Trend Following Strategy Index For December 2020

Monthly Rankings

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.

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