Trend Following Strategy Index For July 2020

Monthly Rankings

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.

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