Trend Following Strategy Index Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months Jul YTD CAROR WDD AUM Min Inv Inception Glenhaven Capital LLC Glenhaven Global II LP 14.30 58.97 -4.71 82.52 $4.9M 100k 4/1/2012 Transtrend B.V. DTP – Enhanced Risk (USD) 3.38 17.57 11.00 15.67 $4,140.0M 10,000k 1/1/1995 Transtrend B.V. DTP – Enhanced Risk (EUR) 3.18 16.87 7.81 16.86 €278.0M 10,000k 8/1/1999 Transtrend B.V. DTP – Standard Risk (EUR) 2.28 12.17 4.82 12.02 €417.0M 10,000k 2/1/1999 Melissinos Trading Eupatrid Global Trends 0.93 33.30 4.03 43.26 $5.0M 100k 1/1/2011 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.09 12.12 13.92 19.86 $100.0M 10,000k 3/1/2003 Quantica Capital AG Quantica Managed Futures 0.05 7.70 7.88 18.26 $754.0M 10,000k 1/1/2005 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.26 -8.88 -2.00 21.87 $51k 25k 2/1/2016 Schot Capital Multi Diversified Program (MDP) -1.63 -3.10 8.71 15.85 $35.0M 1,000k 1/1/2016 Prolific Capital Markets, LLC Prolific Swiss System 10.75 6.22 12.72 $15.9M 10,000k 1/1/2014 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.