Trend Following Strategy Index For February 2016

Monthly Rankings

Rank CTA/Program Feb 2016 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-25.37 10k 2/1/2014
49 Quantum Leap Capital Management
Managed Account Program
-5.13 300k 8/1/2006
48 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-4.73 250k 10/1/2009
47 Ritenour Investment Group, LLC
RIG_ES_Client
-2.49 25k 3/1/2013
46 Cauldron Investments, LLC
Stock Index Plus
-1.77 1,000k 10/1/2009
45 Future Trade AG
Thales Swing Trading Programme
-0.63 250k 6/1/2007
44 Emil van Essen
Multi-Strategy Program
-0.51 6,000k 5/1/2014
43 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.30 100k 1/1/2000
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.29 1,000k 3/1/2003
41 Deep Field Capital AG
SINGULARITY Fund
-0.29 100k 9/1/2011
40 Emil van Essen
Long-Short Commodity Program
-0.17 1,000k 6/1/2013
39 Talenta Capital LLP
Diversified
-0.15 950k 6/1/2014
38 Urban Tree Capital, LLC
UTC Plus (Client)
0.40 100k 3/1/2013
37 Alee Capital Management, LLC
Poniente Program
0.72 2,500k 1/1/1999
36 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
1.09 25,000k 1/1/2014
35 Alee Capital Management, LLC
Mistral Program
1.35 2,500k 1/1/1999
34 Vivienne Investissement
OUESSANT UCITS FUND
1.83 100k 5/1/2012
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.84 1k 10/1/2006
32 Golden Point Capital Management, LLC
Global Systematic
2.21 250k 7/1/2012
31 Millburn Corporation
Commodity Program
2.24 25,000k 3/1/2005
30 Melissinos Trading
Eupatrid Program
2.76 50k 1/1/2011
29 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.93 250k 5/1/2011
28 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.13 1k 6/1/2009
27 Quantica Capital AG
1X Quantica Managed Futures Fund
3.50 100k 1/1/2014
26 Estlander & Partners
Freedom
3.52 20,000k 8/1/2010
25 ROW Asset Managment
Row Diversified Fund, L.P.
3.66 1,000k 11/1/2011
24 ALFAKRAFT
ALFA Commodity Fund
3.74 16k 6/1/2010
23 EMC Capital Advisors, LLC
EMC Alpha Program
3.76 5,000k 6/1/2013
22 Sona Trading Strategies LLC.
Diversified Program
4.10 1,000k 9/1/2006
21 Superfund Group
Superfund Red EUR SICAV
4.13 10k 3/1/2013
20 Seven Capital Management
Seven Absolute Return
4.27 100k 6/1/2009
19 Purple Valley Capital, Inc.
Diversified Trend 1
4.33 100k 8/1/2008
18 Adamah Capital LLC
Asset Allocator Program
4.40 50k 3/1/2011
17 Superfund Group
Superfund Red USD SICAV
4.40 10k 3/1/2013
16 ISAM
ISAM Systematic Trend Fund
4.46 1,000k 6/1/2001
15 Pacific Capital Advisors
Agilis Program
4.67 100k 12/1/2012
14 Conquest Capital Group
Conquest Select
5.04 250k 6/1/2004
13 Vision Capital Management
Global Futures
5.14 500k 2/1/2012
12 Angle Capital Management LLC
AIP Program
5.32 100k 1/1/2010
11 Quantica Capital AG
2X Quantica Managed Futures Fund
6.40 100k 1/1/2014
10 Candriam Investor Group
Alternative Return Systemat
6.57 125k 1/1/2007
9 Garraway Capital Management LLP
Garraway Financial Trends
7.64 100k 9/1/2012
8 Worldwide Capital Strategies
Profit Quest Strategies
7.80 200k 9/1/2013
7 Conquest Capital Group
Conquest Macro
8.00 250k 5/1/1999
6 Abraham Investment Management
Formula 72 H
8.39 150k 8/1/2012
5 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
8.60 1,500k 7/1/2014
4 Dreiss Research Corporation
Diversified Program
8.66 1,000k 5/1/1991
3 Qbasis Invest
Qbasis i Trend Fund
10.37 1k 1/1/2014
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
11.63 50k 7/1/2011
1 Estlander & Partners
Alpha Trend II - Class P
13.94 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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