Trend Following Strategy Index For June 2016

Monthly Rankings

Rank CTA/Program Jun 2016 Min Inv Inception
53 Qbasis Invest
Qbasis i Trend Fund
-7.01 1k 1/1/2014
52 Purple Valley Capital, Inc.
Diversified Trend 1
-6.89 100k 8/1/2008
51 Superfund Group
Superfund Red EUR SICAV
-3.54 10k 3/1/2013
50 Ritenour Investment Group, LLC
RIG_ES_Client
-3.53 25k 3/1/2013
49 Superfund Group
Superfund Red USD SICAV
-3.53 10k 3/1/2013
48 Sona Trading Strategies LLC.
Diversified Program
-3.41 1,000k 9/1/2006
47 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-3.33 1,500k 7/1/2014
46 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.76 100k 1/1/2000
45 Bidwell Investments LLC
Global Macro Program
-2.66 250k 2/1/2014
44 ALFAKRAFT
ALFA Commodity Fund
-2.37 16k 6/1/2010
43 Emil van Essen
Long-Short Commodity Program
-1.92 1,000k 6/1/2013
42 Estlander & Partners
Freedom
-1.89 20,000k 8/1/2010
41 Independent View
IV Quantitative Futures Fund
-1.46 100k 11/1/2012
40 Quantum Leap Capital Management
Managed Account Program
-1.21 300k 8/1/2006
39 Worldwide Capital Strategies
Profit Quest Strategies
-0.96 200k 9/1/2013
38 Deep Field Capital AG
SINGULARITY Fund (2x)
-0.89 100k 8/1/2014
37 Vivienne Investissement
OUESSANT UCITS FUND
-0.67 100k 5/1/2012
36 Deep Field Capital AG
SINGULARITY Fund
-0.49 100k 9/1/2011
35 Millburn Corporation
Commodity Program
-0.09 25,000k 3/1/2005
34 Worldwide Capital Strategies
Profit Quest Macro World
0.08 100k 1/1/2010
33 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.30 250k 10/1/2009
32 Alee Capital Management, LLC
Mistral Program
0.42 2,500k 1/1/1999
31 Emil van Essen
Multi-Strategy Program
0.69 6,000k 5/1/2014
30 Conquest Capital Group
Conquest Select
1.36 250k 6/1/2004
29 Adamah Capital LLC
Asset Allocator Program
1.40 50k 3/1/2011
28 Cauldron Investments, LLC
Stock Index Plus
1.52 1,000k 10/1/2009
27 Piquant Technologies LLP
Pegasus Fund
2.06 1,000k 9/1/2013
26 Alee Capital Management, LLC
Poniente Program
2.55 2,500k 1/1/1999
25 Talenta Capital LLP
Diversified
3.10 950k 6/1/2014
24 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.30 250k 5/1/2011
23 Seven Capital Management
Seven Absolute Return
3.91 100k 6/1/2009
22 EMC Capital Advisors, LLC
EMC Alpha Program
3.95 5,000k 6/1/2013
21 ISAM
ISAM Systematic Trend Fund
3.98 1,000k 6/1/2001
20 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
4.17 25,000k 1/1/2014
19 Melissinos Trading
Eupatrid Program
4.24 50k 1/1/2011
18 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.55 1k 10/1/2006
17 ROW Asset Managment
Row Diversified Fund, L.P.
4.75 1,000k 11/1/2011
16 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.96 1,000k 3/1/2003
15 Quantica Capital AG
1X Quantica Managed Futures Fund
6.60 100k 1/1/2014
14 Candriam Investor Group
Alternative Return Systemat
7.36 125k 1/1/2007
13 Covenant Capital Management
Optimal Program
7.50 10k 2/1/2014
12 Angle Capital Management LLC
AIP Program
8.44 100k 1/1/2010
11 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.48 1k 6/1/2009
10 Prolific Capital Markets, LLC
Prolific Swiss System
8.90 10,000k 1/1/2014
9 Abraham Investment Management
Formula 72 H
9.05 150k 8/1/2012
8 Garraway Capital Management LLP
Garraway Financial Trends
9.20 100k 9/1/2012
7 Conquest Capital Group
Conquest Macro
9.93 250k 5/1/1999
6 Vision Capital Management
Global Futures
10.21 500k 2/1/2012
5 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
10.37 50k 7/1/2011
4 Quantica Capital AG
2X Quantica Managed Futures Fund
12.60 100k 1/1/2014
3 Estlander & Partners
Alpha Trend II - Class P
13.09 100k 12/1/2008
2 Dreiss Research Corporation
Diversified Program
18.56 1,000k 5/1/1991
1 Future Trade AG
Thales Swing Trading Programme
20.97 250k 6/1/2007

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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