Trend Following Strategy Index For July 2016

Monthly Rankings

Rank CTA/Program Jul 2016 Min Inv Inception
52 Availeth Capital
Optimum (Client)
-9.37 100k 11/1/2014
51 Ritenour Investment Group, LLC
RIG_ES_Client
-9.35 25k 3/1/2013
50 Xenfin Capital Limited
XenfinCRT Prime FX
-6.28 1,000k 7/1/2014
49 Piquant Technologies LLP
Pegasus Fund
-3.02 1,000k 9/1/2013
48 Future Trade AG
Thales Swing Trading Programme
-1.95 250k 6/1/2007
47 ISAM
ISAM Systematic Trend Fund
-1.70 1,000k 6/1/2001
46 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.80 100k 1/1/2000
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.66 250k 10/1/2009
44 Worldwide Capital Strategies
Profit Quest Macro World
-0.42 100k 1/1/2010
43 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
42 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.10 100k 1/1/2014
41 Seven Capital Management
Seven Absolute Return
-0.02 100k 6/1/2009
40 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.10 250k 5/1/2011
39 Worldwide Capital Strategies
Profit Quest Strategies
0.16 200k 9/1/2013
38 Millburn Corporation
Commodity Program
0.33 25,000k 3/1/2005
37 Conquest Capital Group
Conquest Macro
0.61 250k 5/1/1999
36 Talenta Capital LLP
Diversified
0.65 950k 6/1/2014
35 Melissinos Trading
Eupatrid Program
0.67 50k 1/1/2011
34 Angle Capital Management LLC
AIP Program
0.69 100k 1/1/2010
33 Estlander & Partners
Alpha Trend II - Class P
0.74 100k 12/1/2008
32 Deep Field Capital AG
SINGULARITY Fund
0.85 100k 9/1/2011
31 Bidwell Investments LLC
Global Macro Program
0.89 250k 2/1/2014
30 Conquest Capital Group
Conquest Select
0.96 250k 6/1/2004
29 Alee Capital Management, LLC
Poniente Program
0.98 2,500k 1/1/1999
28 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.03 1k 10/1/2006
27 Cauldron Investments, LLC
Stock Index Plus
1.44 1,000k 10/1/2009
26 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.46 50k 7/1/2011
25 Garraway Capital Management LLP
Garraway Financial Trends
1.52 100k 9/1/2012
24 ROW Asset Managment
Row Diversified Fund, L.P.
1.54 1,000k 11/1/2011
23 Estlander & Partners
Freedom
1.65 20,000k 8/1/2010
22 Sona Trading Strategies LLC.
Diversified Program
1.72 1,000k 9/1/2006
21 Deep Field Capital AG
SINGULARITY Fund (2x)
1.79 100k 8/1/2014
20 Candriam Investor Group
Alternative Return Systemat
1.89 125k 1/1/2007
19 Superfund Group
Superfund Red EUR SICAV
2.11 10k 3/1/2013
18 Superfund Group
Superfund Red USD SICAV
2.22 10k 3/1/2013
17 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.26 1k 6/1/2009
16 EMC Capital Advisors, LLC
EMC Alpha Program
2.39 5,000k 6/1/2013
15 Vivienne Investissement
OUESSANT UCITS FUND
2.64 100k 5/1/2012
14 Alee Capital Management, LLC
Mistral Program
2.71 2,500k 1/1/1999
13 Independent View
IV Quantitative Futures Fund
2.87 100k 11/1/2012
12 Purple Valley Capital, Inc.
Diversified Trend 1
3.01 100k 8/1/2008
11 Adamah Capital LLC
Asset Allocator Program
3.10 50k 3/1/2011
10 Emil van Essen
Multi-Strategy Program
3.22 6,000k 5/1/2014
9 Prolific Capital Markets, LLC
Prolific Swiss System
3.23 10,000k 1/1/2014
8 Emil van Essen
Long-Short Commodity Program
3.56 1,000k 6/1/2013
7 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
3.96 25,000k 1/1/2014
6 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.84 1,000k 3/1/2003
5 Dreiss Research Corporation
Diversified Program
5.96 1,000k 5/1/1991
4 Quantum Leap Capital Management
Managed Account Program
6.59 300k 8/1/2006
3 Qbasis Invest
Qbasis i Trend Fund
11.15 1k 1/1/2014
2 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
18.22 1,500k 7/1/2014
1 Covenant Capital Management
Optimal Program
22.90 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