Trend Following Strategy Index For June 2020

Monthly Rankings

Rank CTA/Program Jun 2020 Min Inv Inception
39 Purple Valley Capital, Inc.
Diversified Trend 1
-12.99 100k 8/1/2008
38 Dreiss Research Corporation
Diversified Program
-9.87 1,000k 5/1/1991
37 GT CAPITAL CTA
GT Systematic Day Trading Program
-6.86 60k 8/1/2017
36 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
35 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.36 1k 6/1/2009
34 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.23 10,000k 3/1/2003
33 Anderson Creek Trading
Standard Diversified Strategy
-3.11 250k 7/1/2014
32 Superfund Group
Superfund Green SILVER SICAV
-2.81 20k 1/1/2017
31 Superfund Group
Superfund Green USD SICAV
-2.60 5k 1/1/2017
30 Superfund Group
Superfund Green EUR SICAV
-2.50 5k 1/1/2017
29 Prolific Capital Markets, LLC
Prolific Swiss System
-2.43 10,000k 1/1/2014
28 Silicon Valley Quantitative Advisors
UQP Large
-2.00 500k 1/1/2009
27 Seven Capital Management
Seven Absolute Return
-1.74 100k 6/1/2009
26 DUNN Capital Management
DUNN WMA Institutional Program
-1.70 100k 10/1/2011
25 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
24 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.22 1,000k 1/1/2013
23 Welton Investment Partners
Welton Trend
-1.21 25,000k 10/1/2012
22 ISAM
ISAM Systematic Trend (Levitas)
-1.15 1,000k 5/1/2010
21 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.03 250k 10/1/2009
20 Schot Capital
Multi Diversified Program
-1.01 1,000k 1/1/2016
19 Eamon Capital
Zephyr Program
-0.98 600k 1/1/2016
18 DeltaHedge
DH Styx
-0.85 1,000k 9/1/2017
17 Chesapeake Capital
Diversified Plus (HV)
-0.56 100k 4/1/1994
16 Incline Investment Management, LLC
Zephyr Cove Crypto
-0.17 50k 4/1/2018
15 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
12 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
13 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
14 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
11 R Best LLC
World Select Program
0.02 2,000k 4/1/2016
10 EMC Capital Advisors, LLC
EMC Alpha Program
0.09 5,000k 6/1/2013
9 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
8 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
7 Eagle Trading Systems Inc.
Eagle Customized Trend
0.14 10,000k 4/1/2017
6 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.94 100k 5/1/2012
5 Estlander & Partners
Freedom
1.86 20,000k 8/1/2010
4 Superfund Group
Superfund Red USD SICAV
2.42 10k 3/1/2013
3 Superfund Group
Superfund Red EUR SICAV
2.60 10k 3/1/2013
2 514 Capital Partners
514 Fund
4.53 100k 11/1/2013
1 Worldwide Capital Strategies
Profit Quest Macro World
14.51 100k 1/1/2010

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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