Trend Following Strategy Index For September 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 Sep 2016 Min Inv Inception 54 Purple Valley Capital, Inc. Diversified Trend 1 -10.60 100k 8/1/2008 53 Quantum Leap Capital Management Managed Account Program -10.03 300k 8/1/2006 52 Estlander & Partners Alpha Trend II - Class P -9.65 100k 12/1/2008 51 Deep Field Capital AG SINGULARITY Fund (2x) -7.76 100k 8/1/2014 50 Prolific Capital Markets, LLC Prolific Swiss System -7.23 10,000k 1/1/2014 49 Worldwide Capital Strategies Profit Quest Macro World -6.71 100k 1/1/2010 48 Conquest Capital Group Conquest Select -5.71 250k 6/1/2004 47 Quantum Leap Capital Management LV Program -4.51 600k 11/1/2014 46 Deep Field Capital AG SINGULARITY Fund -3.92 100k 9/1/2011 45 Alee Capital Management, LLC Poniente Program -3.67 2,500k 1/1/1999 44 Worldwide Capital Strategies Profit Quest Strategies -3.56 200k 9/1/2013 43 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -3.41 1,500k 7/1/2014 42 Alee Capital Management, LLC Mistral Program -3.23 2,500k 1/1/1999 41 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -2.92 25,000k 1/1/2014 40 Candriam Investor Group Alternative Return Systemat -2.76 125k 1/1/2007 39 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.74 100k 1/1/2000 38 Angle Capital Management LLC AIP Program -2.74 100k 1/1/2010 37 Sona Trading Strategies LLC. Diversified Program -2.29 1,000k 9/1/2006 36 Conquest Capital Group Conquest Macro -2.07 250k 5/1/1999 35 Bidwell Investments LLC Global Macro Program -1.70 250k 2/1/2014 34 Qbasis Invest Qbasis i Trend Fund -1.56 1k 1/1/2014 33 Cauldron Investments, LLC Stock Index Plus -1.51 1,000k 10/1/2009 32 Millburn Ridgefield Corporation Commodity Program -1.36 25,000k 3/1/2005 31 Seven Capital Management Seven Absolute Return -1.32 100k 6/1/2009 30 Estlander & Partners Freedom -1.02 20,000k 8/1/2010 29 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.79 250k 5/1/2011 28 ISAM ISAM Systematic Trend Fund -0.74 1,000k 6/1/2001 27 Emil van Essen Long-Short Commodity Program -0.44 1,000k 6/1/2013 26 Vivienne Investissement OUESSANT UCITS FUND (A) -0.39 100k 5/1/2012 25 ROW Asset Managment Row Diversified Fund, L.P. -0.38 1,000k 11/1/2011 24 Talenta Capital LLP Diversified -0.34 950k 6/1/2014 23 Adamah Capital LLC Asset Allocator Program -0.30 50k 3/1/2011 22 Independent View IV Quantitative Futures Fund -0.27 100k 11/1/2012 21 Emil van Essen Multi-Strategy Program -0.17 6,000k 5/1/2014 20 Xenfin Capital Limited XenfinCRT Prime FX -0.06 1,000k 7/1/2014 19 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.04 1k 6/1/2009 18 Superfund Group Superfund Red EUR SICAV 0.05 10k 3/1/2013 17 Availeth Capital Optimum (Client) 0.08 100k 11/1/2014 16 Superfund Group Superfund Red USD SICAV 0.10 10k 3/1/2013 15 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.13 1k 10/1/2006 14 EMC Capital Advisors, LLC EMC Alpha Program 0.26 5,000k 6/1/2013 13 Quantica Capital AG 1X Quantica Managed Futures Fund 0.40 100k 1/1/2014 12 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.47 250k 10/1/2009 11 DUNN Capital Management DUNN WMA Institutional Program 0.90 100k 10/1/2011 10 Quantica Capital AG 2X Quantica Managed Futures Fund 1.00 100k 1/1/2014 9 Piquant Technologies LLP Pegasus Fund 1.01 1,000k 9/1/2013 8 Garraway Capital Management LLP Garraway Financial Trends 1.09 100k 9/1/2012 7 Melissinos Trading Eupatrid Global Trends 1.56 50k 1/1/2011 6 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.26 1,000k 3/1/2003 5 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.68 50k 7/1/2011 4 Future Trade AG Thales Swing Trading Programme 7.33 250k 6/1/2007 3 Ritenour Investment Group, LLC RIG_ES_Client 8.03 25k 3/1/2013 2 Dreiss Research Corporation Diversified Program 12.20 1,000k 5/1/1991 1 Covenant Capital Management Optimal Program 15.85 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.