Trend Following Strategy Index For March 2015

Monthly Rankings

Rank CTA/Program Mar 2015 Min Inv Inception
135 RAM Management Group
MRTP Aggressive
-14.41 1,000k 2/1/1998
134 Pacific Capital Advisors
Agilis Program
-7.98 100k 12/1/2012
133 HASAFUMA
Börstjänaren Hedgehog
-7.23 100k 5/1/2012
132 Pacific Capital Advisors
Vanguard Program
-6.30 100k 4/1/2007
131 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-5.67 20k 2/1/2013
130 Adamah Capital LLC
Asset Allocator Program
-5.40 50k 3/1/2011
129 Clarke Capital Management
Global Basic
-5.36 50k 2/1/1996
128 RAM Management Group
RAM MRTP 1X-Conservative
-5.10 1,000k 9/1/1993
127 Abraham Investment Management
Formula 72 H
-4.84 150k 8/1/2012
126 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.40 100k 10/1/2009
125 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.16 100k 3/1/2003
124 Alee Capital Management, LLC
Mistral Program
-3.92 2,500k 1/1/1999
123 Insignia Managed Capital
Medallion
-3.67 50k 2/1/2009
122 John Locke Investments
JL Commodity Long Flat Program
-3.62 5,000k 12/1/2007
121 Alee Capital Management, LLC
Poniente Program
-3.28 2,500k 1/1/1999
120 Estlander & Partners
Alpha Trend II - Class P
-3.06 100k 12/1/2008
119 Sona Trading Strategies LLC.
Diversified Program
-3.05 1,000k 9/1/2006
118 Saxon Investment Corporation
Aggressive Diversified Program
-2.93 2,000k 11/1/1993
117 ALFAKRAFT
ALFA Commodity Fund
-2.55 16k 6/1/2010
116 Superfund Group
Superfund Red EUR SICAV
-2.54 10k 3/1/2013
115 Clarke Capital Management
Worldwide
-2.49 250k 1/1/1996
114 Covenant Capital Management
Aggressive Program
-2.27 3,000k 2/1/2004
113 Superfund Group
Superfund Red USD SICAV
-2.26 10k 3/1/2013
112 Schindler Capital Management, LLC
Grain Advantage Program
-2.07 100k 6/1/2013
111 Rabar Market Research
Diversified Program
-1.91 2,000k 1/1/1989
110 Superfund Group
Superfund Green Gold A (SPC)
-1.76 5k 10/1/2005
109 Mark J. Walsh Company
Standard Program
-1.65 2,000k 9/1/1985
108 Clarke Capital Management
Millennium
-1.57 1,000k 1/1/1998
107 Clarke Capital Management
Jupiter
-1.56 3,000k 5/1/2005
106 Covenant Capital Management
Original Program
-1.56 5,000k 9/1/1999
105 Wavefront Global Asset Management
IMFC Global Concentrated
-1.45 500k 4/1/2009
104 Saxon Investment Corporation
Diversified Program
-1.45 3,000k 9/1/1988
103 Eclipse Capital Management
Global Monetary
-1.34 5,000k 8/1/1990
102 Mehnert Capital Management, LLC
DTP (Client)
-1.32 1,000k 3/1/2012
101 Brock Thompson Trading, LLC
Brock Thompson Trend Trading Program
-1.21 100k 1/1/2012
100 Superfund Group
Superfund Green Gold B (SPC)
-1.21 50k 10/1/2005
99 Parizek Capital
Futures Trading Program
-1.01 500k 4/1/2000
98 Cauldron Investments, LLC
Stock Index Plus
-1.00 1,000k 10/1/2009
97 Estlander & Partners
Alpha Trend
-0.90 30,000k 10/1/1991
96 Emil van Essen
Long-Short Commodity Program
-0.79 1,000k 6/1/2013
95 Eckhardt Trading Company
Evolution Strategies 1.2X
-0.77 10,000k 10/1/1991
94 Diamond Capital Management
Enhanced S&P Program
-0.71 100k 10/1/2009
93 Eckhardt Trading Company
Evolution Strategies
-0.66 20,000k 8/1/1991
92 Garraway Capital Management LLP
Garraway Financial Trends
-0.62 100k 9/1/2012
91 Superfund Group
Superfund Green Gold C (SPC)
-0.55 100k 10/1/2005
90 SCT Capital Management
The Adaptive Quant Trading (AQT) Program
-0.48 10,000k 8/1/2009
89 Rabar Market Research
Short-Term Program
-0.47 2,000k 11/1/2009
88 Seven Capital Management
Seven Absolute Return
-0.34 100k 6/1/2009
87 Neural Capital Ltd
Sentinel Trading Program
-0.27 2,000k 1/1/2006
86 Superfund Group
Superfund Green L.P. Series A
-0.14 5k 10/1/2002
85 Superfund Group
Superfund Green L.P. Series B
-0.03 5k 10/1/2002
84 Heyden & Steindl GmbH
TOMAC2
0.02 5,000k 3/1/2003
83 Estlander & Partners
Freedom
0.04 20,000k 8/1/2010
82 Hawksbill Capital Management
Global Diversified
0.05 5,000k 11/1/1988
81 Gladius Asset Management
Fulham Program
0.09 2,000k 1/1/2008
80 Ritenour Investment Group, LLC
RIG_ES_Client
0.11 25k 3/1/2013
79 Mobius Asset Management
Custom Trading Program
0.20 100k 1/1/2002
78 Quantica Capital AG
Quantica Diversified FX
0.30 5,000k 3/1/2007
77 EMC Capital Advisors, LLC
EMC Alpha Program
0.35 5,000k 6/1/2013
76 Mobius Asset Management
Diversified Program
0.41 250k 3/1/2004
75 Clarke Capital Management
Global Magnum
0.45 100k 8/1/1997
74 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.47 1,500k 4/1/2006
73 Vivienne Investissement
OUESSANT UCITS FUND
0.50 100k 5/1/2012
72 Tactical Investment Management
Tactical Institutional Commodity Program
0.56 10,000k 4/1/1993
71 EMC Capital Advisors, LLC
Classic
0.57 5,000k 1/1/1985
70 Amplitude Capital International Limited
Amplitude Sinfonie Fund A Class
0.58 1,000k 9/1/2009
69 Estlander & Partners
Global Markets
0.63 10,000k 8/1/1999
68 John Locke Investments
Cyril Systematic Program
0.75 8,000k 7/1/2000
67 Wavefront Global Asset Management
IMFC Global Investment Program
0.76 2,000k 2/1/2007
66 Beach Horizon LLP
Managed Account
0.80 5,000k 5/1/2005
65 Superfund Group
Superfund Green Q-AG
0.83 2k 3/1/1996
64 Amplitude Capital International Limited
Klassik Strategy
0.84 1,000k 9/1/2009
63 ROW Asset Managment
Row Diversified Fund, L.P.
1.00 1,000k 11/1/2011
62 Drury Capital
Diversified Trend-Following Program
1.20 5,000k 5/1/1997
61 Quantica Capital AG
Quantica Managed Futures
1.20 5,000k 1/1/2005
60 Superfund Group
Superfund Green GCT USD
1.21 15k 1/1/2000
59 Estlander & Partners
Global XL
1.32 5,000k 8/1/1991
58 Acorn Global Investments Inc.
Acorn Diversified Program
1.36 10k 7/1/2005
57 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.36 100k 1/1/2005
56 Future Trade AG
Thales Swing Trading Programme
1.46 250k 6/1/2007
55 Southwest Managed Investments, LLC
Global Diversified
1.51 200k 1/1/2002
54 Rotella Capital Management
Rotella Orion (Short-Term) Program
1.52 10,000k 3/1/2006
53 HASAFUMA
FX Momentum
1.54 30k 7/1/2012
52 Vergho Asset Management LLC
Kinematics
1.59 1,000k 11/1/2008
51 Melissinos Trading
Eupatrid Program
1.60 50k 1/1/2011
50 Transtrend B.V.
DTP – Standard Risk (EUR)
1.63 10,000k 2/1/1999
49 Chesapeake Capital
Diversified (LV)
1.65 100k 2/1/1988
48 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.72 1,000k 3/1/2003
47 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.79 10,000k 1/1/1991
46 IStar Capital B.V.
IStar Systematic Fund
1.81 1,000k 9/1/2011
45 IDS Capital
IDS F&F Systematic Trading
1.83 50k 7/1/2013
44 Clarke Capital Management
FX Plus
1.85 1,000k 5/1/2004
43 Conquest Capital Group
Conquest Macro
1.88 250k 5/1/1999
42 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.89 5,000k 12/1/2010
41 Somers Brothers Capital
Diversified Futures Program #1
2.01 100k 1/1/2005
40 Transtrend B.V.
DTP – Enhanced Risk (USD)
2.03 10,000k 1/1/1995
39 Purple Valley Capital, Inc.
Diversified Trend 1
2.08 100k 8/1/2008
38 Alder Capital DAC
Alder Global 20
2.10 2,500k 2/1/2001
37 Transtrend B.V.
DTP – Enhanced Risk (EUR)
2.26 10,000k 8/1/1999
36 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.29 0k 11/1/1996
35 Transtrend B.V.
DTP – Enhanced Risk (JPY)
2.36 10,000k 8/1/2004
34 Robinson-Langley Capital Management, LLC
Managed Account Program
2.39 200k 1/1/2007
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.50 1k 10/1/2006
32 Ancile Capital Management
Global Markets Program
2.56 2,000k 4/1/2005
31 Red Rock Capital, LLC
Systematic Global Macro
2.78 500k 9/1/2003
30 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
2.79 50,000k 4/1/1983
29 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.89 250k 10/1/2009
28 Candriam Investor Group
Alternative Return Systemat
3.01 125k 1/1/2007
27 Superfund Group
Superfund Green Master
3.02 2,000k 5/1/2001
26 Kelly Angle Inc.
Genesis Program
3.04 2,000k 4/1/2000
25 Quality Capital Management
Global Diversified Programme
3.10 10,000k 12/1/1995
24 M.S. Capital Management
Global Diversified Program
3.30 2,000k 11/1/1998
23 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.40 250k 5/1/2011
22 Welton Investment Partners
Welton Global
3.68 10,000k 6/1/2004
21 ISAM
ISAM Systematic Trend Fund
3.80 1,000k 6/1/2001
20 Mulvaney Capital Management
The Mulvaney Global Markets Program
3.84 100k 5/1/1999
19 Millburn Corporation
Commodity Program
3.89 25,000k 3/1/2005
18 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
3.98 200k 11/1/1999
17 Angle Capital Management LLC
AIP Program
4.19 100k 1/1/2010
16 Conquest Capital Group
Conquest Select
4.35 250k 6/1/2004
15 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.65 1k 6/1/2009
14 Hyman Beck and Company
Global Portfolio
5.15 1,000k 3/1/1991
13 Keck Capital Management LLC
The Keck Program
5.79 2,000k 12/1/2003
12 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
5.93 100k 1/1/2000
11 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
6.01 50k 7/1/2011
10 Superfund Group
Superfund Blue SPC Class A (EUR)
6.21 50k 4/1/2005
9 Vision Capital Management
Global Futures
6.28 500k 2/1/2012
8 Deep Field Capital AG
SINGULARITY Fund
6.37 100k 9/1/2011
7 Dreiss Research Corporation
Diversified Program
6.52 1,000k 5/1/1991
6 DUNN Capital Management
D'Best Futures Fund, L.P.
7.08 100k 6/1/1994
5 Qbasis Invest
Futures Fund B
7.87 100k 3/1/2009
4 Superfund Group
Superfund Blue SPC Class A (Gold)
8.21 50k 12/1/2007
3 Qbasis Invest
Futures Fund A
8.64 100k 4/1/2008
2 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
9.30 100k 11/1/1984
1 Golden Point Capital
Global Diversified
9.96 250k 7/1/2012

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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