Trend Following Strategy Index For December 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 Dec 2019 Min Inv Inception 52 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.12 1,000k 3/1/2003 51 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.02 1,000k 1/1/2013 50 Welton Investment Partners Welton Trend -1.99 25,000k 10/1/2012 49 Seven Capital Management Seven Absolute Return -1.84 100k 6/1/2009 48 Soaring Pelican, LLC S&P Multiday Hybrid Program -1.65 175k 5/1/2017 47 Quantica Capital AG 2X Quantica Managed Futures Fund -1.60 100k 1/1/2014 46 Eamon Capital Zephyr Program -1.48 600k 1/1/2016 45 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.25 1k 6/1/2009 44 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.10 250k 5/1/2011 43 Vivienne Investissement OUESSANT UCITS FUND (A) -1.06 100k 5/1/2012 42 Quantica Capital AG 1X Quantica Managed Futures Fund -0.70 100k 1/1/2014 41 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.66 1k 10/1/2006 40 Eclipse Capital Management Alpha Asia -0.26 25,000k 1/1/2015 39 Anderson Creek Trading Standard Diversified Strategy -0.24 250k 7/1/2014 38 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 37 DUNN Capital Management DUNN WMA Institutional Program -0.15 100k 10/1/2011 26 Schindler Capital Management, LLC Grain Advantage Program 0.00 100k 6/1/2013 34 Superfund Group Superfund Red One SP I - Class A EUR 0.00 10k 1/1/2017 35 Superfund Group Superfund Red One SP I - Class A USD 0.00 10k 1/1/2017 36 Superfund Group Superfund Red One SP I - Class A Silver 0.00 10k 1/1/2017 30 Superfund Group Superfund Green EUR SICAV 0.00 5k 1/1/2017 31 Superfund Group Superfund Green USD SICAV 0.00 5k 1/1/2017 32 Superfund Group Superfund Green SILVER SICAV 0.00 20k 1/1/2017 33 Superfund Group Superfund Green GOLD SICAV 0.00 20k 1/1/2017 29 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 27 Superfund Group Superfund Red EUR SICAV 0.00 10k 3/1/2013 28 Superfund Group Superfund Red USD SICAV 0.00 10k 3/1/2013 25 Emil van Essen Long-Short Commodity Program 0.07 1,000k 6/1/2013 24 ISAM ISAM Systematic Trend (Levitas) 0.15 1,000k 5/1/2010 23 Chesapeake Capital Diversified Plus (HV) 0.23 100k 4/1/1994 22 Melissinos Trading Eupatrid Global Trends 0.26 50k 1/1/2011 21 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.39 250k 10/1/2009 20 Estlander & Partners Alpha Trend II - Class P 0.64 100k 12/1/2008 19 DeltaHedge DH Styx 0.85 1,000k 9/1/2017 18 R Best LLC World Select Program 0.91 2,000k 4/1/2016 17 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.01 100k 4/1/2015 16 Worldwide Capital Strategies Profit Quest Macro World 1.11 100k 1/1/2010 15 514 Capital Partners 514 Fund 1.25 100k 11/1/2013 14 EMC Capital Advisors, LLC EMC Alpha Program 1.54 5,000k 6/1/2013 13 Emil van Essen Multi-Strategy Program 1.79 6,000k 5/1/2014 12 GT CAPITAL CTA GT Systematic Day Trading Program 2.02 60k 8/1/2017 11 Cauldron Investments, LLC Cauldron Systematic 2.60 500k 1/1/2017 10 Schot Capital Multi Diversified Program 2.72 1,000k 1/1/2016 9 Silicon Valley Quantitative Advisors UQP Large 2.74 500k 1/1/2009 8 Prolific Capital Markets, LLC Prolific Swiss System 2.78 10,000k 1/1/2014 7 J8 Capital Management LLP J8 Global Absolute Return Strategy 3.06 500k 1/1/2015 6 Estlander & Partners Freedom 3.37 20,000k 8/1/2010 5 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.66 50k 7/1/2011 4 Tomas Capital Pty Ltd GCAF | USD 5.19 1,500k 7/1/2011 3 Purple Valley Capital, Inc. Diversified Trend 1 10.08 100k 8/1/2008 2 Dreiss Research Corporation Diversified Program 12.09 1,000k 5/1/1991 1 Glenhaven Capital LLC Glenhaven Global II LP 13.35 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.