Trend Following Strategy Index For October 2019

Monthly Rankings

Rank CTA/Program Oct 2019 Min Inv Inception
53 Eamon Capital
Zephyr Program
-12.85 600k 1/1/2016
52 Estlander & Partners
Alpha Trend II - Class P
-10.98 100k 12/1/2008
51 Worldwide Capital Strategies
Profit Quest Macro World
-8.62 100k 1/1/2010
50 Silicon Valley Quantitative Advisors
UQP Large
-8.11 500k 1/1/2009
49 Tomas Capital Pty Ltd
GCAF | USD
-6.91 1,500k 7/1/2011
48 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-6.65 1k 6/1/2009
47 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-6.63 50k 7/1/2011
46 514 Capital Partners
514 Fund
-5.16 100k 11/1/2013
45 Alee Capital Management, LLC
Mistral Program
-4.59 2,500k 1/1/1999
44 Garraway Capital Management LLP
Garraway Financial Trends
-4.02 100k 9/1/2012
43 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.64 1k 10/1/2006
42 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.39 1,000k 1/1/2013
41 ISAM
ISAM Systematic Trend (Levitas)
-3.35 1,000k 5/1/2010
40 Melissinos Trading
Eupatrid Program
-3.31 50k 1/1/2011
39 Emil van Essen
Multi-Strategy Program
-3.27 6,000k 5/1/2014
38 Welton Investment Partners
Welton Trend
-3.11 25,000k 10/1/2012
37 DUNN Capital Management
DUNN WMA Institutional Program
-3.02 100k 10/1/2011
36 Chesapeake Capital
Diversified Plus (HV)
-2.99 100k 4/1/1994
35 Anderson Creek Trading
Standard Diversified Strategy
-2.72 250k 7/1/2014
34 Superfund Group
Superfund Red One SP I - Class A EUR
-2.72 10k 1/1/2017
33 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-2.60 500k 1/1/2015
32 Superfund Group
Superfund Red One SP I - Class A USD
-2.49 10k 1/1/2017
31 Quantica Capital AG
2X Quantica Managed Futures Fund
-2.40 100k 1/1/2014
30 Estlander & Partners
Freedom
-2.28 20,000k 8/1/2010
29 Seven Capital Management
Seven Absolute Return
-2.27 100k 6/1/2009
28 Dreiss Research Corporation
Diversified Program
-2.20 1,000k 5/1/1991
27 Superfund Group
Superfund Green EUR SICAV
-1.94 5k 1/1/2017
26 Superfund Group
Superfund Green USD SICAV
-1.59 5k 1/1/2017
25 Superfund Group
Superfund Red EUR SICAV
-1.54 10k 3/1/2013
24 Eclipse Capital Management
Alpha Asia
-1.48 25,000k 1/1/2015
23 Emil van Essen
Long-Short Commodity Program
-1.38 1,000k 6/1/2013
22 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.32 100k 5/1/2012
21 Superfund Group
Superfund Red USD SICAV
-1.28 10k 3/1/2013
20 Cauldron Investments, LLC
Cauldron Systematic
-1.26 500k 1/1/2017
19 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.24 250k 5/1/2011
18 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.20 100k 1/1/2014
17 EMC Capital Advisors, LLC
EMC Alpha Program
-1.13 5,000k 6/1/2013
16 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.03 250k 10/1/2009
15 R Best LLC
World Select Program
-1.03 2,000k 4/1/2016
14 Soaring Pelican, LLC
S&P Multiday Hybrid Program
-0.53 175k 5/1/2017
13 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
12 DeltaHedge
DH Styx
0.05 1,000k 9/1/2017
11 Purple Valley Capital, Inc.
Diversified Trend 1
0.23 100k 8/1/2008
10 Prolific Capital Markets, LLC
Prolific Swiss System
0.27 10,000k 1/1/2014
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.38 1,000k 3/1/2003
8 Schot Capital
Multi Diversified Program
0.69 1,000k 1/1/2016
7 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.01 100k 4/1/2015
6 Superfund Group
Superfund Green GOLD SICAV
1.26 20k 1/1/2017
5 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
2.83 100k 5/1/2017
4 GT CAPITAL CTA
GT Systematic Day Trading Program
3.14 30k 8/1/2017
3 Superfund Group
Superfund Red One SP I - Class A Silver
3.59 10k 1/1/2017
2 Superfund Group
Superfund Green SILVER SICAV
4.83 20k 1/1/2017
1 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
10.49 25k 2/1/2016

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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