Trend Following Strategy Index For May 2020

Monthly Rankings

Rank CTA/Program May 2020 Min Inv Inception
44 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-22.42 50k 7/1/2011
43 Tomas Capital Pty Ltd
GCAF | USD
-18.89 1,500k 7/1/2011
42 Purple Valley Capital, Inc.
Diversified Trend 1
-5.66 100k 8/1/2008
41 Dreiss Research Corporation
Diversified Program
-4.83 1,000k 5/1/1991
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.79 1,000k 3/1/2003
39 Silicon Valley Quantitative Advisors
UQP Large
-4.18 500k 1/1/2009
38 Eamon Capital
Zephyr Program
-2.86 600k 1/1/2016
37 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.67 250k 5/1/2011
36 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.44 1k 6/1/2009
35 Superfund Group
Superfund Red EUR SICAV
-2.22 10k 3/1/2013
34 Schot Capital
Multi Diversified Program
-2.02 1,000k 1/1/2016
33 Superfund Group
Superfund Red USD SICAV
-2.02 10k 3/1/2013
32 514 Capital Partners
514 Fund
-1.80 100k 11/1/2013
31 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.67 250k 10/1/2009
30 Superfund Group
Superfund Green EUR SICAV
-1.63 5k 1/1/2017
29 Seven Capital Management
Seven Absolute Return
-1.51 100k 6/1/2009
28 DUNN Capital Management
DUNN WMA Institutional Program
-1.42 100k 10/1/2011
27 Superfund Group
Superfund Green USD SICAV
-1.35 5k 1/1/2017
26 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.32 1,000k 1/1/2013
25 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.20 1k 10/1/2006
24 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.20 100k 1/1/2014
23 Welton Investment Partners
Welton Trend
-1.08 25,000k 10/1/2012
22 ISAM
ISAM Systematic Trend (Levitas)
-0.90 1,000k 5/1/2010
21 Estlander & Partners
Freedom
-0.53 20,000k 8/1/2010
20 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.50 100k 1/1/2014
19 Incline Investment Management, LLC
Zephyr Cove Crypto
-0.17 50k 4/1/2018
12 Worldwide Capital Strategies
Profit Quest Macro World
0.00 100k 1/1/2010
13 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
14 Eagle Trading Systems Inc.
Eagle Customized Trend
0.00 10,000k 4/1/2017
15 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
16 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
17 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
18 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
11 DeltaHedge
DH Styx
0.07 1,000k 9/1/2017
10 GT CAPITAL CTA
GT Systematic Day Trading Program
0.22 60k 8/1/2017
9 Anderson Creek Trading
Standard Diversified Strategy
0.53 250k 7/1/2014
8 EMC Capital Advisors, LLC
EMC Alpha Program
0.59 5,000k 6/1/2013
7 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.74 100k 5/1/2012
6 Superfund Group
Superfund Green GOLD SICAV
1.03 20k 1/1/2017
5 Chesapeake Capital
Diversified Plus (HV)
1.06 100k 4/1/1994
4 R Best LLC
World Select Program
1.08 2,000k 4/1/2016
3 Prolific Capital Markets, LLC
Prolific Swiss System
2.51 10,000k 1/1/2014
2 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
9.57 25k 2/1/2016
1 Superfund Group
Superfund Green SILVER SICAV
21.75 20k 1/1/2017

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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