Trend Following Strategy Index For January 2020

Monthly Rankings

Rank CTA/Program Jan 2020 Min Inv Inception
54 Dreiss Research Corporation
Diversified Program
-11.02 1,000k 5/1/1991
53 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-10.56 25k 2/1/2016
52 Silicon Valley Quantitative Advisors
UQP Large
-8.59 500k 1/1/2009
51 Emil van Essen
Multi-Strategy Program
-4.46 6,000k 5/1/2014
50 Eclipse Capital Management
Alpha Asia
-4.31 25,000k 1/1/2015
49 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.87 500k 1/1/2015
48 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.06 1k 6/1/2009
47 Eagle Trading Systems Inc.
Eagle Customized Trend
-2.27 10,000k 4/1/2017
46 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
45 Anderson Creek Trading
Standard Diversified Strategy
-1.59 250k 7/1/2014
44 Soaring Pelican, LLC
S&P Multiday Hybrid Program
-1.22 175k 5/1/2017
43 Tomas Capital Pty Ltd
GCAF | USD
-0.78 1,500k 7/1/2011
42 Purple Valley Capital, Inc.
Diversified Trend 1
-0.69 100k 8/1/2008
41 Emil van Essen
Long-Short Commodity Program
-0.36 1,000k 6/1/2013
40 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.16 50k 7/1/2011
39 EMC Capital Advisors, LLC
EMC Alpha Program
-0.16 5,000k 6/1/2013
38 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.09 100k 4/1/2015
37 Superfund Group
Superfund Red EUR SICAV
-0.03 10k 3/1/2013
33 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
36 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
34 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
35 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
32 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.11 100k 5/1/2017
31 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
30 Superfund Group
Superfund Red USD SICAV
0.31 10k 3/1/2013
29 Cauldron Investments, LLC
Cauldron Systematic
0.60 500k 1/1/2017
28 DeltaHedge
DH Styx
0.61 1,000k 9/1/2017
27 Garraway Capital Management LLP
Garraway Financial Trends
0.61 100k 9/1/2012
26 Superfund Group
Superfund Red One SP I - Class A EUR
0.65 10k 1/1/2017
25 Quantica Capital AG
1X Quantica Managed Futures Fund
0.80 100k 1/1/2014
24 Superfund Group
Superfund Red One SP I - Class A USD
1.06 10k 1/1/2017
23 Melissinos Trading
Eupatrid Global Trends
1.40 50k 1/1/2011
22 R Best LLC
World Select Program
1.43 2,000k 4/1/2016
21 Quantica Capital AG
2X Quantica Managed Futures Fund
1.50 100k 1/1/2014
20 Superfund Group
Superfund Red One SP I - Class A Silver
1.65 10k 1/1/2017
19 Vivienne Investissement
OUESSANT UCITS FUND (A)
2.17 100k 5/1/2012
18 Welton Investment Partners
Welton Trend
2.22 25,000k 10/1/2012
17 Schot Capital
Multi Diversified Program
2.22 1,000k 1/1/2016
16 ISAM
ISAM Systematic Trend (Levitas)
2.42 1,000k 5/1/2010
15 Seven Capital Management
Seven Absolute Return
2.43 100k 6/1/2009
14 Chesapeake Capital
Diversified Plus (HV)
3.25 100k 4/1/1994
13 514 Capital Partners
514 Fund
3.57 100k 11/1/2013
12 Worldwide Capital Strategies
Profit Quest Macro World
3.73 100k 1/1/2010
11 Estlander & Partners
Freedom
3.76 20,000k 8/1/2010
10 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.86 250k 5/1/2011
9 Prolific Capital Markets, LLC
Prolific Swiss System
3.94 10,000k 1/1/2014
8 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.17 1,000k 1/1/2013
7 Superfund Group
Superfund Green EUR SICAV
4.57 5k 1/1/2017
6 Superfund Group
Superfund Green USD SICAV
4.72 5k 1/1/2017
5 Superfund Group
Superfund Green SILVER SICAV
5.22 20k 1/1/2017
4 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
5.53 250k 10/1/2009
3 Eamon Capital
Zephyr Program
5.92 600k 1/1/2016
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.02 1,000k 3/1/2003
1 Superfund Group
Superfund Green GOLD SICAV
8.70 20k 1/1/2017

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.

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