Trend Following Strategy Index For January 2021

Monthly Rankings

Rank CTA/Program Jan 2021 Min Inv Inception
47 Worldwide Capital Strategies
Profit Quest Macro World
-8.32 100k 1/1/2010
46 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-7.00 25k 2/1/2016
45 514 Capital Partners
514 Fund
-5.95 100k 11/1/2013
44 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.99 100k 5/1/2012
43 Eamon Capital
Zephyr Program
-2.59 300k 1/1/2016
42 Estlander & Partners
Freedom
-2.53 20,000k 8/1/2010
41 Seven Capital Management
Seven Absolute Return
-2.51 100k 6/1/2009
40 Tendance Finance
Tendance Finance Fund
-2.22 100k 5/1/2012
39 Eagle Trading Systems Inc.
Eagle Customized Trend
-1.87 10,000k 4/1/2017
38 Schot Capital
Multi Diversified Program (MDP)
-1.67 1,000k 1/1/2016
37 DUNN Capital Management
DUNN WMA Institutional Program
-1.16 100k 10/1/2011
36 ISAM
ISAM Systematic Trend (Levitas)
-0.99 1,000k 5/1/2010
35 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.75 3,000k 1/1/2015
34 EMC Capital Advisors, LLC
EMC Balance Program
-0.53 3,000k 8/1/2018
33 Welton Investment Partners
Welton Trend
-0.33 25,000k 10/1/2012
32 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
18 HA
H
0.00 50k 5/1/2012
17 HA
L
0.00 50k 9/1/2013
16 HA
G
0.00 200k 9/1/2013
21 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
27 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
26 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
20 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
23 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
19 Silicon Valley Quantitative Advisors
UQP Large
0.00 500k 1/1/2009
28 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
29 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
24 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
25 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
30 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
31 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
22 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
15 EMC Capital Advisors, LLC
EMC Alpha Program
0.03 5,000k 6/1/2013
14 Mobius Asset Management
MCR Trading Program (C)
0.94 150k 2/1/2019
13 Quantica Capital AG
1X Quantica Managed Futures Fund
1.30 100k 1/1/2014
12 Prolific Capital Markets, LLC
Prolific Swiss System
1.55 10,000k 1/1/2014
11 Quantica Capital AG
2X Quantica Managed Futures Fund
1.80 100k 1/1/2014
10 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.38 10,000k 3/1/2003
9 R Best LLC
World Select Program
2.60 2,000k 4/1/2016
8 Dreiss Research Corporation
Diversified Program
3.14 1,000k 5/1/1991
7 Anderson Creek Trading
Standard Diversified Strategy
3.29 250k 7/1/2014
6 Tactical Investment Management
Tactical Institutional Commodity Fund
3.45 10,000k 5/1/2005
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.61 250k 10/1/2009
4 Glenhaven Capital LLC
Glenhaven Global II LP
3.80 100k 4/1/2012
3 Melissinos Trading
Eupatrid Global Trends
4.07 100k 1/1/2011
2 Chesapeake Capital
Diversified Plus (HV)
4.40 100k 4/1/1994
1 Purple Valley Capital, Inc.
Diversified Trend 1
7.72 100k 8/1/2008

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.

Free Investment Plan Free CTA database