Trend Following Strategy Index For March 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 Mar 2016 Min Inv Inception 52 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -18.24 50k 7/1/2011 51 Golden Point Capital Management, LLC Global Systematic -17.02 250k 7/1/2012 50 Purple Valley Capital, Inc. Diversified Trend 1 -16.59 100k 8/1/2008 49 Vision Capital Management Global Futures -16.33 500k 2/1/2012 48 Estlander & Partners Alpha Trend II - Class P -11.88 100k 12/1/2008 47 Conquest Capital Group Conquest Macro -11.61 250k 5/1/1999 46 Dreiss Research Corporation Diversified Program -9.19 1,000k 5/1/1991 45 Candriam Investor Group Alternative Return Systemat -7.34 125k 1/1/2007 44 ISAM ISAM Systematic Trend Fund -7.23 1,000k 6/1/2001 43 Qbasis Invest Qbasis i Trend Fund -6.68 1k 1/1/2014 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.61 1,000k 3/1/2003 41 Angle Capital Management LLC AIP Program -6.38 100k 1/1/2010 40 Conquest Capital Group Conquest Select -6.19 250k 6/1/2004 39 Quantica Capital AG 2X Quantica Managed Futures Fund -5.80 100k 1/1/2014 38 Deep Field Capital AG SINGULARITY Fund -5.16 100k 9/1/2011 37 Dixon Midland Company LLC Dixon Midland Diversified LLC -5.10 250k 5/1/2011 36 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.08 1k 6/1/2009 35 Garraway Capital Management LLP Garraway Financial Trends -4.42 100k 9/1/2012 34 Abraham Investment Management Formula 72 H -4.38 150k 8/1/2012 33 Melissinos Trading Eupatrid Global Trends -3.81 50k 1/1/2011 32 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -3.56 25,000k 1/1/2014 31 Estlander & Partners Freedom -3.49 20,000k 8/1/2010 30 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.17 100k 1/1/2000 29 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 28 Alee Capital Management, LLC Poniente Program -2.87 2,500k 1/1/1999 27 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.77 1k 10/1/2006 26 Piquant Technologies LLP Pegasus Fund -2.74 1,000k 9/1/2013 25 Sona Trading Strategies LLC. Diversified Program -2.33 1,000k 9/1/2006 24 Worldwide Capital Strategies Profit Quest Strategies -1.52 200k 9/1/2013 23 Millburn Ridgefield Corporation Commodity Program -1.51 25,000k 3/1/2005 22 Prolific Capital Markets, LLC Prolific Swiss System -1.51 10,000k 1/1/2014 21 ALFAKRAFT ALFA Commodity Fund -1.44 16k 6/1/2010 20 Talenta Capital LLP Diversified -1.43 950k 6/1/2014 19 Quantum Leap Capital Management Managed Account Program -1.31 300k 8/1/2006 18 Seven Capital Management Seven Absolute Return -1.29 100k 6/1/2009 17 Emil van Essen Long-Short Commodity Program -0.58 1,000k 6/1/2013 16 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.49 250k 10/1/2009 15 EMC Capital Advisors, LLC EMC Alpha Program -0.14 5,000k 6/1/2013 14 Alee Capital Management, LLC Mistral Program 0.11 2,500k 1/1/1999 13 ROW Asset Managment Row Diversified Fund, L.P. 0.53 1,000k 11/1/2011 12 Pacific Capital Advisors Agilis Program 0.70 100k 12/1/2012 11 Emil van Essen Multi-Strategy Program 0.81 6,000k 5/1/2014 10 Adamah Capital LLC Asset Allocator Program 1.30 50k 3/1/2011 9 Vivienne Investissement OUESSANT UCITS FUND (A) 1.67 100k 5/1/2012 8 Superfund Group Superfund Red EUR SICAV 2.12 10k 3/1/2013 7 Superfund Group Superfund Red USD SICAV 2.17 10k 3/1/2013 6 Cauldron Investments, LLC Stock Index Plus 2.84 1,000k 10/1/2009 5 Urban Tree Capital, LLC UTC Plus (Client) 3.53 100k 3/1/2013 4 Future Trade AG Thales Swing Trading Programme 4.44 250k 6/1/2007 3 Ritenour Investment Group, LLC RIG_ES_Client 6.03 25k 3/1/2013 2 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 9.45 1,500k 7/1/2014 1 Covenant Capital Management Optimal Program 9.83 10k 2/1/2014 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.