Trend Following Strategy Index For December 2016

Monthly Rankings

Rank CTA/Program Dec 2016 Min Inv Inception
48 Dreiss Research Corporation
Diversified Program
-10.46 1,000k 5/1/1991
47 Millburn Corporation
Commodity Program
-4.01 25,000k 3/1/2005
46 Quantum Leap Capital Management
Managed Account Program
-3.52 300k 8/1/2006
45 Independent View
IV Quantitative Futures Fund
-3.06 100k 11/1/2012
44 Purple Valley Capital, Inc.
Diversified Trend 1
-2.02 100k 8/1/2008
43 Melissinos Trading
Eupatrid Program
-1.96 50k 1/1/2011
42 ISAM
ISAM Systematic Trend Fund
-1.54 1,000k 6/1/2001
41 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.34 100k 1/1/2000
40 Superfund Group
Superfund Red EUR SICAV
-1.10 10k 3/1/2013
39 Superfund Group
Superfund Red USD SICAV
-1.03 10k 3/1/2013
38 Quantum Leap Capital Management
LV Program
-0.96 600k 11/1/2014
37 Emil van Essen
Multi-Strategy Program
-0.93 6,000k 5/1/2014
36 Emil van Essen
Long-Short Commodity Program
-0.89 1,000k 6/1/2013
35 Alee Capital Management, LLC
Poniente Program
-0.20 2,500k 1/1/1999
34 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-0.08 50k 3/1/2015
33 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.34 100k 4/1/2015
32 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
0.46 25,000k 1/1/2014
31 ROW Asset Managment
Row Diversified Fund, L.P.
0.48 1,000k 11/1/2011
30 Jones and Company LLC
High Sierra Direct Diamond, L.P.
0.61 25k 3/1/2015
29 Cauldron Investments, LLC
Stock Index Plus
0.61 1,000k 10/1/2009
28 Deep Field Capital AG
SINGULARITY Fund
0.63 100k 9/1/2011
27 Alee Capital Management, LLC
Mistral Program
0.68 2,500k 1/1/1999
26 Worldwide Capital Strategies
Profit Quest Macro World
0.73 100k 1/1/2010
25 Angle Capital Management LLC
AIP Program
0.76 100k 1/1/2010
24 EMC Capital Advisors, LLC
EMC Alpha Program
0.80 5,000k 6/1/2013
23 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.05 250k 10/1/2009
22 Conquest Capital Group
Conquest Macro
1.05 250k 5/1/1999
21 DUNN Capital Management
DUNN WMA Institutional Program
1.20 100k 10/1/2011
20 Candriam Investor Group
Alternative Return Systemat
1.30 125k 1/1/2007
19 Deep Field Capital AG
SINGULARITY Fund (2x)
1.35 100k 8/1/2014
18 Talenta Capital LLP
Diversified
1.37 950k 6/1/2014
17 Conquest Capital Group
Conquest Select
1.40 250k 6/1/2004
16 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.82 250k 5/1/2011
15 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.96 1k 10/1/2006
14 Vivienne Investissement
OUESSANT UCITS FUND
2.02 100k 5/1/2012
13 Quantica Capital AG
1X Quantica Managed Futures Fund
2.10 100k 1/1/2014
12 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
2.23 50k 7/1/2011
11 Sona Trading Strategies LLC.
Diversified Program
2.29 1,000k 9/1/2006
10 Estlander & Partners
Freedom
2.45 20,000k 8/1/2010
9 Seven Capital Management
Seven Absolute Return
2.98 100k 6/1/2009
8 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
7 Garraway Capital Management LLP
Garraway Financial Trends
3.93 100k 9/1/2012
6 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.98 1k 6/1/2009
5 Estlander & Partners
Alpha Trend II - Class P
4.30 100k 12/1/2008
4 Qbasis Invest
Qbasis i Trend Fund
4.78 1k 1/1/2014
3 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.72 1,000k 3/1/2003
2 Prolific Capital Markets, LLC
Prolific Swiss System
6.60 10,000k 1/1/2014
1 Covenant Capital Management
Optimal Program
14.42 10k 2/1/2014

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