Trend Following Strategy Index Need help with terms? CTA/Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Inception Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 9.97 9.97 13.28 19.86 $100.0M 1,000k 3/1/2003 Quantica Capital AG 2X Quantica Managed Futures Fund 9.30 9.30 4.31 33.73 $37.8M 100k 1/1/2014 Superfund Group Superfund Green SILVER SICAV 7.10 7.10 -0.66 42.33 $60.7M 20k 1/1/2017 Superfund Group Superfund Red One SP I - Class A Silver 6.85 6.85 6.56 34.00 $13.3M 10k 1/1/2017 Superfund Group Superfund Green GOLD SICAV 6.66 6.66 6.73 35.95 $60.7M 20k 1/1/2017 Superfund Group Superfund Green Gold B (SPC) 6.52 6.52 2.80 65.14 $7.5M 50k 10/1/2005 Superfund Group Superfund Green Master 5.53 5.53 8.99 65.13 $1.4M 2,000k 5/1/2001 Superfund Group Superfund Green Gold A (SPC) 5.19 5.19 3.17 62.60 $7.5M 5k 10/1/2005 Cauldron Investments, LLC Cauldron Systematic 4.30 4.30 14.66 7.18 $32.3M 500k 1/1/2017 ROW Asset Managment ROW Diversified 2X Fund, LP -7.86 28.12 1,000k 8/1/2016 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.