Trend Following Strategy Index For March 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 Mar 2019 Min Inv Inception 59 HASAFUMA Hedgehog -32.26 60k 5/1/2012 58 HASAFUMA La Cucaracha -16.28 300k 9/1/2013 57 Purple Valley Capital, Inc. Diversified Trend 1 -12.08 100k 8/1/2008 56 HASAFUMA FX Momentum -7.85 20k 7/1/2012 55 Eclipse Capital Management Alpha Asia -4.21 25,000k 1/1/2015 54 Alee Capital Management, LLC Mistral Program -3.79 2,500k 1/1/1999 53 Silicon Valley Quantitative Advisors UQP Large -3.67 500k 1/1/2009 52 514 Capital Partners 514 Fund -3.55 100k 11/1/2013 51 Anderson Creek Trading Standard Diversified Strategy -3.00 250k 7/1/2014 50 HASAFUMA Heavy Metal -2.82 20k 9/1/2014 49 DeltaHedge VIXVOX 1 -2.81 250k 8/1/2015 48 DeltaHedge VIXVOX 2 -2.62 250k 8/1/2015 47 Estlander & Partners Alpha Trend II - Class P -1.93 100k 12/1/2008 46 Eamon Capital Zephyr Program -1.83 600k 1/1/2016 45 Emil van Essen Long-Short Commodity Program -1.35 1,000k 6/1/2013 44 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.97 10,000k 3/1/2003 43 Superfund Group Superfund Red One SP I - Class A Silver -0.46 10k 1/1/2017 42 Superfund Group Superfund Green SILVER SICAV -0.34 20k 1/1/2017 41 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.32 25k 2/1/2016 40 HASAFUMA Micro Macro -0.05 25k 6/1/2013 37 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 38 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 39 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 36 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.11 250k 5/1/2011 35 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.32 250k 10/1/2009 34 Cauldron Investments, LLC Cauldron Systematic 0.39 500k 1/1/2017 33 Prolific Capital Markets, LLC Prolific Swiss System 0.62 10,000k 1/1/2014 32 Emil van Essen Multi-Strategy Program 0.66 6,000k 5/1/2014 31 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.70 100k 4/1/2015 30 Seven Capital Management Seven Absolute Return 1.09 100k 6/1/2009 29 Superfund Group Superfund Green GOLD SICAV 1.19 20k 1/1/2017 28 Chesapeake Capital Diversified Plus (HV) 1.44 100k 4/1/1994 27 Estlander & Partners Freedom 1.50 20,000k 8/1/2010 26 R Best LLC World Select Program 1.56 2,000k 4/1/2016 25 Superfund Group Superfund Red EUR SICAV 1.95 10k 3/1/2013 24 ISAM ISAM Systematic Trend (Levitas) 2.12 1,000k 5/1/2010 23 Superfund Group Superfund Red USD SICAV 2.14 10k 3/1/2013 22 Millburn Ridgefield Corporation Commodity Program 2.46 25,000k 3/1/2005 21 Superfund Group Superfund Red One SP I - Class A EUR 2.61 10k 1/1/2017 20 Superfund Group Superfund Green EUR SICAV 2.77 5k 1/1/2017 19 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 2.96 1,000k 1/1/2013 18 Superfund Group Superfund Red One SP I - Class A USD 2.97 10k 1/1/2017 17 Superfund Group Superfund Green USD SICAV 3.05 5k 1/1/2017 16 ROW Asset Managment Row Diversified Fund, L.P. 3.65 1,000k 11/1/2011 15 EMC Capital Advisors, LLC EMC Alpha Program 3.93 5,000k 6/1/2013 14 Vivienne Investissement OUESSANT UCITS FUND (A) 4.06 100k 5/1/2012 13 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.42 1k 10/1/2006 12 Schot Capital Multi Diversified Program 4.56 1,000k 1/1/2016 11 Melissinos Trading Eupatrid Global Trends 4.96 50k 1/1/2011 10 Worldwide Capital Strategies Profit Quest Macro World 5.27 100k 1/1/2010 9 DUNN Capital Management DUNN WMA Institutional Program 5.38 100k 10/1/2011 8 Amplitude Capital International Limited Adagio Strategy 6.71 20,000k 10/1/2016 7 Quantica Capital AG 1X Quantica Managed Futures Fund 6.80 100k 1/1/2014 6 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.71 1k 6/1/2009 5 ROW Asset Managment ROW Diversified 2X Fund, LP 8.87 1,000k 8/1/2016 4 Quantica Capital AG 2X Quantica Managed Futures Fund 13.50 100k 1/1/2014 3 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 13.74 50k 7/1/2011 2 Tomas Capital Pty Ltd GCAF | USD 13.84 1,500k 7/1/2011 1 Glenhaven Capital LLC Glenhaven Global II LP 20.30 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.