Trend Following Strategy Index For September 2015

Monthly Rankings

Rank CTA/Program Sep 2015 Min Inv Inception
125 Pacific Capital Advisors
Vanguard Program
-12.66 100k 4/1/2007
124 Pacific Capital Advisors
Agilis Program
-11.23 100k 12/1/2012
123 Ritenour Investment Group, LLC
RIG_ES_Client
-10.01 25k 3/1/2013
122 Superfund Group
Superfund Blue SPC Class A (Gold)
-8.26 50k 12/1/2007
121 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-7.46 250k 10/1/2009
120 Superfund Group
Superfund Blue SPC Class A (EUR)
-7.34 50k 4/1/2005
119 Mehnert Capital Management, LLC
DTP (Client)
-6.39 1,000k 3/1/2012
118 RAM Management Group
MRTP Aggressive
-6.33 1,000k 2/1/1998
117 Qbasis Invest
Futures Fund A
-5.64 100k 4/1/2008
116 Qbasis Invest
Futures Fund B
-5.34 100k 3/1/2009
115 Alder Capital DAC
Alder Global 20
-5.00 2,500k 2/1/2001
114 ALFAKRAFT
ALFA Commodity Fund
-4.95 16k 6/1/2010
113 Neural Capital Ltd
Sentinel Trading Program
-4.88 2,000k 1/1/2006
112 Hawksbill Capital Management
Global Diversified
-4.83 5,000k 11/1/1988
111 Acorn Global Investments Inc.
Acorn Diversified Program
-4.19 10k 7/1/2005
110 Adamah Capital LLC
Asset Allocator Program
-4.10 50k 3/1/2011
109 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-4.08 100k 1/1/2000
108 GaveKal Investments S.A.
GaveKal Dynamic Futures Fund
-3.90 20k 2/1/2013
107 Alee Capital Management, LLC
Poniente Program
-3.85 2,500k 1/1/1999
106 GaveKal Investments S.A.
Gavekal Dynamic Futures Euro Currency Fund
-3.68 20k 9/1/2013
105 Alee Capital Management, LLC
Mistral Program
-3.11 2,500k 1/1/1999
104 Superfund Group
Superfund Red EUR SICAV
-2.39 10k 3/1/2013
103 Superfund Group
Superfund Red USD SICAV
-2.26 10k 3/1/2013
102 RAM Management Group
RAM MRTP 1X-Conservative
-2.15 1,000k 9/1/1993
101 Clarke Capital Management
Global Basic
-2.14 50k 2/1/1996
100 John Locke Investments
JL Commodity Long Flat Program
-2.02 5,000k 12/1/2007
99 Superfund Group
Superfund Green Gold A (SPC)
-1.72 5k 10/1/2005
98 Clarke Capital Management
Worldwide
-1.51 250k 1/1/1996
97 Superfund Group
Superfund Green Gold B (SPC)
-1.42 50k 10/1/2005
96 Superfund Group
Superfund Green Gold C (SPC)
-1.23 100k 10/1/2005
95 Superfund Group
Superfund Green L.P. Series B
-1.04 5k 10/1/2002
94 Wavefront Global Asset Management
IMFC Global Concentrated
-0.96 500k 4/1/2009
93 Mobius Asset Management
Custom Trading Program
-0.90 100k 1/1/2002
92 Mobius Asset Management
Diversified Program
-0.90 250k 3/1/2004
91 Vivienne Investissement
OUESSANT UCITS FUND
-0.68 100k 5/1/2012
90 Superfund Group
Superfund Green L.P. Series A
-0.51 5k 10/1/2002
89 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.45 250k 5/1/2011
88 IDS Capital
IDS F&F Systematic Trading
-0.27 50k 7/1/2013
87 John Locke Investments
Cyril Systematic Program
-0.21 8,000k 7/1/2000
86 Clarke Capital Management
Global Magnum
-0.18 100k 8/1/1997
85 Abraham Investment Management
Formula 72 H
-0.04 150k 8/1/2012
84 Superfund Group
Superfund Green Q-AG
-0.01 2k 3/1/1996
83 Saxon Investment Corporation
Diversified Program
0.23 3,000k 9/1/1988
82 Auspice Capital Advisors Ltd
Auspice Diversified Program
0.26 1,500k 4/1/2006
81 Wavefront Global Asset Management
IMFC Global Investment Program
0.34 2,000k 2/1/2007
80 Hyman Beck and Company
Global Portfolio
0.37 1,000k 3/1/1991
79 Saxon Investment Corporation
Aggressive Diversified Program
0.37 2,000k 11/1/1993
78 Emil van Essen
Long-Short Commodity Program
0.52 1,000k 6/1/2013
77 Quality Capital Management
Global Diversified Programme
0.55 10,000k 12/1/1995
76 Conquest Capital Group
Conquest Macro
0.64 250k 5/1/1999
75 Amplitude Capital International Limited
Klassik Strategy
0.66 1,000k 9/1/2009
74 Chesapeake Capital
Diversified (LV)
0.75 100k 2/1/1988
73 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.82 50k 7/1/2011
72 Mark J. Walsh Company
Standard Program
0.87 2,000k 9/1/1985
71 Campbell & Company, LP
Campbell Managed Futures Composite (f/k/a FME Large)
0.90 50,000k 4/1/1983
70 Vergho Asset Management LLC
Kinematics
0.94 1,000k 11/1/2008
69 Cauldron Investments, LLC
Stock Index Plus
1.08 1,000k 10/1/2009
68 EMC Capital Advisors, LLC
EMC Alpha Program
1.12 5,000k 6/1/2013
67 Diamond Capital Management
Enhanced S&P Program
1.12 100k 10/1/2009
66 Rabar Market Research
Diversified Program
1.30 2,000k 1/1/1989
65 Auspice Capital Advisors Ltd
Auspice Managed Futures Excess Return Index
1.40 5,000k 12/1/2010
64 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.43 1k 10/1/2006
63 Covenant Capital Management
Original Program
1.44 5,000k 9/1/1999
62 Superfund Group
Superfund Green Master
1.50 2,000k 5/1/2001
61 Red Rock Capital, LLC
Systematic Global Macro
1.54 500k 9/1/2003
60 Covenant Capital Management
Aggressive Program
1.55 3,000k 2/1/2004
59 Estlander & Partners
Freedom
1.56 20,000k 8/1/2010
58 Future Trade AG
Thales Swing Trading Programme
1.56 250k 6/1/2007
57 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.61 1,000k 3/1/2003
56 Blackheath Fund Management Inc.
Blackheath Offshore Limited Class A
1.65 100k 3/1/2003
55 ROW Asset Managment
Row Diversified Fund, L.P.
1.74 1,000k 11/1/2011
54 Blackheath Fund Management Inc.
Blackheath Futures Fund LP Class A
1.79 100k 10/1/2009
53 Deep Field Capital AG
SINGULARITY Fund
1.83 100k 9/1/2011
52 Beach Horizon LLP
Managed Account
2.12 5,000k 5/1/2005
51 Kontra Asset Management Ltd
Pure Currency
2.15 100k 10/1/2013
50 Vision Capital Management
Global Futures
2.17 500k 2/1/2012
49 Tactical Investment Management
Tactical Institutional Commodity Program
2.27 10,000k 4/1/1993
48 Seven Capital Management
Seven Absolute Return
2.36 100k 6/1/2009
47 Rotella Capital Management
Rotella Orion (Short-Term) Program
2.40 10,000k 3/1/2006
46 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.40 1k 6/1/2009
45 Somers Brothers Capital
Diversified Futures Program #1
2.56 100k 1/1/2005
44 Briarwood Capital Management, Inc.
Diversified 2XL
2.59 250k 11/1/2004
43 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
2.60 0k 11/1/1996
42 Millburn Corporation
Commodity Program
2.66 25,000k 3/1/2005
41 IStar Capital B.V.
IStar Systematic Fund
2.78 1,000k 9/1/2011
40 Estlander & Partners
Alpha Trend
2.82 30,000k 10/1/1991
39 AIMhedge Management Ltd.
AIM Classic Fund EUR (Institutional)
2.84 100k 1/1/2005
38 Southwest Managed Investments, LLC
Global Diversified
2.97 200k 1/1/2002
37 Quantica Capital AG
Quantica Managed Futures
3.00 5,000k 1/1/2005
36 Eckhardt Trading Company
Evolution Strategies
3.06 20,000k 8/1/1991
35 Schindler Capital Management, LLC
Grain Advantage Program
3.14 100k 6/1/2013
34 Welton Investment Partners
Welton Global
3.18 10,000k 6/1/2004
33 Transtrend B.V.
DTP – Standard Risk (EUR)
3.26 10,000k 2/1/1999
32 Clarke Capital Management
FX Plus
3.42 1,000k 5/1/2004
31 Eckhardt Trading Company
Evolution Strategies 1.2X
3.49 10,000k 10/1/1991
30 Rotella Capital Management
Rotella Polaris Program (Diversified)
3.56 10,000k 1/1/1991
29 Garraway Capital Management LLP
Garraway Financial Trends
3.71 100k 9/1/2012
28 Kelly Angle Inc.
Genesis Program
3.87 2,000k 4/1/2000
27 EMC Capital Advisors, LLC
Classic
3.90 5,000k 1/1/1985
26 Conquest Capital Group
Conquest Select
4.00 250k 6/1/2004
25 Drury Capital
Diversified Trend-Following Program
4.15 5,000k 5/1/1997
24 Sona Trading Strategies LLC.
Diversified Program
4.31 1,000k 9/1/2006
23 Purple Valley Capital, Inc.
Diversified Trend 1
4.45 100k 8/1/2008
22 Clarke Capital Management
Millennium
4.60 1,000k 1/1/1998
21 M.S. Capital Management
Global Diversified Program
4.63 2,000k 11/1/1998
20 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
4.94 200k 11/1/1999
19 Eclipse Capital Management
Global Monetary
4.95 5,000k 8/1/1990
18 Melissinos Trading
Eupatrid Program
4.97 50k 1/1/2011
17 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
4.97 100k 11/1/1984
16 Transtrend B.V.
DTP – Enhanced Risk (USD)
5.02 10,000k 1/1/1995
15 Transtrend B.V.
DTP – Enhanced Risk (EUR)
5.14 10,000k 8/1/1999
14 Candriam Investor Group
Alternative Return Systemat
5.28 125k 1/1/2007
13 Ancile Capital Management
Global Markets Program
5.30 2,000k 4/1/2005
12 Transtrend B.V.
DTP – Enhanced Risk (JPY)
5.45 10,000k 8/1/2004
11 Mulvaney Capital Management
The Mulvaney Global Markets Program
6.15 100k 5/1/1999
10 Angle Capital Management LLC
AIP Program
6.24 100k 1/1/2010
9 ISAM
ISAM Systematic Trend Fund
6.29 1,000k 6/1/2001
8 Gladius Asset Management
Fulham Program
6.31 2,000k 1/1/2008
7 Parizek Capital
Futures Trading Program
7.02 500k 4/1/2000
6 Estlander & Partners
Alpha Trend II - Class P
8.00 100k 12/1/2008
5 DUNN Capital Management
D'Best Futures Fund, L.P.
8.62 100k 6/1/1994
4 Keck Capital Management LLC
The Keck Program
8.96 2,000k 12/1/2003
3 Clarke Capital Management
Jupiter
9.12 3,000k 5/1/2005
2 Dreiss Research Corporation
Diversified Program
10.73 1,000k 5/1/1991
1 Insignia Managed Capital
Medallion
11.14 50k 2/1/2009

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan