Trend Following Strategy Index

CTA/Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Inception
Covenant Capital Management
Optimal Program
chart thumbnail 44.69 44.69 -24.17 94.03 $4.0M 10k 2/1/2014
DUNN Capital Management
D'Best Futures Fund, L.P.
chart thumbnail 20.68 20.68 11.06 52.07 $46.0M 100k 6/1/1994
Kelly Angle Inc.
Genesis Program
chart thumbnail 19.48 19.48 9.95 55.46 $38.6M 2,000k 4/1/2000
Purple Valley Capital, Inc.
Diversified Trend 1
chart thumbnail 17.32 17.32 10.12 59.57 $3.5M 100k 8/1/2008
Angle Capital Management LLC
AIP Program
chart thumbnail 16.58 16.58 2.50 52.59 $38.2M 100k 1/1/2010
Chesapeake Capital
Diversified Plus (HV)
chart thumbnail 13.75 13.75 9.34 48.26 $18.8M 100k 4/1/1994
Keck Capital Management LLC
The Keck Program
chart thumbnail 13.57 13.57 9.22 58.08 $38.6M 2,000k 12/1/2003
Mulvaney Capital Management
The Mulvaney Global Markets Program
chart thumbnail 12.99 12.99 13.89 45.04 $205.0M 100k 5/1/1999
EMC Capital Advisors, LLC
Classic
chart thumbnail 12.73 12.73 18.02 45.35 $51.2M 5,000k 1/1/1985
Rabar Market Research
Diversified Program
chart thumbnail 10.15 29.82 $44.8M 2,000k 1/1/1989
Added in last 30 Days New Max Drawdown All Time Performance High All Time Performance Low

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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