Trend Following Strategy Index For July 2020 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Jul 2020 Min Inv Inception 50 HASAFUMA La Cucaracha -1.69 300k 9/1/2013 49 Persistent Capital Management Global Diversified Program -1.31 500k 1/1/2003 48 HASAFUMA Hedgehog -0.69 60k 5/1/2012 47 DUNN Capital Management DUNN WMA Institutional Program -0.59 100k 10/1/2011 46 Eamon Capital Zephyr Program -0.40 600k 1/1/2016 45 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 40 Soaring Pelican, LLC S&P Multiday Hybrid Program 0.00 175k 5/1/2017 41 GT CAPITAL CTA GT Systematic Day Trading Program 0.00 60k 8/1/2017 42 Welton Investment Partners Welton Trend 0.00 25,000k 10/1/2012 43 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 44 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 39 Prolific Capital Markets, LLC Prolific Swiss System 0.03 10,000k 1/1/2014 38 Vivienne Investissement OUESSANT UCITS FUND (A) 0.33 100k 5/1/2012 37 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.33 1,000k 3/1/2003 36 DeltaHedge DH Styx 0.46 1,000k 9/1/2017 35 Eagle Trading Systems Inc. Eagle Customized Trend 0.59 10,000k 4/1/2017 34 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.00 250k 5/1/2011 33 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.09 1,000k 1/1/2013 32 R Best LLC World Select Program 1.15 2,000k 4/1/2016 31 Silicon Valley Quantitative Advisors UQP Large 1.16 500k 1/1/2009 30 Schot Capital Multi Diversified Program 1.32 1,000k 1/1/2016 29 EMC Capital Advisors, LLC EMC Alpha Program 1.43 5,000k 6/1/2013 28 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.62 1k 10/1/2006 27 EMC Capital Advisors, LLC EMC Balance Program 1.69 3,000k 8/1/2018 26 Superfund Group Superfund Red EUR SICAV 1.75 10k 3/1/2013 25 Superfund Group Superfund Red USD SICAV 1.95 10k 3/1/2013 24 ISAM ISAM Systematic Trend (Levitas) 1.97 1,000k 5/1/2010 23 Estlander & Partners Freedom 2.74 20,000k 8/1/2010 22 Quantica Capital AG 1X Quantica Managed Futures Fund 3.10 100k 1/1/2014 21 Seven Capital Management Seven Absolute Return 3.13 100k 6/1/2009 20 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.16 1k 6/1/2009 19 HASAFUMA FX Momentum 3.45 20k 7/1/2012 18 Incline Investment Management, LLC Zephyr Cove Crypto 3.88 50k 4/1/2018 17 514 Capital Partners 514 Fund 4.14 100k 11/1/2013 16 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.79 50k 7/1/2011 15 Tomas Capital Pty Ltd GCAF | USD 5.05 1,500k 7/1/2011 14 Superfund Group Superfund Green EUR SICAV 5.17 5k 1/1/2017 13 Dreiss Research Corporation Diversified Program 5.37 1,000k 5/1/1991 12 Superfund Group Superfund Green USD SICAV 5.57 5k 1/1/2017 11 Quantica Capital AG 2X Quantica Managed Futures Fund 6.30 100k 1/1/2014 10 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 8.01 250k 10/1/2009 9 Worldwide Capital Strategies Profit Quest Macro World 8.51 100k 1/1/2010 8 Equidex Incorporated Portfolio Enhancement Program 8.87 500k 6/1/2018 7 HASAFUMA Micro Macro 9.35 25k 6/1/2013 6 HASAFUMA Heavy Metal 10.40 20k 9/1/2014 5 Anderson Creek Trading Standard Diversified Strategy 10.69 250k 7/1/2014 4 Superfund Group Superfund Green GOLD SICAV 14.73 20k 1/1/2017 3 Purple Valley Capital, Inc. Diversified Trend 1 27.16 100k 8/1/2008 2 HASAFUMA Gourishankar 28.54 1,000k 9/1/2013 1 Superfund Group Superfund Green SILVER SICAV 34.49 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.