Trend Following Strategy Index For January 2016

Monthly Rankings

Rank CTA/Program Jan 2016 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-20.51 10k 2/1/2014
49 Pacific Capital Advisors
Agilis Program
-6.79 100k 12/1/2012
48 Cauldron Investments, LLC
Stock Index Plus
-4.51 1,000k 10/1/2009
47 Worldwide Capital Strategies
Profit Quest Strategies
-3.24 200k 9/1/2013
46 Adamah Capital LLC
Asset Allocator Program
-2.80 50k 3/1/2011
45 Future Trade AG
Thales Swing Trading Programme
-2.01 250k 6/1/2007
44 Alee Capital Management, LLC
Mistral Program
-1.77 2,500k 1/1/1999
43 Purple Valley Capital, Inc.
Diversified Trend 1
-1.21 100k 8/1/2008
42 Abraham Investment Management
Formula 72 H
-1.09 150k 8/1/2012
41 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.09 250k 10/1/2009
40 Superfund Group
Superfund Red EUR SICAV
-0.90 10k 3/1/2013
39 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.85 250k 5/1/2011
38 Superfund Group
Superfund Red USD SICAV
-0.77 10k 3/1/2013
37 Dreiss Research Corporation
Diversified Program
-0.66 1,000k 5/1/1991
36 Alee Capital Management, LLC
Poniente Program
-0.46 2,500k 1/1/1999
35 Talenta Capital LLP
Diversified
-0.41 950k 6/1/2014
34 Sona Trading Strategies LLC.
Diversified Program
0.58 1,000k 9/1/2006
33 Urban Tree Capital, LLC
UTC Plus (Client)
0.60 100k 3/1/2013
32 Qbasis Invest
Qbasis i Trend Fund
1.04 1k 1/1/2014
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.15 1,000k 3/1/2003
30 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.62 100k 1/1/2000
29 Deep Field Capital AG
SINGULARITY Fund
2.18 100k 9/1/2011
28 Vivienne Investissement
OUESSANT UCITS FUND
2.48 100k 5/1/2012
27 EMC Capital Advisors, LLC
EMC Alpha Program
2.61 5,000k 6/1/2013
26 Estlander & Partners
Freedom
2.65 20,000k 8/1/2010
25 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
2.68 25,000k 1/1/2014
24 Vision Capital Management
Global Futures
2.95 500k 2/1/2012
23 Ritenour Investment Group, LLC
RIG_ES_Client
2.97 25k 3/1/2013
22 Quantum Leap Capital Management
Managed Account Program
3.38 300k 8/1/2006
21 ROW Asset Managment
Row Diversified Fund, L.P.
3.43 1,000k 11/1/2011
20 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.77 50k 7/1/2011
19 Emil van Essen
Long-Short Commodity Program
3.81 1,000k 6/1/2013
18 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.20 1k 10/1/2006
17 ALFAKRAFT
ALFA Commodity Fund
4.47 16k 6/1/2010
16 Millburn Corporation
Commodity Program
4.63 25,000k 3/1/2005
15 Emil van Essen
Multi-Strategy Program
4.78 6,000k 5/1/2014
14 Melissinos Trading
Eupatrid Program
5.16 50k 1/1/2011
13 Seven Capital Management
Seven Absolute Return
5.40 100k 6/1/2009
12 Candriam Investor Group
Alternative Return Systemat
5.46 125k 1/1/2007
11 ISAM
ISAM Systematic Trend Fund
5.66 1,000k 6/1/2001
10 Quantica Capital AG
1X Quantica Managed Futures Fund
5.70 100k 1/1/2014
9 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.98 1k 6/1/2009
8 Conquest Capital Group
Conquest Select
10.01 250k 6/1/2004
7 Golden Point Capital Management, LLC
Global Systematic
10.02 250k 7/1/2012
6 Garraway Capital Management LLP
Garraway Financial Trends
10.76 100k 9/1/2012
5 Angle Capital Management LLC
AIP Program
10.97 100k 1/1/2010
4 Quantica Capital AG
2X Quantica Managed Futures Fund
11.60 100k 1/1/2014
3 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
11.77 1,500k 7/1/2014
2 Conquest Capital Group
Conquest Macro
15.07 250k 5/1/1999
1 Estlander & Partners
Alpha Trend II - Class P
17.77 100k 12/1/2008

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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