Trend Following Strategy Index For May 2018 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 May 2018 Min Inv Inception 50 Purple Valley Capital, Inc. Diversified Trend 1 -22.21 100k 8/1/2008 49 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -11.14 25k 2/1/2016 48 Angle Capital Management LLC AIP Program -8.50 100k 1/1/2010 47 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -7.43 200k 2/1/2015 46 ISAM ISAM Systematic Trend Fund -6.89 1,000k 6/1/2001 45 Quantica Capital AG 2X Quantica Managed Futures Fund -6.20 100k 1/1/2014 44 Worldwide Capital Strategies Profit Quest Macro World -6.19 100k 1/1/2010 43 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.36 50k 7/1/2011 42 Tomas Capital Pty Ltd GCAF | USD -5.29 1,500k 7/1/2011 41 Estlander & Partners Freedom -5.11 20,000k 8/1/2010 40 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.06 1k 6/1/2009 39 Superfund Group Superfund Red EUR SICAV -4.84 10k 3/1/2013 38 Chesapeake Capital Diversified Plus (HV) -4.84 100k 4/1/1994 37 Superfund Group Superfund Red USD SICAV -4.68 10k 3/1/2013 36 Qbasis Invest Qbasis All Trends UCITS Fund -3.62 100k 1/1/2016 35 Garraway Capital Management LLP Garraway Financial Trends -3.51 100k 9/1/2012 34 DUNN Capital Management DUNN WMA Institutional Program -3.24 100k 10/1/2011 33 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 32 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.50 1k 10/1/2006 31 Melissinos Trading Eupatrid Global Trends -2.50 100k 1/1/2011 30 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -2.35 1,000k 1/1/2013 29 Eamon Capital Zephyr Program -1.91 300k 1/1/2016 28 Emil van Essen Long-Short Commodity Program -1.84 1,000k 6/1/2013 27 Vivienne Investissement OUESSANT UCITS FUND (A) -1.70 100k 5/1/2012 26 Prolific Capital Markets, LLC Prolific Swiss System -1.40 10,000k 1/1/2014 25 EMC Capital Advisors, LLC EMC Alpha Program -1.20 5,000k 6/1/2013 24 Emil van Essen Multi-Strategy Program -1.07 6,000k 5/1/2014 23 Talenta Capital LLP Diversified -0.67 950k 6/1/2014 22 R Best LLC World Select Program -0.34 2,000k 4/1/2016 21 Qbasis Invest Qbasis i Trend Fund -0.13 1k 1/1/2014 20 Estlander & Partners Alpha Trend II - Class P -0.05 100k 12/1/2008 17 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 19 Glenhaven Capital LLC Glenhaven Global II LP 0.00 100k 4/1/2012 18 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 16 DeltaHedge VIXVOX 1 0.19 250k 8/1/2015 15 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.26 100k 4/1/2015 14 Alee Capital Management, LLC Poniente Program 0.35 2,500k 1/1/1999 13 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.65 100k 1/1/2000 12 Seven Capital Management Seven Absolute Return 0.66 100k 6/1/2009 11 ROW Asset Managment Row Diversified Fund, L.P. 0.79 1,000k 11/1/2011 10 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.07 250k 10/1/2009 9 Cauldron Investments, LLC Stock Index Plus 1.34 1,000k 10/1/2009 8 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.75 250k 5/1/2011 7 Conquest Capital Group Conquest Select 1.89 250k 6/1/2004 6 Millburn Ridgefield Corporation Commodity Program 3.08 25,000k 3/1/2005 5 Eclipse Capital Management Alpha Asia 3.27 25,000k 1/1/2015 4 Alee Capital Management, LLC Mistral Program 3.79 2,500k 1/1/1999 3 Silicon Valley Quantitative Advisors UQP Large 3.92 500k 1/1/2009 2 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.12 10,000k 3/1/2003 1 Covenant Capital Management Optimal Program 18.01 10k 2/1/2014 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.