Trend Following Strategy Index For October 2016

Monthly Rankings

Rank CTA/Program Oct 2016 Min Inv Inception
52 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-11.42 1,500k 7/1/2014
51 Angle Capital Management LLC
AIP Program
-10.60 100k 1/1/2010
50 Estlander & Partners
Alpha Trend II - Class P
-9.52 100k 12/1/2008
49 Deep Field Capital AG
SINGULARITY Fund (2x)
-8.70 100k 8/1/2014
48 DUNN Capital Management
DUNN WMA Institutional Program
-6.48 100k 10/1/2011
47 Quantica Capital AG
2X Quantica Managed Futures Fund
-6.30 100k 1/1/2014
46 Piquant Technologies LLP
Pegasus Fund
-5.88 1,000k 9/1/2013
45 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.40 1k 6/1/2009
44 Candriam Investor Group
Alternative Return Systemat
-5.32 125k 1/1/2007
43 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.75 250k 5/1/2011
42 ISAM
ISAM Systematic Trend Fund
-4.49 1,000k 6/1/2001
41 Future Trade AG
Thales Swing Trading Programme
-4.44 250k 6/1/2007
40 Deep Field Capital AG
SINGULARITY Fund
-4.39 100k 9/1/2011
39 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.29 50k 7/1/2011
38 Dreiss Research Corporation
Diversified Program
-4.09 1,000k 5/1/1991
37 EMC Capital Advisors, LLC
EMC Alpha Program
-3.83 5,000k 6/1/2013
36 Seven Capital Management
Seven Absolute Return
-3.82 100k 6/1/2009
35 Bidwell Investments LLC
Global Macro Program
-3.49 250k 2/1/2014
34 Adamah Capital LLC
Asset Allocator Program
-3.40 50k 3/1/2011
33 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.20 100k 1/1/2014
32 Estlander & Partners
Freedom
-3.08 20,000k 8/1/2010
31 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.95 1,000k 3/1/2003
30 Garraway Capital Management LLP
Garraway Financial Trends
-2.95 100k 9/1/2012
29 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.93 1k 10/1/2006
28 Quantum Leap Capital Management
Managed Account Program
-2.86 300k 8/1/2006
27 Superfund Group
Superfund Red EUR SICAV
-2.84 10k 3/1/2013
26 Superfund Group
Superfund Red USD SICAV
-2.72 10k 3/1/2013
25 Talenta Capital LLP
Diversified
-2.71 950k 6/1/2014
24 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.62 25,000k 1/1/2014
23 Independent View
IV Quantitative Futures Fund
-2.55 100k 11/1/2012
22 ROW Asset Managment
Row Diversified Fund, L.P.
-2.43 1,000k 11/1/2011
21 Vivienne Investissement
OUESSANT UCITS FUND
-2.05 100k 5/1/2012
20 Melissinos Trading
Eupatrid Program
-2.05 50k 1/1/2011
19 Covenant Capital Management
Optimal Program
-1.79 10k 2/1/2014
18 Alee Capital Management, LLC
Mistral Program
-1.71 2,500k 1/1/1999
17 Prolific Capital Markets, LLC
Prolific Swiss System
-1.68 10,000k 1/1/2014
16 Alee Capital Management, LLC
Poniente Program
-1.28 2,500k 1/1/1999
15 Conquest Capital Group
Conquest Macro
-1.09 250k 5/1/1999
14 Quantum Leap Capital Management
LV Program
-0.94 600k 11/1/2014
13 Qbasis Invest
Qbasis i Trend Fund
-0.13 1k 1/1/2014
12 Sona Trading Strategies LLC.
Diversified Program
-0.02 1,000k 9/1/2006
11 Emil van Essen
Long-Short Commodity Program
0.34 1,000k 6/1/2013
10 Cauldron Investments, LLC
Stock Index Plus
0.50 1,000k 10/1/2009
9 Emil van Essen
Multi-Strategy Program
0.76 6,000k 5/1/2014
8 Conquest Capital Group
Conquest Select
0.90 250k 6/1/2004
7 Purple Valley Capital, Inc.
Diversified Trend 1
1.06 100k 8/1/2008
6 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
5 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.38 100k 1/1/2000
4 Worldwide Capital Strategies
Profit Quest Strategies
1.78 200k 9/1/2013
3 Xenfin Capital Limited
XenfinCRT Prime FX
2.32 1,000k 7/1/2014
2 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.59 250k 10/1/2009
1 Worldwide Capital Strategies
Profit Quest Macro World
3.68 100k 1/1/2010

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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