Trend Following Strategy Index For August 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 Aug 2016 Min Inv Inception 54 Covenant Capital Management Optimal Program -35.66 10k 2/1/2014 53 Deep Field Capital AG SINGULARITY Fund (2x) -34.44 100k 8/1/2014 52 Deep Field Capital AG SINGULARITY Fund -17.28 100k 9/1/2011 51 Purple Valley Capital, Inc. Diversified Trend 1 -12.34 100k 8/1/2008 50 Estlander & Partners Alpha Trend II - Class P -11.20 100k 12/1/2008 49 Ritenour Investment Group, LLC RIG_ES_Client -11.14 25k 3/1/2013 48 Qbasis Invest Qbasis i Trend Fund -9.32 1k 1/1/2014 47 Availeth Capital Optimum (Client) -8.31 100k 11/1/2014 46 Conquest Capital Group Conquest Macro -7.86 250k 5/1/1999 45 Angle Capital Management LLC AIP Program -6.63 100k 1/1/2010 44 Future Trade AG Thales Swing Trading Programme -6.51 250k 6/1/2007 43 Quantica Capital AG 2X Quantica Managed Futures Fund -5.60 100k 1/1/2014 42 Dreiss Research Corporation Diversified Program -5.45 1,000k 5/1/1991 41 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.11 50k 7/1/2011 40 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -4.55 25,000k 1/1/2014 39 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.42 250k 5/1/2011 38 Estlander & Partners Freedom -4.32 20,000k 8/1/2010 37 Prolific Capital Markets, LLC Prolific Swiss System -4.31 10,000k 1/1/2014 36 Conquest Capital Group Conquest Select -4.27 250k 6/1/2004 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.09 1,000k 3/1/2003 34 Sona Trading Strategies LLC. Diversified Program -3.88 1,000k 9/1/2006 33 ISAM ISAM Systematic Trend Fund -3.81 1,000k 6/1/2001 32 Independent View IV Quantitative Futures Fund -3.69 100k 11/1/2012 31 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 30 EMC Capital Advisors, LLC EMC Alpha Program -2.58 5,000k 6/1/2013 29 Alee Capital Management, LLC Poniente Program -2.52 2,500k 1/1/1999 28 Candriam Investor Group Alternative Return Systemat -2.51 125k 1/1/2007 27 Adamah Capital LLC Asset Allocator Program -2.00 50k 3/1/2011 26 Talenta Capital LLP Diversified -1.89 950k 6/1/2014 25 Garraway Capital Management LLP Garraway Financial Trends -1.80 100k 9/1/2012 24 Millburn Ridgefield Corporation Commodity Program -1.70 25,000k 3/1/2005 23 Seven Capital Management Seven Absolute Return -1.63 100k 6/1/2009 22 DUNN Capital Management DUNN WMA Institutional Program -1.48 100k 10/1/2011 21 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.47 250k 10/1/2009 20 Alee Capital Management, LLC Mistral Program -0.96 2,500k 1/1/1999 19 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.89 1k 6/1/2009 18 Bidwell Investments LLC Global Macro Program -0.85 250k 2/1/2014 17 Superfund Group Superfund Red EUR SICAV -0.80 10k 3/1/2013 16 Superfund Group Superfund Red USD SICAV -0.70 10k 3/1/2013 15 Melissinos Trading Eupatrid Global Trends -0.70 50k 1/1/2011 14 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -0.68 1,500k 7/1/2014 13 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.67 1k 10/1/2006 12 ROW Asset Managment Row Diversified Fund, L.P. -0.60 1,000k 11/1/2011 11 Piquant Technologies LLP Pegasus Fund -0.46 1,000k 9/1/2013 10 Vivienne Investissement OUESSANT UCITS FUND (A) -0.19 100k 5/1/2012 9 Emil van Essen Multi-Strategy Program 0.14 6,000k 5/1/2014 8 Emil van Essen Long-Short Commodity Program 0.19 1,000k 6/1/2013 7 Quantum Leap Capital Management LV Program 0.72 600k 11/1/2014 6 Xenfin Capital Limited XenfinCRT Prime FX 0.76 1,000k 7/1/2014 5 Quantum Leap Capital Management Managed Account Program 0.89 300k 8/1/2006 4 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.01 100k 1/1/2000 3 Cauldron Investments, LLC Stock Index Plus 1.02 1,000k 10/1/2009 2 Worldwide Capital Strategies Profit Quest Strategies 1.11 200k 9/1/2013 1 Worldwide Capital Strategies Profit Quest Macro World 1.43 100k 1/1/2010 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.