Trend Following Strategy Index For August 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 Aug 2017 Min Inv Inception 50 Covenant Capital Management Optimal Program -15.77 10k 2/1/2014 49 Glenhaven Capital LLC Glenhaven Global II LP -5.98 25k 4/1/2012 48 Alee Capital Management, LLC Mistral Program -5.50 2,500k 1/1/1999 47 Melissinos Trading Eupatrid Global Trends -4.05 50k 1/1/2011 46 Estlander & Partners Alpha Trend II - Class P -3.35 100k 12/1/2008 45 DeltaHedge VIXVOX 1 -2.41 250k 8/1/2015 44 Superfund Group Superfund Red EUR SICAV -2.15 10k 3/1/2013 43 Garraway Capital Management LLP Garraway Financial Trends -1.97 100k 9/1/2012 42 Superfund Group Superfund Red USD SICAV -1.83 10k 3/1/2013 41 Worldwide Capital Strategies Profit Quest Macro World -1.45 100k 1/1/2010 40 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.35 50k 7/1/2011 39 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.32 100k 1/1/2000 38 Tomas Capital Pty Ltd GCAF | USD -1.28 1,500k 7/1/2011 37 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.25 1k 6/1/2009 36 Silicon Valley Quantitative Advisors UQP Large -1.19 500k 1/1/2009 35 Dreiss Research Corporation Diversified Program -1.18 1,000k 5/1/1991 34 Prolific Capital Markets, LLC Prolific Swiss System -1.01 10,000k 1/1/2014 33 Vivienne Investissement OUESSANT UCITS FUND (A) -0.79 100k 5/1/2012 32 Qbasis Invest Qbasis All Trends UCITS Fund -0.68 100k 1/1/2016 31 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.68 250k 5/1/2011 30 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.66 1k 10/1/2006 29 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.51 100k 4/1/2015 28 Alee Capital Management, LLC Poniente Program -0.50 2,500k 1/1/1999 27 Purple Valley Capital, Inc. Diversified Trend 1 -0.41 100k 8/1/2008 26 Eamon Capital Zephyr Program -0.29 600k 1/1/2016 25 DUNN Capital Management DUNN WMA Institutional Program -0.13 100k 10/1/2011 24 Angle Capital Management LLC AIP Program -0.09 100k 1/1/2010 23 Conquest Capital Group Conquest Select -0.05 250k 6/1/2004 22 R Best LLC World Select Program 0.33 2,000k 4/1/2016 21 Talenta Capital LLP Diversified 0.40 950k 6/1/2014 20 Qbasis Invest Qbasis i Trend Fund 0.51 1k 1/1/2014 19 Cauldron Investments, LLC Stock Index Plus 0.84 1,000k 10/1/2009 18 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.99 250k 10/1/2009 17 Estlander & Partners Freedom 1.16 20,000k 8/1/2010 16 EMC Capital Advisors, LLC EMC Alpha Program 1.34 5,000k 6/1/2013 15 ROW Asset Managment Row Diversified Fund, L.P. 1.43 1,000k 11/1/2011 14 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 2.05 1,000k 1/1/2013 13 Independent View IV Quantitative Futures Fund 2.11 100k 11/1/2012 12 Seven Capital Management Seven Absolute Return 2.12 100k 6/1/2009 11 Emil van Essen Multi-Strategy Program 2.24 6,000k 5/1/2014 10 Quantica Capital AG 1X Quantica Managed Futures Fund 2.80 100k 1/1/2014 9 Chesapeake Capital Diversified Plus (HV) 3.42 100k 4/1/1994 8 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.04 1,000k 3/1/2003 7 Candriam Investor Group Alternative Return Systemat 4.62 125k 1/1/2007 6 Emil van Essen Long-Short Commodity Program 4.66 1,000k 6/1/2013 5 ISAM ISAM Systematic Trend Fund 5.30 1,000k 6/1/2001 4 Quantica Capital AG 2X Quantica Managed Futures Fund 5.70 100k 1/1/2014 3 Eclipse Capital Management Alpha Asia 6.85 25,000k 1/1/2015 2 Millburn Ridgefield Corporation Commodity Program 8.06 25,000k 3/1/2005 1 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 9.04 200k 2/1/2015 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.