Trend Following Strategy Index For January 2016 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 Jan 2016 Min Inv Inception 50 Covenant Capital Management Optimal Program -20.51 10k 2/1/2014 49 Pacific Capital Advisors Agilis Program -6.79 100k 12/1/2012 48 Cauldron Investments, LLC Stock Index Plus -4.51 1,000k 10/1/2009 47 Worldwide Capital Strategies Profit Quest Strategies -3.24 200k 9/1/2013 46 Adamah Capital LLC Asset Allocator Program -2.80 50k 3/1/2011 45 Future Trade AG Thales Swing Trading Programme -2.01 250k 6/1/2007 44 Alee Capital Management, LLC Mistral Program -1.77 2,500k 1/1/1999 43 Purple Valley Capital, Inc. Diversified Trend 1 -1.21 100k 8/1/2008 42 Abraham Investment Management Formula 72 H -1.09 150k 8/1/2012 41 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.09 250k 10/1/2009 40 Superfund Group Superfund Red EUR SICAV -0.90 10k 3/1/2013 39 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.85 250k 5/1/2011 38 Superfund Group Superfund Red USD SICAV -0.77 10k 3/1/2013 37 Dreiss Research Corporation Diversified Program -0.66 1,000k 5/1/1991 36 Alee Capital Management, LLC Poniente Program -0.46 2,500k 1/1/1999 35 Talenta Capital LLP Diversified -0.41 950k 6/1/2014 34 Sona Trading Strategies LLC. Diversified Program 0.58 1,000k 9/1/2006 33 Urban Tree Capital, LLC UTC Plus (Client) 0.60 100k 3/1/2013 32 Qbasis Invest Qbasis i Trend Fund 1.04 1k 1/1/2014 31 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.15 1,000k 3/1/2003 30 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.62 100k 1/1/2000 29 Deep Field Capital AG SINGULARITY Fund 2.18 100k 9/1/2011 28 Vivienne Investissement OUESSANT UCITS FUND (A) 2.48 100k 5/1/2012 27 EMC Capital Advisors, LLC EMC Alpha Program 2.61 5,000k 6/1/2013 26 Estlander & Partners Freedom 2.65 20,000k 8/1/2010 25 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 2.68 25,000k 1/1/2014 24 Vision Capital Management Global Futures 2.95 500k 2/1/2012 23 Ritenour Investment Group, LLC RIG_ES_Client 2.97 25k 3/1/2013 22 Quantum Leap Capital Management Managed Account Program 3.38 300k 8/1/2006 21 ROW Asset Managment Row Diversified Fund, L.P. 3.43 1,000k 11/1/2011 20 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.77 50k 7/1/2011 19 Emil van Essen Long-Short Commodity Program 3.81 1,000k 6/1/2013 18 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.20 1k 10/1/2006 17 ALFAKRAFT ALFA Commodity Fund 4.47 16k 6/1/2010 16 Millburn Ridgefield Corporation Commodity Program 4.63 25,000k 3/1/2005 15 Emil van Essen Multi-Strategy Program 4.78 6,000k 5/1/2014 14 Melissinos Trading Eupatrid Global Trends 5.16 50k 1/1/2011 13 Seven Capital Management Seven Absolute Return 5.40 100k 6/1/2009 12 Candriam Investor Group Alternative Return Systemat 5.46 125k 1/1/2007 11 ISAM ISAM Systematic Trend Fund 5.66 1,000k 6/1/2001 10 Quantica Capital AG 1X Quantica Managed Futures Fund 5.70 100k 1/1/2014 9 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.98 1k 6/1/2009 8 Conquest Capital Group Conquest Select 10.01 250k 6/1/2004 7 Golden Point Capital Management, LLC Global Systematic 10.02 250k 7/1/2012 6 Garraway Capital Management LLP Garraway Financial Trends 10.76 100k 9/1/2012 5 Angle Capital Management LLC AIP Program 10.97 100k 1/1/2010 4 Quantica Capital AG 2X Quantica Managed Futures Fund 11.60 100k 1/1/2014 3 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 11.77 1,500k 7/1/2014 2 Conquest Capital Group Conquest Macro 15.07 250k 5/1/1999 1 Estlander & Partners Alpha Trend II - Class P 17.77 100k 12/1/2008 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.