Trend Following Strategy Index For November 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 Nov 2019 Min Inv Inception 53 Estlander & Partners Alpha Trend II - Class P -8.25 100k 12/1/2008 52 Superfund Group Superfund Red One SP I - Class A Silver -6.48 10k 1/1/2017 51 Superfund Group Superfund Green SILVER SICAV -3.49 20k 1/1/2017 50 Chesapeake Capital Diversified Plus (HV) -2.10 100k 4/1/1994 49 GT CAPITAL CTA GT Systematic Day Trading Program -1.85 60k 8/1/2017 48 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.67 250k 5/1/2011 47 Schot Capital Multi Diversified Program -1.58 1,000k 1/1/2016 46 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.47 1,000k 3/1/2003 45 R Best LLC World Select Program -0.97 2,000k 4/1/2016 44 Melissinos Trading Eupatrid Global Trends -0.85 50k 1/1/2011 43 Anderson Creek Trading Standard Diversified Strategy -0.68 250k 7/1/2014 42 Superfund Group Superfund Red One SP I - Class A EUR -0.66 10k 1/1/2017 41 Eamon Capital Zephyr Program -0.65 600k 1/1/2016 40 Superfund Group Superfund Red One SP I - Class A USD -0.49 10k 1/1/2017 39 Superfund Group Superfund Green GOLD SICAV -0.48 20k 1/1/2017 38 Seven Capital Management Seven Absolute Return -0.20 100k 6/1/2009 37 Superfund Group Superfund Red EUR SICAV -0.18 10k 3/1/2013 36 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 35 ISAM ISAM Systematic Trend (Levitas) -0.14 1,000k 5/1/2010 32 Worldwide Capital Strategies Profit Quest Macro World 0.00 100k 1/1/2010 29 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 30 Purple Valley Capital, Inc. Diversified Trend 1 0.00 100k 8/1/2008 31 Schindler Capital Management, LLC Grain Advantage Program 0.00 100k 6/1/2013 34 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) 0.00 100k 5/1/2017 33 Soaring Pelican, LLC S&P Multiday Hybrid Program 0.00 175k 5/1/2017 28 Superfund Group Superfund Red USD SICAV 0.07 10k 3/1/2013 27 Emil van Essen Multi-Strategy Program 0.10 6,000k 5/1/2014 26 DeltaHedge DH Styx 0.10 1,000k 9/1/2017 25 EMC Capital Advisors, LLC EMC Alpha Program 0.15 5,000k 6/1/2013 24 Eclipse Capital Management Alpha Asia 0.34 25,000k 1/1/2015 23 Cauldron Investments, LLC Cauldron Systematic 0.39 500k 1/1/2017 22 Prolific Capital Markets, LLC Prolific Swiss System 0.51 10,000k 1/1/2014 21 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.64 100k 4/1/2015 20 Garraway Capital Management LLP Garraway Financial Trends 0.75 100k 9/1/2012 19 Welton Investment Partners Welton Trend 0.76 25,000k 10/1/2012 18 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.88 1k 10/1/2006 17 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.93 500k 1/1/2015 16 Emil van Essen Long-Short Commodity Program 1.01 1,000k 6/1/2013 15 Estlander & Partners Freedom 1.17 20,000k 8/1/2010 14 Vivienne Investissement OUESSANT UCITS FUND (A) 1.18 100k 5/1/2012 13 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.22 1,000k 1/1/2013 12 Quantica Capital AG 1X Quantica Managed Futures Fund 1.40 100k 1/1/2014 11 DUNN Capital Management DUNN WMA Institutional Program 1.47 100k 10/1/2011 10 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 1.92 1k 6/1/2009 9 Silicon Valley Quantitative Advisors UQP Large 1.92 500k 1/1/2009 8 514 Capital Partners 514 Fund 2.40 100k 11/1/2013 7 Superfund Group Superfund Green EUR SICAV 2.66 5k 1/1/2017 6 Quantica Capital AG 2X Quantica Managed Futures Fund 2.70 100k 1/1/2014 5 Superfund Group Superfund Green USD SICAV 2.85 5k 1/1/2017 4 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 3.16 50k 7/1/2011 3 Tomas Capital Pty Ltd GCAF | USD 3.64 1,500k 7/1/2011 2 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 4.35 250k 10/1/2009 1 Glenhaven Capital LLC Glenhaven Global II LP 8.58 25k 4/1/2012 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.