Trend Following Strategy Index

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