Trend Following Strategy Index For August 2020

Monthly Rankings

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.

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