Trend Following Strategy Index

CTA/Program Past 12 Months May YTD CAROR WDD AUM Min Inv Inception
Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
chart thumbnail 9.57 14.82 1.16 21.87 $59k 25k 2/1/2016
Southwest Managed Investments, LLC
Global Diversified
chart thumbnail 3.15 -8.04 4.54 32.79 $7.5M 200k 1/1/2002
Prolific Capital Markets, LLC
Prolific Swiss System
chart thumbnail 2.51 1.01 6.89 12.72 $17.8M 10,000k 1/1/2014
Red Rock Capital, LLC
Systematic Global Macro
chart thumbnail 1.08 -5.72 6.94 24.63 $4.5M 500k 9/1/2003
EMC Capital Advisors, LLC
EMC Alpha Program
chart thumbnail 0.59 2.37 5.67 10.69 $253.4M 5,000k 6/1/2013
Transtrend B.V.
DTP – Enhanced Risk (EUR)
chart thumbnail 0.33 -1.27 7.17 16.86 €288.0M 10,000k 8/1/1999
Transtrend B.V.
DTP – Enhanced Risk (USD)
chart thumbnail 0.25 -0.38 10.51 15.67 $2,805.0M 10,000k 1/1/1995
M.S. Capital Management
Global Diversified Program
chart thumbnail 0.23 8.75 2.90 35.62 $6.0M 2,000k 11/1/1998
GT CAPITAL CTA
GT Systematic Day Trading Program
chart thumbnail 0.22 25.58 5.29 24.14 $1.5M 60k 8/1/2017
Eckhardt Trading Company
Evolution Strategies 1.2X
chart thumbnail 8.52 15.33 40.39 10,000k 10/1/1991
Added in last 30 Days New Max Drawdown All Time Performance High All Time Performance Low

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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