Trend Following Strategy Index For October 2020

Monthly Rankings

Rank CTA/Program Oct 2020 Min Inv Inception
37 Eamon Capital
Zephyr Program
-10.09 300k 1/1/2016
36 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-8.36 25k 2/1/2016
35 Superfund Group
Superfund Green EUR SICAV
-4.01 5k 1/1/2017
34 Superfund Group
Superfund Green USD SICAV
-3.90 5k 1/1/2017
33 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
32 Eagle Trading Systems Inc.
Eagle Customized Trend
-2.86 10,000k 4/1/2017
31 Equidex Incorporated
Portfolio Enhancement Program
-2.81 500k 6/1/2018
30 Seven Capital Management
Seven Absolute Return
-2.80 100k 6/1/2009
29 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
28 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.80 1k 6/1/2009
27 R Best LLC
World Select Program
-1.76 2,000k 4/1/2016
26 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
25 Schot Capital
Multi Diversified Program (MDP)
-1.54 1,000k 1/1/2016
24 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.37 250k 5/1/2011
23 EMC Capital Advisors, LLC
EMC Balance Program
-1.10 3,000k 8/1/2018
22 Tendance Finance
Tendance Finance Fund
-0.91 100k 5/1/2012
21 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.90 1k 10/1/2006
20 Welton Investment Partners
Welton Trend
-0.86 25,000k 10/1/2012
19 EMC Capital Advisors, LLC
EMC Alpha Program
-0.83 5,000k 6/1/2013
18 Chesapeake Capital
Diversified Plus (HV)
-0.63 100k 4/1/1994
17 DUNN Capital Management
DUNN WMA Institutional Program
-0.08 100k 10/1/2011
16 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
15 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.03 100k 5/1/2012
13 Incline Investment Management, LLC
Zephyr Cove Crypto
0.00 50k 4/1/2018
14 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
11 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
12 514 Capital Partners
514 Fund
0.00 100k 11/1/2013
10 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.15 1,000k 1/1/2013
9 Prolific Capital Markets, LLC
Prolific Swiss System
0.96 10,000k 1/1/2014
8 ISAM
ISAM Systematic Trend (Levitas)
1.05 1,000k 5/1/2010
7 J8 Capital Management LLP
J8 Global Absolute Return Strategy
1.20 3,000k 1/1/2015
6 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.45 250k 10/1/2009
5 Silicon Valley Quantitative Advisors
UQP Large
1.76 500k 1/1/2009
4 Anderson Creek Trading
Standard Diversified Strategy
2.27 250k 7/1/2014
3 Dreiss Research Corporation
Diversified Program
3.15 1,000k 5/1/1991
2 Worldwide Capital Strategies
Profit Quest Macro World
6.38 100k 1/1/2010
1 Purple Valley Capital, Inc.
Diversified Trend 1
10.32 100k 8/1/2008

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.

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