Trend Following Strategy Index For June 2015

Monthly Rankings

Rank CTA/Program Jun 2015 Min Inv Inception
125 Superfund Group
Superfund Green Gold C (SPC)
-15.92 100k 10/1/2005
124 DUNN Capital Management
D'Best Futures Fund, L.P.
-15.51 100k 6/1/1994
123 Keck Capital Management LLC
The Keck Program
-15.20 2,000k 12/1/2003
122 Superfund Group
Superfund Green Master
-14.59 2,000k 5/1/2001
121 Angle Capital Management LLC
AIP Program
-13.83 100k 1/1/2010
120 Superfund Group
Superfund Green Gold B (SPC)
-12.47 50k 10/1/2005
119 Kelly Angle Inc.
Genesis Program
-12.29 2,000k 4/1/2000
118 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-11.47 50k 7/1/2011
117 Neural Capital Ltd
Sentinel Trading Program
-11.18 2,000k 1/1/2006
116 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-10.72 100k 11/1/1984
115 Amplitude Capital International Limited
Klassik Strategy
-9.86 1,000k 9/1/2009
114 Purple Valley Capital, Inc.
Diversified Trend 1
-9.48 100k 8/1/2008
113 Superfund Group
Superfund Green L.P. Series B
-9.47 5k 10/1/2002
112 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-9.35 50,000k 4/1/1983
111 Superfund Group
Superfund Red EUR SICAV
-9.34 10k 3/1/2013
110 Drury Capital
Diversified Trend-Following Program
-9.26 5,000k 5/1/1997
109 Tactical Investment Management
Tactical Institutional Commodity Program
-9.09 10,000k 4/1/1993
108 Superfund Group
Superfund Green Gold A (SPC)
-8.98 5k 10/1/2005
107 John Locke Investments
Cyril Systematic Program
-8.90 8,000k 7/1/2000
106 Quality Capital Management
Global Diversified Programme
-7.90 10,000k 12/1/1995
105 Superfund Group
Superfund Green Q-AG
-7.60 2k 3/1/1996
104 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-7.58 100k 1/1/2005
103 Alee Capital Management, LLC
Mistral Program
-7.56 2,500k 1/1/1999
102 Hawksbill Capital Management
Global Diversified
-7.05 5,000k 11/1/1988
101 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-7.02 0k 11/1/1996
100 Qbasis Invest
Futures Fund B
-7.00 100k 3/1/2009
99 Qbasis Invest
Futures Fund A
-6.95 100k 4/1/2008
98 ISAM
ISAM Systematic Trend Fund
-6.51 1,000k 6/1/2001
97 Eclipse Capital Management
Global Monetary
-6.48 5,000k 8/1/1990
96 ALFAKRAFT
ALFA Commodity Fund
-6.30 16k 6/1/2010
95 Superfund Group
Superfund Green L.P. Series A
-6.23 5k 10/1/2002
94 Welton Investment Partners
Welton Global
-6.22 10,000k 6/1/2004
93 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-6.13 1k 6/1/2009
92 Mulvaney Capital Management
The Mulvaney Global Markets Program
-6.07 100k 5/1/1999
91 Conquest Capital Group
Conquest Macro
-6.01 250k 5/1/1999
90 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-5.87 10,000k 8/1/2004
89 Clarke Capital Management
Jupiter
-5.83 3,000k 5/1/2005
88 Transtrend B.V.
DTP – Enhanced Risk (USD)
-5.63 10,000k 1/1/1995
87 Vivienne Investissement
OUESSANT UCITS FUND
-5.61 100k 5/1/2012
86 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-5.59 10,000k 8/1/1999
85 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.54 10,000k 10/1/1991
84 Rotella Capital Management
Rotella Polaris Program (Diversified)
-5.41 10,000k 1/1/1991
83 Conquest Capital Group
Conquest Select
-5.39 250k 6/1/2004
82 Superfund Group
Superfund Red USD SICAV
-5.31 10k 3/1/2013
81 Dreiss Research Corporation
Diversified Program
-5.16 1,000k 5/1/1991
80 Eckhardt Trading Company
Evolution Strategies
-4.82 20,000k 8/1/1991
79 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
-4.61 100k 10/1/2009
78 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-4.59 5,000k 12/1/2010
77 EMC Capital Advisors, LLC
Classic
-4.58 5,000k 1/1/1985
76 Estlander & Partners
Alpha Trend II - Class P
-4.56 100k 12/1/2008
75 Beach Horizon LLP
Managed Account
-4.50 5,000k 5/1/2005
74 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
-4.39 100k 3/1/2003
73 Alder Capital DAC
Alder Global 20
-4.10 2,500k 2/1/2001
72 Acorn Global Investments Inc.
Acorn Diversified Program
-4.05 10k 7/1/2005
71 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.04 1,000k 3/1/2003
70 Quantica Capital AG
Quantica Managed Futures
-4.00 5,000k 1/1/2005
69 Transtrend B.V.
DTP – Standard Risk (EUR)
-3.84 10,000k 2/1/1999
68 RAM Management Group
MRTP Aggressive
-3.76 1,000k 2/1/1998
67 Ancile Capital Management
Global Markets Program
-3.66 2,000k 4/1/2005
66 Vision Capital Management
Global Futures
-3.63 500k 2/1/2012
65 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-3.55 20k 2/1/2013
64 Abraham Investment Management
Formula 72 H
-3.54 150k 8/1/2012
63 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-3.51 20k 9/1/2013
62 Sona Trading Strategies LLC.
Diversified Program
-3.50 1,000k 9/1/2006
61 Saxon Investment Corporation
Aggressive Diversified Program
-3.38 2,000k 11/1/1993
60 Rabar Market Research
Diversified Program
-3.36 2,000k 1/1/1989
59 Clarke Capital Management
Worldwide
-3.33 250k 1/1/1996
58 EMC Capital Advisors, LLC
EMC Alpha Program
-3.33 5,000k 6/1/2013
57 Red Rock Capital, LLC
Systematic Global Macro
-3.25 500k 9/1/2003
56 IDS Capital
IDS F&F Systematic Trading
-3.22 50k 7/1/2013
55 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.16 1k 10/1/2006
54 Alee Capital Management, LLC
Poniente Program
-3.10 2,500k 1/1/1999
53 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.09 10,000k 3/1/2006
52 Clarke Capital Management
FX Plus
-2.68 1,000k 5/1/2004
51 Briarwood Capital Management, Inc.
Diversified 2XL
-2.60 250k 11/1/2004
50 Estlander & Partners
Freedom
-2.58 20,000k 8/1/2010
49 Candriam Investor Group
Alternative Return Systemat
-2.50 125k 1/1/2007
48 Insignia Managed Capital
Medallion
-2.47 50k 2/1/2009
47 Seven Capital Management
Seven Absolute Return
-2.40 100k 6/1/2009
46 Wavefront Global Asset Management
IMFC Global Investment Program
-2.37 2,000k 2/1/2007
45 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.22 100k 1/1/2000
44 Chesapeake Capital
Diversified (LV)
-2.21 100k 2/1/1988
43 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-2.17 250k 5/1/2011
42 Garraway Capital Management LLP
Garraway Financial Trends
-2.13 100k 9/1/2012
41 Mobius Asset Management
Custom Trading Program
-2.00 100k 1/1/2002
40 Ritenour Investment Group, LLC
RIG_ES_Client
-1.99 25k 3/1/2013
39 Southwest Managed Investments, LLC
Global Diversified
-1.94 200k 1/1/2002
38 Wavefront Global Asset Management
IMFC Global Concentrated
-1.94 500k 4/1/2009
37 Hyman Beck and Company
Global Portfolio
-1.92 1,000k 3/1/1991
36 IStar Capital B.V.
IStar Systematic Fund
-1.92 1,000k 9/1/2011
35 Auspice Capital Advisors Ltd
Auspice Diversified Program
-1.84 1,500k 4/1/2006
34 Mark J. Walsh Company
Standard Program
-1.80 2,000k 9/1/1985
33 Gladius Asset Management
Fulham Program
-1.76 2,000k 1/1/2008
32 ROW Asset Managment
Row Diversified Fund, L.P.
-1.65 1,000k 11/1/2011
31 Saxon Investment Corporation
Diversified Program
-1.55 3,000k 9/1/1988
30 Clarke Capital Management
Millennium
-1.48 1,000k 1/1/1998
29 Estlander & Partners
Alpha Trend
-1.39 30,000k 10/1/1991
28 Mehnert Capital Management, LLC
DTP (Client)
-1.39 1,000k 3/1/2012
27 RAM Management Group
RAM MRTP 1X-Conservative
-1.24 1,000k 9/1/1993
26 M.S. Capital Management
Global Diversified Program
-1.14 2,000k 11/1/1998
25 Melissinos Trading
Eupatrid Program
-1.04 50k 1/1/2011
24 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-1.01 200k 11/1/1999
23 John Locke Investments
JL Commodity Long Flat Program
-0.88 5,000k 12/1/2007
22 Mobius Asset Management
Diversified Program
-0.75 250k 3/1/2004
21 Emil van Essen
Long-Short Commodity Program
-0.69 1,000k 6/1/2013
20 Diamond Capital Management
Enhanced S&P Program
-0.64 100k 10/1/2009
19 Vergho Asset Management LLC
Kinematics
-0.63 1,000k 11/1/2008
18 Adamah Capital LLC
Asset Allocator Program
-0.60 50k 3/1/2011
17 Pacific Capital Advisors
Vanguard Program
-0.48 100k 4/1/2007
16 Deep Field Capital AG
SINGULARITY Fund
-0.28 100k 9/1/2011
15 Parizek Capital
Futures Trading Program
-0.24 500k 4/1/2000
14 Superfund Group
Superfund Blue SPC Class A (Gold)
-0.15 50k 12/1/2007
13 Clarke Capital Management
Global Magnum
-0.12 100k 8/1/1997
12 Clarke Capital Management
Global Basic
-0.12 50k 2/1/1996
11 Cauldron Investments, LLC
Stock Index Plus
-0.06 1,000k 10/1/2009
10 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.07 250k 10/1/2009
9 Somers Brothers Capital
Diversified Futures Program #1
0.49 100k 1/1/2005
8 Kontra Asset Management Ltd
Pure Currency
0.81 100k 10/1/2013
7 Covenant Capital Management
Original Program
0.98 5,000k 9/1/1999
6 Covenant Capital Management
Aggressive Program
1.00 3,000k 2/1/2004
5 Millburn Corporation
Commodity Program
1.08 25,000k 3/1/2005
4 Future Trade AG
Thales Swing Trading Programme
2.85 250k 6/1/2007
3 Superfund Group
Superfund Blue SPC Class A (EUR)
2.92 50k 4/1/2005
2 Pacific Capital Advisors
Agilis Program
5.60 100k 12/1/2012
1 Schindler Capital Management, LLC
Grain Advantage Program
12.13 100k 6/1/2013

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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