Trend Following Strategy Index

CTA/Program Past 12 Months Jul YTD CAROR WDD AUM Min Inv Inception
Glenhaven Capital LLC
Glenhaven Global II LP
chart thumbnail 14.30 58.97 -4.71 82.52 $4.9M 100k 4/1/2012
SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
chart thumbnail 7.71 25.94 5.76 45.42 €38.0M 0k 11/1/1996
John Locke Investments
Cyril Systematic Program
chart thumbnail 5.95 -0.28 6.49 20.85 $68.2M 8,000k 7/1/2000
IDS Capital
IDS F&F Systematic Trading
chart thumbnail 4.65 -2.81 3.12 16.79 $5.0M 50k 7/1/2013
Transtrend B.V.
DTP – Enhanced Risk (USD)
chart thumbnail 3.38 17.57 11.00 15.67 $4,140.0M 10,000k 1/1/1995
Transtrend B.V.
DTP – Enhanced Risk (EUR)
chart thumbnail 3.18 16.87 7.81 16.86 €278.0M 10,000k 8/1/1999
Transtrend B.V.
DTP – Standard Risk (EUR)
chart thumbnail 2.28 12.17 4.82 12.02 €417.0M 10,000k 2/1/1999
Southwest Managed Investments, LLC
Global Diversified
chart thumbnail 1.74 3.15 5.71 32.79 $8.9M 200k 1/1/2002
ISAM
ISAM Systematic Trend (Levitas)
chart thumbnail 1.74 7.28 2.25 22.61 $5,410.0M 1,000k 5/1/2010
DeltaHedge
DH Styx
chart thumbnail -4.07 -2.93 13.24 $1.7M 1,000k 9/1/2017
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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