Trend Following Strategy Index For December 2015 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Dec 2015 Min Inv Inception 50 Covenant Capital Management Optimal Program -36.68 10k 2/1/2014 49 Golden Point Capital Management, LLC Global Systematic -12.22 250k 7/1/2012 48 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -11.71 1,500k 7/1/2014 47 Quantum Leap Capital Management Managed Account Program -10.30 300k 8/1/2006 46 Conquest Capital Group Conquest Macro -9.96 250k 5/1/1999 45 Purple Valley Capital, Inc. Diversified Trend 1 -9.26 100k 8/1/2008 44 Dreiss Research Corporation Diversified Program -8.61 1,000k 5/1/1991 43 Quantica Capital AG 2X Quantica Managed Futures Fund -8.60 100k 1/1/2014 42 Abraham Investment Management Formula 72 H -8.53 150k 8/1/2012 41 Angle Capital Management LLC AIP Program -8.36 100k 1/1/2010 40 Worldwide Capital Strategies Profit Quest Strategies -7.88 200k 9/1/2013 39 Estlander & Partners Alpha Trend II - Class P -7.14 100k 12/1/2008 38 Alee Capital Management, LLC Mistral Program -6.67 2,500k 1/1/1999 37 ALFAKRAFT ALFA Commodity Fund -6.59 16k 6/1/2010 36 Pacific Capital Advisors Agilis Program -5.76 100k 12/1/2012 35 Superfund Group Superfund Red USD SICAV -5.32 10k 3/1/2013 34 Superfund Group Superfund Red EUR SICAV -5.21 10k 3/1/2013 33 Seven Capital Management Seven Absolute Return -5.11 100k 6/1/2009 32 Adamah Capital LLC Asset Allocator Program -5.10 50k 3/1/2011 31 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -4.55 1k 6/1/2009 30 Candriam Investor Group Alternative Return Systemat -4.46 125k 1/1/2007 29 Vision Capital Management Global Futures -4.30 500k 2/1/2012 28 Quantica Capital AG 1X Quantica Managed Futures Fund -4.20 100k 1/1/2014 27 Qbasis Invest Qbasis i Trend Fund -4.12 1k 1/1/2014 26 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -3.60 25,000k 1/1/2014 25 EMC Capital Advisors, LLC EMC Alpha Program -2.91 5,000k 6/1/2013 24 Alee Capital Management, LLC Poniente Program -2.66 2,500k 1/1/1999 23 Garraway Capital Management LLP Garraway Financial Trends -2.58 100k 9/1/2012 22 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.39 1k 10/1/2006 21 Sona Trading Strategies LLC. Diversified Program -2.37 1,000k 9/1/2006 20 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.35 250k 10/1/2009 19 Melissinos Trading Eupatrid Global Trends -2.22 50k 1/1/2011 18 Estlander & Partners Freedom -2.17 20,000k 8/1/2010 17 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -2.06 50k 7/1/2011 16 Vivienne Investissement OUESSANT UCITS FUND (A) -1.88 100k 5/1/2012 15 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.62 1,000k 3/1/2003 14 Talenta Capital LLP Diversified -1.29 950k 6/1/2014 13 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.04 250k 5/1/2011 12 Conquest Capital Group Conquest Select -1.04 250k 6/1/2004 11 ROW Asset Managment Row Diversified Fund, L.P. -0.77 1,000k 11/1/2011 10 Ritenour Investment Group, LLC RIG_ES_Client -0.01 25k 3/1/2013 9 Cauldron Investments, LLC Stock Index Plus 0.19 1,000k 10/1/2009 8 Future Trade AG Thales Swing Trading Programme 1.18 250k 6/1/2007 7 Emil van Essen Multi-Strategy Program 1.21 6,000k 5/1/2014 6 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.45 100k 1/1/2000 5 ISAM ISAM Systematic Trend Fund 1.46 1,000k 6/1/2001 4 Urban Tree Capital, LLC UTC Plus (Client) 2.04 100k 3/1/2013 3 Deep Field Capital AG SINGULARITY Fund 3.13 100k 9/1/2011 2 Emil van Essen Long-Short Commodity Program 4.73 1,000k 6/1/2013 1 Millburn Ridgefield Corporation Commodity Program 6.87 25,000k 3/1/2005 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.