Trend Following Strategy Index For February 2021

Monthly Rankings

Rank CTA/Program Feb 2021 Min Inv Inception
41 HASAFUMA
Hedgehog
-2.42 50k 5/1/2012
40 DeltaHedge
DH Styx
-2.16 1,000k 9/1/2017
39 R Best LLC
World Select Program
-1.99 2,000k 4/1/2016
38 Mobius Asset Management
MCR Trading Program (C)
-0.57 150k 2/1/2019
37 EMC Capital Advisors, LLC
EMC Balance Program
-0.45 3,000k 8/1/2018
36 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.26 25k 2/1/2016
32 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
34 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
35 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
31 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
33 Tendance Finance
Tendance Finance Fund
0.00 100k 5/1/2012
30 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.48 100k 5/1/2012
29 Seven Capital Management
Seven Absolute Return
1.62 100k 6/1/2009
28 DUNN Capital Management
DUNN WMA Institutional Program
1.73 100k 10/1/2011
27 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
1.84 1,000k 1/1/2013
26 Schot Capital
Multi Diversified Program (MDP)
2.00 1,000k 1/1/2016
25 ISAM
ISAM Systematic Trend (Levitas)
2.01 1,000k 5/1/2010
24 J8 Capital Management LLP
J8 Global Absolute Return Strategy
2.46 3,000k 1/1/2015
23 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.74 250k 10/1/2009
22 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.22 10,000k 3/1/2003
21 EMC Capital Advisors, LLC
EMC Alpha Program
3.22 5,000k 6/1/2013
20 Silicon Valley Quantitative Advisors
UQP Large
4.55 500k 1/1/2009
19 GT CAPITAL CTA
GT Systematic Day Trading Program
4.73 60k 8/1/2017
18 Welton Investment Partners
Welton Trend
5.89 25,000k 10/1/2012
17 Chesapeake Capital
Diversified Plus (HV)
6.52 100k 4/1/1994
16 Superfund Group
Superfund Green USD SICAV
7.00 5k 1/1/2017
15 Quantica Capital AG
1X Quantica Managed Futures Fund
7.10 100k 1/1/2014
14 Tactical Investment Management
Tactical Institutional Commodity Fund
7.17 10,000k 5/1/2005
13 HASAFUMA
Gourishankar
7.71 200k 9/1/2013
12 Estlander & Partners
Freedom
7.87 20,000k 8/1/2010
11 514 Capital Partners
514 Fund
7.97 100k 11/1/2013
10 Prolific Capital Markets, LLC
Prolific Swiss System
9.62 10,000k 1/1/2014
9 Eagle Trading Systems Inc.
Eagle Customized Trend
9.77 10,000k 4/1/2017
8 Eamon Capital
Zephyr Program
12.34 300k 1/1/2016
7 Anderson Creek Trading
Standard Diversified Strategy
12.95 250k 7/1/2014
6 Quantica Capital AG
2X Quantica Managed Futures Fund
14.50 100k 1/1/2014
5 Dreiss Research Corporation
Diversified Program
15.29 1,000k 5/1/1991
4 Melissinos Trading
Eupatrid Global Trends
17.65 50k 1/1/2011
3 Glenhaven Capital LLC
Glenhaven Global II LP
23.22 25k 4/1/2012
2 Worldwide Capital Strategies
Profit Quest Macro World
23.59 100k 1/1/2010
1 Purple Valley Capital, Inc.
Diversified Trend 1
33.44 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.

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