Trend Following Strategy Index For September 2020

Monthly Rankings

Rank CTA/Program Sep 2020 Min Inv Inception
48 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-22.12 50k 7/1/2011
47 Tomas Capital Pty Ltd
GCAF | USD
-21.30 1,500k 7/1/2011
46 Purple Valley Capital, Inc.
Diversified Trend 1
-21.09 100k 8/1/2008
42 Purple Valley Capital, Inc.
Diversified Trend 1
-21.09 100k 8/1/2008
45 HASAFUMA
Micro Macro
-19.40 20k 6/1/2013
44 Incline Investment Management, LLC
Zephyr Cove Crypto
-18.77 50k 4/1/2018
41 Incline Investment Management, LLC
Zephyr Cove Crypto
-18.77 50k 4/1/2018
40 Dreiss Research Corporation
Diversified Program
-12.35 1,000k 5/1/1991
43 Dreiss Research Corporation
Diversified Program
-12.35 1,000k 5/1/1991
42 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-12.15 25k 2/1/2016
39 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-12.15 25k 2/1/2016
41 Glenhaven Capital LLC
Glenhaven Global II LP
-11.89 25k 4/1/2012
40 Superfund Group
Superfund Green GOLD SICAV
-10.56 20k 1/1/2017
39 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.20 100k 1/1/2014
38 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.20 100k 1/1/2014
38 Superfund Group
Superfund Green EUR SICAV
-6.58 5k 1/1/2017
37 Superfund Group
Superfund Green USD SICAV
-6.50 5k 1/1/2017
36 Eagle Trading Systems Inc.
Eagle Customized Trend
-6.31 10,000k 4/1/2017
37 Eagle Trading Systems Inc.
Eagle Customized Trend
-6.31 10,000k 4/1/2017
36 Persistent Capital Management
Global Diversified Program
-6.28 500k 1/1/2003
35 Persistent Capital Management
Global Diversified Program
-6.28 500k 1/1/2003
35 Eamon Capital
Zephyr Program
-4.75 300k 1/1/2016
34 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-4.60 250k 10/1/2009
34 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-4.60 250k 10/1/2009
33 Prolific Capital Markets, LLC
Prolific Swiss System
-4.30 10,000k 1/1/2014
33 Prolific Capital Markets, LLC
Prolific Swiss System
-4.30 10,000k 1/1/2014
32 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.94 250k 5/1/2011
32 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.94 250k 5/1/2011
31 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.90 100k 1/1/2014
31 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.90 100k 1/1/2014
30 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.44 3,000k 1/1/2015
30 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.44 3,000k 1/1/2015
29 514 Capital Partners
514 Fund
-3.43 100k 11/1/2013
29 514 Capital Partners
514 Fund
-3.43 100k 11/1/2013
28 Chesapeake Capital
Diversified Plus (HV)
-3.40 100k 4/1/1994
28 Chesapeake Capital
Diversified Plus (HV)
-3.40 100k 4/1/1994
27 Anderson Creek Trading
Standard Diversified Strategy
-2.98 250k 7/1/2014
27 Anderson Creek Trading
Standard Diversified Strategy
-2.98 250k 7/1/2014
26 Eamon Capital
Zephyr Program
-2.93 300k 1/1/2016
25 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.75 1k 6/1/2009
26 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.75 1k 6/1/2009
25 DUNN Capital Management
DUNN WMA Institutional Program
-2.63 100k 10/1/2011
24 DUNN Capital Management
DUNN WMA Institutional Program
-2.63 100k 10/1/2011
23 Candriam Investors Group
Alternative Return Systemat
-2.28 125k 1/1/2007
22 Silicon Valley Quantitative Advisors
UQP Large
-2.19 500k 1/1/2009
24 Silicon Valley Quantitative Advisors
UQP Large
-2.19 500k 1/1/2009
23 ISAM
ISAM Systematic Trend (Levitas)
-2.15 1,000k 5/1/2010
21 ISAM
ISAM Systematic Trend (Levitas)
-2.13 1,000k 5/1/2010
20 Schot Capital
Multi Diversified Program
-1.92 1,000k 1/1/2016
22 Schot Capital
Multi Diversified Program
-1.92 1,000k 1/1/2016
19 EMC Capital Advisors, LLC
EMC Alpha Program
-1.89 5,000k 6/1/2013
21 EMC Capital Advisors, LLC
EMC Alpha Program
-1.88 5,000k 6/1/2013
20 Seven Capital Management
Seven Absolute Return
-1.80 100k 6/1/2009
18 Seven Capital Management
Seven Absolute Return
-1.80 100k 6/1/2009
17 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.47 100k 5/1/2012
19 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.47 100k 5/1/2012
18 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.37 1k 10/1/2006
16 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.37 1k 10/1/2006
15 Welton Investment Partners
Welton Trend
-1.25 25,000k 10/1/2012
17 Welton Investment Partners
Welton Trend
-1.25 25,000k 10/1/2012
14 HASAFUMA
Heavy Metal
-1.10 20k 9/1/2014
16 EMC Capital Advisors, LLC
EMC Balance Program
-0.86 3,000k 8/1/2018
13 EMC Capital Advisors, LLC
EMC Balance Program
-0.80 3,000k 8/1/2018
12 Melissinos Trading
Eupatrid Global Trends
-0.78 50k 1/1/2011
11 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
-0.77 1,000k 1/1/2013
15 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
-0.77 1,000k 1/1/2013
14 Estlander & Partners
Freedom
-0.70 20,000k 8/1/2010
10 Estlander & Partners
Freedom
-0.70 20,000k 8/1/2010
9 DeltaHedge
DH Styx
0.00 1,000k 9/1/2017
5 DeltaHedge
DH Styx
0.00 1,000k 9/1/2017
6 HASAFUMA
Gourishankar
0.00 200k 9/1/2013
7 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
8 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
9 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
10 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
11 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
13 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
4 R Best LLC
World Select Program
0.36 2,000k 4/1/2016
8 R Best LLC
World Select Program
0.36 2,000k 4/1/2016
7 HASAFUMA
Hedgehog
0.60 50k 5/1/2012
6 Equidex Incorporated
Portfolio Enhancement Program
0.68 500k 6/1/2018
5 HASAFUMA
FX Momentum
0.80 20k 7/1/2012
3 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.03 10,000k 3/1/2003
2 Worldwide Capital Strategies
Profit Quest Macro World
4.93 100k 1/1/2010
4 Worldwide Capital Strategies
Profit Quest Macro World
4.93 100k 1/1/2010
3 GT CAPITAL CTA
GT Systematic Day Trading Program
6.18 60k 8/1/2017
1 GT CAPITAL CTA
GT Systematic Day Trading Program
6.20 60k 8/1/2017
2 HASAFUMA
La Cucaracha
8.00 50k 9/1/2013
1 HASAFUMA
Gourishankar
12.00 200k 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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