Trend Following Strategy Index For February 2020

Monthly Rankings

Rank CTA/Program Feb 2020 Min Inv Inception
50 Glenhaven Capital LLC
Glenhaven Global II LP
-19.59 25k 4/1/2012
50 Glenhaven Capital LLC
Glenhaven Global II LP
-19.59 25k 4/1/2012
51 Superfund Group
Superfund Red One SP I - Class A Silver
-15.22 10k 1/1/2017
49 Superfund Group
Superfund Red One SP I - Class A Silver
-15.22 10k 1/1/2017
49 Superfund Group
Superfund Red One SP I - Class A Silver
-15.22 10k 1/1/2017
48 Incline Investment Management, LLC
Zephyr Cove Crypto
-12.93 50k 4/1/2018
48 Incline Investment Management, LLC
Zephyr Cove Crypto
-12.93 50k 4/1/2018
50 Superfund Group
Superfund Green SILVER SICAV
-8.91 20k 1/1/2017
47 Superfund Group
Superfund Green SILVER SICAV
-8.91 20k 1/1/2017
47 Superfund Group
Superfund Green SILVER SICAV
-8.91 20k 1/1/2017
49 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
46 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
46 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
48 Superfund Group
Superfund Red One SP I - Class A USD
-6.23 10k 1/1/2017
45 Superfund Group
Superfund Red One SP I - Class A USD
-6.23 10k 1/1/2017
45 Superfund Group
Superfund Red One SP I - Class A USD
-6.23 10k 1/1/2017
47 Superfund Group
Superfund Red One SP I - Class A EUR
-6.16 10k 1/1/2017
44 Superfund Group
Superfund Red One SP I - Class A EUR
-6.16 10k 1/1/2017
44 Superfund Group
Superfund Red One SP I - Class A EUR
-6.16 10k 1/1/2017
43 Emil van Essen
Multi-Strategy Program
-5.10 6,000k 5/1/2014
43 Emil van Essen
Multi-Strategy Program
-5.10 6,000k 5/1/2014
46 Superfund Group
Superfund Red EUR SICAV
-4.89 10k 3/1/2013
42 Superfund Group
Superfund Red EUR SICAV
-4.89 10k 3/1/2013
42 Superfund Group
Superfund Red EUR SICAV
-4.89 10k 3/1/2013
45 Superfund Group
Superfund Red USD SICAV
-4.81 10k 3/1/2013
41 Superfund Group
Superfund Red USD SICAV
-4.81 10k 3/1/2013
41 Superfund Group
Superfund Red USD SICAV
-4.81 10k 3/1/2013
44 Eclipse Capital Management
Alpha Asia
-4.55 25,000k 1/1/2015
40 Eclipse Capital Management
Alpha Asia
-4.55 25,000k 1/1/2015
40 Eclipse Capital Management
Alpha Asia
-4.55 25,000k 1/1/2015
43 Melissinos Trading
Eupatrid Global Trends
-4.47 50k 1/1/2011
39 Melissinos Trading
Eupatrid Global Trends
-4.47 50k 1/1/2011
39 Melissinos Trading
Eupatrid Global Trends
-4.47 50k 1/1/2011
42 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
38 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
38 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
41 Estlander & Partners
Freedom
-4.06 20,000k 8/1/2010
37 Estlander & Partners
Freedom
-4.06 20,000k 8/1/2010
37 Estlander & Partners
Freedom
-4.06 20,000k 8/1/2010
40 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.92 250k 5/1/2011
36 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.92 250k 5/1/2011
36 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.92 250k 5/1/2011
39 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.86 1k 6/1/2009
35 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.86 1k 6/1/2009
35 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.86 1k 6/1/2009
38 Chesapeake Capital
Diversified Plus (HV)
-3.27 100k 4/1/1994
34 Chesapeake Capital
Diversified Plus (HV)
-3.26 100k 4/1/1994
34 Chesapeake Capital
Diversified Plus (HV)
-3.26 100k 4/1/1994
37 Silicon Valley Quantitative Advisors
UQP Large
-2.84 500k 1/1/2009
33 Silicon Valley Quantitative Advisors
UQP Large
-2.84 500k 1/1/2009
33 Silicon Valley Quantitative Advisors
UQP Large
-2.84 500k 1/1/2009
36 DUNN Capital Management
DUNN WMA Institutional Program
-2.71 100k 10/1/2011
32 DUNN Capital Management
DUNN WMA Institutional Program
-2.71 100k 10/1/2011
32 DUNN Capital Management
DUNN WMA Institutional Program
-2.71 100k 10/1/2011
35 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.49 1,000k 1/1/2013
31 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.49 1,000k 1/1/2013
31 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.49 1,000k 1/1/2013
34 Prolific Capital Markets, LLC
Prolific Swiss System
-2.03 10,000k 1/1/2014
30 Prolific Capital Markets, LLC
Prolific Swiss System
-2.03 10,000k 1/1/2014
30 Prolific Capital Markets, LLC
Prolific Swiss System
-2.03 10,000k 1/1/2014
33 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.74 100k 4/1/2015
32 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.59 1k 10/1/2006
29 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.59 1k 10/1/2006
29 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.59 1k 10/1/2006
28 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.52 100k 4/1/2015
28 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.52 100k 4/1/2015
31 Garraway Capital Management LLP
Garraway Financial Trends
-1.06 100k 9/1/2012
27 Garraway Capital Management LLP
Garraway Financial Trends
-1.06 100k 9/1/2012
27 Garraway Capital Management LLP
Garraway Financial Trends
-1.06 100k 9/1/2012
30 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.00 100k 5/1/2012
26 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.00 100k 5/1/2012
26 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.00 100k 5/1/2012
29 Superfund Group
Superfund Green GOLD SICAV
-0.64 20k 1/1/2017
25 Superfund Group
Superfund Green GOLD SICAV
-0.64 20k 1/1/2017
25 Superfund Group
Superfund Green GOLD SICAV
-0.64 20k 1/1/2017
28 Dreiss Research Corporation
Diversified Program
-0.33 1,000k 5/1/1991
24 Dreiss Research Corporation
Diversified Program
-0.33 1,000k 5/1/1991
24 Dreiss Research Corporation
Diversified Program
-0.33 1,000k 5/1/1991
27 Seven Capital Management
Seven Absolute Return
-0.33 100k 6/1/2009
23 Seven Capital Management
Seven Absolute Return
-0.33 100k 6/1/2009
23 Seven Capital Management
Seven Absolute Return
-0.33 100k 6/1/2009
26 Cauldron Investments, LLC
Cauldron Systematic
-0.16 500k 1/1/2017
25 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.02 500k 1/1/2015
22 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.02 500k 1/1/2015
22 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.02 500k 1/1/2015
21 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
23 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
21 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
21 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
22 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
24 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.00 175k 5/1/2017
20 Welton Investment Partners
Welton Trend
0.21 25,000k 10/1/2012
20 Welton Investment Partners
Welton Trend
0.21 25,000k 10/1/2012
20 Welton Investment Partners
Welton Trend
0.21 25,000k 10/1/2012
19 DeltaHedge
DH Styx
0.26 1,000k 9/1/2017
19 DeltaHedge
DH Styx
0.26 1,000k 9/1/2017
19 DeltaHedge
DH Styx
0.26 1,000k 9/1/2017
18 Superfund Group
Superfund Green USD SICAV
0.44 5k 1/1/2017
18 Superfund Group
Superfund Green USD SICAV
0.44 5k 1/1/2017
18 Superfund Group
Superfund Green USD SICAV
0.44 5k 1/1/2017
17 EMC Capital Advisors, LLC
EMC Alpha Program
0.63 5,000k 6/1/2013
17 EMC Capital Advisors, LLC
EMC Alpha Program
0.63 5,000k 6/1/2013
17 EMC Capital Advisors, LLC
EMC Alpha Program
0.63 5,000k 6/1/2013
16 Superfund Group
Superfund Green EUR SICAV
0.65 5k 1/1/2017
16 Superfund Group
Superfund Green EUR SICAV
0.65 5k 1/1/2017
16 Superfund Group
Superfund Green EUR SICAV
0.65 5k 1/1/2017
15 ISAM
ISAM Systematic Trend (Levitas)
0.87 1,000k 5/1/2010
15 ISAM
ISAM Systematic Trend (Levitas)
0.87 1,000k 5/1/2010
15 ISAM
ISAM Systematic Trend (Levitas)
0.87 1,000k 5/1/2010
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.97 250k 10/1/2009
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.97 250k 10/1/2009
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.97 250k 10/1/2009
13 R Best LLC
World Select Program
1.81 2,000k 4/1/2016
13 R Best LLC
World Select Program
1.81 2,000k 4/1/2016
13 R Best LLC
World Select Program
1.81 2,000k 4/1/2016
12 Schot Capital
Multi Diversified Program
3.02 1,000k 1/1/2016
12 Schot Capital
Multi Diversified Program
3.02 1,000k 1/1/2016
12 Schot Capital
Multi Diversified Program
3.02 1,000k 1/1/2016
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.13 1,000k 3/1/2003
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.13 1,000k 3/1/2003
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.13 1,000k 3/1/2003
10 514 Capital Partners
514 Fund
5.39 100k 11/1/2013
10 514 Capital Partners
514 Fund
5.39 100k 11/1/2013
10 514 Capital Partners
514 Fund
5.39 100k 11/1/2013
9 Eagle Trading Systems Inc.
Eagle Customized Trend
5.78 10,000k 4/1/2017
9 Eagle Trading Systems Inc.
Eagle Customized Trend
5.80 10,000k 4/1/2017
9 Eagle Trading Systems Inc.
Eagle Customized Trend
5.80 10,000k 4/1/2017
8 Anderson Creek Trading
Standard Diversified Strategy
7.94 250k 7/1/2014
8 Anderson Creek Trading
Standard Diversified Strategy
7.94 250k 7/1/2014
8 Anderson Creek Trading
Standard Diversified Strategy
7.94 250k 7/1/2014
7 Eamon Capital
Zephyr Program
12.13 600k 1/1/2016
7 Eamon Capital
Zephyr Program
12.13 600k 1/1/2016
7 Eamon Capital
Zephyr Program
12.13 600k 1/1/2016
6 GT CAPITAL CTA
GT Systematic Day Trading Program
12.43 60k 8/1/2017
6 GT CAPITAL CTA
GT Systematic Day Trading Program
12.43 60k 8/1/2017
6 GT CAPITAL CTA
GT Systematic Day Trading Program
12.43 60k 8/1/2017
5 Worldwide Capital Strategies
Profit Quest Macro World
17.11 100k 1/1/2010
5 Worldwide Capital Strategies
Profit Quest Macro World
17.11 100k 1/1/2010
5 Worldwide Capital Strategies
Profit Quest Macro World
17.11 100k 1/1/2010
4 Purple Valley Capital, Inc.
Diversified Trend 1
17.33 100k 8/1/2008
3 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
17.56 25k 2/1/2016
4 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
17.56 25k 2/1/2016
4 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
17.56 25k 2/1/2016
3 Purple Valley Capital, Inc.
Diversified Trend 1
17.65 100k 8/1/2008
3 Purple Valley Capital, Inc.
Diversified Trend 1
17.65 100k 8/1/2008
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
20.19 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
20.19 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
20.58 1,500k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | USD
20.94 1,500k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | USD
20.94 1,500k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
21.17 50k 7/1/2011

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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