Trend Following Strategy Index For June 2021

Monthly Rankings

Rank CTA/Program Jun 2021 Min Inv Inception
46 Superfund Group
Superfund Green GOLD SICAV
-8.64 20k 1/1/2017
45 Algocentric Capital LLC
Algo I
-8.59 100k 5/1/2019
44 Superfund Group
Superfund Green SILVER SICAV
-8.34 20k 1/1/2017
43 Quantica Capital AG
2X Quantica Managed Futures Fund
-6.10 100k 1/1/2014
42 Tactical Investment Management
Tactical Institutional Commodity Fund
-5.41 10,000k 5/1/2005
41 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.35 50k 7/1/2011
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.92 10,000k 3/1/2003
39 Glenhaven Capital LLC
Glenhaven Global II LP
-3.90 100k 4/1/2012
38 Prolific Capital Markets, LLC
Prolific Swiss System
-3.76 10,000k 1/1/2014
37 Tomas Capital Pty Ltd
GCAF | USD
-3.66 1,500k 7/1/2011
36 Melissinos Trading
Eupatrid Global Trends
-3.50 100k 1/1/2011
35 Eagle Trading Systems Inc.
Eagle Customized Trend
-3.06 10,000k 4/1/2017
34 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.00 100k 1/1/2014
33 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.68 250k 10/1/2009
32 DUNN Capital Management
DUNN WMA Institutional Program
-2.21 100k 10/1/2011
31 Mobius Asset Management
MCR Trading Program (C)
-1.63 150k 2/1/2019
30 Anderson Creek Trading
Standard Diversified Strategy
-1.60 250k 7/1/2014
29 Superfund Group
Superfund Green USD SICAV
-1.56 5k 1/1/2017
28 Superfund Group
Superfund Green EUR SICAV
-1.53 5k 1/1/2017
27 EMC Capital Advisors, LLC
EMC Alpha Program
-1.33 5,000k 6/1/2013
26 Schot Capital
Multi Diversified Program (MDP)
-0.97 1,000k 1/1/2016
25 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.71 3,000k 1/1/2015
24 Superfund Group
Superfund Red USD SICAV
-0.50 10k 3/1/2013
23 Superfund Group
Superfund Red EUR SICAV
-0.48 10k 3/1/2013
22 514 Capital Partners
514 Fund
-0.43 100k 11/1/2013
21 DeltaHedge
DH Styx
-0.35 1,000k 9/1/2017
20 EMC Capital Advisors, LLC
EMC Balance Program
-0.22 3,000k 8/1/2018
19 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.22 25k 2/1/2016
18 ISAM
ISAM Systematic Trend (Levitas)
-0.04 1,000k 5/1/2010
8 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
9 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
10 Silicon Valley Quantitative Advisors
UQP Large
0.00 500k 1/1/2009
11 HA
H
0.00 50k 5/1/2012
12 HA
G
0.00 200k 9/1/2013
13 HA
L
0.00 50k 9/1/2013
14 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
15 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
16 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
17 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
7 Seven Capital Management
Seven Absolute Return
0.10 100k 6/1/2009
6 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.90 100k 5/1/2012
5 R Best LLC
World Select Program
1.68 2,000k 4/1/2016
4 Estlander & Partners
Freedom
2.38 20,000k 8/1/2010
3 Tendance Finance
Tendance Finance Fund
2.42 100k 5/1/2012
2 Eamon Capital
Zephyr Program
2.54 300k 1/1/2016
1 Worldwide Capital Strategies
Profit Quest Macro World
10.95 100k 1/1/2010

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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