Trend Following Strategy Index For March 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 Mar 2017 Min Inv Inception 48 Covenant Capital Management Optimal Program -21.59 10k 2/1/2014 47 Estlander & Partners Alpha Trend II - Class P -8.07 100k 12/1/2008 46 Sona Trading Strategies LLC. Diversified Program -6.70 1,000k 9/1/2006 45 Angle Capital Management LLC AIP Program -6.26 100k 1/1/2010 44 Dreiss Research Corporation Diversified Program -5.51 1,000k 5/1/1991 43 Chesapeake Capital Diversified Plus (HV) -4.56 100k 4/1/1994 42 Alee Capital Management, LLC Mistral Program -4.24 2,500k 1/1/1999 41 Melissinos Trading Eupatrid Global Trends -3.77 50k 1/1/2011 40 Qbasis Invest Qbasis i Trend Fund -3.72 1k 1/1/2014 39 ISAM ISAM Systematic Trend Fund -3.23 1,000k 6/1/2001 38 Garraway Capital Management LLP Garraway Financial Trends -3.04 100k 9/1/2012 37 Purple Valley Capital, Inc. Diversified Trend 1 -2.93 100k 8/1/2008 36 Alee Capital Management, LLC Poniente Program -2.52 2,500k 1/1/1999 35 Independent View IV Quantitative Futures Fund -2.46 100k 11/1/2012 34 Conquest Capital Group Conquest Select -2.33 250k 6/1/2004 33 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.03 1,000k 3/1/2003 32 Campbell & Company, LP Trend Following Portfolio -1.82 10,000k 10/1/2009 31 ROW Asset Managment Row Diversified Fund, L.P. -1.64 1,000k 11/1/2011 30 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.60 25,000k 1/1/2014 29 Conquest Capital Group Conquest Macro -1.53 250k 5/1/1999 28 EMC Capital Advisors, LLC EMC Alpha Program -1.27 5,000k 6/1/2013 27 Candriam Investor Group Alternative Return Systemat -1.03 125k 1/1/2007 26 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.86 1k 6/1/2009 25 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.73 1k 10/1/2006 24 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.70 250k 5/1/2011 23 Emil van Essen Long-Short Commodity Program -0.58 1,000k 6/1/2013 22 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.52 250k 10/1/2009 21 Talenta Capital LLP Diversified -0.48 950k 6/1/2014 20 DUNN Capital Management DUNN WMA Institutional Program -0.42 100k 10/1/2011 19 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.07 100k 4/1/2015 18 Millburn Ridgefield Corporation Commodity Program -0.06 25,000k 3/1/2005 17 Emil van Essen Multi-Strategy Program 0.28 6,000k 5/1/2014 16 Quantica Capital AG 1X Quantica Managed Futures Fund 0.30 100k 1/1/2014 15 Quantica Capital AG 2X Quantica Managed Futures Fund 0.30 100k 1/1/2014 14 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.41 50k 7/1/2011 13 Seven Capital Management Seven Absolute Return 0.43 100k 6/1/2009 12 Superfund Group Superfund Red EUR SICAV 0.85 10k 3/1/2013 11 Estlander & Partners Freedom 0.99 20,000k 8/1/2010 10 Superfund Group Superfund Red USD SICAV 1.00 10k 3/1/2013 9 Cauldron Investments, LLC Stock Index Plus 1.01 1,000k 10/1/2009 8 Deep Field Capital AG SINGULARITY Fund 1.19 100k 9/1/2011 7 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.44 100k 1/1/2000 6 Eclipse Capital Management Alpha Asia 1.75 25,000k 1/1/2015 5 Worldwide Capital Strategies Profit Quest Macro World 2.20 100k 1/1/2010 4 Vivienne Investissement OUESSANT UCITS FUND (A) 2.24 100k 5/1/2012 3 Quantum Leap Capital Management Managed Account Program 2.39 300k 8/1/2006 2 Deep Field Capital AG SINGULARITY Fund (2x) 2.45 100k 8/1/2014 1 Prolific Capital Markets, LLC Prolific Swiss System 3.93 10,000k 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.