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