Trend Following Strategy Index Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months Mar YTD CAROR WDD AUM Min Inv Inception Purple Valley Capital, Inc. Diversified Trend 1 24.99 82.32 18.60 69.77 $7.8M 100k 8/1/2008 GT CAPITAL CTA GT Systematic Day Trading Program 5.91 6.84 -1.26 25.62 $572k 60k 8/1/2017 Glenhaven Capital LLC Glenhaven Global II LP 3.98 32.99 -6.75 82.52 $4.1M 25k 4/1/2012 Seven Capital Management Seven Absolute Return 3.41 2.45 3.23 13.65 €30.0M 100k 6/1/2009 DUNN Capital Management D'Best Futures Fund, L.P. 3.08 8.96 9.47 52.07 $53.0M 100k 6/1/1994 Estlander & Partners Freedom 2.95 8.24 1.37 29.78 $16.1M 20,000k 8/1/2010 Transtrend B.V. DTP – Enhanced Risk (USD) 2.80 9.44 10.84 15.67 $3,470.0M 10,000k 1/1/1995 Transtrend B.V. DTP – Enhanced Risk (EUR) 2.73 8.73 7.58 16.86 €250.0M 10,000k 8/1/1999 Transtrend B.V. DTP – Standard Risk (EUR) 2.11 6.35 4.64 12.02 €384.0M 10,000k 2/1/1999 Worldwide Capital Strategies Profit Quest Macro World 13.31 17.63 39.16 $4.4M 100k 1/1/2010 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.