Trend Following Strategy Index For August 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 Aug 2020 Min Inv Inception 48 Worldwide Capital Strategies Profit Quest Macro World -12.30 100k 1/1/2010 47 Eamon Capital Zephyr Program -4.85 600k 1/1/2016 46 Equidex Incorporated Portfolio Enhancement Program -2.40 500k 6/1/2018 45 Seven Capital Management Seven Absolute Return -2.31 100k 6/1/2009 44 R Best LLC World Select Program -2.18 2,000k 4/1/2016 43 Superfund Group Superfund Red USD SICAV -2.10 10k 3/1/2013 42 Estlander & Partners Freedom -2.08 20,000k 8/1/2010 41 Superfund Group Superfund Red EUR SICAV -1.95 10k 3/1/2013 40 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -1.44 1,000k 1/1/2013 39 ISAM ISAM Systematic Trend (Levitas) -0.98 1,000k 5/1/2010 38 Prolific Capital Markets, LLC Prolific Swiss System -0.96 10,000k 1/1/2014 37 Schot Capital Multi Diversified Program -0.68 1,000k 1/1/2016 36 Superfund Group Superfund Green GOLD SICAV -0.63 20k 1/1/2017 35 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.54 1,000k 3/1/2003 34 Superfund Group Superfund Green USD SICAV -0.49 5k 1/1/2017 33 Superfund Group Superfund Green EUR SICAV -0.40 5k 1/1/2017 32 Eagle Trading Systems Inc. Eagle Customized Trend -0.32 10,000k 4/1/2017 31 514 Capital Partners 514 Fund -0.24 100k 11/1/2013 30 Welton Investment Partners Welton Trend -0.22 25,000k 10/1/2012 29 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 28 Vivienne Investissement OUESSANT UCITS FUND (A) -0.13 100k 5/1/2012 27 DeltaHedge DH Styx -0.04 1,000k 9/1/2017 26 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.04 1k 10/1/2006 17 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.00 50k 7/1/2011 18 HASAFUMA Micro Macro 0.00 25k 6/1/2013 19 Persistent Capital Management Global Diversified Program 0.00 500k 1/1/2003 20 Tomas Capital Pty Ltd GCAF | USD 0.00 1,500k 7/1/2011 21 HASAFUMA Hedgehog 0.00 60k 5/1/2012 22 HASAFUMA FX Momentum 0.00 20k 7/1/2012 23 HASAFUMA La Cucaracha 0.00 300k 9/1/2013 24 HASAFUMA Heavy Metal 0.00 20k 9/1/2014 25 Superfund Group Superfund Green SILVER SICAV 0.00 20k 1/1/2017 16 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 0.07 1k 6/1/2009 15 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.38 250k 5/1/2011 14 EMC Capital Advisors, LLC EMC Alpha Program 0.62 5,000k 6/1/2013 13 DUNN Capital Management DUNN WMA Institutional Program 0.85 100k 10/1/2011 12 EMC Capital Advisors, LLC EMC Balance Program 0.90 3,000k 8/1/2018 11 Quantica Capital AG 1X Quantica Managed Futures Fund 1.30 100k 1/1/2014 10 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.33 250k 10/1/2009 9 Incline Investment Management, LLC Zephyr Cove Crypto 1.70 50k 4/1/2018 8 Melissinos Trading Eupatrid Global Trends 1.71 50k 1/1/2011 7 Quantica Capital AG 2X Quantica Managed Futures Fund 2.60 100k 1/1/2014 6 Silicon Valley Quantitative Advisors UQP Large 3.01 500k 1/1/2009 5 Chesapeake Capital Diversified Plus (HV) 5.47 100k 4/1/1994 4 Anderson Creek Trading Standard Diversified Strategy 7.14 250k 7/1/2014 3 Purple Valley Capital, Inc. Diversified Trend 1 10.57 100k 8/1/2008 2 Dreiss Research Corporation Diversified Program 10.78 1,000k 5/1/1991 1 HASAFUMA Gourishankar 14.39 1,000k 9/1/2013 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.