Trend Following Strategy Index For November 2020

Monthly Rankings

Rank CTA/Program Nov 2020 Min Inv Inception
46 Superfund Group
Superfund Green GOLD SICAV
-5.14 20k 1/1/2017
45 Prolific Capital Markets, LLC
Prolific Swiss System
-1.73 10,000k 1/1/2014
44 Tendance Finance
Tendance Finance Fund
-1.39 100k 5/1/2012
43 Schot Capital
Multi Diversified Program (MDP)
-1.03 1,000k 1/1/2016
42 DUNN Capital Management
DUNN WMA Institutional Program
-0.16 100k 10/1/2011
41 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
28 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
29 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
30 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.00 250k 5/1/2011
31 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
32 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
33 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
34 HA
H
0.00 50k 5/1/2012
35 HA
F
0.00 20k 7/1/2012
36 HA
M
0.00 20k 6/1/2013
37 HA
G
0.00 200k 9/1/2013
38 HA
L
0.00 50k 9/1/2013
39 HA
H
0.00 20k 9/1/2014
40 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
27 Seven Capital Management
Seven Absolute Return
0.18 100k 6/1/2009
26 Superfund Group
Superfund Green EUR SICAV
0.25 5k 1/1/2017
25 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.65 3,000k 1/1/2015
24 Eagle Trading Systems Inc.
Eagle Customized Trend
0.71 10,000k 4/1/2017
23 R Best LLC
World Select Program
1.00 2,000k 4/1/2016
22 ISAM
ISAM Systematic Trend (Levitas)
1.15 1,000k 5/1/2010
21 EMC Capital Advisors, LLC
EMC Alpha Program
2.73 5,000k 6/1/2013
20 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.34 250k 10/1/2009
19 Vivienne Investissement
OUESSANT UCITS FUND (A)
3.83 100k 5/1/2012
18 514 Capital Partners
514 Fund
4.11 100k 11/1/2013
17 Eamon Capital
Zephyr Program
4.29 300k 1/1/2016
16 Estlander & Partners
Freedom
4.38 20,000k 8/1/2010
15 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
14 EMC Capital Advisors, LLC
EMC Balance Program
5.29 3,000k 8/1/2018
13 Candriam Investors Group
Alternative Return Systemat
5.53 125k 1/1/2007
12 SEB Asset Management
SEB Asset Selection Fund C (EUR)
6.04 1k 10/1/2006
11 Silicon Valley Quantitative Advisors
UQP Large
8.35 500k 1/1/2009
10 Chesapeake Capital
Diversified Plus (HV)
9.65 100k 4/1/1994
9 Quantica Capital AG
2X Quantica Managed Futures Fund
9.70 100k 1/1/2014
8 Melissinos Trading
Eupatrid Global Trends
9.70 100k 1/1/2011
7 Anderson Creek Trading
Standard Diversified Strategy
9.83 250k 7/1/2014
6 Dreiss Research Corporation
Diversified Program
10.05 1,000k 5/1/1991
5 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
12.27 1k 6/1/2009
4 Worldwide Capital Strategies
Profit Quest Macro World
16.34 100k 1/1/2010
3 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
16.85 25k 2/1/2016
2 Purple Valley Capital, Inc.
Diversified Trend 1
20.39 100k 8/1/2008
1 Glenhaven Capital LLC
Glenhaven Global II LP
26.41 100k 4/1/2012

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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