Trend Following Strategy Index For July 2013 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 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 Jul 2013 Min Inv Inception 134 Altradis Capital AG AlphAlgo -13.87 100k 5/1/2007 133 Clarke Capital Management Jupiter -12.94 3,000k 5/1/2005 132 Dreiss Research Corporation Diversified Program -11.71 1,000k 5/1/1991 131 Clarke Capital Management Worldwide -10.34 250k 1/1/1996 130 Blackheath Fund Management Inc. Blackheath Futures Fund LP Class A -9.90 100k 10/1/2009 129 Parizek Capital Futures Trading Program -9.29 500k 4/1/2000 128 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -9.19 100k 3/1/2003 127 Quantum Leap Capital Management Managed Account Program -9.07 300k 8/1/2006 126 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -8.45 200k 11/1/1999 125 Purple Valley Capital, Inc. Diversified Trend 1 -8.00 100k 8/1/2008 124 Somers Brothers Capital Diversified Futures Program #1 -7.11 100k 1/1/2005 123 Kelly Angle Inc. Genesis Program -5.58 2,000k 4/1/2000 122 RAM Management Group MRTP Aggressive -5.42 1,000k 2/1/1998 121 Liberty Funds Group, Inc Liberty Wealth Protection Fund -5.41 250k 10/1/2009 120 Hawksbill Capital Management Global Diversified -5.24 5,000k 11/1/1988 119 Clarke Capital Management FX Plus -5.08 1,000k 5/1/2004 118 Clarke Capital Management Millennium -4.96 1,000k 1/1/1998 117 Rotella Capital Management Rotella Orion (Short-Term) Program -4.91 10,000k 3/1/2006 116 Mark J. Walsh Company Standard Program -4.45 2,000k 9/1/1985 115 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.44 250k 5/1/2011 114 SMN Investment Services GmbH smn Diversified Futures Fund (1996) -4.34 0k 11/1/1996 113 Wimmer Horizon LLP Managed Account -4.28 5,000k 5/1/2005 112 Estlander & Partners Alpha Trend II - Class P -4.12 100k 12/1/2008 111 Mulvaney Capital Management The Mulvaney Global Markets Fund -4.03 100k 5/1/1999 110 ALFAKRAFT ALFA Commodity Fund -4.03 16k 6/1/2010 109 EMC Capital Advisors, LLC Classic -3.94 5,000k 1/1/1985 108 DUNN Capital Management DUNN Combined Fund (DCF) -3.92 100k 5/1/1989 107 Conquest Capital Group Conquest Select -3.57 250k 6/1/2004 106 Estlander & Partners Global XL -3.46 5,000k 8/1/1991 105 IStar Capital B.V. IStar Systematic Fund -3.41 1,000k 9/1/2011 104 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.30 100k 1/1/2000 103 Deep Field Capital AG SINGULARITY Fund -3.23 100k 9/1/2011 102 John Locke Investments Cyril Systematic Program -3.11 8,000k 7/1/2000 101 Welton Investment Partners Welton Global -3.08 10,000k 6/1/2004 100 Auspice Capital Advisors Ltd Auspice Managed Futures Excess Return Index -3.05 5,000k 12/1/2010 99 Southwest Managed Investments, LLC Global Diversified -2.99 200k 1/1/2002 98 Wavefront Global Asset Management IMFC Global Investment Program -2.87 2,000k 2/1/2007 97 Clarke Capital Management Global Basic -2.78 50k 2/1/1996 96 Wavefront Global Asset Management IMFC Global Concentrated -2.71 500k 4/1/2009 95 ISAM ISAM Systematic Trend Fund -2.65 1,000k 6/1/2001 94 DUNN Capital Management D'Best Futures Fund, L.P. -2.55 100k 6/1/1994 93 Hyman Beck and Company Global Portfolio -2.48 1,000k 3/1/1991 92 Angle Capital Management LLC AIP Program -2.47 100k 1/1/2010 91 Clarke Capital Management Global Magnum -2.46 100k 8/1/1997 90 FTC Capital GmbH FTC Global Diversified -2.42 0k 3/1/2012 89 Tactical Investment Management Tactical Institutional Commodity Program -2.25 10,000k 4/1/1993 88 Covenant Capital Management Aggressive Program -2.19 3,000k 2/1/2004 87 M.S. Capital Management Global Diversified Program -2.16 2,000k 11/1/1998 86 Estlander & Partners Freedom -1.98 20,000k 8/1/2010 85 RAM Management Group RAM MRTP 1X-Conservative -1.82 1,000k 9/1/1993 84 Estlander & Partners Global Markets -1.73 10,000k 8/1/1999 83 Covenant Capital Management Original Program -1.65 5,000k 9/1/1999 82 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.63 250k 10/1/2009 81 Auspice Capital Advisors Ltd Auspice Diversified Program -1.54 1,500k 4/1/2006 80 Rho Asset Management Rho Altius 1XL Program -1.50 5,000k 11/1/2007 79 AllMountain Capital AG Mount Denali Global Trends -1.47 160k 7/1/2007 78 Eclipse Capital Management Global Monetary -1.38 5,000k 8/1/1990 77 Quantica Capital AG Quantica Diversified FX -1.33 5,000k 3/1/2007 76 Estlander & Partners Alpha Trend -1.23 30,000k 10/1/1991 75 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.16 1k 10/1/2006 74 Rotella Capital Management Rotella Polaris Program (Diversified) -1.00 10,000k 1/1/1991 73 QCM Global Diversified Programme -0.99 500k 12/1/1995 72 Mobius Asset Management Diversified Program -0.97 250k 3/1/2004 71 Parizek Capital Currency Program -0.79 1,000k 4/1/2006 70 Eckhardt Trading Company Evolution Strategies 1.2X -0.75 10,000k 10/1/1991 69 Superfund Group Superfund Green L.P. Series A -0.73 5k 10/1/2002 68 Eckhardt Trading Company Evolution Strategies -0.73 20,000k 8/1/1991 67 Alee Capital Management, LLC Poniente Program -0.69 2,500k 1/1/1999 66 Winton Capital Management Diversified -0.63 50,000k 10/1/1997 65 Millburn Ridgefield Corporation Commodity Program -0.62 25,000k 3/1/2005 64 Gladius Asset Management Fulham Program -0.55 2,000k 1/1/2008 63 Mobius Asset Management Custom Trading Program -0.52 100k 1/1/2002 62 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.49 10,000k 8/1/2009 61 Gap Partners LLC Gap -0.49 250k 11/1/2009 60 DUNN Capital Management World Monetary and Agriculture Program (WMA) -0.45 100k 11/1/1984 59 Melissinos Trading Eupatrid Program -0.40 50k 1/1/2011 58 Conquest Capital Group Conquest Macro -0.38 250k 5/1/1999 57 AIMhedge Management Ltd. AIM Classic Fund EUR (Institutional) -0.34 100k 1/1/2005 56 Adamah Capital LLC Asset Allocator Program -0.30 50k 3/1/2011 55 Rabar Market Research Diversified Program -0.29 2,000k 1/1/1989 54 Heyden & Steindl GmbH TOMAC2 -0.18 5,000k 3/1/2003 53 IDS Capital IDS F&F Systematic Trading -0.10 50k 7/1/2013 52 ReSolve Asset Management Inc. Resolve Acorn Diversified Program -0.02 10k 7/1/2005 51 Transtrend B.V. DTP – Standard Risk (EUR) 0.00 10,000k 2/1/1999 50 Superfund Group Superfund Green L.P. Series B 0.10 5k 10/1/2002 49 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.13 10,000k 8/1/1999 48 Pacific Capital Advisors Vanguard Program 0.17 100k 4/1/2007 47 Alder Capital DAC Alder Global 10 0.20 250k 10/1/2000 46 Transtrend B.V. DTP – Enhanced Risk (JPY) 0.21 10,000k 8/1/2004 45 Blackwater Capital Management Global Program 0.23 5,000k 7/1/2005 44 Alder Capital DAC Alder Global 20 0.30 250k 2/1/2001 43 Superfund Group Superfund Green GCT USD 0.32 15k 1/1/2000 42 Superfund Group Superfund Green Q-AG 0.37 2k 3/1/1996 41 Transtrend B.V. DTP – Enhanced Risk (USD) 0.44 10,000k 1/1/1995 40 UNISystems Research Inc. Wall Street Program 0.49 20k 8/1/2011 39 Lynx Asset Management AB Lynx Program 0.56 75k 5/1/2000 38 ROW Asset Managment Row Diversified Fund, L.P. 0.70 1,000k 11/1/2011 37 Brock Thompson Trading, LLC Brock Thompson Trend Trading Program 0.73 100k 1/1/2012 36 Superfund Group Superfund Blue SPC Class A (EUR) 0.81 50k 4/1/2005 35 Rabar Market Research Short-Term Program 0.86 2,000k 11/1/2009 34 Vergho Asset Management LLC Kinematics 0.93 1,000k 11/1/2008 33 Drury Capital Diversified Trend-Following Program 1.04 5,000k 5/1/1997 32 Saxon Investment Corporation Diversified Program 1.06 3,000k 9/1/1988 31 Superfund Group Superfund Green Master 1.18 2,000k 5/1/2001 30 John Locke Investments JL Commodity Long Flat Program 1.18 5,000k 12/1/2007 29 Mehnert Capital Management, LLC DTP (Client) 1.20 1,000k 3/1/2012 28 Keck Capital Management LLC The Keck Program 1.38 2,000k 12/1/2003 27 Insignia Managed Capital Medallion 1.51 50k 2/1/2009 26 Red Rock Capital, LLC Systematic Global Macro 1.56 500k 9/1/2003 25 Alee Capital Management, LLC Mistral Program 1.79 2,500k 1/1/1999 24 Robinson-Langley Capital Management, LLC Managed Account Program 1.89 200k 1/1/2007 23 Quantica Capital AG Quantica Managed Futures 1.99 5,000k 1/1/2005 22 Saxon Investment Corporation Aggressive Diversified Program 2.17 2,000k 11/1/1993 21 Briarwood Capital Management, Inc. Diversified 2XL 2.17 250k 11/1/2004 20 Neural Capital Ltd Sentinel Trading Program 2.29 2,000k 1/1/2006 19 Seven Capital Management Seven Absolute Return 2.46 100k 6/1/2009 18 Future Trade AG Thales Swing Trading Programme 2.65 250k 6/1/2007 17 Ancile Capital Management Global Markets Program 3.05 2,000k 4/1/2005 16 Chesapeake Capital Diversified (LV) 3.60 100k 2/1/1988 15 Amplitude Capital International Limited Amplitude Sinfonie Fund A Class 3.88 1,000k 9/1/2009 14 Amplitude Capital International Limited Klassik Strategy 3.93 1,000k 9/1/2009 13 HASAFUMA FX Momentum 3.95 20k 7/1/2012 12 Cauldron Investments, LLC Stock Index Plus 4.25 1,000k 10/1/2009 11 Diamond Capital Management Enhanced S&P Program 4.93 100k 10/1/2009 10 HASAFUMA Börstjänaren Hedgehog 5.29 60k 5/1/2012 9 Superfund Group Superfund Blue SPC Class A (Gold) 5.72 50k 12/1/2007 8 Superfund Group Superfund Green Gold L.P. Series A-1 6.93 5k 4/1/2009 7 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.07 1,000k 3/1/2003 6 Superfund Group Superfund Green Gold L.P. Series B-1 7.18 5k 4/1/2009 5 Superfund Group Superfund Green Gold A (SPC) 7.35 5k 10/1/2005 4 Superfund Group Superfund Green Gold B (SPC) 7.45 50k 10/1/2005 3 Superfund Group Superfund Green Gold C (SPC) 7.71 100k 10/1/2005 2 Serac, LLC Diversified Reversal Program 8.30 200k 4/1/2011 1 QQFund.com QQFund.com Alpha Beta Program 14.49 100k 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.