Trend Following Strategy Index For May 2021

Monthly Rankings

Rank CTA/Program May 2021 Min Inv Inception
43 Purple Valley Capital, Inc.
Diversified Trend 1
-5.43 100k 8/1/2008
42 HA
L
-3.45 50k 9/1/2013
41 Chesapeake Capital
Diversified Plus (HV)
-2.61 100k 4/1/1994
40 Eamon Capital
Zephyr Program
-2.22 300k 1/1/2016
39 Tendance Finance
Tendance Finance Fund
-2.15 100k 5/1/2012
38 Vivienne Investissement
OUESSANT UCITS FUND (A)
-2.09 100k 5/1/2012
37 Anderson Creek Trading
Standard Diversified Strategy
-1.84 250k 7/1/2014
36 Prolific Capital Markets, LLC
Prolific Swiss System
-1.33 10,000k 1/1/2014
35 GT CAPITAL CTA
GT Systematic Day Trading Program
-1.01 60k 8/1/2017
34 HA
H
-0.61 50k 5/1/2012
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.27 10,000k 3/1/2003
32 Schot Capital
Multi Diversified Program (MDP)
-0.22 1,000k 1/1/2016
31 R Best LLC
World Select Program
-0.10 2,000k 4/1/2016
30 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.04 25k 2/1/2016
29 514 Capital Partners
514 Fund
-0.01 100k 11/1/2013
24 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
25 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
26 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
27 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
28 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
23 Seven Capital Management
Seven Absolute Return
0.13 100k 6/1/2009
22 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.16 250k 10/1/2009
21 Worldwide Capital Strategies
Profit Quest Macro World
0.23 100k 1/1/2010
20 Silicon Valley Quantitative Advisors
UQP Large
0.49 500k 1/1/2009
19 Quantica Capital AG
1X Quantica Managed Futures Fund
0.90 100k 1/1/2014
18 EMC Capital Advisors, LLC
EMC Alpha Program
0.97 5,000k 6/1/2013
17 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
1.05 1,000k 1/1/2013
16 DUNN Capital Management
DUNN WMA Institutional Program
1.32 100k 10/1/2011
15 Estlander & Partners
Freedom
1.34 20,000k 8/1/2010
14 Eagle Trading Systems Inc.
Eagle Customized Trend
1.54 10,000k 4/1/2017
13 EMC Capital Advisors, LLC
EMC Balance Program
1.57 3,000k 8/1/2018
12 Melissinos Trading
Eupatrid Global Trends
1.68 100k 1/1/2011
11 Quantica Capital AG
2X Quantica Managed Futures Fund
1.80 100k 1/1/2014
10 Mobius Asset Management
MCR Trading Program (C)
1.81 150k 2/1/2019
9 Glenhaven Capital LLC
Glenhaven Global II LP
1.82 100k 4/1/2012
8 J8 Capital Management LLP
J8 Global Absolute Return Strategy
2.22 3,000k 1/1/2015
7 DeltaHedge
DH Styx
2.36 1,000k 9/1/2017
6 ISAM
ISAM Systematic Trend (Levitas)
2.47 1,000k 5/1/2010
5 Equidex Incorporated
Portfolio Enhancement Program
2.52 500k 6/1/2018
4 Welton Investment Partners
Welton Trend
2.62 25,000k 10/1/2012
3 HA
G
2.66 200k 9/1/2013
2 Tactical Investment Management
Tactical Institutional Commodity Fund
3.03 10,000k 5/1/2005
1 Algocentric Capital LLC
Algo I
14.66 100k 5/1/2019

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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