Trend Following Strategy Index For April 2017 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 Apr 2017 Min Inv Inception 49 Worldwide Capital Strategies Profit Quest Macro World -8.15 100k 1/1/2010 48 Independent View IV Quantitative Futures Fund -3.21 100k 11/1/2012 47 Deep Field Capital AG SINGULARITY Fund (2x) -2.98 100k 8/1/2014 46 Alee Capital Management, LLC Poniente Program -2.72 2,500k 1/1/1999 45 Alee Capital Management, LLC Mistral Program -2.59 2,500k 1/1/1999 44 Candriam Investors Group Alternative Return Systemat -2.51 125k 1/1/2007 43 Conquest Capital Group Conquest Macro -1.90 250k 5/1/1999 42 Superfund Group Superfund Red EUR SICAV -1.73 10k 3/1/2013 41 Covenant Capital Management Optimal Program -1.72 10k 2/1/2014 40 Superfund Group Superfund Red USD SICAV -1.62 10k 3/1/2013 39 Deep Field Capital AG SINGULARITY Fund -1.53 100k 9/1/2011 38 Eclipse Capital Management Alpha Asia -1.22 25,000k 1/1/2015 37 Dreiss Research Corporation Diversified Program -1.02 1,000k 5/1/1991 36 Millburn Ridgefield Corporation Commodity Program -0.89 25,000k 3/1/2005 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.36 10,000k 3/1/2003 34 Estlander & Partners Freedom -0.34 20,000k 8/1/2010 33 Chesapeake Capital Diversified Plus (HV) -0.27 100k 4/1/1994 32 Melissinos Trading Eupatrid Global Trends -0.18 100k 1/1/2011 31 Conquest Capital Group Conquest Select -0.13 250k 6/1/2004 30 ISAM ISAM Systematic Trend Fund -0.10 1,000k 6/1/2001 29 ROW Asset Managment Row Diversified Fund, L.P. -0.10 1,000k 11/1/2011 28 DUNN Capital Management DUNN WMA Institutional Program -0.08 100k 10/1/2011 27 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.06 1k 10/1/2006 26 Estlander & Partners Alpha Trend II - Class P 0.25 100k 12/1/2008 25 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.27 1k 6/1/2009 24 Prolific Capital Markets, LLC Prolific Swiss System 0.38 10,000k 1/1/2014 23 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.42 100k 4/1/2015 22 Vivienne Investissement OUESSANT UCITS FUND (A) 0.44 100k 5/1/2012 21 Talenta Capital LLP Diversified 0.45 950k 6/1/2014 20 Seven Capital Management Seven Absolute Return 0.45 100k 6/1/2009 19 Cauldron Investments, LLC Stock Index Plus 0.78 1,000k 10/1/2009 18 Garraway Capital Management LLP Garraway Financial Trends 0.86 100k 9/1/2012 17 Purple Valley Capital, Inc. Diversified Trend 1 0.86 100k 8/1/2008 16 Campbell & Company, LP Trend Following Portfolio 0.89 10,000k 10/1/2009 15 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.11 100k 1/1/2000 14 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.16 250k 5/1/2011 13 EMC Capital Advisors, LLC EMC Alpha Program 1.49 5,000k 6/1/2013 12 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.50 50k 7/1/2011 11 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 1.52 25,000k 1/1/2014 10 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.57 250k 10/1/2009 9 Quantica Capital AG 1X Quantica Managed Futures Fund 1.60 100k 1/1/2014 8 Sona Trading Strategies LLC. Diversified Program 1.71 1,000k 9/1/2006 7 Angle Capital Management LLC AIP Program 1.78 100k 1/1/2010 6 Emil van Essen Multi-Strategy Program 2.59 6,000k 5/1/2014 5 Quantica Capital AG 2X Quantica Managed Futures Fund 3.30 100k 1/1/2014 4 Quantum Leap Capital Management Managed Account Program 3.42 300k 8/1/2006 3 Qbasis Invest Qbasis i Trend Fund 4.07 1k 1/1/2014 2 Emil van Essen Long-Short Commodity Program 5.20 1,000k 6/1/2013 1 Glenhaven Capital LLC Glenhaven Global II LP 7.52 100k 4/1/2012 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.