Trend Following Strategy Index For July 2015

Monthly Rankings

Rank CTA/Program Jul 2015 Min Inv Inception
125 Superfund Group
Superfund Blue SPC Class A (Gold)
-11.96 50k 12/1/2007
124 Schindler Capital Management, LLC
Grain Advantage Program
-10.19 100k 6/1/2013
123 Covenant Capital Management
Aggressive Program
-9.66 3,000k 2/1/2004
122 RAM Management Group
MRTP Aggressive
-8.71 1,000k 2/1/1998
121 Covenant Capital Management
Original Program
-7.95 5,000k 9/1/1999
120 Superfund Group
Superfund Blue SPC Class A (EUR)
-7.25 50k 4/1/2005
119 Emil van Essen
Long-Short Commodity Program
-5.30 1,000k 6/1/2013
118 Auspice Capital Advisors Ltd
Auspice Diversified Program
-4.36 1,500k 4/1/2006
117 Parizek Capital
Futures Trading Program
-4.22 500k 4/1/2000
116 Rotella Capital Management
Rotella Orion (Short-Term) Program
-3.84 10,000k 3/1/2006
115 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-3.79 5,000k 12/1/2010
114 John Locke Investments
JL Commodity Long Flat Program
-3.76 5,000k 12/1/2007
113 Saxon Investment Corporation
Aggressive Diversified Program
-3.32 2,000k 11/1/1993
112 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-3.29 200k 11/1/1999
111 Somers Brothers Capital
Diversified Futures Program #1
-3.06 100k 1/1/2005
110 RAM Management Group
RAM MRTP 1X-Conservative
-2.94 1,000k 9/1/1993
109 Qbasis Invest
Futures Fund A
-2.92 100k 4/1/2008
108 Qbasis Invest
Futures Fund B
-2.73 100k 3/1/2009
107 Superfund Group
Superfund Green Gold A (SPC)
-2.57 5k 10/1/2005
106 Clarke Capital Management
FX Plus
-2.56 1,000k 5/1/2004
105 Vergho Asset Management LLC
Kinematics
-2.05 1,000k 11/1/2008
104 Saxon Investment Corporation
Diversified Program
-1.52 3,000k 9/1/1988
103 Seven Capital Management
Seven Absolute Return
-1.34 100k 6/1/2009
102 Mobius Asset Management
Custom Trading Program
-1.00 100k 1/1/2002
101 Mobius Asset Management
Diversified Program
-0.95 250k 3/1/2004
100 Vision Capital Management
Global Futures
-0.82 500k 2/1/2012
99 Quantica Capital AG
Quantica Managed Futures
-0.80 5,000k 1/1/2005
98 Sona Trading Strategies LLC.
Diversified Program
-0.74 1,000k 9/1/2006
97 Alee Capital Management, LLC
Mistral Program
-0.66 2,500k 1/1/1999
96 Ritenour Investment Group, LLC
RIG_ES_Client
-0.64 25k 3/1/2013
95 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.55 100k 1/1/2000
94 Gladius Asset Management
Fulham Program
-0.54 2,000k 1/1/2008
93 IStar Capital B.V.
IStar Systematic Fund
-0.49 1,000k 9/1/2011
92 Briarwood Capital Management, Inc.
Diversified 2XL
-0.25 250k 11/1/2004
91 Mark J. Walsh Company
Standard Program
-0.23 2,000k 9/1/1985
90 Clarke Capital Management
Global Basic
-0.23 50k 2/1/1996
89 Ancile Capital Management
Global Markets Program
-0.23 2,000k 4/1/2005
88 Superfund Group
Superfund Green Gold B (SPC)
-0.03 50k 10/1/2005
87 Rabar Market Research
Diversified Program
0.08 2,000k 1/1/1989
86 Eckhardt Trading Company
Evolution Strategies
0.22 20,000k 8/1/1991
85 EMC Capital Advisors, LLC
EMC Alpha Program
0.33 5,000k 6/1/2013
84 Eckhardt Trading Company
Evolution Strategies 1.2X
0.41 10,000k 10/1/1991
83 Red Rock Capital, LLC
Systematic Global Macro
0.45 500k 9/1/2003
82 Melissinos Trading
Eupatrid Program
0.49 50k 1/1/2011
81 Conquest Capital Group
Conquest Select
0.64 250k 6/1/2004
80 Future Trade AG
Thales Swing Trading Programme
0.70 250k 6/1/2007
79 Garraway Capital Management LLP
Garraway Financial Trends
1.11 100k 9/1/2012
78 Mehnert Capital Management, LLC
DTP (Client)
1.22 1,000k 3/1/2012
77 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
1.23 20k 2/1/2013
76 Amplitude Capital International Limited
Klassik Strategy
1.31 1,000k 9/1/2009
75 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
1.32 20k 9/1/2013
74 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.45 1k 10/1/2006
73 Wavefront Global Asset Management
IMFC Global Concentrated
1.61 500k 4/1/2009
72 Alee Capital Management, LLC
Poniente Program
1.61 2,500k 1/1/1999
71 ROW Asset Managment
Row Diversified Fund, L.P.
1.73 1,000k 11/1/2011
70 Superfund Group
Superfund Green L.P. Series A
1.75 5k 10/1/2002
69 Diamond Capital Management
Enhanced S&P Program
1.76 100k 10/1/2009
68 Estlander & Partners
Freedom
1.81 20,000k 8/1/2010
67 Conquest Capital Group
Conquest Macro
1.82 250k 5/1/1999
66 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
1.82 100k 1/1/2005
65 Pacific Capital Advisors
Vanguard Program
2.03 100k 4/1/2007
64 M.S. Capital Management
Global Diversified Program
2.07 2,000k 11/1/1998
63 Vivienne Investissement
OUESSANT UCITS FUND
2.11 100k 5/1/2012
62 Kontra Asset Management Ltd
Pure Currency
2.31 100k 10/1/2013
61 Superfund Group
Superfund Green Gold C (SPC)
2.32 100k 10/1/2005
60 Quality Capital Management
Global Diversified Programme
2.35 10,000k 12/1/1995
59 Candriam Investor Group
Alternative Return Systemat
2.46 125k 1/1/2007
58 Eclipse Capital Management
Global Monetary
2.49 5,000k 8/1/1990
57 Alder Capital DAC
Alder Global 20
2.50 2,500k 2/1/2001
56 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
2.60 50k 7/1/2011
55 Insignia Managed Capital
Medallion
2.66 50k 2/1/2009
54 Rotella Capital Management
Rotella Polaris Program (Diversified)
2.85 10,000k 1/1/1991
53 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.86 1k 6/1/2009
52 Acorn Global Investments Inc.
Acorn Diversified Program
2.96 10k 7/1/2005
51 IDS Capital
IDS F&F Systematic Trading
3.01 50k 7/1/2013
50 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
3.09 50,000k 4/1/1983
49 John Locke Investments
Cyril Systematic Program
3.23 8,000k 7/1/2000
48 Estlander & Partners
Alpha Trend
3.33 30,000k 10/1/1991
47 Clarke Capital Management
Millennium
3.33 1,000k 1/1/1998
46 Cauldron Investments, LLC
Stock Index Plus
3.39 1,000k 10/1/2009
45 Adamah Capital LLC
Asset Allocator Program
3.50 50k 3/1/2011
44 Clarke Capital Management
Jupiter
3.68 3,000k 5/1/2005
43 Superfund Group
Superfund Green L.P. Series B
3.69 5k 10/1/2002
42 ALFAKRAFT
ALFA Commodity Fund
3.94 16k 6/1/2010
41 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.95 250k 5/1/2011
40 Chesapeake Capital
Diversified (LV)
4.00 100k 2/1/1988
39 Hyman Beck and Company
Global Portfolio
4.30 1,000k 3/1/1991
38 Hawksbill Capital Management
Global Diversified
4.30 5,000k 11/1/1988
37 Tactical Investment Management
Tactical Institutional Commodity Program
4.38 10,000k 4/1/1993
36 Welton Investment Partners
Welton Global
4.39 10,000k 6/1/2004
35 EMC Capital Advisors, LLC
Classic
4.66 5,000k 1/1/1985
34 Mulvaney Capital Management
The Mulvaney Global Markets Program
4.77 100k 5/1/1999
33 Millburn Corporation
Commodity Program
4.84 25,000k 3/1/2005
32 Transtrend B.V.
DTP – Standard Risk (EUR)
4.90 10,000k 2/1/1999
31 Superfund Group
Superfund Green Q-AG
4.92 2k 3/1/1996
30 Superfund Group
Superfund Red EUR SICAV
5.16 10k 3/1/2013
29 Superfund Group
Superfund Red USD SICAV
5.21 10k 3/1/2013
28 Beach Horizon LLP
Managed Account
5.23 5,000k 5/1/2005
27 Wavefront Global Asset Management
IMFC Global Investment Program
5.30 2,000k 2/1/2007
26 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
5.38 0k 11/1/1996
25 Keck Capital Management LLC
The Keck Program
5.65 2,000k 12/1/2003
24 Clarke Capital Management
Worldwide
5.86 250k 1/1/1996
23 Clarke Capital Management
Global Magnum
5.86 100k 8/1/1997
22 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.98 1,000k 3/1/2003
21 Southwest Managed Investments, LLC
Global Diversified
5.99 200k 1/1/2002
20 Deep Field Capital AG
SINGULARITY Fund
6.38 100k 9/1/2011
19 Drury Capital
Diversified Trend-Following Program
6.40 5,000k 5/1/1997
18 Angle Capital Management LLC
AIP Program
6.96 100k 1/1/2010
17 Neural Capital Ltd
Sentinel Trading Program
7.04 2,000k 1/1/2006
16 Abraham Investment Management
Formula 72 H
7.04 150k 8/1/2012
15 Transtrend B.V.
DTP – Enhanced Risk (JPY)
7.11 10,000k 8/1/2004
14 Transtrend B.V.
DTP – Enhanced Risk (EUR)
7.61 10,000k 8/1/1999
13 Transtrend B.V.
DTP – Enhanced Risk (USD)
7.84 10,000k 1/1/1995
12 Dreiss Research Corporation
Diversified Program
8.04 1,000k 5/1/1991
11 ISAM
ISAM Systematic Trend Fund
8.80 1,000k 6/1/2001
10 Kelly Angle Inc.
Genesis Program
8.82 2,000k 4/1/2000
9 Estlander & Partners
Alpha Trend II - Class P
10.35 100k 12/1/2008
8 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
10.57 250k 10/1/2009
7 Pacific Capital Advisors
Agilis Program
10.64 100k 12/1/2012
6 Superfund Group
Superfund Green Master
11.09 2,000k 5/1/2001
5 Purple Valley Capital, Inc.
Diversified Trend 1
13.30 100k 8/1/2008
4 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
14.24 100k 3/1/2003
3 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
15.15 100k 10/1/2009
2 DUNN Capital Management
D'Best Futures Fund, L.P.
15.93 100k 6/1/1994
1 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
16.60 100k 11/1/1984

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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