Trend Following Strategy Index For September 2019

Monthly Rankings

Rank CTA/Program Sep 2019 Min Inv Inception
56 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-25.34 50k 7/1/2011
55 Tomas Capital Pty Ltd
GCAF | USD
-25.23 1,500k 7/1/2011
54 Purple Valley Capital, Inc.
Diversified Trend 1
-19.57 100k 8/1/2008
53 Estlander & Partners
Alpha Trend II - Class P
-17.44 100k 12/1/2008
52 Dreiss Research Corporation
Diversified Program
-14.94 1,000k 5/1/1991
51 Superfund Group
Superfund Green SILVER SICAV
-12.77 20k 1/1/2017
50 Superfund Group
Superfund Green GOLD SICAV
-9.30 20k 1/1/2017
49 Superfund Group
Superfund Red One SP I - Class A Silver
-8.92 10k 1/1/2017
48 Emil van Essen
Long-Short Commodity Program
-8.57 1,000k 6/1/2013
47 Anderson Creek Trading
Standard Diversified Strategy
-7.20 250k 7/1/2014
46 Estlander & Partners
Freedom
-7.16 20,000k 8/1/2010
45 Garraway Capital Management LLP
Garraway Financial Trends
-6.09 100k 9/1/2012
44 Glenhaven Capital LLC
Glenhaven Global II LP
-6.03 25k 4/1/2012
43 ISAM
ISAM Systematic Trend (Levitas)
-5.89 1,000k 5/1/2010
42 Alee Capital Management, LLC
Mistral Program
-5.81 2,500k 1/1/1999
41 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.68 1k 6/1/2009
40 Superfund Group
Superfund Green USD SICAV
-5.64 5k 1/1/2017
39 DUNN Capital Management
DUNN WMA Institutional Program
-5.63 100k 10/1/2011
38 Superfund Group
Superfund Green EUR SICAV
-5.54 5k 1/1/2017
37 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.22 250k 5/1/2011
36 Silicon Valley Quantitative Advisors
UQP Large
-4.48 500k 1/1/2009
35 Eclipse Capital Management
Alpha Asia
-4.45 25,000k 1/1/2015
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.41 1,000k 3/1/2003
33 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-4.10 25k 2/1/2016
32 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.92 500k 1/1/2015
31 Emil van Essen
Multi-Strategy Program
-3.74 6,000k 5/1/2014
30 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.62 1,000k 1/1/2013
29 Welton Investment Partners
Welton Trend
-3.53 25,000k 10/1/2012
28 R Best LLC
World Select Program
-3.50 2,000k 4/1/2016
27 Melissinos Trading
Eupatrid Global Trends
-3.45 50k 1/1/2011
26 Worldwide Capital Strategies
Profit Quest Macro World
-3.29 100k 1/1/2010
25 514 Capital Partners
514 Fund
-3.28 100k 11/1/2013
24 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.26 1k 10/1/2006
23 Eamon Capital
Zephyr Program
-3.17 600k 1/1/2016
22 Prolific Capital Markets, LLC
Prolific Swiss System
-3.03 10,000k 1/1/2014
21 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.89 250k 10/1/2009
20 Seven Capital Management
Seven Absolute Return
-2.84 100k 6/1/2009
19 EMC Capital Advisors, LLC
EMC Alpha Program
-2.65 5,000k 6/1/2013
18 Superfund Group
Superfund Red One SP I - Class A EUR
-2.13 10k 1/1/2017
17 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.06 100k 5/1/2017
14 Superfund Group
Superfund Red One SP I - Class A USD
-1.93 10k 1/1/2017
13 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.80 100k 1/1/2014
12 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
11 Schot Capital
Multi Diversified Program
-0.71 1,000k 1/1/2016
10 Chesapeake Capital
Diversified Plus (HV)
-0.46 100k 4/1/1994
9 Superfund Group
Superfund Red USD SICAV
-0.45 10k 3/1/2013
8 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.41 100k 5/1/2012
7 Superfund Group
Superfund Red EUR SICAV
-0.37 10k 3/1/2013
6 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.26 100k 4/1/2015
5 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
6 DeltaHedge
VIXVOX 2
0.00 250k 8/1/2015
9 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
4 DeltaHedge
DH Styx
0.06 1,000k 9/1/2017
3 Cauldron Investments, LLC
Cauldron Systematic
0.43 500k 1/1/2017
2 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.66 175k 5/1/2017
1 GT CAPITAL CTA
GT Systematic Day Trading Program
2.97 60k 8/1/2017

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.

Free Investment Plan Free CTA database