Trend Following Strategy Index For September 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 Sep 2019 Min Inv Inception 56 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -25.34 50k 7/1/2011 55 Tomas Capital Pty Ltd GCAF | USD -25.23 1,500k 7/1/2011 54 Purple Valley Capital, Inc. Diversified Trend 1 -19.57 100k 8/1/2008 53 Estlander & Partners Alpha Trend II - Class P -17.44 100k 12/1/2008 52 Dreiss Research Corporation Diversified Program -14.94 1,000k 5/1/1991 51 Superfund Group Superfund Green SILVER SICAV -12.77 20k 1/1/2017 50 Superfund Group Superfund Green GOLD SICAV -9.30 20k 1/1/2017 49 Superfund Group Superfund Red One SP I - Class A Silver -8.92 10k 1/1/2017 48 Emil van Essen Long-Short Commodity Program -8.57 1,000k 6/1/2013 47 Anderson Creek Trading Standard Diversified Strategy -7.20 250k 7/1/2014 46 Estlander & Partners Freedom -7.16 20,000k 8/1/2010 45 Garraway Capital Management LLP Garraway Financial Trends -6.09 100k 9/1/2012 44 Glenhaven Capital LLC Glenhaven Global II LP -6.03 25k 4/1/2012 43 ISAM ISAM Systematic Trend (Levitas) -5.89 1,000k 5/1/2010 42 Alee Capital Management, LLC Mistral Program -5.81 2,500k 1/1/1999 41 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.68 1k 6/1/2009 40 Superfund Group Superfund Green USD SICAV -5.64 5k 1/1/2017 39 DUNN Capital Management DUNN WMA Institutional Program -5.63 100k 10/1/2011 38 Superfund Group Superfund Green EUR SICAV -5.54 5k 1/1/2017 37 Dixon Midland Company LLC Dixon Midland Diversified LLC -5.22 250k 5/1/2011 36 Silicon Valley Quantitative Advisors UQP Large -4.48 500k 1/1/2009 35 Eclipse Capital Management Alpha Asia -4.45 25,000k 1/1/2015 34 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.41 1,000k 3/1/2003 33 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -4.10 25k 2/1/2016 32 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.92 500k 1/1/2015 31 Emil van Essen Multi-Strategy Program -3.74 6,000k 5/1/2014 30 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -3.62 1,000k 1/1/2013 29 Welton Investment Partners Welton Trend -3.53 25,000k 10/1/2012 28 R Best LLC World Select Program -3.50 2,000k 4/1/2016 27 Melissinos Trading Eupatrid Global Trends -3.45 50k 1/1/2011 26 Worldwide Capital Strategies Profit Quest Macro World -3.29 100k 1/1/2010 25 514 Capital Partners 514 Fund -3.28 100k 11/1/2013 24 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.26 1k 10/1/2006 23 Eamon Capital Zephyr Program -3.17 600k 1/1/2016 22 Prolific Capital Markets, LLC Prolific Swiss System -3.03 10,000k 1/1/2014 21 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.89 250k 10/1/2009 20 Seven Capital Management Seven Absolute Return -2.84 100k 6/1/2009 19 EMC Capital Advisors, LLC EMC Alpha Program -2.65 5,000k 6/1/2013 18 Superfund Group Superfund Red One SP I - Class A EUR -2.13 10k 1/1/2017 17 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) -2.06 100k 5/1/2017 14 Superfund Group Superfund Red One SP I - Class A USD -1.93 10k 1/1/2017 13 Quantica Capital AG 2X Quantica Managed Futures Fund -1.80 100k 1/1/2014 12 Quantica Capital AG 1X Quantica Managed Futures Fund -0.80 100k 1/1/2014 11 Schot Capital Multi Diversified Program -0.71 1,000k 1/1/2016 10 Chesapeake Capital Diversified Plus (HV) -0.46 100k 4/1/1994 9 Superfund Group Superfund Red USD SICAV -0.45 10k 3/1/2013 8 Vivienne Investissement OUESSANT UCITS FUND (A) -0.41 100k 5/1/2012 7 Superfund Group Superfund Red EUR SICAV -0.37 10k 3/1/2013 6 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.26 100k 4/1/2015 6 DeltaHedge VIXVOX 2 0.00 250k 8/1/2015 9 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 5 Schindler Capital Management, LLC Grain Advantage Program 0.00 100k 6/1/2013 4 DeltaHedge DH Styx 0.06 1,000k 9/1/2017 3 Cauldron Investments, LLC Cauldron Systematic 0.43 500k 1/1/2017 2 Soaring Pelican, LLC S&P Multiday Hybrid Program 0.66 175k 5/1/2017 1 GT CAPITAL CTA GT Systematic Day Trading Program 2.97 60k 8/1/2017 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.