Trend Following Strategy Index For May 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 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 10,000k 3/1/2003 39 Silicon Valley Quantitative Advisors UQP Large -4.18 500k 1/1/2009 38 Eamon Capital Zephyr Program -2.86 300k 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. IS Trends Program - Series 1 (USD 10V) -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.