Trend Following Strategy Index For December 2015

Monthly Rankings

Rank CTA/Program Dec 2015 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-36.68 10k 2/1/2014
49 Golden Point Capital Management, LLC
Global Systematic
-12.22 250k 7/1/2012
48 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-11.71 1,500k 7/1/2014
47 Quantum Leap Capital Management
Managed Account Program
-10.30 300k 8/1/2006
46 Conquest Capital Group
Conquest Macro
-9.96 250k 5/1/1999
45 Purple Valley Capital, Inc.
Diversified Trend 1
-9.26 100k 8/1/2008
44 Dreiss Research Corporation
Diversified Program
-8.61 1,000k 5/1/1991
43 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.60 100k 1/1/2014
42 Abraham Investment Management
Formula 72 H
-8.53 150k 8/1/2012
41 Angle Capital Management LLC
AIP Program
-8.36 100k 1/1/2010
40 Worldwide Capital Strategies
Profit Quest Strategies
-7.88 200k 9/1/2013
39 Estlander & Partners
Alpha Trend II - Class P
-7.14 100k 12/1/2008
38 Alee Capital Management, LLC
Mistral Program
-6.67 2,500k 1/1/1999
37 ALFAKRAFT
ALFA Commodity Fund
-6.59 16k 6/1/2010
36 Pacific Capital Advisors
Agilis Program
-5.76 100k 12/1/2012
35 Superfund Group
Superfund Red USD SICAV
-5.32 10k 3/1/2013
34 Superfund Group
Superfund Red EUR SICAV
-5.21 10k 3/1/2013
33 Seven Capital Management
Seven Absolute Return
-5.11 100k 6/1/2009
32 Adamah Capital LLC
Asset Allocator Program
-5.10 50k 3/1/2011
31 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-4.55 1k 6/1/2009
30 Candriam Investor Group
Alternative Return Systemat
-4.46 125k 1/1/2007
29 Vision Capital Management
Global Futures
-4.30 500k 2/1/2012
28 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.20 100k 1/1/2014
27 Qbasis Invest
Qbasis i Trend Fund
-4.12 1k 1/1/2014
26 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-3.60 25,000k 1/1/2014
25 EMC Capital Advisors, LLC
EMC Alpha Program
-2.91 5,000k 6/1/2013
24 Alee Capital Management, LLC
Poniente Program
-2.66 2,500k 1/1/1999
23 Garraway Capital Management LLP
Garraway Financial Trends
-2.58 100k 9/1/2012
22 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.39 1k 10/1/2006
21 Sona Trading Strategies LLC.
Diversified Program
-2.37 1,000k 9/1/2006
20 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.35 250k 10/1/2009
19 Melissinos Trading
Eupatrid Program
-2.22 50k 1/1/2011
18 Estlander & Partners
Freedom
-2.17 20,000k 8/1/2010
17 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-2.06 50k 7/1/2011
16 Vivienne Investissement
OUESSANT UCITS FUND
-1.88 100k 5/1/2012
15 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.62 1,000k 3/1/2003
14 Talenta Capital LLP
Diversified
-1.29 950k 6/1/2014
13 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.04 250k 5/1/2011
12 Conquest Capital Group
Conquest Select
-1.04 250k 6/1/2004
11 ROW Asset Managment
Row Diversified Fund, L.P.
-0.77 1,000k 11/1/2011
10 Ritenour Investment Group, LLC
RIG_ES_Client
-0.01 25k 3/1/2013
9 Cauldron Investments, LLC
Stock Index Plus
0.19 1,000k 10/1/2009
8 Future Trade AG
Thales Swing Trading Programme
1.18 250k 6/1/2007
7 Emil van Essen
Multi-Strategy Program
1.21 6,000k 5/1/2014
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.45 100k 1/1/2000
5 ISAM
ISAM Systematic Trend Fund
1.46 1,000k 6/1/2001
4 Urban Tree Capital, LLC
UTC Plus (Client)
2.04 100k 3/1/2013
3 Deep Field Capital AG
SINGULARITY Fund
3.13 100k 9/1/2011
2 Emil van Essen
Long-Short Commodity Program
4.73 1,000k 6/1/2013
1 Millburn Corporation
Commodity Program
6.87 25,000k 3/1/2005

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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