Trend Following Strategy Index For May 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 May 2016 Min Inv Inception 53 Covenant Capital Management Optimal Program -32.88 10k 2/1/2014 52 Future Trade AG Thales Swing Trading Programme -15.69 250k 6/1/2007 51 Estlander & Partners Alpha Trend II - Class P -14.65 100k 12/1/2008 50 Qbasis Invest Qbasis i Trend Fund -13.51 1k 1/1/2014 49 Purple Valley Capital, Inc. Diversified Trend 1 -10.02 100k 8/1/2008 48 Deep Field Capital AG SINGULARITY Fund -7.86 100k 9/1/2011 47 Dreiss Research Corporation Diversified Program -6.34 1,000k 5/1/1991 46 Angle Capital Management LLC AIP Program -5.81 100k 1/1/2010 45 Conquest Capital Group Conquest Select -5.76 250k 6/1/2004 44 ROW Asset Managment Row Diversified Fund, L.P. -4.74 1,000k 11/1/2011 43 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.35 250k 5/1/2011 42 Melissinos Trading Eupatrid Global Trends -4.22 100k 1/1/2011 41 Prolific Capital Markets, LLC Prolific Swiss System -4.14 10,000k 1/1/2014 40 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -4.12 1k 6/1/2009 39 Superfund Group Superfund Red EUR SICAV -3.91 10k 3/1/2013 38 Superfund Group Superfund Red USD SICAV -3.74 10k 3/1/2013 37 Sona Trading Strategies LLC. Diversified Program -3.72 1,000k 9/1/2006 36 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -3.39 50k 7/1/2011 35 ISAM ISAM Systematic Trend Fund -3.38 1,000k 6/1/2001 34 Estlander & Partners Freedom -3.02 20,000k 8/1/2010 33 Emil van Essen Long-Short Commodity Program -2.79 1,000k 6/1/2013 32 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.68 250k 10/1/2009 31 Garraway Capital Management LLP Garraway Financial Trends -2.42 100k 9/1/2012 30 Pacific Capital Advisors Agilis Program -2.26 100k 12/1/2012 29 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.25 100k 1/1/2000 28 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.16 1k 10/1/2006 27 Bidwell Investments LLC Global Macro Program -2.12 250k 2/1/2014 26 Alee Capital Management, LLC Poniente Program -1.72 2,500k 1/1/1999 25 Worldwide Capital Strategies Profit Quest Strategies -1.39 200k 9/1/2013 24 Emil van Essen Multi-Strategy Program -1.38 6,000k 5/1/2014 23 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.38 25,000k 1/1/2014 22 Vision Capital Management Global Futures -1.24 500k 2/1/2012 21 Quantica Capital AG 2X Quantica Managed Futures Fund -1.00 100k 1/1/2014 20 EMC Capital Advisors, LLC EMC Alpha Program -0.96 5,000k 6/1/2013 19 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.93 10,000k 3/1/2003 18 Quantum Leap Capital Management Managed Account Program -0.87 300k 8/1/2006 17 Quantica Capital AG 1X Quantica Managed Futures Fund -0.60 100k 1/1/2014 16 Piquant Technologies LLP Pegasus Fund -0.47 1,000k 9/1/2013 15 Alee Capital Management, LLC Mistral Program -0.42 2,500k 1/1/1999 14 Talenta Capital LLP Diversified -0.24 950k 6/1/2014 12 Golden Point Capital Management, LLC Global Systematic 0.00 250k 7/1/2012 13 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 11 Adamah Capital LLC Asset Allocator Program 0.50 50k 3/1/2011 10 Seven Capital Management Seven Absolute Return 0.53 100k 6/1/2009 9 ALFAKRAFT ALFA Commodity Fund 0.68 16k 6/1/2010 8 Conquest Capital Group Conquest Macro 0.94 250k 5/1/1999 7 Millburn Ridgefield Corporation Commodity Program 1.47 25,000k 3/1/2005 6 Abraham Investment Management Formula 72 H 1.67 150k 8/1/2012 5 Ritenour Investment Group, LLC RIG_ES_Client 2.08 25k 3/1/2013 4 Vivienne Investissement OUESSANT UCITS FUND (A) 2.45 100k 5/1/2012 3 Urban Tree Capital, LLC UTC Plus (Client) 3.09 100k 3/1/2013 2 Cauldron Investments, LLC Stock Index Plus 3.19 1,000k 10/1/2009 1 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 13.02 1,500k 7/1/2014 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.