Trend Following Strategy Index For November 2019

Monthly Rankings

Rank CTA/Program Nov 2019 Min Inv Inception
53 Estlander & Partners
Alpha Trend II - Class P
-8.25 100k 12/1/2008
52 Superfund Group
Superfund Red One SP I - Class A Silver
-6.48 10k 1/1/2017
51 Superfund Group
Superfund Green SILVER SICAV
-3.49 20k 1/1/2017
50 Chesapeake Capital
Diversified Plus (HV)
-2.10 100k 4/1/1994
49 GT CAPITAL CTA
GT Systematic Day Trading Program
-1.85 30k 8/1/2017
48 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.67 250k 5/1/2011
47 Schot Capital
Multi Diversified Program
-1.58 1,000k 1/1/2016
46 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.47 1,000k 3/1/2003
45 R Best LLC
World Select Program
-0.97 2,000k 4/1/2016
44 Melissinos Trading
Eupatrid Global Trends
-0.85 50k 1/1/2011
43 Anderson Creek Trading
Standard Diversified Strategy
-0.68 250k 7/1/2014
42 Superfund Group
Superfund Red One SP I - Class A EUR
-0.66 10k 1/1/2017
41 Eamon Capital
Zephyr Program
-0.65 600k 1/1/2016
40 Superfund Group
Superfund Red One SP I - Class A USD
-0.49 10k 1/1/2017
39 Superfund Group
Superfund Green GOLD SICAV
-0.48 20k 1/1/2017
38 Seven Capital Management
Seven Absolute Return
-0.20 100k 6/1/2009
37 Superfund Group
Superfund Red EUR SICAV
-0.18 10k 3/1/2013
36 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
35 ISAM
ISAM Systematic Trend (Levitas)
-0.14 1,000k 5/1/2010
29 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
30 Worldwide Capital Strategies
Profit Quest Macro World
0.00 100k 1/1/2010
31 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
32 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
33 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.00 175k 5/1/2017
34 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.00 100k 5/1/2017
28 Superfund Group
Superfund Red USD SICAV
0.07 10k 3/1/2013
27 Emil van Essen
Multi-Strategy Program
0.10 6,000k 5/1/2014
26 DeltaHedge
DH Styx
0.10 1,000k 9/1/2017
25 EMC Capital Advisors, LLC
EMC Alpha Program
0.15 5,000k 6/1/2013
24 Eclipse Capital Management
Alpha Asia
0.34 25,000k 1/1/2015
23 Cauldron Investments, LLC
Cauldron Systematic
0.39 500k 1/1/2017
22 Prolific Capital Markets, LLC
Prolific Swiss System
0.51 10,000k 1/1/2014
21 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.64 100k 4/1/2015
20 Garraway Capital Management LLP
Garraway Financial Trends
0.75 100k 9/1/2012
19 Welton Investment Partners
Welton Trend
0.76 25,000k 10/1/2012
18 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.88 1k 10/1/2006
17 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.93 500k 1/1/2015
16 Emil van Essen
Long-Short Commodity Program
1.01 1,000k 6/1/2013
15 Estlander & Partners
Freedom
1.17 20,000k 8/1/2010
14 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.18 100k 5/1/2012
13 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.22 1,000k 1/1/2013
12 Quantica Capital AG
1X Quantica Managed Futures Fund
1.40 100k 1/1/2014
11 DUNN Capital Management
DUNN WMA Institutional Program
1.47 100k 10/1/2011
10 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.92 1k 6/1/2009
9 Silicon Valley Quantitative Advisors
UQP Large
1.92 500k 1/1/2009
8 514 Capital Partners
514 Fund
2.40 100k 11/1/2013
7 Superfund Group
Superfund Green EUR SICAV
2.66 5k 1/1/2017
6 Quantica Capital AG
2X Quantica Managed Futures Fund
2.70 100k 1/1/2014
5 Superfund Group
Superfund Green USD SICAV
2.85 5k 1/1/2017
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.16 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
3.64 1,500k 7/1/2011
2 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.35 250k 10/1/2009
1 Glenhaven Capital LLC
Glenhaven Global II LP
8.58 25k 4/1/2012

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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