Trend Following Strategy Index For February 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 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.