Trend Following Strategy Index

CTA/Program Past 12 Months Jun YTD CAROR WDD AUM Min Inv Inception
Vivienne Investissement
chart thumbnail 0.94 2.66 4.25 12.08 €207.7M 100k 5/1/2012
Auspice Capital Advisors Ltd
Auspice Diversified Program
chart thumbnail 0.28 3.67 1.39 23.87 $22.3M 1,500k 4/1/2006
Quantica Capital AG
Quantica Managed Futures
chart thumbnail 0.20 -4.07 7.37 18.26 $636.0M 5,000k 1/1/2005
Quantica Capital AG
1X Quantica Managed Futures Fund
chart thumbnail 0.10 -4.04 4.72 17.98 $177.5M 100k 1/1/2014
Quantica Capital AG
2X Quantica Managed Futures Fund
chart thumbnail 0.10 -11.16 7.40 33.73 $27.0M 100k 1/1/2014
EMC Capital Advisors, LLC
EMC Alpha Program
chart thumbnail 0.09 2.46 5.61 10.69 $275.0M 5,000k 6/1/2013
Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
chart thumbnail -0.17 14.62 1.10 21.87 $69k 25k 2/1/2016
Southwest Managed Investments, LLC
Global Diversified
chart thumbnail -0.77 -8.75 4.47 32.79 $7.5M 200k 1/1/2002
Red Rock Capital, LLC
Systematic Global Macro
chart thumbnail -0.83 -6.51 6.86 24.63 $4.4M 500k 9/1/2003
Superfund Group
Superfund Green Q-AG
chart thumbnail 4.57 7.71 41.99 €27.5M 2k 3/1/1996
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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