Trend Following Strategy Index For October 2020 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 Oct 2020 Min Inv Inception 37 Eamon Capital Zephyr Program -10.09 600k 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 -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. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 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 500k 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.