Trend Following Strategy Index Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months Dec 2019 CAROR WDD AUM Min Inv Inception Glenhaven Capital LLC Glenhaven Global II LP 13.35 21.24 -14.87 82.52 $2.2M 25k 4/1/2012 Dreiss Research Corporation Diversified Program 12.09 35.70 14.88 51.44 $1.9M 1,000k 5/1/1991 Tomas Capital Pty Ltd GCAF | USD 5.19 -17.37 -3.27 66.05 $563k 1,500k 7/1/2011 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.66 -19.61 -2.49 66.65 $(AUD)805k 50k 7/1/2011 ReSolve Asset Management Inc. Resolve Acorn Diversified Program 4.37 17.18 3.48 50.29 $22.4M 10k 7/1/2005 Estlander & Partners Freedom 3.37 4.48 -0.60 29.78 $11.2M 20,000k 8/1/2010 Diamond Capital Management Enhanced S&P Program 3.16 8.32 11.46 12.65 $13.0M 100k 10/1/2009 J8 Capital Management LLP J8 Global Absolute Return Strategy 3.06 -3.58 2.54 13.67 $2.0M 500k 1/1/2015 EMC Capital Advisors, LLC Classic 2.87 9.03 16.79 45.35 $21.5M 5,000k 1/1/1985 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) -3.86 -0.97 18.32 100k 5/1/2017 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.