Trend Following Strategy Index Need help with terms? CTA/Program Past 12 Months Mar YTD CAROR WDD AUM Min Inv Inception Glenhaven Capital LLC Glenhaven Global II LP 20.30 -10.35 -19.86 82.52 $1.7M 25k 4/1/2012 Tomas Capital Pty Ltd GCAF | USD 13.84 -2.14 -1.46 61.53 $661k 1,500k 7/1/2011 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 13.74 -3.09 -0.35 61.83 $(AUD)932k 50k 7/1/2011 Quantica Capital AG 2X Quantica Managed Futures Fund 13.50 24.18 6.73 33.73 $42.0M 100k 1/1/2014 DUNN Capital Management D'Best Futures Fund, L.P. 12.14 11.05 8.67 52.07 $28.0M 100k 6/1/1994 DUNN Capital Management World Monetary and Agriculture Program (WMA) 10.88 8.77 13.15 57.88 $533.0M 100k 11/1/1984 Mulvaney Capital Management The Mulvaney Global Markets Fund 10.05 -13.83 11.25 45.04 $114.0M 100k 5/1/1999 ROW Asset Managment ROW Diversified 2X Fund, LP 8.87 8.33 -0.44 27.25 $347.0M 1,000k 8/1/2016 Drury Capital Diversified Trend-Following Program 7.94 -0.09 9.00 32.52 $175.0M 5,000k 5/1/1997 Candriam Investor Group Alternative Return Systemat -4.48 2.95 27.32 €76.9M 125k 1/1/2007 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.