Trend Following Strategy Index For January 2020 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 Jan 2020 Min Inv Inception 54 Dreiss Research Corporation Diversified Program -11.02 1,000k 5/1/1991 53 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -10.56 25k 2/1/2016 52 Silicon Valley Quantitative Advisors UQP Large -8.59 500k 1/1/2009 51 Emil van Essen Multi-Strategy Program -4.46 6,000k 5/1/2014 50 Eclipse Capital Management Alpha Asia -4.31 25,000k 1/1/2015 49 J8 Capital Management LLP J8 Global Absolute Return Strategy -3.87 500k 1/1/2015 48 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.06 1k 6/1/2009 47 Eagle Trading Systems Inc. Eagle Customized Trend -2.27 10,000k 4/1/2017 46 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.69 1k 10/1/2006 45 Anderson Creek Trading Standard Diversified Strategy -1.59 250k 7/1/2014 44 Soaring Pelican, LLC S&P Multiday Hybrid Program -1.22 175k 5/1/2017 43 Tomas Capital Pty Ltd GCAF | USD -0.78 1,500k 7/1/2011 42 Purple Valley Capital, Inc. Diversified Trend 1 -0.69 100k 8/1/2008 41 Emil van Essen Long-Short Commodity Program -0.36 1,000k 6/1/2013 40 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -0.16 50k 7/1/2011 39 EMC Capital Advisors, LLC EMC Alpha Program -0.16 5,000k 6/1/2013 38 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.09 100k 4/1/2015 37 Superfund Group Superfund Red EUR SICAV -0.03 10k 3/1/2013 35 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 34 Schindler Capital Management, LLC Grain Advantage Program 0.00 100k 6/1/2013 36 GT CAPITAL CTA GT Systematic Day Trading Program 0.00 60k 8/1/2017 33 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 32 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) 0.11 100k 5/1/2017 31 DUNN Capital Management DUNN WMA Institutional Program 0.19 100k 10/1/2011 30 Superfund Group Superfund Red USD SICAV 0.31 10k 3/1/2013 29 Cauldron Investments, LLC Cauldron Systematic 0.60 500k 1/1/2017 28 DeltaHedge DH Styx 0.61 1,000k 9/1/2017 27 Garraway Capital Management LLP Garraway Financial Trends 0.61 100k 9/1/2012 26 Superfund Group Superfund Red One SP I - Class A EUR 0.65 10k 1/1/2017 25 Quantica Capital AG 1X Quantica Managed Futures Fund 0.80 100k 1/1/2014 24 Superfund Group Superfund Red One SP I - Class A USD 1.06 10k 1/1/2017 23 Melissinos Trading Eupatrid Global Trends 1.40 50k 1/1/2011 22 R Best LLC World Select Program 1.43 2,000k 4/1/2016 21 Quantica Capital AG 2X Quantica Managed Futures Fund 1.50 100k 1/1/2014 20 Superfund Group Superfund Red One SP I - Class A Silver 1.65 10k 1/1/2017 19 Vivienne Investissement OUESSANT UCITS FUND (A) 2.17 100k 5/1/2012 18 Welton Investment Partners Welton Trend 2.22 25,000k 10/1/2012 17 Schot Capital Multi Diversified Program 2.22 1,000k 1/1/2016 16 ISAM ISAM Systematic Trend (Levitas) 2.42 1,000k 5/1/2010 15 Seven Capital Management Seven Absolute Return 2.43 100k 6/1/2009 14 Chesapeake Capital Diversified Plus (HV) 3.25 100k 4/1/1994 13 514 Capital Partners 514 Fund 3.57 100k 11/1/2013 12 Worldwide Capital Strategies Profit Quest Macro World 3.73 100k 1/1/2010 11 Estlander & Partners Freedom 3.76 20,000k 8/1/2010 10 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.86 250k 5/1/2011 9 Prolific Capital Markets, LLC Prolific Swiss System 3.94 10,000k 1/1/2014 8 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.17 1,000k 1/1/2013 7 Superfund Group Superfund Green EUR SICAV 4.57 5k 1/1/2017 6 Superfund Group Superfund Green USD SICAV 4.72 5k 1/1/2017 5 Superfund Group Superfund Green SILVER SICAV 5.22 20k 1/1/2017 4 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 5.53 250k 10/1/2009 3 Eamon Capital Zephyr Program 5.92 600k 1/1/2016 2 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 7.02 1,000k 3/1/2003 1 Superfund Group Superfund Green GOLD SICAV 8.70 20k 1/1/2017 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.