Trend Following Strategy Index For December 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 Dec 2020 Min Inv Inception 48 GT CAPITAL CTA GT Systematic Day Trading Program -6.89 60k 8/1/2017 47 Eamon Capital Zephyr Program -3.15 300k 1/1/2016 46 Tendance Finance Tendance Finance Fund -0.46 100k 5/1/2012 45 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.36 250k 10/1/2009 44 Vivienne Investissement OUESSANT UCITS FUND (A) -0.32 100k 5/1/2012 43 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 42 HA L -0.05 50k 9/1/2013 41 DeltaHedge DH Styx -0.04 1,000k 9/1/2017 36 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.00 1k 10/1/2006 37 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 0.00 1,000k 1/1/2013 38 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.00 1k 6/1/2009 39 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 40 Equidex Incorporated Portfolio Enhancement Program 0.00 500k 6/1/2018 35 514 Capital Partners 514 Fund 0.34 100k 11/1/2013 34 HA G 0.64 200k 9/1/2013 33 Prolific Capital Markets, LLC Prolific Swiss System 0.89 10,000k 1/1/2014 32 Superfund Group Superfund Red USD SICAV 1.15 10k 3/1/2013 31 Superfund Group Superfund Red EUR SICAV 1.86 10k 3/1/2013 30 Estlander & Partners Freedom 2.45 20,000k 8/1/2010 29 EMC Capital Advisors, LLC EMC Balance Program 2.82 3,000k 8/1/2018 28 HA H 3.46 50k 5/1/2012 27 R Best LLC World Select Program 3.52 2,000k 4/1/2016 26 EMC Capital Advisors, LLC EMC Alpha Program 3.78 5,000k 6/1/2013 25 Superfund Group Superfund Green EUR SICAV 3.87 5k 1/1/2017 24 DUNN Capital Management DUNN WMA Institutional Program 3.92 100k 10/1/2011 23 Superfund Group Superfund Green USD SICAV 3.95 5k 1/1/2017 22 Welton Investment Partners Welton Trend 3.98 25,000k 10/1/2012 21 Schot Capital Multi Diversified Program (MDP) 4.19 1,000k 1/1/2016 20 J8 Capital Management LLP J8 Global Absolute Return Strategy 4.32 3,000k 1/1/2015 19 Eagle Trading Systems Inc. Eagle Customized Trend 4.81 10,000k 4/1/2017 18 ISAM ISAM Systematic Trend (Levitas) 5.27 1,000k 5/1/2010 17 Quantica Capital AG 1X Quantica Managed Futures Fund 5.50 100k 1/1/2014 16 Persistent Capital Management Global Diversified Program 7.48 500k 1/1/2003 15 Seven Capital Management Seven Absolute Return 7.78 100k 6/1/2009 14 Chesapeake Capital Diversified Plus (HV) 10.03 100k 4/1/1994 13 Silicon Valley Quantitative Advisors UQP Large 10.37 500k 1/1/2009 12 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 10.41 10,000k 3/1/2003 11 Superfund Group Superfund Green GOLD SICAV 10.60 20k 1/1/2017 10 Quantica Capital AG 2X Quantica Managed Futures Fund 12.40 100k 1/1/2014 9 Melissinos Trading Eupatrid Global Trends 13.54 100k 1/1/2011 8 Dreiss Research Corporation Diversified Program 13.68 1,000k 5/1/1991 7 Worldwide Capital Strategies Profit Quest Macro World 14.12 100k 1/1/2010 6 Anderson Creek Trading Standard Diversified Strategy 15.51 250k 7/1/2014 5 Superfund Group Superfund Green SILVER SICAV 21.45 20k 1/1/2017 4 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 24.29 50k 7/1/2011 3 Tomas Capital Pty Ltd GCAF | USD 24.83 1,500k 7/1/2011 2 Glenhaven Capital LLC Glenhaven Global II LP 27.34 100k 4/1/2012 1 Purple Valley Capital, Inc. Diversified Trend 1 51.50 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.