Trend Following Strategy Index For April 2015

Monthly Rankings

Rank CTA/Program Apr 2015 Min Inv Inception
125 DUNN Capital Management
D'Best Futures Fund, L.P.
-15.37 100k 6/1/1994
124 Ritenour Investment Group, LLC
RIG_ES_Client
-13.34 25k 3/1/2013
123 Kelly Angle Inc.
Genesis Program
-12.43 2,000k 4/1/2000
122 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.78 100k 11/1/1984
121 Vision Capital Management
Global Futures
-10.00 500k 2/1/2012
120 Angle Capital Management LLC
AIP Program
-9.46 100k 1/1/2010
119 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-9.42 50k 7/1/2011
118 Quality Capital Management
Global Diversified Programme
-9.34 10,000k 12/1/1995
117 Purple Valley Capital, Inc.
Diversified Trend 1
-9.01 100k 8/1/2008
116 Mulvaney Capital Management
The Mulvaney Global Markets Program
-7.98 100k 5/1/1999
115 Estlander & Partners
Alpha Trend II - Class P
-7.45 100k 12/1/2008
114 Melissinos Trading
Eupatrid Program
-7.43 50k 1/1/2011
113 ISAM
ISAM Systematic Trend Fund
-7.19 1,000k 6/1/2001
112 Hyman Beck and Company
Global Portfolio
-6.73 1,000k 3/1/1991
111 Clarke Capital Management
Global Magnum
-6.64 100k 8/1/1997
110 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-6.52 1k 6/1/2009
109 Superfund Group
Superfund Red USD SICAV
-6.47 10k 3/1/2013
108 Keck Capital Management LLC
The Keck Program
-6.44 2,000k 12/1/2003
107 Superfund Group
Superfund Blue SPC Class A (Gold)
-6.35 50k 12/1/2007
106 Superfund Group
Superfund Red EUR SICAV
-6.28 10k 3/1/2013
105 John Locke Investments
Cyril Systematic Program
-6.17 8,000k 7/1/2000
104 Qbasis Invest
Futures Fund B
-6.07 100k 3/1/2009
103 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-6.07 200k 11/1/1999
102 Clarke Capital Management
Global Basic
-6.07 50k 2/1/1996
101 Briarwood Capital Management, Inc.
Diversified 2XL
-5.78 250k 11/1/2004
100 Clarke Capital Management
Worldwide
-5.68 250k 1/1/1996
99 Qbasis Invest
Futures Fund A
-5.51 100k 4/1/2008
98 Beach Horizon LLP
Managed Account
-5.48 5,000k 5/1/2005
97 Alee Capital Management, LLC
Poniente Program
-5.40 2,500k 1/1/1999
96 Southwest Managed Investments, LLC
Global Diversified
-5.32 200k 1/1/2002
95 Welton Investment Partners
Welton Global
-5.24 10,000k 6/1/2004
94 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-5.15 0k 11/1/1996
93 Somers Brothers Capital
Diversified Futures Program #1
-5.12 100k 1/1/2005
92 Superfund Group
Superfund Green Gold C (SPC)
-5.05 100k 10/1/2005
91 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-4.99 20k 2/1/2013
90 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-4.97 20k 9/1/2013
89 Superfund Group
Superfund Green Master
-4.95 2,000k 5/1/2001
88 Mark J. Walsh Company
Standard Program
-4.94 2,000k 9/1/1985
87 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.86 1,000k 3/1/2003
86 Conquest Capital Group
Conquest Select
-4.86 250k 6/1/2004
85 Wavefront Global Asset Management
IMFC Global Investment Program
-4.70 2,000k 2/1/2007
84 Drury Capital
Diversified Trend-Following Program
-4.51 5,000k 5/1/1997
83 Dreiss Research Corporation
Diversified Program
-4.49 1,000k 5/1/1991
82 M.S. Capital Management
Global Diversified Program
-4.40 2,000k 11/1/1998
81 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.18 100k 1/1/2005
80 IDS Capital
IDS F&F Systematic Trading
-4.17 50k 7/1/2013
79 Superfund Group
Superfund Green L.P. Series B
-4.14 5k 10/1/2002
78 Rotella Capital Management
Rotella Orion (Short-Term) Program
-4.03 10,000k 3/1/2006
77 Superfund Group
Superfund Green Gold B (SPC)
-3.99 50k 10/1/2005
76 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-3.90 50,000k 4/1/1983
75 Tactical Investment Management
Tactical Institutional Commodity Program
-3.84 10,000k 4/1/1993
74 Chesapeake Capital
Diversified (LV)
-3.83 100k 2/1/1988
73 Neural Capital Ltd
Sentinel Trading Program
-3.81 2,000k 1/1/2006
72 Millburn Corporation
Commodity Program
-3.66 25,000k 3/1/2005
71 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-3.61 10,000k 8/1/2004
70 Transtrend B.V.
DTP – Enhanced Risk (USD)
-3.53 10,000k 1/1/1995
69 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-3.50 10,000k 8/1/1999
68 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.46 1k 10/1/2006
67 Clarke Capital Management
Millennium
-3.44 1,000k 1/1/1998
66 Hawksbill Capital Management
Global Diversified
-3.39 5,000k 11/1/1988
65 Rabar Market Research
Diversified Program
-3.25 2,000k 1/1/1989
64 ROW Asset Managment
Row Diversified Fund, L.P.
-3.25 1,000k 11/1/2011
63 Abraham Investment Management
Formula 72 H
-3.16 150k 8/1/2012
62 Acorn Global Investments Inc.
Acorn Diversified Program
-3.16 10k 7/1/2005
61 Garraway Capital Management LLP
Garraway Financial Trends
-3.00 100k 9/1/2012
60 Amplitude Capital International Limited
Klassik Strategy
-2.99 1,000k 9/1/2009
59 Alee Capital Management, LLC
Mistral Program
-2.94 2,500k 1/1/1999
58 Quantica Capital AG
Quantica Managed Futures
-2.90 5,000k 1/1/2005
57 Superfund Group
Superfund Green L.P. Series A
-2.89 5k 10/1/2002
56 Covenant Capital Management
Aggressive Program
-2.84 3,000k 2/1/2004
55 Sona Trading Strategies LLC.
Diversified Program
-2.83 1,000k 9/1/2006
54 Superfund Group
Superfund Green Gold A (SPC)
-2.71 5k 10/1/2005
53 Candriam Investor Group
Alternative Return Systemat
-2.68 125k 1/1/2007
52 Rotella Capital Management
Rotella Polaris Program (Diversified)
-2.44 10,000k 1/1/1991
51 Wavefront Global Asset Management
IMFC Global Concentrated
-2.40 500k 4/1/2009
50 Superfund Group
Superfund Green Q-AG
-2.37 2k 3/1/1996
49 Estlander & Partners
Alpha Trend
-2.35 30,000k 10/1/1991
48 Covenant Capital Management
Original Program
-2.25 5,000k 9/1/1999
47 Transtrend B.V.
DTP – Standard Risk (EUR)
-2.23 10,000k 2/1/1999
46 Estlander & Partners
Freedom
-2.20 20,000k 8/1/2010
45 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.14 5,000k 12/1/2010
44 Emil van Essen
Long-Short Commodity Program
-2.12 1,000k 6/1/2013
43 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.99 250k 5/1/2011
42 IStar Capital B.V.
IStar Systematic Fund
-1.98 1,000k 9/1/2011
41 Superfund Group
Superfund Blue SPC Class A (EUR)
-1.93 50k 4/1/2005
40 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.92 10,000k 10/1/1991
39 ALFAKRAFT
ALFA Commodity Fund
-1.79 16k 6/1/2010
38 Mobius Asset Management
Custom Trading Program
-1.72 100k 1/1/2002
37 Eckhardt Trading Company
Evolution Strategies
-1.66 20,000k 8/1/1991
36 Gladius Asset Management
Fulham Program
-1.53 2,000k 1/1/2008
35 Parizek Capital
Futures Trading Program
-1.49 500k 4/1/2000
34 Mobius Asset Management
Diversified Program
-1.25 250k 3/1/2004
33 Auspice Capital Advisors Ltd
Auspice Diversified Program
-0.98 1,500k 4/1/2006
32 Seven Capital Management
Seven Absolute Return
-0.86 100k 6/1/2009
31 Eclipse Capital Management
Global Monetary
-0.81 5,000k 8/1/1990
30 Mehnert Capital Management, LLC
DTP (Client)
-0.54 1,000k 3/1/2012
29 Alder Capital DAC
Alder Global 20
-0.50 2,500k 2/1/2001
28 Insignia Managed Capital
Medallion
-0.25 50k 2/1/2009
27 Conquest Capital Group
Conquest Macro
-0.03 250k 5/1/1999
26 Ancile Capital Management
Global Markets Program
-0.01 2,000k 4/1/2005
25 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
24 EMC Capital Advisors, LLC
Classic
0.09 5,000k 1/1/1985
23 EMC Capital Advisors, LLC
EMC Alpha Program
0.10 5,000k 6/1/2013
22 RAM Management Group
RAM MRTP 1X-Conservative
0.35 1,000k 9/1/1993
21 Vivienne Investissement
OUESSANT UCITS FUND
0.37 100k 5/1/2012
20 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.45 250k 10/1/2009
19 Saxon Investment Corporation
Diversified Program
0.47 3,000k 9/1/1988
18 Adamah Capital LLC
Asset Allocator Program
0.60 50k 3/1/2011
17 RAM Management Group
MRTP Aggressive
0.62 1,000k 2/1/1998
16 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.66 100k 1/1/2000
15 Red Rock Capital, LLC
Systematic Global Macro
0.68 500k 9/1/2003
14 Clarke Capital Management
Jupiter
0.73 3,000k 5/1/2005
13 Future Trade AG
Thales Swing Trading Programme
0.91 250k 6/1/2007
12 Saxon Investment Corporation
Aggressive Diversified Program
1.06 2,000k 11/1/1993
11 Cauldron Investments, LLC
Stock Index Plus
1.23 1,000k 10/1/2009
10 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.44 100k 3/1/2003
9 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.59 100k 10/1/2009
8 Diamond Capital Management
Enhanced S&P Program
1.97 100k 10/1/2009
7 Kontra Asset Management Ltd
Pure Currency
2.21 100k 10/1/2013
6 John Locke Investments
JL Commodity Long Flat Program
2.61 5,000k 12/1/2007
5 Vergho Asset Management LLC
Kinematics
2.66 1,000k 11/1/2008
4 Clarke Capital Management
FX Plus
5.08 1,000k 5/1/2004
3 Deep Field Capital AG
SINGULARITY Fund
5.29 100k 9/1/2011
2 Pacific Capital Advisors
Vanguard Program
5.33 100k 4/1/2007
1 Pacific Capital Advisors
Agilis Program
8.25 100k 12/1/2012

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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