Trend Following Strategy Index For November 2016

Monthly Rankings

Rank CTA/Program Nov 2016 Min Inv Inception
52 Angle Capital Management LLC
AIP Program
-7.29 100k 1/1/2010
51 Conquest Capital Group
Conquest Macro
-6.46 250k 5/1/1999
50 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.43 50k 7/1/2011
49 ROW Asset Managment
Row Diversified Fund, L.P.
-4.26 1,000k 11/1/2011
48 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-3.95 1,500k 7/1/2014
47 EMC Capital Advisors, LLC
EMC Alpha Program
-3.57 5,000k 6/1/2013
46 Xenfin Capital Limited
XenfinCRT Prime FX
-1.86 1,000k 7/1/2014
45 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.84 25,000k 1/1/2014
44 DUNN Capital Management
DUNN WMA Institutional Program
-1.49 100k 10/1/2011
43 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
42 Garraway Capital Management LLP
Garraway Financial Trends
-1.36 100k 9/1/2012
41 Superfund Group
Superfund Red USD SICAV
-1.29 10k 3/1/2013
40 Emil van Essen
Long-Short Commodity Program
-1.11 1,000k 6/1/2013
39 Millburn Corporation
Commodity Program
-1.07 25,000k 3/1/2005
38 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.02 1,000k 3/1/2003
37 Vivienne Investissement
OUESSANT UCITS FUND
-0.72 100k 5/1/2012
36 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.70 100k 1/1/2014
35 ISAM
ISAM Systematic Trend Fund
-0.61 1,000k 6/1/2001
34 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.50 100k 1/1/2014
33 Talenta Capital LLP
Diversified
-0.29 950k 6/1/2014
32 Melissinos Trading
Eupatrid Program
-0.20 50k 1/1/2011
31 Deep Field Capital AG
SINGULARITY Fund (2x)
-0.18 100k 8/1/2014
30 Future Trade AG
Thales Swing Trading Programme
-0.15 250k 6/1/2007
29 Deep Field Capital AG
SINGULARITY Fund
-0.13 100k 9/1/2011
28 Piquant Technologies LLP
Pegasus Fund
-0.07 1,000k 9/1/2013
27 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.06 250k 5/1/2011
26 Emil van Essen
Multi-Strategy Program
0.29 6,000k 5/1/2014
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.33 250k 10/1/2009
24 Independent View
IV Quantitative Futures Fund
0.46 100k 11/1/2012
23 Cauldron Investments, LLC
Stock Index Plus
0.63 1,000k 10/1/2009
22 Seven Capital Management
Seven Absolute Return
0.77 100k 6/1/2009
21 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.13 1k 10/1/2006
20 Adamah Capital LLC
Asset Allocator Program
1.30 50k 3/1/2011
19 Prolific Capital Markets, LLC
Prolific Swiss System
1.46 10,000k 1/1/2014
18 Qbasis Invest
Qbasis i Trend Fund
1.96 1k 1/1/2014
17 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.28 1k 6/1/2009
16 Conquest Capital Group
Conquest Select
2.65 250k 6/1/2004
15 Purple Valley Capital, Inc.
Diversified Trend 1
2.74 100k 8/1/2008
14 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
3.36 100k 1/1/2000
13 Quantum Leap Capital Management
LV Program
3.72 600k 11/1/2014
12 Estlander & Partners
Freedom
4.86 20,000k 8/1/2010
11 Sona Trading Strategies LLC.
Diversified Program
5.27 1,000k 9/1/2006
10 Candriam Investor Group
Alternative Return Systemat
5.28 125k 1/1/2007
9 Dreiss Research Corporation
Diversified Program
6.22 1,000k 5/1/1991
8 Alee Capital Management, LLC
Poniente Program
6.23 2,500k 1/1/1999
7 Quantum Leap Capital Management
Managed Account Program
7.97 300k 8/1/2006
6 Estlander & Partners
Alpha Trend II - Class P
8.12 100k 12/1/2008
5 Alee Capital Management, LLC
Mistral Program
10.51 2,500k 1/1/1999
4 Bidwell Investments LLC
Global Macro Program
10.64 250k 2/1/2014
3 Worldwide Capital Strategies
Profit Quest Strategies
11.97 200k 9/1/2013
2 Covenant Capital Management
Optimal Program
13.53 10k 2/1/2014
1 Worldwide Capital Strategies
Profit Quest Macro World
24.17 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan