Trend Following Strategy Index For March 2018 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 2018 Min Inv Inception 49 Covenant Capital Management Optimal Program -20.84 10k 2/1/2014 48 Alee Capital Management, LLC Mistral Program -6.96 2,500k 1/1/1999 47 Worldwide Capital Strategies Profit Quest Macro World -5.75 100k 1/1/2010 46 Qbasis Invest Qbasis i Trend Fund -5.36 1k 1/1/2014 45 Tomas Capital Pty Ltd GCAF | USD -5.00 1,500k 7/1/2011 44 Qbasis Invest Qbasis All Trends UCITS Fund -4.90 100k 1/1/2016 43 Angle Capital Management LLC AIP Program -4.73 100k 1/1/2010 42 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.49 50k 7/1/2011 41 Purple Valley Capital, Inc. Diversified Trend 1 -4.16 100k 8/1/2008 40 Glenhaven Capital LLC Glenhaven Global II LP -3.77 25k 4/1/2012 39 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.65 1,000k 3/1/2003 38 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.54 1k 6/1/2009 37 Chesapeake Capital Diversified Plus (HV) -3.39 100k 4/1/1994 36 Alee Capital Management, LLC Poniente Program -3.33 2,500k 1/1/1999 35 Eclipse Capital Management Alpha Asia -3.26 25,000k 1/1/2015 34 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.09 100k 1/1/2000 33 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -2.78 200k 2/1/2015 32 Conquest Capital Group Conquest Select -2.46 250k 6/1/2004 31 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.03 1k 10/1/2006 30 Quantica Capital AG 2X Quantica Managed Futures Fund -2.00 100k 1/1/2014 29 Melissinos Trading Eupatrid Global Trends -1.96 50k 1/1/2011 28 DeltaHedge VIXVOX 1 -1.73 250k 8/1/2015 27 Silicon Valley Quantitative Advisors UQP Large -1.49 500k 1/1/2009 26 Candriam Investor Group Alternative Return Systemat -1.47 125k 1/1/2007 25 Estlander & Partners Alpha Trend II - Class P -1.46 100k 12/1/2008 24 Seven Capital Management Seven Absolute Return -1.44 100k 6/1/2009 23 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -1.30 100k 4/1/2015 22 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.02 250k 5/1/2011 21 Quantica Capital AG 1X Quantica Managed Futures Fund -0.80 100k 1/1/2014 20 Garraway Capital Management LLP Garraway Financial Trends -0.75 100k 9/1/2012 19 R Best LLC World Select Program -0.18 2,000k 4/1/2016 18 DUNN Capital Management DUNN WMA Institutional Program -0.10 100k 10/1/2011 17 Vivienne Investissement OUESSANT UCITS FUND (A) 0.08 100k 5/1/2012 16 EMC Capital Advisors, LLC EMC Alpha Program 0.08 5,000k 6/1/2013 15 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.11 1,000k 1/1/2013 14 Dreiss Research Corporation Diversified Program 0.23 1,000k 5/1/1991 13 ISAM ISAM Systematic Trend Fund 0.23 1,000k 6/1/2001 12 Estlander & Partners Freedom 0.31 20,000k 8/1/2010 11 Emil van Essen Long-Short Commodity Program 0.38 1,000k 6/1/2013 10 Talenta Capital LLP Diversified 0.75 950k 6/1/2014 9 Emil van Essen Multi-Strategy Program 1.07 6,000k 5/1/2014 8 ROW Asset Managment Row Diversified Fund, L.P. 1.24 1,000k 11/1/2011 7 Eamon Capital Zephyr Program 1.72 600k 1/1/2016 6 Superfund Group Superfund Red EUR SICAV 1.72 10k 3/1/2013 5 Cauldron Investments, LLC Stock Index Plus 1.76 1,000k 10/1/2009 4 Superfund Group Superfund Red USD SICAV 2.20 10k 3/1/2013 3 Millburn Ridgefield Corporation Commodity Program 2.88 25,000k 3/1/2005 2 Prolific Capital Markets, LLC Prolific Swiss System 3.58 10,000k 1/1/2014 1 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 6.45 250k 10/1/2009 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.