Trend Following Strategy Index For February 2020

Monthly Rankings

Rank CTA/Program Feb 2020 Min Inv Inception
53 Glenhaven Capital LLC
Glenhaven Global II LP
-19.59 25k 4/1/2012
52 Superfund Group
Superfund Red One SP I - Class A Silver
-15.22 10k 1/1/2017
51 Incline Investment Management, LLC
Zephyr Cove Crypto
-12.93 50k 4/1/2018
50 Superfund Group
Superfund Green SILVER SICAV
-8.91 20k 1/1/2017
49 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
48 Superfund Group
Superfund Red One SP I - Class A USD
-6.23 10k 1/1/2017
47 Superfund Group
Superfund Red One SP I - Class A EUR
-6.16 10k 1/1/2017
46 Emil van Essen
Multi-Strategy Program
-5.10 6,000k 5/1/2014
45 Superfund Group
Superfund Red EUR SICAV
-4.89 10k 3/1/2013
44 Superfund Group
Superfund Red USD SICAV
-4.81 10k 3/1/2013
43 Eclipse Capital Management
Alpha Asia
-4.55 25,000k 1/1/2015
42 Melissinos Trading
Eupatrid Global Trends
-4.47 50k 1/1/2011
41 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
40 Estlander & Partners
Freedom
-4.06 20,000k 8/1/2010
39 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.92 250k 5/1/2011
38 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.86 1k 6/1/2009
37 Chesapeake Capital
Diversified Plus (HV)
-3.26 100k 4/1/1994
36 Silicon Valley Quantitative Advisors
UQP Large
-2.84 500k 1/1/2009
35 DUNN Capital Management
DUNN WMA Institutional Program
-2.71 100k 10/1/2011
34 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.49 1,000k 1/1/2013
33 Prolific Capital Markets, LLC
Prolific Swiss System
-2.03 10,000k 1/1/2014
32 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.59 1k 10/1/2006
31 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.52 100k 4/1/2015
30 Garraway Capital Management LLP
Garraway Financial Trends
-1.06 100k 9/1/2012
29 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.00 100k 5/1/2012
28 Superfund Group
Superfund Green GOLD SICAV
-0.64 20k 1/1/2017
27 Dreiss Research Corporation
Diversified Program
-0.33 1,000k 5/1/1991
26 Seven Capital Management
Seven Absolute Return
-0.33 100k 6/1/2009
25 Cauldron Investments, LLC
Cauldron Systematic
-0.16 500k 1/1/2017
24 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.02 500k 1/1/2015
22 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
21 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
23 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.00 175k 5/1/2017
20 Welton Investment Partners
Welton Trend
0.21 25,000k 10/1/2012
19 DeltaHedge
DH Styx
0.26 1,000k 9/1/2017
18 Superfund Group
Superfund Green USD SICAV
0.44 5k 1/1/2017
17 EMC Capital Advisors, LLC
EMC Alpha Program
0.63 5,000k 6/1/2013
16 Superfund Group
Superfund Green EUR SICAV
0.65 5k 1/1/2017
15 ISAM
ISAM Systematic Trend (Levitas)
0.87 1,000k 5/1/2010
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.97 250k 10/1/2009
13 R Best LLC
World Select Program
1.81 2,000k 4/1/2016
12 Schot Capital
Multi Diversified Program
3.02 1,000k 1/1/2016
11 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.13 1,000k 3/1/2003
10 514 Capital Partners
514 Fund
5.39 100k 11/1/2013
9 Eagle Trading Systems Inc.
Eagle Customized Trend
5.80 10,000k 4/1/2017
8 Anderson Creek Trading
Standard Diversified Strategy
7.94 250k 7/1/2014
7 Eamon Capital
Zephyr Program
12.13 600k 1/1/2016
6 GT CAPITAL CTA
GT Systematic Day Trading Program
12.43 60k 8/1/2017
5 Worldwide Capital Strategies
Profit Quest Macro World
17.11 100k 1/1/2010
4 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
17.56 25k 2/1/2016
3 Purple Valley Capital, Inc.
Diversified Trend 1
17.65 100k 8/1/2008
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
20.19 50k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | USD
20.94 1,500k 7/1/2011

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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