Trend Following Strategy Index For August 2019 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Aug 2019 Min Inv Inception 53 DeltaHedge VIXVOX 1 -8.22 250k 8/1/2015 52 DeltaHedge VIXVOX 2 -5.31 250k 8/1/2015 51 Cauldron Investments, LLC Cauldron Systematic -4.92 500k 1/1/2017 50 Emil van Essen Long-Short Commodity Program -4.46 1,000k 6/1/2013 49 Superfund Group Superfund Red One SP I - Class A EUR -2.96 10k 1/1/2017 48 Superfund Group Superfund Red One SP I - Class A USD -2.56 10k 1/1/2017 47 Emil van Essen Multi-Strategy Program -2.51 6,000k 5/1/2014 46 Superfund Group Superfund Red EUR SICAV -2.27 10k 3/1/2013 45 Superfund Group Superfund Red USD SICAV -2.13 10k 3/1/2013 43 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 44 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.00 3,000k 1/1/2015 42 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.15 250k 10/1/2009 41 DeltaHedge DH Styx 0.57 1,000k 9/1/2017 40 Vivienne Investissement OUESSANT UCITS FUND (A) 0.74 100k 5/1/2012 39 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.44 100k 4/1/2015 38 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.59 1k 10/1/2006 37 GT CAPITAL CTA GT Systematic Day Trading Program 2.67 60k 8/1/2017 36 R Best LLC World Select Program 2.83 2,000k 4/1/2016 35 Seven Capital Management Seven Absolute Return 2.92 100k 6/1/2009 34 Schot Capital Multi Diversified Program (MDP) 3.09 1,000k 1/1/2016 33 EMC Capital Advisors, LLC EMC Alpha Program 3.60 5,000k 6/1/2013 32 Eclipse Capital Management Alpha Asia 3.62 25,000k 1/1/2015 31 Anderson Creek Trading Standard Diversified Strategy 3.68 250k 7/1/2014 30 ISAM ISAM Systematic Trend (Levitas) 3.90 1,000k 5/1/2010 29 Chesapeake Capital Diversified Plus (HV) 3.91 100k 4/1/1994 28 Quantica Capital AG 1X Quantica Managed Futures Fund 4.00 100k 1/1/2014 27 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.16 1k 6/1/2009 26 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 4.65 1,000k 1/1/2013 25 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.73 10,000k 3/1/2003 24 Alee Capital Management, LLC Mistral Program 5.29 2,500k 1/1/1999 23 514 Capital Partners 514 Fund 5.40 100k 11/1/2013 22 DUNN Capital Management DUNN WMA Institutional Program 5.47 100k 10/1/2011 21 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 5.82 50k 7/1/2011 20 Tomas Capital Pty Ltd GCAF | USD 6.07 1,500k 7/1/2011 19 Dixon Midland Company LLC Dixon Midland Diversified LLC 6.85 250k 5/1/2011 18 Eamon Capital Zephyr Program 6.94 300k 1/1/2016 17 Soaring Pelican, LLC S&P Multiday Hybrid Program 7.37 175k 5/1/2017 16 Superfund Group Superfund Green EUR SICAV 7.46 5k 1/1/2017 15 Superfund Group Superfund Green USD SICAV 7.58 5k 1/1/2017 14 Superfund Group Superfund Red One SP I - Class A Silver 7.77 10k 1/1/2017 13 Prolific Capital Markets, LLC Prolific Swiss System 7.78 10,000k 1/1/2014 12 Silicon Valley Quantitative Advisors UQP Large 7.85 500k 1/1/2009 11 Quantica Capital AG 2X Quantica Managed Futures Fund 8.10 100k 1/1/2014 10 Melissinos Trading Eupatrid Global Trends 8.15 100k 1/1/2011 9 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 8.22 25k 2/1/2016 8 Candriam Investors Group Alternative Return Systemat 9.16 125k 1/1/2007 7 Estlander & Partners Freedom 9.24 20,000k 8/1/2010 6 Worldwide Capital Strategies Profit Quest Macro World 13.66 100k 1/1/2010 5 Superfund Group Superfund Green GOLD SICAV 14.33 20k 1/1/2017 4 Estlander & Partners Alpha Trend II - Class P 18.68 100k 12/1/2008 3 Superfund Group Superfund Green SILVER SICAV 19.09 20k 1/1/2017 2 Purple Valley Capital, Inc. Diversified Trend 1 24.84 100k 8/1/2008 1 Dreiss Research Corporation Diversified Program 26.01 1,000k 5/1/1991 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.