Trend Following Strategy Index For October 2015

Monthly Rankings

Rank CTA/Program Oct 2015 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-36.57 10k 2/1/2014
49 Dreiss Research Corporation
Diversified Program
-22.81 1,000k 5/1/1991
48 Estlander & Partners
Alpha Trend II - Class P
-18.31 100k 12/1/2008
47 Golden Point Capital Management, LLC
Global Systematic
-16.48 250k 7/1/2012
46 Purple Valley Capital, Inc.
Diversified Trend 1
-15.83 100k 8/1/2008
45 Qbasis Invest
Qbasis i Trend Fund
-14.40 1k 1/1/2014
44 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.97 50k 7/1/2011
43 Melissinos Trading
Eupatrid Program
-10.68 50k 1/1/2011
42 Conquest Capital Group
Conquest Macro
-9.65 250k 5/1/1999
41 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-7.63 1k 6/1/2009
40 Sona Trading Strategies LLC.
Diversified Program
-7.50 1,000k 9/1/2006
39 Conquest Capital Group
Conquest Select
-7.33 250k 6/1/2004
38 Garraway Capital Management LLP
Garraway Financial Trends
-6.29 100k 9/1/2012
37 Angle Capital Management LLC
AIP Program
-6.14 100k 1/1/2010
36 Abraham Investment Management
Formula 72 H
-5.55 150k 8/1/2012
35 ISAM
ISAM Systematic Trend Fund
-4.56 1,000k 6/1/2001
34 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.50 250k 5/1/2011
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.29 1,000k 3/1/2003
32 Emil van Essen
Long-Short Commodity Program
-4.28 1,000k 6/1/2013
31 Urban Tree Capital, LLC
UTC Plus (Client)
-3.98 100k 3/1/2013
30 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.93 1k 10/1/2006
29 ROW Asset Managment
Row Diversified Fund, L.P.
-3.83 1,000k 11/1/2011
28 Alee Capital Management, LLC
Poniente Program
-3.64 2,500k 1/1/1999
27 Candriam Investor Group
Alternative Return Systemat
-3.44 125k 1/1/2007
26 Ritenour Investment Group, LLC
RIG_ES_Client
-3.18 25k 3/1/2013
25 Estlander & Partners
Freedom
-3.15 20,000k 8/1/2010
24 Worldwide Capital Strategies
Profit Quest Strategies
-3.06 200k 9/1/2013
23 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.00 100k 1/1/2014
22 Emil van Essen
Multi-Strategy Program
-2.40 6,000k 5/1/2014
21 ALFAKRAFT
ALFA Commodity Fund
-2.10 16k 6/1/2010
20 Adamah Capital LLC
Asset Allocator Program
-2.10 50k 3/1/2011
19 Talenta Capital LLP
Diversified
-2.01 950k 6/1/2014
18 Future Trade AG
Thales Swing Trading Programme
-1.86 250k 6/1/2007
17 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.50 100k 1/1/2014
16 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.27 25,000k 1/1/2014
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.92 100k 1/1/2000
14 Alee Capital Management, LLC
Mistral Program
-0.79 2,500k 1/1/1999
13 Millburn Corporation
Commodity Program
-0.39 25,000k 3/1/2005
12 Seven Capital Management
Seven Absolute Return
-0.03 100k 6/1/2009
11 Pacific Capital Advisors
Agilis Program
0.04 100k 12/1/2012
10 Vision Capital Management
Global Futures
0.44 500k 2/1/2012
9 EMC Capital Advisors, LLC
EMC Alpha Program
1.47 5,000k 6/1/2013
8 Deep Field Capital AG
SINGULARITY Fund
1.59 100k 9/1/2011
7 Vivienne Investissement
OUESSANT UCITS FUND
2.06 100k 5/1/2012
6 Cauldron Investments, LLC
Stock Index Plus
2.77 1,000k 10/1/2009
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.95 250k 10/1/2009
4 Quantum Leap Capital Management
Managed Account Program
5.05 300k 8/1/2006
3 Superfund Group
Superfund Red USD SICAV
6.02 10k 3/1/2013
2 Superfund Group
Superfund Red EUR SICAV
6.24 10k 3/1/2013
1 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
10.35 1,500k 7/1/2014

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan