Trend Following Strategy Index For November 2014

Monthly Rankings

Rank CTA/Program Nov 2014 Min Inv Inception
135 HASAFUMA
FX Momentum
-12.47 30k 7/1/2012
134 Future Trade AG
Thales Swing Trading Programme
-9.68 250k 6/1/2007
133 Qbasis Invest
Futures Fund A
-4.02 100k 4/1/2008
132 Qbasis Invest
Futures Fund B
-3.83 100k 3/1/2009
131 Insignia Managed Capital
Medallion
-3.80 50k 2/1/2009
130 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.35 250k 10/1/2009
129 Heyden & Steindl GmbH
TOMAC2
-2.21 5,000k 3/1/2003
128 HASAFUMA
Börstjänaren Hedgehog
-2.08 100k 5/1/2012
127 Mobius Asset Management
Custom Trading Program
-1.95 100k 1/1/2002
126 Abraham Investment Management
Formula 72 H
-1.57 150k 8/1/2012
125 John Locke Investments
JL Commodity Long Flat Program
-1.07 5,000k 12/1/2007
124 Pacific Capital Advisors
Agilis Program
-0.99 100k 12/1/2012
123 ALFAKRAFT
ALFA Commodity Fund
-0.96 16k 6/1/2010
122 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.81 100k 1/1/2000
121 Schindler Capital Management, LLC
Grain Advantage Program
-0.52 100k 6/1/2013
120 Ritenour Investment Group, LLC
RIG_ES_Client
0.05 25k 3/1/2013
119 Saxon Investment Corporation
Diversified Program
0.14 3,000k 9/1/1988
118 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.22 100k 1/1/2012
117 Saxon Investment Corporation
Aggressive Diversified Program
0.24 2,000k 11/1/1993
116 Deep Field Capital AG
SINGULARITY Fund
0.31 100k 9/1/2011
115 Superfund Group
Superfund Blue SPC Class A (EUR)
0.34 50k 4/1/2005
114 Cauldron Investments, LLC
Stock Index Plus
0.40 1,000k 10/1/2009
113 Millburn Corporation
Commodity Program
0.41 25,000k 3/1/2005
112 Clarke Capital Management
Global Magnum
0.61 100k 8/1/1997
111 IStar Capital B.V.
IStar Systematic Fund
0.72 1,000k 9/1/2011
110 Gladius Asset Management
Fulham Program
0.76 2,000k 1/1/2008
109 Rabar Market Research
Short-Term Program
0.87 2,000k 11/1/2009
108 Quantica Capital AG
Quantica Diversified FX
0.90 5,000k 3/1/2007
107 Conquest Capital Group
Conquest Macro
0.90 250k 5/1/1999
106 Clarke Capital Management
Global Basic
0.99 50k 2/1/1996
105 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.04 100k 10/1/2009
104 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.25 100k 3/1/2003
103 Superfund Group
Superfund Blue SPC Class A (Gold)
1.32 50k 12/1/2007
102 Vivienne Investissement
OUESSANT UCITS FUND
1.58 100k 5/1/2012
101 Vergho Asset Management LLC
Kinematics
1.80 1,000k 11/1/2008
100 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
1.97 20k 2/1/2013
99 Hawksbill Capital Management
Global Diversified
2.03 5,000k 11/1/1988
98 Mobius Asset Management
Diversified Program
2.03 250k 3/1/2004
97 Estlander & Partners
Global Markets
2.06 10,000k 8/1/1999
96 Diamond Capital Management
Enhanced S&P Program
2.17 100k 10/1/2009
95 Seven Capital Management
Seven Absolute Return
2.21 100k 6/1/2009
94 Mehnert Capital Management, LLC
DTP (Client)
2.28 1,000k 3/1/2012
93 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
2.40 10,000k 8/1/2009
92 Adamah Capital LLC
Asset Allocator Program
2.40 50k 3/1/2011
91 Alder Capital DAC
Alder Global 20
2.40 2,500k 2/1/2001
90 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.49 10,000k 3/1/2006
89 Red Rock Capital, LLC
Systematic Global Macro
2.82 500k 9/1/2003
88 Emil van Essen
Long-Short Commodity Program
2.95 1,000k 6/1/2013
87 Clarke Capital Management
Worldwide
2.96 250k 1/1/1996
86 Pacific Capital Advisors
Vanguard Program
3.00 100k 4/1/2007
85 Alee Capital Management, LLC
Mistral Program
3.12 2,500k 1/1/1999
84 IDS Capital
IDS F&F Systematic Trading
3.19 50k 7/1/2013
83 Candriam Investor Group
Alternative Return Systemat
3.26 125k 1/1/2007
82 EMC Capital Advisors, LLC
EMC Alpha Program
3.31 5,000k 6/1/2013
81 Superfund Group
Superfund Red USD SICAV
3.40 10k 3/1/2013
80 Superfund Group
Superfund Red EUR SICAV
3.40 10k 3/1/2013
79 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.41 1,000k 3/1/2003
78 Neural Capital Ltd
Sentinel Trading Program
3.54 2,000k 1/1/2006
77 Eckhardt Trading Company
Evolution Strategies
3.63 20,000k 8/1/1991
76 Rabar Market Research
Diversified Program
3.67 2,000k 1/1/1989
75 RAM Management Group
RAM MRTP 1X-Conservative
3.68 1,000k 9/1/1993
74 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
3.82 1,000k 9/1/2009
73 Chesapeake Capital
Diversified (LV)
3.91 100k 2/1/1988
72 Estlander & Partners
Global XL
4.16 5,000k 8/1/1991
71 Transtrend B.V.
DTP – Standard Risk (EUR)
4.26 10,000k 2/1/1999
70 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.42 1k 10/1/2006
69 Dixon Midland Company LLC
Dixon Midland Diversified LLC
4.46 250k 5/1/2011
68 Eckhardt Trading Company
Evolution Strategies 1.2X
4.48 10,000k 10/1/1991
67 Rotella Capital Management
Rotella Polaris Program (Diversified)
4.78 10,000k 1/1/1991
66 Quantica Capital AG
Quantica Managed Futures
4.90 5,000k 1/1/2005
65 Estlander & Partners
Freedom
4.98 20,000k 8/1/2010
64 Amplitude Capital International Limited
Klassik Strategy
5.42 1,000k 9/1/2009
63 Estlander & Partners
Alpha Trend
5.62 30,000k 10/1/1991
62 Superfund Group
Superfund Green L.P. Series A
5.91 5k 10/1/2002
61 Clarke Capital Management
Millennium
5.93 1,000k 1/1/1998
60 EMC Capital Advisors, LLC
Classic
6.03 5,000k 1/1/1985
59 Wavefront Global Asset Management
IMFC Global Concentrated
6.30 500k 4/1/2009
58 Hyman Beck and Company
Global Portfolio
6.36 1,000k 3/1/1991
57 Covenant Capital Management
Original Program
6.40 5,000k 9/1/1999
56 Acorn Global Investments Inc.
Acorn Diversified Program
6.45 10k 7/1/2005
55 Sona Trading Strategies LLC.
Diversified Program
6.70 1,000k 9/1/2006
54 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
6.70 5,000k 12/1/2010
53 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
6.81 50,000k 4/1/1983
52 M.S. Capital Management
Global Diversified Program
6.81 2,000k 11/1/1998
51 Covenant Capital Management
Aggressive Program
6.85 3,000k 2/1/2004
50 Transtrend B.V.
DTP – Enhanced Risk (USD)
6.91 10,000k 1/1/1995
49 Transtrend B.V.
DTP – Enhanced Risk (JPY)
6.92 10,000k 8/1/2004
48 Auspice Capital Advisors Ltd
Auspice Diversified Program
7.05 1,500k 4/1/2006
47 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.07 10,000k 8/1/1999
46 Beach Horizon LLP
Managed Account
7.10 5,000k 5/1/2005
45 Parizek Capital
Futures Trading Program
7.11 500k 4/1/2000
44 Alee Capital Management, LLC
Poniente Program
7.16 2,500k 1/1/1999
43 Robinson-Langley Capital Management, LLC
Managed Account Program
7.45 200k 1/1/2007
42 Conquest Capital Group
Conquest Select
7.54 250k 6/1/2004
41 ROW Asset Managment
Row Diversified Fund, L.P.
7.58 1,000k 11/1/2011
40 Clarke Capital Management
FX Plus
7.65 1,000k 5/1/2004
39 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.78 100k 1/1/2005
38 Superfund Group
Superfund Green Gold A (SPC)
7.92 5k 10/1/2005
37 Tactical Investment Management
Tactical Institutional Commodity Program
7.99 10,000k 4/1/1993
36 Superfund Group
Superfund Green Q-AG
8.15 2k 3/1/1996
35 John Locke Investments
Cyril Systematic Program
8.31 8,000k 7/1/2000
34 Wavefront Global Asset Management
IMFC Global Investment Program
8.50 2,000k 2/1/2007
33 Vision Capital Management
Global Futures
8.62 500k 2/1/2012
32 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.70 1k 6/1/2009
31 Welton Investment Partners
Welton Global
8.92 10,000k 6/1/2004
30 Eclipse Capital Management
Global Monetary
8.99 5,000k 8/1/1990
29 Melissinos Trading
Eupatrid Program
9.16 50k 1/1/2011
28 Drury Capital
Diversified Trend-Following Program
9.68 5,000k 5/1/1997
27 Superfund Group
Superfund Green L.P. Series B
9.80 5k 10/1/2002
26 Ancile Capital Management
Global Markets Program
10.02 2,000k 4/1/2005
25 Somers Brothers Capital
Diversified Futures Program #1
10.42 100k 1/1/2005
24 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
10.72 200k 11/1/1999
23 RAM Management Group
MRTP Aggressive
10.77 1,000k 2/1/1998
22 Keck Capital Management LLC
The Keck Program
10.80 2,000k 12/1/2003
21 Mark J. Walsh Company
Standard Program
11.23 2,000k 9/1/1985
20 Southwest Managed Investments, LLC
Global Diversified
11.81 200k 1/1/2002
19 Quality Capital Management
Global Diversified Programme
11.94 10,000k 12/1/1995
18 Superfund Group
Superfund Green Gold B (SPC)
11.94 50k 10/1/2005
17 Superfund Group
Superfund Green GCT USD
12.03 15k 1/1/2000
16 Mulvaney Capital Management
The Mulvaney Global Markets Program
13.05 100k 5/1/1999
15 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
13.43 100k 11/1/1984
14 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
13.69 0k 11/1/1996
13 Clarke Capital Management
Jupiter
14.05 3,000k 5/1/2005
12 Angle Capital Management LLC
AIP Program
14.23 100k 1/1/2010
11 ISAM
ISAM Systematic Trend Fund
14.48 1,000k 6/1/2001
10 Garraway Capital Management LLP
Garraway Financial Trends
14.59 100k 9/1/2012
9 Purple Valley Capital, Inc.
Diversified Trend 1
14.64 100k 8/1/2008
8 Dreiss Research Corporation
Diversified Program
15.91 1,000k 5/1/1991
7 Superfund Group
Superfund Green Gold C (SPC)
15.96 100k 10/1/2005
6 Superfund Group
Superfund Green Master
16.56 2,000k 5/1/2001
5 Golden Point Capital
Global Diversified
17.83 250k 7/1/2012
4 Estlander & Partners
Alpha Trend II - Class P
18.59 100k 12/1/2008
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
18.87 50k 7/1/2011
2 DUNN Capital Management
D'Best Futures Fund, L.P.
19.86 100k 6/1/1994
1 Kelly Angle Inc.
Genesis Program
20.49 2,000k 4/1/2000

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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