Trend Following Strategy Index For January 2015

Monthly Rankings

Rank CTA/Program Jan 2015 Min Inv Inception
135 Insignia Managed Capital
Medallion
-14.58 50k 2/1/2009
134 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-7.50 20k 2/1/2013
133 Pacific Capital Advisors
Vanguard Program
-4.65 100k 4/1/2007
132 Abraham Investment Management
Formula 72 H
-4.25 150k 8/1/2012
131 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.08 100k 1/1/2000
130 Superfund Group
Superfund Blue SPC Class A (EUR)
-2.90 50k 4/1/2005
129 Pacific Capital Advisors
Agilis Program
-2.82 100k 12/1/2012
128 HASAFUMA
Börstjänaren Hedgehog
-2.70 100k 5/1/2012
127 Diamond Capital Management
Enhanced S&P Program
-2.12 100k 10/1/2009
126 Adamah Capital LLC
Asset Allocator Program
-2.10 50k 3/1/2011
125 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
-1.82 1,000k 9/1/2009
124 Quantica Capital AG
Quantica Diversified FX
-1.60 5,000k 3/1/2007
123 Cauldron Investments, LLC
Stock Index Plus
-1.22 1,000k 10/1/2009
122 Ritenour Investment Group, LLC
RIG_ES_Client
-0.83 25k 3/1/2013
121 Mobius Asset Management
Diversified Program
-0.77 250k 3/1/2004
120 John Locke Investments
JL Commodity Long Flat Program
-0.55 5,000k 12/1/2007
119 Saxon Investment Corporation
Aggressive Diversified Program
-0.38 2,000k 11/1/1993
118 Deep Field Capital AG
SINGULARITY Fund
-0.22 100k 9/1/2011
117 Saxon Investment Corporation
Diversified Program
-0.14 3,000k 9/1/1988
116 Future Trade AG
Thales Swing Trading Programme
-0.01 250k 6/1/2007
115 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
114 EMC Capital Advisors, LLC
Classic
0.00 5,000k 1/1/1985
113 Clarke Capital Management
Global Magnum
0.06 100k 8/1/1997
112 Millburn Corporation
Commodity Program
0.18 25,000k 3/1/2005
111 Covenant Capital Management
Original Program
0.21 5,000k 9/1/1999
110 Amplitude Capital International Limited
Klassik Strategy
0.76 1,000k 9/1/2009
109 Covenant Capital Management
Aggressive Program
0.78 3,000k 2/1/2004
108 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
0.79 100k 1/1/2012
107 Vergho Asset Management LLC
Kinematics
0.86 1,000k 11/1/2008
106 Rabar Market Research
Short-Term Program
1.07 2,000k 11/1/2009
105 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.11 5,000k 12/1/2010
104 Vivienne Investissement
OUESSANT UCITS FUND
1.16 100k 5/1/2012
103 Clarke Capital Management
Global Basic
1.23 50k 2/1/1996
102 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.24 250k 10/1/2009
101 Seven Capital Management
Seven Absolute Return
1.87 100k 6/1/2009
100 Mobius Asset Management
Custom Trading Program
2.10 100k 1/1/2002
99 Drury Capital
Diversified Trend-Following Program
2.31 5,000k 5/1/1997
98 Transtrend B.V.
DTP – Standard Risk (EUR)
2.46 10,000k 2/1/1999
97 HASAFUMA
FX Momentum
2.53 30k 7/1/2012
96 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.54 250k 5/1/2011
95 IStar Capital B.V.
IStar Systematic Fund
2.90 1,000k 9/1/2011
94 Rabar Market Research
Diversified Program
2.91 2,000k 1/1/1989
93 Superfund Group
Superfund Green L.P. Series A
3.02 5k 10/1/2002
92 Estlander & Partners
Global Markets
3.10 10,000k 8/1/1999
91 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
3.12 10,000k 8/1/2009
90 Vision Capital Management
Global Futures
3.20 500k 2/1/2012
89 Chesapeake Capital
Diversified (LV)
3.21 100k 2/1/1988
88 Acorn Global Investments Inc.
Acorn Diversified Program
3.39 10k 7/1/2005
87 Beach Horizon LLP
Managed Account
3.40 5,000k 5/1/2005
86 Quantica Capital AG
Quantica Managed Futures
3.40 5,000k 1/1/2005
85 Superfund Group
Superfund Red USD SICAV
3.63 10k 3/1/2013
84 Somers Brothers Capital
Diversified Futures Program #1
3.64 100k 1/1/2005
83 Superfund Group
Superfund Red EUR SICAV
3.74 10k 3/1/2013
82 Transtrend B.V.
DTP – Enhanced Risk (JPY)
3.75 10,000k 8/1/2004
81 Alder Capital DAC
Alder Global 20
3.90 2,500k 2/1/2001
80 Transtrend B.V.
DTP – Enhanced Risk (USD)
4.10 10,000k 1/1/1995
79 Emil van Essen
Long-Short Commodity Program
4.17 1,000k 6/1/2013
78 Mehnert Capital Management, LLC
DTP (Client)
4.26 1,000k 3/1/2012
77 ROW Asset Managment
Row Diversified Fund, L.P.
4.32 1,000k 11/1/2011
76 Gladius Asset Management
Fulham Program
4.47 2,000k 1/1/2008
75 Clarke Capital Management
FX Plus
4.48 1,000k 5/1/2004
74 Superfund Group
Superfund Green Q-AG
4.52 2k 3/1/1996
73 Auspice Capital Advisors Ltd
Auspice Diversified Program
4.68 1,500k 4/1/2006
72 EMC Capital Advisors, LLC
EMC Alpha Program
4.70 5,000k 6/1/2013
71 Eckhardt Trading Company
Evolution Strategies
4.72 20,000k 8/1/1991
70 IDS Capital
IDS F&F Systematic Trading
4.85 50k 7/1/2013
69 Rotella Capital Management
Rotella Orion (Short-Term) Program
4.92 10,000k 3/1/2006
68 M.S. Capital Management
Global Diversified Program
4.95 2,000k 11/1/1998
67 Qbasis Invest
Futures Fund B
4.95 100k 3/1/2009
66 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.01 10,000k 8/1/1999
65 Qbasis Invest
Futures Fund A
5.10 100k 4/1/2008
64 Sona Trading Strategies LLC.
Diversified Program
5.20 1,000k 9/1/2006
63 Hyman Beck and Company
Global Portfolio
5.30 1,000k 3/1/1991
62 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
5.35 50,000k 4/1/1983
61 Eckhardt Trading Company
Evolution Strategies 1.2X
5.52 10,000k 10/1/1991
60 Neural Capital Ltd
Sentinel Trading Program
5.65 2,000k 1/1/2006
59 Superfund Group
Superfund Green L.P. Series B
5.76 5k 10/1/2002
58 Heyden & Steindl GmbH
TOMAC2
5.90 5,000k 3/1/2003
57 Clarke Capital Management
Worldwide
5.98 250k 1/1/1996
56 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.98 200k 11/1/1999
55 Garraway Capital Management LLP
Garraway Financial Trends
6.04 100k 9/1/2012
54 Superfund Group
Superfund Green GCT USD
6.18 15k 1/1/2000
53 Estlander & Partners
Global XL
6.28 5,000k 8/1/1991
52 RAM Management Group
RAM MRTP 1X-Conservative
6.33 1,000k 9/1/1993
51 Estlander & Partners
Freedom
6.45 20,000k 8/1/2010
50 John Locke Investments
Cyril Systematic Program
6.60 8,000k 7/1/2000
49 Ancile Capital Management
Global Markets Program
6.82 2,000k 4/1/2005
48 Estlander & Partners
Alpha Trend
6.83 30,000k 10/1/1991
47 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.93 100k 5/1/1999
46 Conquest Capital Group
Conquest Select
6.97 250k 6/1/2004
45 Rotella Capital Management
Rotella Polaris Program (Diversified)
6.99 10,000k 1/1/1991
44 SEB Asset Management
SEB Asset Selection Fund C (EUR)
7.23 1k 10/1/2006
43 Candriam Investor Group
Alternative Return Systemat
7.44 125k 1/1/2007
42 Welton Investment Partners
Welton Global
7.56 10,000k 6/1/2004
41 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.56 1,000k 3/1/2003
40 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
7.67 100k 1/1/2005
39 Parizek Capital
Futures Trading Program
7.68 500k 4/1/2000
38 Angle Capital Management LLC
AIP Program
7.89 100k 1/1/2010
37 Eclipse Capital Management
Global Monetary
7.92 5,000k 8/1/1990
36 Red Rock Capital, LLC
Systematic Global Macro
7.94 500k 9/1/2003
35 Southwest Managed Investments, LLC
Global Diversified
8.08 200k 1/1/2002
34 Keck Capital Management LLC
The Keck Program
8.14 2,000k 12/1/2003
33 Mark J. Walsh Company
Standard Program
8.33 2,000k 9/1/1985
32 ALFAKRAFT
ALFA Commodity Fund
8.38 16k 6/1/2010
31 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
8.52 100k 11/1/1984
30 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
8.69 100k 10/1/2009
29 Clarke Capital Management
Millennium
8.71 1,000k 1/1/1998
28 Superfund Group
Superfund Green Master
8.85 2,000k 5/1/2001
27 Melissinos Trading
Eupatrid Program
8.88 50k 1/1/2011
26 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
9.03 100k 3/1/2003
25 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
9.34 0k 11/1/1996
24 Tactical Investment Management
Tactical Institutional Commodity Program
9.53 10,000k 4/1/1993
23 Wavefront Global Asset Management
IMFC Global Concentrated
10.18 500k 4/1/2009
22 Robinson-Langley Capital Management, LLC
Managed Account Program
10.35 200k 1/1/2007
21 Kelly Angle Inc.
Genesis Program
10.73 2,000k 4/1/2000
20 Hawksbill Capital Management
Global Diversified
11.03 5,000k 11/1/1988
19 Superfund Group
Superfund Green Gold A (SPC)
11.64 5k 10/1/2005
18 Dreiss Research Corporation
Diversified Program
11.90 1,000k 5/1/1991
17 Alee Capital Management, LLC
Mistral Program
11.99 2,500k 1/1/1999
16 Clarke Capital Management
Jupiter
12.15 3,000k 5/1/2005
15 Alee Capital Management, LLC
Poniente Program
12.34 2,500k 1/1/1999
14 Wavefront Global Asset Management
IMFC Global Investment Program
13.11 2,000k 2/1/2007
13 Superfund Group
Superfund Blue SPC Class A (Gold)
13.31 50k 12/1/2007
12 Conquest Capital Group
Conquest Macro
13.40 250k 5/1/1999
11 Quality Capital Management
Global Diversified Programme
13.51 10,000k 12/1/1995
10 DUNN Capital Management
D'Best Futures Fund, L.P.
13.77 100k 6/1/1994
9 Superfund Group
Superfund Green Gold B (SPC)
13.84 50k 10/1/2005
8 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
14.07 1k 6/1/2009
7 ISAM
ISAM Systematic Trend Fund
14.50 1,000k 6/1/2001
6 Superfund Group
Superfund Green Gold C (SPC)
15.80 100k 10/1/2005
5 RAM Management Group
MRTP Aggressive
18.57 1,000k 2/1/1998
4 Purple Valley Capital, Inc.
Diversified Trend 1
19.39 100k 8/1/2008
3 Estlander & Partners
Alpha Trend II - Class P
22.92 100k 12/1/2008
2 Golden Point Capital
Global Diversified
24.51 250k 7/1/2012
1 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
37.96 50k 7/1/2011

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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