Trend Following Strategy Index For February 2016 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Feb 2016 Min Inv Inception 50 Covenant Capital Management Optimal Program -25.37 10k 2/1/2014 49 Quantum Leap Capital Management Managed Account Program -5.13 300k 8/1/2006 48 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -4.73 250k 10/1/2009 47 Ritenour Investment Group, LLC RIG_ES_Client -2.49 25k 3/1/2013 46 Cauldron Investments, LLC Stock Index Plus -1.77 1,000k 10/1/2009 45 Future Trade AG Thales Swing Trading Programme -0.63 250k 6/1/2007 44 Emil van Essen Multi-Strategy Program -0.51 6,000k 5/1/2014 43 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.30 100k 1/1/2000 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.29 10,000k 3/1/2003 41 Deep Field Capital AG SINGULARITY Fund -0.29 100k 9/1/2011 40 Emil van Essen Long-Short Commodity Program -0.17 1,000k 6/1/2013 39 Talenta Capital LLP Diversified -0.15 950k 6/1/2014 38 Urban Tree Capital, LLC UTC Plus (Client) 0.40 100k 3/1/2013 37 Alee Capital Management, LLC Poniente Program 0.72 2,500k 1/1/1999 36 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 1.09 25,000k 1/1/2014 35 Alee Capital Management, LLC Mistral Program 1.35 2,500k 1/1/1999 34 Vivienne Investissement OUESSANT UCITS FUND (A) 1.83 100k 5/1/2012 33 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.84 1k 10/1/2006 32 Golden Point Capital Management, LLC Global Systematic 2.21 250k 7/1/2012 31 Millburn Ridgefield Corporation Commodity Program 2.24 25,000k 3/1/2005 30 Melissinos Trading Eupatrid Global Trends 2.76 100k 1/1/2011 29 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.93 250k 5/1/2011 28 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.13 1k 6/1/2009 27 Quantica Capital AG 1X Quantica Managed Futures Fund 3.50 100k 1/1/2014 26 Estlander & Partners Freedom 3.52 20,000k 8/1/2010 25 ROW Asset Managment Row Diversified Fund, L.P. 3.66 1,000k 11/1/2011 24 ALFAKRAFT ALFA Commodity Fund 3.74 16k 6/1/2010 23 EMC Capital Advisors, LLC EMC Alpha Program 3.76 5,000k 6/1/2013 22 Sona Trading Strategies LLC. Diversified Program 4.10 1,000k 9/1/2006 21 Superfund Group Superfund Red EUR SICAV 4.13 10k 3/1/2013 20 Seven Capital Management Seven Absolute Return 4.27 100k 6/1/2009 19 Purple Valley Capital, Inc. Diversified Trend 1 4.33 100k 8/1/2008 18 Adamah Capital LLC Asset Allocator Program 4.40 50k 3/1/2011 17 Superfund Group Superfund Red USD SICAV 4.40 10k 3/1/2013 16 ISAM ISAM Systematic Trend Fund 4.46 1,000k 6/1/2001 15 Pacific Capital Advisors Agilis Program 4.67 100k 12/1/2012 14 Conquest Capital Group Conquest Select 5.04 250k 6/1/2004 13 Vision Capital Management Global Futures 5.14 500k 2/1/2012 12 Angle Capital Management LLC AIP Program 5.32 100k 1/1/2010 11 Quantica Capital AG 2X Quantica Managed Futures Fund 6.40 100k 1/1/2014 10 Candriam Investors Group Alternative Return Systemat 6.57 125k 1/1/2007 9 Garraway Capital Management LLP Garraway Financial Trends 7.64 100k 9/1/2012 8 Worldwide Capital Strategies Profit Quest Strategies 7.80 200k 9/1/2013 7 Conquest Capital Group Conquest Macro 8.00 250k 5/1/1999 6 Abraham Investment Management Formula 72 H 8.39 150k 8/1/2012 5 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 8.60 1,500k 7/1/2014 4 Dreiss Research Corporation Diversified Program 8.66 1,000k 5/1/1991 3 Qbasis Invest Qbasis i Trend Fund 10.37 1k 1/1/2014 2 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 11.63 50k 7/1/2011 1 Estlander & Partners Alpha Trend II - Class P 13.94 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.