Trend Following Strategy Index For May 2016

Monthly Rankings

Rank CTA/Program May 2016 Min Inv Inception
53 Covenant Capital Management
Optimal Program
-32.88 10k 2/1/2014
52 Future Trade AG
Thales Swing Trading Programme
-15.69 250k 6/1/2007
51 Estlander & Partners
Alpha Trend II - Class P
-14.65 100k 12/1/2008
50 Qbasis Invest
Qbasis i Trend Fund
-13.51 1k 1/1/2014
49 Purple Valley Capital, Inc.
Diversified Trend 1
-10.02 100k 8/1/2008
48 Deep Field Capital AG
SINGULARITY Fund
-7.86 100k 9/1/2011
47 Dreiss Research Corporation
Diversified Program
-6.34 1,000k 5/1/1991
46 Angle Capital Management LLC
AIP Program
-5.81 100k 1/1/2010
45 Conquest Capital Group
Conquest Select
-5.76 250k 6/1/2004
44 ROW Asset Managment
Row Diversified Fund, L.P.
-4.74 1,000k 11/1/2011
43 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.35 250k 5/1/2011
42 Melissinos Trading
Eupatrid Program
-4.22 50k 1/1/2011
41 Prolific Capital Markets, LLC
Prolific Swiss System
-4.14 10,000k 1/1/2014
40 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-4.12 1k 6/1/2009
39 Superfund Group
Superfund Red EUR SICAV
-3.91 10k 3/1/2013
38 Superfund Group
Superfund Red USD SICAV
-3.74 10k 3/1/2013
37 Sona Trading Strategies LLC.
Diversified Program
-3.72 1,000k 9/1/2006
36 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.39 50k 7/1/2011
35 ISAM
ISAM Systematic Trend Fund
-3.38 1,000k 6/1/2001
34 Estlander & Partners
Freedom
-3.02 20,000k 8/1/2010
33 Emil van Essen
Long-Short Commodity Program
-2.79 1,000k 6/1/2013
32 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.68 250k 10/1/2009
31 Garraway Capital Management LLP
Garraway Financial Trends
-2.42 100k 9/1/2012
30 Pacific Capital Advisors
Agilis Program
-2.26 100k 12/1/2012
29 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.25 100k 1/1/2000
28 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.16 1k 10/1/2006
27 Bidwell Investments LLC
Global Macro Program
-2.12 250k 2/1/2014
26 Alee Capital Management, LLC
Poniente Program
-1.72 2,500k 1/1/1999
25 Worldwide Capital Strategies
Profit Quest Strategies
-1.39 200k 9/1/2013
24 Emil van Essen
Multi-Strategy Program
-1.38 6,000k 5/1/2014
23 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.38 25,000k 1/1/2014
22 Vision Capital Management
Global Futures
-1.24 500k 2/1/2012
21 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.00 100k 1/1/2014
20 EMC Capital Advisors, LLC
EMC Alpha Program
-0.96 5,000k 6/1/2013
19 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.93 1,000k 3/1/2003
18 Quantum Leap Capital Management
Managed Account Program
-0.87 300k 8/1/2006
17 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.60 100k 1/1/2014
16 Piquant Technologies LLP
Pegasus Fund
-0.47 1,000k 9/1/2013
15 Alee Capital Management, LLC
Mistral Program
-0.42 2,500k 1/1/1999
14 Talenta Capital LLP
Diversified
-0.24 950k 6/1/2014
12 Golden Point Capital Management, LLC
Global Systematic
0.00 250k 7/1/2012
13 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
11 Adamah Capital LLC
Asset Allocator Program
0.50 50k 3/1/2011
10 Seven Capital Management
Seven Absolute Return
0.53 100k 6/1/2009
9 ALFAKRAFT
ALFA Commodity Fund
0.68 16k 6/1/2010
8 Conquest Capital Group
Conquest Macro
0.94 250k 5/1/1999
7 Millburn Corporation
Commodity Program
1.47 25,000k 3/1/2005
6 Abraham Investment Management
Formula 72 H
1.67 150k 8/1/2012
5 Ritenour Investment Group, LLC
RIG_ES_Client
2.08 25k 3/1/2013
4 Vivienne Investissement
OUESSANT UCITS FUND
2.45 100k 5/1/2012
3 Urban Tree Capital, LLC
UTC Plus (Client)
3.09 100k 3/1/2013
2 Cauldron Investments, LLC
Stock Index Plus
3.19 1,000k 10/1/2009
1 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
13.02 1,500k 7/1/2014

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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