Trend Following Strategy Index For November 2017 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 Nov 2017 Min Inv Inception 50 Covenant Capital Management Optimal Program -14.23 10k 2/1/2014 49 Silicon Valley Quantitative Advisors UQP Large -8.55 500k 1/1/2009 48 Qbasis Invest Qbasis i Trend Fund -6.97 1k 1/1/2014 47 Prolific Capital Markets, LLC Prolific Swiss System -6.55 10,000k 1/1/2014 46 Worldwide Capital Strategies Profit Quest Macro World -5.60 100k 1/1/2010 45 Candriam Investor Group Alternative Return Systemat -4.04 125k 1/1/2007 44 Qbasis Invest Qbasis All Trends UCITS Fund -3.82 100k 1/1/2016 43 Estlander & Partners Alpha Trend II - Class P -2.22 100k 12/1/2008 42 Alee Capital Management, LLC Poniente Program -2.18 2,500k 1/1/1999 41 Dreiss Research Corporation Diversified Program -2.15 1,000k 5/1/1991 40 Glenhaven Capital LLC Glenhaven Global II LP -2.12 25k 4/1/2012 39 Conquest Capital Group Conquest Select -1.82 250k 6/1/2004 38 Emil van Essen Long-Short Commodity Program -1.77 1,000k 6/1/2013 37 Estlander & Partners Freedom -1.70 20,000k 8/1/2010 36 Emil van Essen Multi-Strategy Program -1.69 6,000k 5/1/2014 35 ISAM ISAM Systematic Trend Fund -1.64 1,000k 6/1/2001 34 Eclipse Capital Management Alpha Asia -1.58 25,000k 1/1/2015 33 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.35 50k 7/1/2011 32 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -1.23 200k 2/1/2015 31 Alee Capital Management, LLC Mistral Program -1.11 2,500k 1/1/1999 30 Millburn Ridgefield Corporation Commodity Program -1.08 25,000k 3/1/2005 29 Tomas Capital Pty Ltd GCAF | USD -1.06 1,500k 7/1/2011 28 R Best LLC World Select Program -1.01 2,000k 4/1/2016 27 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.68 1,000k 3/1/2003 26 Eamon Capital Zephyr Program -0.41 600k 1/1/2016 25 Melissinos Trading Eupatrid Global Trends -0.21 50k 1/1/2011 24 Superfund Group Superfund Red EUR SICAV -0.10 10k 3/1/2013 23 Superfund Group Superfund Red USD SICAV 0.24 10k 3/1/2013 22 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.36 100k 4/1/2015 21 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.41 1k 10/1/2006 20 Angle Capital Management LLC AIP Program 0.53 100k 1/1/2010 19 Cauldron Investments, LLC Stock Index Plus 0.53 1,000k 10/1/2009 18 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.59 250k 5/1/2011 17 DeltaHedge VIXVOX 1 0.69 250k 8/1/2015 16 Garraway Capital Management LLP Garraway Financial Trends 0.72 100k 9/1/2012 15 Independent View IV Quantitative Futures Fund 0.76 100k 11/1/2012 14 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.80 1,000k 1/1/2013 13 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.88 1k 6/1/2009 12 Seven Capital Management Seven Absolute Return 0.89 100k 6/1/2009 11 Vivienne Investissement OUESSANT UCITS FUND (A) 1.03 100k 5/1/2012 10 Talenta Capital LLP Diversified 1.07 950k 6/1/2014 9 ROW Asset Managment Row Diversified Fund, L.P. 1.29 1,000k 11/1/2011 8 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.40 100k 1/1/2000 7 EMC Capital Advisors, LLC EMC Alpha Program 1.74 5,000k 6/1/2013 6 Quantica Capital AG 1X Quantica Managed Futures Fund 1.80 100k 1/1/2014 5 DUNN Capital Management DUNN WMA Institutional Program 1.81 100k 10/1/2011 4 Chesapeake Capital Diversified Plus (HV) 3.42 100k 4/1/1994 3 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.84 250k 10/1/2009 2 Purple Valley Capital, Inc. Diversified Trend 1 3.96 100k 8/1/2008 1 Quantica Capital AG 2X Quantica Managed Futures Fund 4.10 100k 1/1/2014 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.