Trend Following Strategy Index For July 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 Jul 2018 Min Inv Inception 48 Qbasis Invest Qbasis i Trend Fund -7.38 1k 1/1/2014 47 Qbasis Invest Qbasis All Trends UCITS Fund -6.98 100k 1/1/2016 46 Worldwide Capital Strategies Profit Quest Macro World -6.43 100k 1/1/2010 45 Angle Capital Management LLC AIP Program -6.08 100k 1/1/2010 44 Purple Valley Capital, Inc. Diversified Trend 1 -4.60 100k 8/1/2008 43 Eamon Capital Zephyr Program -4.34 600k 1/1/2016 42 Emil van Essen Long-Short Commodity Program -3.73 1,000k 6/1/2013 41 Prolific Capital Markets, LLC Prolific Swiss System -3.37 10,000k 1/1/2014 40 R Best LLC World Select Program -3.09 2,000k 4/1/2016 39 Garraway Capital Management LLP Garraway Financial Trends -1.98 100k 9/1/2012 38 Emil van Essen Multi-Strategy Program -1.53 6,000k 5/1/2014 37 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.07 1k 6/1/2009 36 Millburn Ridgefield Corporation Commodity Program -0.98 25,000k 3/1/2005 35 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.86 250k 10/1/2009 34 Covenant Capital Management Optimal Program -0.69 10k 2/1/2014 33 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.67 1k 10/1/2006 32 DUNN Capital Management DUNN WMA Institutional Program -0.63 100k 10/1/2011 31 Silicon Valley Quantitative Advisors UQP Large -0.57 500k 1/1/2009 30 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.35 1,000k 3/1/2003 29 Dreiss Research Corporation Diversified Program -0.30 1,000k 5/1/1991 28 Talenta Capital LLP Diversified -0.13 950k 6/1/2014 27 Vivienne Investissement OUESSANT UCITS FUND (A) -0.07 100k 5/1/2012 26 Alee Capital Management, LLC Mistral Program -0.04 2,500k 1/1/1999 23 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 25 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 24 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 22 DeltaHedge VIXVOX 2 0.31 250k 8/1/2015 21 Chesapeake Capital Diversified Plus (HV) 0.32 100k 4/1/1994 20 Estlander & Partners Alpha Trend II - Class P 0.33 100k 12/1/2008 19 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.37 1,000k 1/1/2013 18 ISAM ISAM Systematic Trend Fund 0.39 1,000k 6/1/2001 17 EMC Capital Advisors, LLC EMC Alpha Program 0.51 5,000k 6/1/2013 16 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.54 100k 4/1/2015 15 Estlander & Partners Freedom 0.60 20,000k 8/1/2010 14 Melissinos Trading Eupatrid Global Trends 0.61 50k 1/1/2011 13 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.83 250k 5/1/2011 12 DeltaHedge VIXVOX 1 0.95 250k 8/1/2015 11 Seven Capital Management Seven Absolute Return 1.21 100k 6/1/2009 10 Quantica Capital AG 1X Quantica Managed Futures Fund 1.50 100k 1/1/2014 9 Superfund Group Superfund Red EUR SICAV 1.74 10k 3/1/2013 8 Tomas Capital Pty Ltd GCAF | USD 1.78 1,500k 7/1/2011 7 Cauldron Investments, LLC Stock Index Plus 1.83 1,000k 10/1/2009 6 Superfund Group Superfund Red USD SICAV 1.91 10k 3/1/2013 5 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.98 50k 7/1/2011 4 Quantica Capital AG 2X Quantica Managed Futures Fund 2.80 100k 1/1/2014 3 Eclipse Capital Management Alpha Asia 3.14 25,000k 1/1/2015 2 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 4.61 200k 2/1/2015 1 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 20.14 25k 2/1/2016 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.