Trend Following Strategy Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
59 Glenhaven Capital LLC
Glenhaven Global II LP
-5.94 25k 4/1/2012
58 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
57 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
56 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
55 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
54 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
53 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
52 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
51 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
50 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
49 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
48 Seven Capital Management
Seven Absolute Return
-1.09 100k 6/1/2009
47 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
46 HASAFUMA
Micro Macro
-0.92 25k 6/1/2013
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
44 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
43 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
42 Amplitude Capital International Limited
Adagio Strategy
-0.27 20,000k 10/1/2016
41 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
40 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
39 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
38 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
37 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
36 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
35 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
34 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
33 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
32 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
31 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
30 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
29 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.58 100k 5/1/2012
28 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
27 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
26 ISAM
ISAM Systematic Trend (Levitas)
1.17 1,000k 5/1/2010
25 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
24 Melissinos Trading
Eupatrid Global Trends
1.52 50k 1/1/2011
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
22 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
21 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
20 ROW Asset Managment
Row Diversified Fund, L.P.
1.92 1,000k 11/1/2011
19 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
18 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
17 Schot Capital
Multi Diversified Program
2.74 1,000k 1/1/2016
16 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
15 ROW Asset Managment
ROW Diversified 2X Fund, LP
3.61 1,000k 8/1/2016
14 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
13 Cauldron Investments, LLC
Cauldron Systematic
3.89 500k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
11 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
10 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
9 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
8 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
5 Millburn Ridgefield Corporation
Commodity Program
5.81 25,000k 3/1/2005
4 Dreiss Research Corporation
Diversified Program
5.93 1,000k 5/1/1991
3 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
1 HASAFUMA
Hedgehog
29.83 60k 5/1/2012

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.

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