Trend Following Strategy Index

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