Trend Following Strategy Index For August 2015

Monthly Rankings

Rank CTA/Program Aug 2015 Min Inv Inception
125 Insignia Managed Capital
Medallion
-27.26 50k 2/1/2009
124 Superfund Group
Superfund Green Master
-13.49 2,000k 5/1/2001
123 Pacific Capital Advisors
Vanguard Program
-12.09 100k 4/1/2007
122 Clarke Capital Management
Jupiter
-10.71 3,000k 5/1/2005
121 Superfund Group
Superfund Green Gold C (SPC)
-10.12 100k 10/1/2005
120 Cauldron Investments, LLC
Stock Index Plus
-9.55 1,000k 10/1/2009
119 Quality Capital Management
Global Diversified Programme
-9.30 10,000k 12/1/1995
118 Superfund Group
Superfund Green L.P. Series B
-9.25 5k 10/1/2002
117 Mulvaney Capital Management
The Mulvaney Global Markets Program
-9.23 100k 5/1/1999
116 Quantica Capital AG
Quantica Managed Futures
-8.90 5,000k 1/1/2005
115 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-8.19 50k 7/1/2011
114 Welton Investment Partners
Welton Global
-7.19 10,000k 6/1/2004
113 Ritenour Investment Group, LLC
RIG_ES_Client
-6.96 25k 3/1/2013
112 Superfund Group
Superfund Green Q-AG
-6.92 2k 3/1/1996
111 Eclipse Capital Management
Global Monetary
-6.90 5,000k 8/1/1990
110 Superfund Group
Superfund Green Gold B (SPC)
-6.80 50k 10/1/2005
109 Superfund Group
Superfund Red USD SICAV
-6.78 10k 3/1/2013
108 Superfund Group
Superfund Red EUR SICAV
-6.75 10k 3/1/2013
107 Ancile Capital Management
Global Markets Program
-6.69 2,000k 4/1/2005
106 Transtrend B.V.
DTP – Enhanced Risk (JPY)
-6.47 10,000k 8/1/2004
105 Melissinos Trading
Eupatrid Program
-6.39 50k 1/1/2011
104 Transtrend B.V.
DTP – Enhanced Risk (EUR)
-6.26 10,000k 8/1/1999
103 Transtrend B.V.
DTP – Enhanced Risk (USD)
-6.25 10,000k 1/1/1995
102 Seven Capital Management
Seven Absolute Return
-6.08 100k 6/1/2009
101 Superfund Group
Superfund Green L.P. Series A
-6.07 5k 10/1/2002
100 Vision Capital Management
Global Futures
-5.86 500k 2/1/2012
99 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-5.83 20k 2/1/2013
98 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-5.79 20k 9/1/2013
97 Southwest Managed Investments, LLC
Global Diversified
-5.62 200k 1/1/2002
96 Eckhardt Trading Company
Evolution Strategies 1.2X
-5.37 10,000k 10/1/1991
95 Diamond Capital Management
Enhanced S&P Program
-5.33 100k 10/1/2009
94 Rabar Market Research
Diversified Program
-4.80 2,000k 1/1/1989
93 Vivienne Investissement
OUESSANT UCITS FUND
-4.79 100k 5/1/2012
92 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.79 0k 11/1/1996
91 Adamah Capital LLC
Asset Allocator Program
-4.70 50k 3/1/2011
90 Eckhardt Trading Company
Evolution Strategies
-4.69 20,000k 8/1/1991
89 Drury Capital
Diversified Trend-Following Program
-4.63 5,000k 5/1/1997
88 IStar Capital B.V.
IStar Systematic Fund
-4.62 1,000k 9/1/2011
87 Transtrend B.V.
DTP – Standard Risk (EUR)
-4.47 10,000k 2/1/1999
86 Rotella Capital Management
Rotella Polaris Program (Diversified)
-4.41 10,000k 1/1/1991
85 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
-4.39 100k 1/1/2005
84 Red Rock Capital, LLC
Systematic Global Macro
-4.31 500k 9/1/2003
83 Briarwood Capital Management, Inc.
Diversified 2XL
-4.29 250k 11/1/2004
82 Dreiss Research Corporation
Diversified Program
-4.16 1,000k 5/1/1991
81 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.82 250k 5/1/2011
80 Garraway Capital Management LLP
Garraway Financial Trends
-3.75 100k 9/1/2012
79 Schindler Capital Management, LLC
Grain Advantage Program
-3.75 100k 6/1/2013
78 John Locke Investments
Cyril Systematic Program
-3.67 8,000k 7/1/2000
77 Superfund Group
Superfund Green Gold A (SPC)
-3.61 5k 10/1/2005
76 Clarke Capital Management
FX Plus
-3.52 1,000k 5/1/2004
75 DUNN Capital Management
D'Best Futures Fund, L.P.
-3.52 100k 6/1/1994
74 Saxon Investment Corporation
Aggressive Diversified Program
-3.50 2,000k 11/1/1993
73 Covenant Capital Management
Aggressive Program
-3.38 3,000k 2/1/2004
72 Hyman Beck and Company
Global Portfolio
-3.13 1,000k 3/1/1991
71 Covenant Capital Management
Original Program
-2.98 5,000k 9/1/1999
70 Chesapeake Capital
Diversified (LV)
-2.94 100k 2/1/1988
69 Clarke Capital Management
Millennium
-2.81 1,000k 1/1/1998
68 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
-2.78 5,000k 12/1/2010
67 Qbasis Invest
Futures Fund B
-2.78 100k 3/1/2009
66 EMC Capital Advisors, LLC
EMC Alpha Program
-2.72 5,000k 6/1/2013
65 Clarke Capital Management
Global Basic
-2.68 50k 2/1/1996
64 Candriam Investor Group
Alternative Return Systemat
-2.68 125k 1/1/2007
63 EMC Capital Advisors, LLC
Classic
-2.65 5,000k 1/1/1985
62 Mark J. Walsh Company
Standard Program
-2.55 2,000k 9/1/1985
61 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-2.41 100k 11/1/1984
60 Qbasis Invest
Futures Fund A
-2.37 100k 4/1/2008
59 Gladius Asset Management
Fulham Program
-2.20 2,000k 1/1/2008
58 Alee Capital Management, LLC
Poniente Program
-2.16 2,500k 1/1/1999
57 Auspice Capital Advisors Ltd
Auspice Diversified Program
-2.14 1,500k 4/1/2006
56 Estlander & Partners
Freedom
-2.05 20,000k 8/1/2010
55 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.99 1k 6/1/2009
54 Millburn Corporation
Commodity Program
-1.99 25,000k 3/1/2005
53 Saxon Investment Corporation
Diversified Program
-1.73 3,000k 9/1/1988
52 Sona Trading Strategies LLC.
Diversified Program
-1.72 1,000k 9/1/2006
51 ROW Asset Managment
Row Diversified Fund, L.P.
-1.60 1,000k 11/1/2011
50 M.S. Capital Management
Global Diversified Program
-1.52 2,000k 11/1/1998
49 Wavefront Global Asset Management
IMFC Global Concentrated
-1.46 500k 4/1/2009
48 Keck Capital Management LLC
The Keck Program
-1.45 2,000k 12/1/2003
47 ISAM
ISAM Systematic Trend Fund
-1.39 1,000k 6/1/2001
46 Neural Capital Ltd
Sentinel Trading Program
-1.36 2,000k 1/1/2006
45 Clarke Capital Management
Global Magnum
-1.35 100k 8/1/1997
44 Somers Brothers Capital
Diversified Futures Program #1
-1.31 100k 1/1/2005
43 Estlander & Partners
Alpha Trend II - Class P
-1.26 100k 12/1/2008
42 IDS Capital
IDS F&F Systematic Trading
-1.12 50k 7/1/2013
41 Parizek Capital
Futures Trading Program
-1.01 500k 4/1/2000
40 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.01 1k 10/1/2006
39 Angle Capital Management LLC
AIP Program
-0.97 100k 1/1/2010
38 Abraham Investment Management
Formula 72 H
-0.90 150k 8/1/2012
37 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-0.87 200k 11/1/1999
36 Purple Valley Capital, Inc.
Diversified Trend 1
-0.67 100k 8/1/2008
35 Mobius Asset Management
Custom Trading Program
-0.20 100k 1/1/2002
34 Alder Capital DAC
Alder Global 20
-0.20 2,500k 2/1/2001
33 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
-0.19 50,000k 4/1/1983
32 Clarke Capital Management
Worldwide
-0.05 250k 1/1/1996
31 Mobius Asset Management
Diversified Program
-0.05 250k 3/1/2004
30 John Locke Investments
JL Commodity Long Flat Program
0.11 5,000k 12/1/2007
29 Rotella Capital Management
Rotella Orion (Short-Term) Program
0.28 10,000k 3/1/2006
28 Estlander & Partners
Alpha Trend
0.46 30,000k 10/1/1991
27 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
0.84 1,000k 3/1/2003
26 Conquest Capital Group
Conquest Select
0.97 250k 6/1/2004
25 Wavefront Global Asset Management
IMFC Global Investment Program
1.06 2,000k 2/1/2007
24 Kelly Angle Inc.
Genesis Program
1.45 2,000k 4/1/2000
23 Mehnert Capital Management, LLC
DTP (Client)
1.48 1,000k 3/1/2012
22 Acorn Global Investments Inc.
Acorn Diversified Program
1.52 10k 7/1/2005
21 Deep Field Capital AG
SINGULARITY Fund
1.56 100k 9/1/2011
20 Kontra Asset Management Ltd
Pure Currency
2.08 100k 10/1/2013
19 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.21 100k 1/1/2000
18 Pacific Capital Advisors
Agilis Program
2.73 100k 12/1/2012
17 Emil van Essen
Long-Short Commodity Program
2.80 1,000k 6/1/2013
16 RAM Management Group
RAM MRTP 1X-Conservative
2.86 1,000k 9/1/1993
15 Vergho Asset Management LLC
Kinematics
2.97 1,000k 11/1/2008
14 Future Trade AG
Thales Swing Trading Programme
3.17 250k 6/1/2007
13 Hawksbill Capital Management
Global Diversified
3.35 5,000k 11/1/1988
12 Amplitude Capital International Limited
Klassik Strategy
3.76 1,000k 9/1/2009
11 Alee Capital Management, LLC
Mistral Program
4.08 2,500k 1/1/1999
10 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
4.45 100k 10/1/2009
9 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
4.59 100k 3/1/2003
8 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.65 250k 10/1/2009
7 ALFAKRAFT
ALFA Commodity Fund
5.03 16k 6/1/2010
6 Beach Horizon LLP
Managed Account
5.16 5,000k 5/1/2005
5 Superfund Group
Superfund Blue SPC Class A (EUR)
5.59 50k 4/1/2005
4 Superfund Group
Superfund Blue SPC Class A (Gold)
6.52 50k 12/1/2007
3 Tactical Investment Management
Tactical Institutional Commodity Program
6.99 10,000k 4/1/1993
2 RAM Management Group
MRTP Aggressive
8.26 1,000k 2/1/1998
1 Conquest Capital Group
Conquest Macro
17.82 250k 5/1/1999

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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