Trend Following Strategy Index For January 2021 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 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.