/2010
16 DUNN Capital Management
DUNN Combined Fund (DCF)
2.96 100k 5/1/1989
15 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
3.09 5,000k 12/1/2010
14 Vergho Asset Management LLC
Kinematics
3.20 1,000k 11/1/2008
13 Southwest Managed Investments, LLC
Global Diversified
3.81 200k 1/1/2002
12 Dreiss Research Corporation
Diversified Program
4.02 1,000k 5/1/1991
11 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.14 100k 3/1/2003
10 Future Trade AG
Thales Swing Trading Programme
4.21 250k 6/1/2007
9 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.22 100k 10/1/2009
8 Clarke Capital Management
Global Basic
4.46 50k 2/1/1996
7 Superfund Group
Superfund Blue SPC Class A (EUR)
4.64 50k 4/1/2005
6 Serac, LLC
Diversified Reversal Program
5.56 200k 4/1/2011
5 Alee Capital Management, LLC
Mistral Program
6.94 2,500k 1/1/1999
4 HASAFUMA
Börstjänaren Hedgehog
7.19 100k 5/1/2012
3 Alee Capital Management, LLC
Poniente Program
9.24 2,500k 1/1/1999
2 Purple Valley Capital, Inc.
Diversified Trend 1
9.36 100k 8/1/2008
1 Heyden & Steindl GmbH
TOMAC2
9.97 5,000k 3/1/2003

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