Trend Following Strategy Index Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months May YTD CAROR WDD AUM Min Inv Inception Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 9.57 14.82 1.16 21.87 $59k 25k 2/1/2016 Southwest Managed Investments, LLC Global Diversified 3.15 -8.04 4.54 32.79 $7.5M 200k 1/1/2002 Prolific Capital Markets, LLC Prolific Swiss System 2.51 1.01 6.89 12.72 $17.8M 10,000k 1/1/2014 Red Rock Capital, LLC Systematic Global Macro 1.08 -5.72 6.94 24.63 $4.5M 500k 9/1/2003 EMC Capital Advisors, LLC EMC Alpha Program 0.59 2.37 5.67 10.69 $253.4M 5,000k 6/1/2013 Transtrend B.V. DTP – Enhanced Risk (EUR) 0.33 -1.27 7.17 16.86 €288.0M 10,000k 8/1/1999 Transtrend B.V. DTP – Enhanced Risk (USD) 0.25 -0.38 10.51 15.67 $2,805.0M 10,000k 1/1/1995 M.S. Capital Management Global Diversified Program 0.23 8.75 2.90 35.62 $6.0M 2,000k 11/1/1998 GT CAPITAL CTA GT Systematic Day Trading Program 0.22 25.58 5.29 24.14 $1.5M 60k 8/1/2017 Eckhardt Trading Company Evolution Strategies 1.2X 8.52 15.33 40.39 10,000k 10/1/1991 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.