Trend Following Strategy Index For June 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 Jun 2017 Min Inv Inception 51 Quantica Capital AG 2X Quantica Managed Futures Fund -9.30 100k 1/1/2014 50 Angle Capital Management LLC AIP Program -9.21 100k 1/1/2010 49 Glenhaven Capital LLC Glenhaven Global II LP -6.98 25k 4/1/2012 48 Estlander & Partners Alpha Trend II - Class P -6.93 100k 12/1/2008 47 Deep Field Capital AG SINGULARITY Fund (2x) -6.76 100k 8/1/2014 46 Campbell & Company, LP Trend Following Portfolio -5.09 10,000k 10/1/2009 45 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -5.00 1,000k 1/1/2013 44 Conquest Capital Group Conquest Macro -4.79 250k 5/1/1999 43 Quantica Capital AG 1X Quantica Managed Futures Fund -4.50 100k 1/1/2014 42 Independent View IV Quantitative Futures Fund -4.19 100k 11/1/2012 41 ISAM ISAM Systematic Trend Fund -4.09 1,000k 6/1/2001 40 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.98 1k 6/1/2009 39 Seven Capital Management Seven Absolute Return -3.69 100k 6/1/2009 38 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -3.54 50k 7/1/2011 37 Deep Field Capital AG SINGULARITY Fund -3.43 100k 9/1/2011 36 Eclipse Capital Management Alpha Asia -3.31 25,000k 1/1/2015 35 ROW Asset Managment Row Diversified Fund, L.P. -3.15 1,000k 11/1/2011 34 Purple Valley Capital, Inc. Diversified Trend 1 -2.78 100k 8/1/2008 33 Prolific Capital Markets, LLC Prolific Swiss System -2.48 10,000k 1/1/2014 32 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.22 1,000k 3/1/2003 31 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.18 1k 10/1/2006 30 Garraway Capital Management LLP Garraway Financial Trends -2.13 100k 9/1/2012 29 Talenta Capital LLP Diversified -2.10 950k 6/1/2014 28 Chesapeake Capital Diversified Plus (HV) -1.83 100k 4/1/1994 27 Vivienne Investissement OUESSANT UCITS FUND (A) -1.67 100k 5/1/2012 26 DUNN Capital Management DUNN WMA Institutional Program -1.50 100k 10/1/2011 25 EMC Capital Advisors, LLC EMC Alpha Program -1.48 5,000k 6/1/2013 24 Estlander & Partners Freedom -1.40 20,000k 8/1/2010 23 Conquest Capital Group Conquest Select -1.33 250k 6/1/2004 22 DeltaHedge VIXVOX 1 -1.08 250k 8/1/2015 21 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.92 250k 5/1/2011 20 Millburn Ridgefield Corporation Commodity Program -0.89 25,000k 3/1/2005 19 Silicon Valley Quantitative Advisors UQP Large -0.78 500k 1/1/2009 18 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.71 100k 4/1/2015 17 Worldwide Capital Strategies Profit Quest Macro World -0.68 100k 1/1/2010 16 Dreiss Research Corporation Diversified Program -0.60 1,000k 5/1/1991 15 Covenant Capital Management Optimal Program -0.49 10k 2/1/2014 14 Emil van Essen Long-Short Commodity Program -0.30 1,000k 6/1/2013 13 Emil van Essen Multi-Strategy Program 0.00 6,000k 5/1/2014 12 Melissinos Trading Eupatrid Global Trends 0.09 50k 1/1/2011 11 Alee Capital Management, LLC Mistral Program 0.49 2,500k 1/1/1999 10 Alee Capital Management, LLC Poniente Program 0.51 2,500k 1/1/1999 9 Superfund Group Superfund Red EUR SICAV 0.65 10k 3/1/2013 8 Superfund Group Superfund Red USD SICAV 0.70 10k 3/1/2013 7 Cauldron Investments, LLC Stock Index Plus 0.73 1,000k 10/1/2009 6 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.03 100k 1/1/2000 5 Sona Trading Strategies LLC. Diversified Program 1.81 1,000k 9/1/2006 4 Qbasis Invest Qbasis i Trend Fund 1.96 1k 1/1/2014 3 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.35 250k 10/1/2009 2 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 3.13 200k 2/1/2015 1 Quantum Leap Capital Management Managed Account Program 3.30 300k 8/1/2006 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.