Trend Following Strategy Index For October 2019 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 Oct 2019 Min Inv Inception 53 Eamon Capital Zephyr Program -12.85 600k 1/1/2016 52 Estlander & Partners Alpha Trend II - Class P -10.98 100k 12/1/2008 51 Worldwide Capital Strategies Profit Quest Macro World -8.62 100k 1/1/2010 50 Silicon Valley Quantitative Advisors UQP Large -8.11 500k 1/1/2009 49 Tomas Capital Pty Ltd GCAF | USD -6.91 1,500k 7/1/2011 48 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -6.65 1k 6/1/2009 47 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -6.63 50k 7/1/2011 46 514 Capital Partners 514 Fund -5.16 100k 11/1/2013 45 Alee Capital Management, LLC Mistral Program -4.59 2,500k 1/1/1999 44 Garraway Capital Management LLP Garraway Financial Trends -4.02 100k 9/1/2012 43 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.64 1k 10/1/2006 42 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -3.39 1,000k 1/1/2013 41 ISAM ISAM Systematic Trend (Levitas) -3.35 1,000k 5/1/2010 40 Melissinos Trading Eupatrid Global Trends -3.31 50k 1/1/2011 39 Emil van Essen Multi-Strategy Program -3.27 6,000k 5/1/2014 38 Welton Investment Partners Welton Trend -3.11 25,000k 10/1/2012 37 DUNN Capital Management DUNN WMA Institutional Program -3.02 100k 10/1/2011 36 Chesapeake Capital Diversified Plus (HV) -2.99 100k 4/1/1994 35 Anderson Creek Trading Standard Diversified Strategy -2.72 250k 7/1/2014 34 Superfund Group Superfund Red One SP I - Class A EUR -2.72 10k 1/1/2017 33 J8 Capital Management LLP J8 Global Absolute Return Strategy -2.60 500k 1/1/2015 32 Superfund Group Superfund Red One SP I - Class A USD -2.49 10k 1/1/2017 31 Quantica Capital AG 2X Quantica Managed Futures Fund -2.40 100k 1/1/2014 30 Estlander & Partners Freedom -2.28 20,000k 8/1/2010 29 Seven Capital Management Seven Absolute Return -2.27 100k 6/1/2009 28 Dreiss Research Corporation Diversified Program -2.20 1,000k 5/1/1991 27 Superfund Group Superfund Green EUR SICAV -1.94 5k 1/1/2017 26 Superfund Group Superfund Green USD SICAV -1.59 5k 1/1/2017 25 Superfund Group Superfund Red EUR SICAV -1.54 10k 3/1/2013 24 Eclipse Capital Management Alpha Asia -1.48 25,000k 1/1/2015 23 Emil van Essen Long-Short Commodity Program -1.38 1,000k 6/1/2013 22 Vivienne Investissement OUESSANT UCITS FUND (A) -1.32 100k 5/1/2012 21 Superfund Group Superfund Red USD SICAV -1.28 10k 3/1/2013 20 Cauldron Investments, LLC Cauldron Systematic -1.26 500k 1/1/2017 19 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.24 250k 5/1/2011 18 Quantica Capital AG 1X Quantica Managed Futures Fund -1.20 100k 1/1/2014 17 EMC Capital Advisors, LLC EMC Alpha Program -1.13 5,000k 6/1/2013 16 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.03 250k 10/1/2009 15 R Best LLC World Select Program -1.03 2,000k 4/1/2016 14 Soaring Pelican, LLC S&P Multiday Hybrid Program -0.53 175k 5/1/2017 13 Schindler Capital Management, LLC Grain Advantage Program 0.00 100k 6/1/2013 12 DeltaHedge DH Styx 0.05 1,000k 9/1/2017 11 Purple Valley Capital, Inc. Diversified Trend 1 0.23 100k 8/1/2008 10 Prolific Capital Markets, LLC Prolific Swiss System 0.27 10,000k 1/1/2014 9 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.38 10,000k 3/1/2003 8 Schot Capital Multi Diversified Program 0.69 1,000k 1/1/2016 7 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.01 100k 4/1/2015 6 Superfund Group Superfund Green GOLD SICAV 1.26 20k 1/1/2017 5 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) 2.83 100k 5/1/2017 4 GT CAPITAL CTA GT Systematic Day Trading Program 3.14 60k 8/1/2017 3 Superfund Group Superfund Red One SP I - Class A Silver 3.59 10k 1/1/2017 2 Superfund Group Superfund Green SILVER SICAV 4.83 20k 1/1/2017 1 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 10.49 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.