Trend Following Strategy Index For July 2014

Monthly Rankings

Rank CTA/Program Jul 2014 Min Inv Inception
138 Future Trade AG
Thales Swing Trading Programme
-10.08 250k 6/1/2007
137 Purple Valley Capital, Inc.
Diversified Trend 1
-7.52 100k 8/1/2008
136 Briarwood Capital Management, Inc.
Diversified 2XL
-6.85 250k 11/1/2004
135 DUNN Capital Management
DUNN Combined Fund (DCF)
-6.43 100k 5/1/1989
134 Superfund Group
Superfund Green Gold C (SPC)
-6.05 100k 10/1/2005
133 Melissinos Trading
Eupatrid Program
-5.94 50k 1/1/2011
132 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.83 1,000k 3/1/2003
131 Superfund Group
Superfund Green Gold B (SPC)
-5.47 50k 10/1/2005
130 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-5.46 100k 10/1/2009
129 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.98 100k 3/1/2003
128 Superfund Group
Superfund Green Gold A (SPC)
-4.83 5k 10/1/2005
127 Keck Capital Management LLC
The Keck Program
-4.78 2,000k 12/1/2003
126 Eckhardt Trading Company
Evolution Strategies 1.2X
-4.75 10,000k 10/1/1991
125 Eckhardt Trading Company
Evolution Strategies
-4.36 20,000k 8/1/1991
124 Saxon Investment Corporation
Aggressive Diversified Program
-3.92 2,000k 11/1/1993
123 Rotella Capital Management
Rotella Polaris Program (Diversified)
-3.88 10,000k 1/1/1991
122 Superfund Group
Superfund Green Gold L.P. Series A-1
-3.85 5k 4/1/2009
121 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.76 100k 6/1/1994
120 Superfund Group
Superfund Green Gold L.P. Series B-1
-3.69 5k 4/1/2009
119 Welton Investment Partners
Welton Global
-3.59 10,000k 6/1/2004
118 Deep Field Capital AG
SINGULARITY Fund
-3.58 100k 9/1/2011
117 Robinson-Langley Capital Management, LLC
Managed Account Program
-3.18 200k 1/1/2007
116 Quality Capital Management
Global Diversified Programme
-3.07 10,000k 12/1/1995
115 Alder Capital DAC
Alder Global 10
-3.00 2,500k 10/1/2000
114 Rho Asset Management
Rho Altius 1XL Program
-3.00 5,000k 11/1/2007
113 Rotella Capital Management
Rotella Orion (Short-Term) Program
-2.99 10,000k 3/1/2006
112 Superfund Group
Superfund Green Master
-2.92 2,000k 5/1/2001
111 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-2.82 1,000k 9/1/2009
110 HASAFUMA
Börstjänaren Hedgehog
-2.61 100k 5/1/2012
109 Winton Capital Management
Diversified
-2.61 50,000k 10/1/1997
108 Liberty Funds Group, Inc
Liberty Wealth Protection Fund
-2.57 250k 10/1/2009
107 Amplitude Capital International Limited
Klassik Strategy
-2.54 1,000k 9/1/2009
106 Superfund Group
Superfund Green GCT USD
-2.53 15k 1/1/2000
105 Alder Capital DAC
Alder Global 20
-2.50 2,500k 2/1/2001
104 Abraham Investment Management
Formula 72 H
-2.45 150k 8/1/2012
103 Saxon Investment Corporation
Diversified Program
-2.38 3,000k 9/1/1988
102 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.31 1k 6/1/2009
101 Superfund Group
Superfund Green L.P. Series B
-2.16 5k 10/1/2002
100 Superfund Group
Superfund Green Q-AG
-1.83 2k 3/1/1996
99 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-1.76 10,000k 8/1/2004
98 Drury Capital
Diversified Trend-Following Program
-1.74 5,000k 5/1/1997
97 Rabar Market Research
Short-Term Program
-1.61 2,000k 11/1/2009
96 Hawksbill Capital Management
Global Diversified
-1.58 5,000k 11/1/1988
95 Estlander & Partners
Global XL
-1.49 5,000k 8/1/1991
94 Rabar Market Research
Diversified Program
-1.47 2,000k 1/1/1989
93 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-1.47 10,000k 8/1/1999
92 Diamond Capital Management
Enhanced S&P Program
-1.43 100k 10/1/2009
91 Transtrend B.V.
DTP – Enhanced Risk (USD)
-1.41 10,000k 1/1/1995
90 Adamah Capital LLC
Asset Allocator Program
-1.40 50k 3/1/2011
89 Superfund Group
Superfund Green L.P. Series A
-1.28 5k 10/1/2002
88 Eclipse Capital Management
Global Monetary
-1.27 5,000k 8/1/1990
87 John Locke Investments
JL Commodity Long Flat Program
-1.27 5,000k 12/1/2007
86 QQFund.com
Investment Program 1
-1.17 300k 9/1/2008
85 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-1.12 100k 11/1/1984
84 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.05 1k 10/1/2006
83 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.03 250k 10/1/2009
82 Transtrend B.V.
DTP – Standard Risk (EUR)
-0.94 10,000k 2/1/1999
81 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.89 10,000k 8/1/2009
80 Chesapeake Capital
Diversified (LV)
-0.86 100k 2/1/1988
79 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.84 50k 12/1/2007
78 Serac, LLC
Diversified Reversal Program
-0.76 200k 4/1/2011
77 Estlander & Partners
Global Markets
-0.72 10,000k 8/1/1999
76 HASAFUMA
FX Momentum
-0.57 30k 7/1/2012
75 Quantica Capital AG
Quantica Managed Futures
-0.50 5,000k 1/1/2005
74 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.43 1,500k 4/1/2006
73 Mark J. Walsh Company
Standard Program
-0.42 2,000k 9/1/1985
72 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-0.38 100k 1/1/2012
71 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.37 100k 1/1/2000
70 Covenant Capital Management
Aggressive Program
-0.37 3,000k 2/1/2004
69 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-0.37 100k 1/1/2005
68 ROW Asset Managment
Row Diversified Fund, L.P.
-0.21 1,000k 11/1/2011
67 FTC Capital GmbH
FTC Global Diversified
-0.21 0k 3/1/2012
66 Angle Capital Management LLC
AIP Program
-0.21 100k 1/1/2010
65 Estlander & Partners
Freedom
-0.15 20,000k 8/1/2010
64 Covenant Capital Management
Original Program
-0.13 5,000k 9/1/1999
63 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.10 50,000k 4/1/1983
62 Pacific Capital Advisors
Vanguard Program
-0.02 100k 4/1/2007
61 Clarke Capital Management
Millennium
0.02 1,000k 1/1/1998
60 Superfund Group
Superfund Blue SPC Class A (EUR)
0.02 50k 4/1/2005
59 Garraway Capital Management LLP
Garraway Financial Trends
0.04 100k 9/1/2012
58 IDS Capital
IDS F&F Systematic Trading
0.10 50k 7/1/2013
57 Insignia Managed Capital
Medallion
0.11 50k 2/1/2009
56 Lynx Asset Management AB
Lynx Program
0.18 75k 5/1/2000
55 Estlander & Partners
Alpha Trend
0.19 30,000k 10/1/1991
54 Conquest Capital Group
Conquest Macro
0.23 250k 5/1/1999
53 Vergho Asset Management LLC
Kinematics
0.23 1,000k 11/1/2008
52 Red Rock Capital, LLC
Systematic Global Macro
0.30 500k 9/1/2003
51 Neural Capital Ltd
Sentinel Trading Program
0.35 2,000k 1/1/2006
50 UNISystems Research Inc.
Wall Street Program
0.40 20k 8/1/2011
49 Estlander & Partners
Alpha Trend II - Class P
0.43 100k 12/1/2008
48 Cauldron Investments, LLC
Stock Index Plus
0.44 1,000k 10/1/2009
47 AllMountain Capital AG
Mount Denali Global Trends
0.54 160k 7/1/2007
46 Mobius Asset Management
Diversified Program
0.58 250k 3/1/2004
45 Blackwater Capital Management
Global Program
0.62 5,000k 7/1/2005
44 Conquest Capital Group
Conquest Select
0.80 250k 6/1/2004
43 Somers Brothers Capital
Diversified Futures Program #1
0.82 100k 1/1/2005
42 John Locke Investments
Cyril Systematic Program
0.84 8,000k 7/1/2000
41 Quantica Capital AG
Quantica Diversified FX
0.90 5,000k 3/1/2007
40 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
0.96 5,000k 12/1/2010
39 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
1.01 0k 11/1/1996
38 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.21 250k 5/1/2011
37 Altradis Capital AG
AlphAlgo
1.38 100k 5/1/2007
36 Gladius Asset Management
Fulham Program
1.41 2,000k 1/1/2008
35 Southwest Managed Investments, LLC
Global Diversified
1.45 200k 1/1/2002
34 Ancile Capital Management
Global Markets Program
1.53 2,000k 4/1/2005
33 RAM Management Group
RAM MRTP 1X-Conservative
1.92 1,000k 9/1/1993
32 Millburn Corporation
Commodity Program
1.94 25,000k 3/1/2005
31 Seven Capital Management
Seven Absolute Return
2.21 100k 6/1/2009
30 Mulvaney Capital Management
The Mulvaney Global Markets Program
2.25 100k 5/1/1999
29 Clarke Capital Management
FX Plus
2.39 1,000k 5/1/2004
28 Clarke Capital Management
Worldwide
2.47 250k 1/1/1996
27 Clarke Capital Management
Jupiter
2.53 3,000k 5/1/2005
26 Wavefront Global Asset Management
IMFC Global Concentrated
3.35 500k 4/1/2009
25 M.S. Capital Management
Global Diversified Program
3.38 2,000k 11/1/1998
24 Hyman Beck and Company
Global Portfolio
3.53 1,000k 3/1/1991
23 ISAM
ISAM Systematic Trend Fund
3.64 1,000k 6/1/2001
22 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.79 50k 7/1/2011
21 Kelly Angle Inc.
Genesis Program
4.04 2,000k 4/1/2000
20 Beach Horizon LLP
Managed Account
4.21 5,000k 5/1/2005
19 IStar Capital B.V.
IStar Systematic Fund
4.65 1,000k 9/1/2011
18 Wavefront Global Asset Management
IMFC Global Investment Program
5.19 2,000k 2/1/2007
17 ALFAKRAFT
ALFA Commodity Fund
5.35 16k 6/1/2010
16 RAM Management Group
MRTP Aggressive
5.70 1,000k 2/1/1998
15 Acorn Global Investments Inc.
Acorn Diversified Program
6.01 10k 7/1/2005
14 Mehnert Capital Management, LLC
DTP (Client)
6.23 1,000k 3/1/2012
13 EMC Capital Advisors, LLC
Classic
7.32 5,000k 1/1/1985
12 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
7.38 200k 11/1/1999
11 Quantum Leap Capital Management
Managed Account Program
7.43 300k 8/1/2006
10 Alee Capital Management, LLC
Poniente Program
7.85 2,500k 1/1/1999
9 Clarke Capital Management
Global Magnum
8.13 100k 8/1/1997
8 Alee Capital Management, LLC
Mistral Program
9.14 2,500k 1/1/1999
7 Dreiss Research Corporation
Diversified Program
9.32 1,000k 5/1/1991
6 Parizek Capital
Futures Trading Program
9.61 500k 4/1/2000
5 Heyden & Steindl GmbH
TOMAC2
10.22 5,000k 3/1/2003
4 Qbasis Invest
Futures Fund B
11.85 100k 3/1/2009
3 Qbasis Invest
Futures Fund A
11.94 100k 4/1/2008
2 Clarke Capital Management
Global Basic
14.03 50k 2/1/1996
1 Tactical Investment Management
Tactical Institutional Commodity Program
14.42 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.

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