Trend Following Strategy Index For March 2016

Monthly Rankings

Rank CTA/Program Mar 2016 Min Inv Inception
52 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-18.24 50k 7/1/2011
51 Golden Point Capital Management, LLC
Global Systematic
-17.02 250k 7/1/2012
50 Purple Valley Capital, Inc.
Diversified Trend 1
-16.59 100k 8/1/2008
49 Vision Capital Management
Global Futures
-16.33 500k 2/1/2012
48 Estlander & Partners
Alpha Trend II - Class P
-11.88 100k 12/1/2008
47 Conquest Capital Group
Conquest Macro
-11.61 250k 5/1/1999
46 Dreiss Research Corporation
Diversified Program
-9.19 1,000k 5/1/1991
45 Candriam Investor Group
Alternative Return Systemat
-7.34 125k 1/1/2007
44 ISAM
ISAM Systematic Trend Fund
-7.23 1,000k 6/1/2001
43 Qbasis Invest
Qbasis i Trend Fund
-6.68 1k 1/1/2014
42 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-6.61 1,000k 3/1/2003
41 Angle Capital Management LLC
AIP Program
-6.38 100k 1/1/2010
40 Conquest Capital Group
Conquest Select
-6.19 250k 6/1/2004
39 Quantica Capital AG
2X Quantica Managed Futures Fund
-5.80 100k 1/1/2014
38 Deep Field Capital AG
SINGULARITY Fund
-5.16 100k 9/1/2011
37 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.10 250k 5/1/2011
36 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.08 1k 6/1/2009
35 Garraway Capital Management LLP
Garraway Financial Trends
-4.42 100k 9/1/2012
34 Abraham Investment Management
Formula 72 H
-4.38 150k 8/1/2012
33 Melissinos Trading
Eupatrid Program
-3.81 50k 1/1/2011
32 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-3.56 25,000k 1/1/2014
31 Estlander & Partners
Freedom
-3.49 20,000k 8/1/2010
30 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.17 100k 1/1/2000
29 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
28 Alee Capital Management, LLC
Poniente Program
-2.87 2,500k 1/1/1999
27 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.77 1k 10/1/2006
26 Piquant Technologies LLP
Pegasus Fund
-2.74 1,000k 9/1/2013
25 Sona Trading Strategies LLC.
Diversified Program
-2.33 1,000k 9/1/2006
24 Worldwide Capital Strategies
Profit Quest Strategies
-1.52 200k 9/1/2013
23 Millburn Corporation
Commodity Program
-1.51 25,000k 3/1/2005
22 Prolific Capital Markets, LLC
Prolific Swiss System
-1.51 10,000k 1/1/2014
21 ALFAKRAFT
ALFA Commodity Fund
-1.44 16k 6/1/2010
20 Talenta Capital LLP
Diversified
-1.43 950k 6/1/2014
19 Quantum Leap Capital Management
Managed Account Program
-1.31 300k 8/1/2006
18 Seven Capital Management
Seven Absolute Return
-1.29 100k 6/1/2009
17 Emil van Essen
Long-Short Commodity Program
-0.58 1,000k 6/1/2013
16 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.49 250k 10/1/2009
15 EMC Capital Advisors, LLC
EMC Alpha Program
-0.14 5,000k 6/1/2013
14 Alee Capital Management, LLC
Mistral Program
0.11 2,500k 1/1/1999
13 ROW Asset Managment
Row Diversified Fund, L.P.
0.53 1,000k 11/1/2011
12 Pacific Capital Advisors
Agilis Program
0.70 100k 12/1/2012
11 Emil van Essen
Multi-Strategy Program
0.81 6,000k 5/1/2014
10 Adamah Capital LLC
Asset Allocator Program
1.30 50k 3/1/2011
9 Vivienne Investissement
OUESSANT UCITS FUND
1.67 100k 5/1/2012
8 Superfund Group
Superfund Red EUR SICAV
2.12 10k 3/1/2013
7 Superfund Group
Superfund Red USD SICAV
2.17 10k 3/1/2013
6 Cauldron Investments, LLC
Stock Index Plus
2.84 1,000k 10/1/2009
5 Urban Tree Capital, LLC
UTC Plus (Client)
3.53 100k 3/1/2013
4 Future Trade AG
Thales Swing Trading Programme
4.44 250k 6/1/2007
3 Ritenour Investment Group, LLC
RIG_ES_Client
6.03 25k 3/1/2013
2 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
9.45 1,500k 7/1/2014
1 Covenant Capital Management
Optimal Program
9.83 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.

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