Trend Following Strategy Index For December 2019

Monthly Rankings

Rank CTA/Program Dec 2019 Min Inv Inception
52 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.12 1,000k 3/1/2003
51 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.02 1,000k 1/1/2013
50 Welton Investment Partners
Welton Trend
-1.99 25,000k 10/1/2012
49 Seven Capital Management
Seven Absolute Return
-1.84 100k 6/1/2009
48 Soaring Pelican, LLC
S&P Multiday Hybrid Program
-1.65 175k 5/1/2017
47 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.60 100k 1/1/2014
46 Eamon Capital
Zephyr Program
-1.48 600k 1/1/2016
45 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
44 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.10 250k 5/1/2011
43 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.06 100k 5/1/2012
42 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.70 100k 1/1/2014
41 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
40 Eclipse Capital Management
Alpha Asia
-0.26 25,000k 1/1/2015
39 Anderson Creek Trading
Standard Diversified Strategy
-0.24 250k 7/1/2014
38 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
37 DUNN Capital Management
DUNN WMA Institutional Program
-0.15 100k 10/1/2011
26 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
29 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
27 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
28 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
30 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
31 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
32 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
33 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
34 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
35 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
36 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
25 Emil van Essen
Long-Short Commodity Program
0.07 1,000k 6/1/2013
24 ISAM
ISAM Systematic Trend (Levitas)
0.15 1,000k 5/1/2010
23 Chesapeake Capital
Diversified Plus (HV)
0.23 100k 4/1/1994
22 Melissinos Trading
Eupatrid Global Trends
0.26 50k 1/1/2011
21 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.39 250k 10/1/2009
20 Estlander & Partners
Alpha Trend II - Class P
0.64 100k 12/1/2008
19 DeltaHedge
DH Styx
0.85 1,000k 9/1/2017
18 R Best LLC
World Select Program
0.91 2,000k 4/1/2016
17 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.01 100k 4/1/2015
16 Worldwide Capital Strategies
Profit Quest Macro World
1.11 100k 1/1/2010
15 514 Capital Partners
514 Fund
1.25 100k 11/1/2013
14 EMC Capital Advisors, LLC
EMC Alpha Program
1.54 5,000k 6/1/2013
13 Emil van Essen
Multi-Strategy Program
1.79 6,000k 5/1/2014
12 GT CAPITAL CTA
GT Systematic Day Trading Program
2.02 60k 8/1/2017
11 Cauldron Investments, LLC
Cauldron Systematic
2.60 500k 1/1/2017
10 Schot Capital
Multi Diversified Program
2.72 1,000k 1/1/2016
9 Silicon Valley Quantitative Advisors
UQP Large
2.74 500k 1/1/2009
8 Prolific Capital Markets, LLC
Prolific Swiss System
2.78 10,000k 1/1/2014
7 J8 Capital Management LLP
J8 Global Absolute Return Strategy
3.06 500k 1/1/2015
6 Estlander & Partners
Freedom
3.37 20,000k 8/1/2010
5 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.66 50k 7/1/2011
4 Tomas Capital Pty Ltd
GCAF | USD
5.19 1,500k 7/1/2011
3 Purple Valley Capital, Inc.
Diversified Trend 1
10.08 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
12.09 1,000k 5/1/1991
1 Glenhaven Capital LLC
Glenhaven Global II LP
13.35 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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