Trend Following Strategy Index Need help with terms? Snapshot Historical Data Programs CTA/Program Past 12 Months Feb YTD CAROR WDD AUM Min Inv Inception Purple Valley Capital, Inc. Diversified Trend 1 33.44 43.74 16.49 69.77 $6.4M 100k 8/1/2008 Worldwide Capital Strategies Profit Quest Macro World 23.59 13.31 17.63 39.16 $4.4M 100k 1/1/2010 Glenhaven Capital LLC Glenhaven Global II LP 23.22 27.90 -7.22 82.52 $4.0M 25k 4/1/2012 Eamon Capital Zephyr Program 17.92 14.06 11.38 24.07 $10.1M 600k 1/1/2016 Melissinos Trading Eupatrid Global Trends 17.88 22.60 3.35 43.26 $5.0M 50k 1/1/2011 Quantica Capital AG 2X Quantica Managed Futures Fund 14.50 16.56 11.65 33.73 $36.5M 100k 1/1/2014 Anderson Creek Trading Standard Diversified Strategy 12.95 16.67 5.47 40.64 $756k 250k 7/1/2014 M.S. Capital Management Global Diversified Program 12.50 18.13 3.79 35.62 $7.4M 2,000k 11/1/1998 Southwest Managed Investments, LLC Global Diversified 10.18 10.29 6.21 32.79 $9.2M 200k 1/1/2002 Parizek Capital Futures Trading Program 2.57 4.76 47.49 $1.3M 500k 4/1/2000 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.