Trend Following Strategy Index For September 2018

Monthly Rankings

Rank CTA/Program Sep 2018 Min Inv Inception
48 Covenant Capital Management
Optimal Program
-18.09 10k 2/1/2014
47 Tomas Capital Pty Ltd
GCAF | USD
-10.45 1,500k 7/1/2011
46 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-10.27 50k 7/1/2011
45 Qbasis Invest
Qbasis i Trend Fund
-9.81 1k 1/1/2014
44 Qbasis Invest
Qbasis All Trends UCITS Fund
-7.11 100k 1/1/2016
43 ROW Asset Managment
ROW Diversified 2X Fund, LP
-5.38 1,000k 8/1/2016
42 Estlander & Partners
Alpha Trend II - Class P
-5.23 100k 12/1/2008
41 Garraway Capital Management LLP
Garraway Financial Trends
-5.13 100k 9/1/2012
40 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.80 100k 1/1/2014
39 ISAM
ISAM Systematic Trend Fund
-2.75 1,000k 6/1/2001
38 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
37 ROW Asset Managment
Row Diversified Fund, L.P.
-2.64 1,000k 11/1/2011
36 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.30 1k 6/1/2009
35 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.29 250k 10/1/2009
34 Eclipse Capital Management
Alpha Asia
-2.15 25,000k 1/1/2015
33 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.72 1,000k 1/1/2013
32 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
31 Superfund Group
Superfund Red USD SICAV
-1.55 10k 3/1/2013
30 Eamon Capital
Zephyr Program
-1.54 600k 1/1/2016
29 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
28 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.35 1k 10/1/2006
27 Talenta Capital LLP
Diversified
-1.15 950k 6/1/2014
26 Conquest Capital Group
Conquest Select
-1.08 250k 6/1/2004
25 Chesapeake Capital
Diversified Plus (HV)
-1.02 100k 4/1/1994
24 Melissinos Trading
Eupatrid Global Trends
-0.92 50k 1/1/2011
23 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.72 250k 5/1/2011
22 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
21 Prolific Capital Markets, LLC
Prolific Swiss System
-0.54 10,000k 1/1/2014
20 Dreiss Research Corporation
Diversified Program
-0.41 1,000k 5/1/1991
19 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.34 1,000k 3/1/2003
18 EMC Capital Advisors, LLC
EMC Alpha Program
-0.23 5,000k 6/1/2013
17 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
16 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
15 Silicon Valley Quantitative Advisors
UQP Large
0.05 500k 1/1/2009
14 Emil van Essen
Long-Short Commodity Program
0.14 1,000k 6/1/2013
13 Purple Valley Capital, Inc.
Diversified Trend 1
0.20 100k 8/1/2008
12 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.21 100k 5/1/2012
11 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.22 100k 4/1/2015
10 R Best LLC
World Select Program
0.29 2,000k 4/1/2016
9 DeltaHedge
VIXVOX 2
0.76 250k 8/1/2015
8 Emil van Essen
Multi-Strategy Program
0.80 6,000k 5/1/2014
7 Cauldron Investments, LLC
Stock Index Plus
1.33 1,000k 10/1/2009
6 DUNN Capital Management
DUNN WMA Institutional Program
1.41 100k 10/1/2011
5 DeltaHedge
VIXVOX 1
1.46 250k 8/1/2015
4 Alee Capital Management, LLC
Mistral Program
1.73 2,500k 1/1/1999
3 Candriam Investor Group
Alternative Return Systemat
2.78 125k 1/1/2007
2 Worldwide Capital Strategies
Profit Quest Macro World
2.81 100k 1/1/2010
1 Millburn Ridgefield Corporation
Commodity Program
3.72 25,000k 3/1/2005

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.

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