Trend Following Strategy Index For August 2016

Monthly Rankings

Rank CTA/Program Aug 2016 Min Inv Inception
54 Covenant Capital Management
Optimal Program
-35.66 10k 2/1/2014
53 Deep Field Capital AG
SINGULARITY Fund (2x)
-34.44 100k 8/1/2014
52 Deep Field Capital AG
SINGULARITY Fund
-17.28 100k 9/1/2011
51 Purple Valley Capital, Inc.
Diversified Trend 1
-12.34 100k 8/1/2008
50 Estlander & Partners
Alpha Trend II - Class P
-11.20 100k 12/1/2008
49 Ritenour Investment Group, LLC
RIG_ES_Client
-11.14 25k 3/1/2013
48 Qbasis Invest
Qbasis i Trend Fund
-9.32 1k 1/1/2014
47 Availeth Capital
Optimum (Client)
-8.31 100k 11/1/2014
46 Conquest Capital Group
Conquest Macro
-7.86 250k 5/1/1999
45 Angle Capital Management LLC
AIP Program
-6.63 100k 1/1/2010
44 Future Trade AG
Thales Swing Trading Programme
-6.51 250k 6/1/2007
43 Quantica Capital AG
2X Quantica Managed Futures Fund
-5.60 100k 1/1/2014
42 Dreiss Research Corporation
Diversified Program
-5.45 1,000k 5/1/1991
41 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.11 50k 7/1/2011
40 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-4.55 25,000k 1/1/2014
39 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-4.42 250k 5/1/2011
38 Estlander & Partners
Freedom
-4.32 20,000k 8/1/2010
37 Prolific Capital Markets, LLC
Prolific Swiss System
-4.31 10,000k 1/1/2014
36 Conquest Capital Group
Conquest Select
-4.27 250k 6/1/2004
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.09 1,000k 3/1/2003
34 Sona Trading Strategies LLC.
Diversified Program
-3.88 1,000k 9/1/2006
33 ISAM
ISAM Systematic Trend Fund
-3.81 1,000k 6/1/2001
32 Independent View
IV Quantitative Futures Fund
-3.69 100k 11/1/2012
31 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
30 EMC Capital Advisors, LLC
EMC Alpha Program
-2.58 5,000k 6/1/2013
29 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
28 Candriam Investor Group
Alternative Return Systemat
-2.51 125k 1/1/2007
27 Adamah Capital LLC
Asset Allocator Program
-2.00 50k 3/1/2011
26 Talenta Capital LLP
Diversified
-1.89 950k 6/1/2014
25 Garraway Capital Management LLP
Garraway Financial Trends
-1.80 100k 9/1/2012
24 Millburn Corporation
Commodity Program
-1.70 25,000k 3/1/2005
23 Seven Capital Management
Seven Absolute Return
-1.63 100k 6/1/2009
22 DUNN Capital Management
DUNN WMA Institutional Program
-1.48 100k 10/1/2011
21 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.47 250k 10/1/2009
20 Alee Capital Management, LLC
Mistral Program
-0.96 2,500k 1/1/1999
19 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.89 1k 6/1/2009
18 Bidwell Investments LLC
Global Macro Program
-0.85 250k 2/1/2014
17 Superfund Group
Superfund Red EUR SICAV
-0.80 10k 3/1/2013
16 Superfund Group
Superfund Red USD SICAV
-0.70 10k 3/1/2013
15 Melissinos Trading
Eupatrid Program
-0.70 50k 1/1/2011
14 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-0.68 1,500k 7/1/2014
13 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.67 1k 10/1/2006
12 ROW Asset Managment
Row Diversified Fund, L.P.
-0.60 1,000k 11/1/2011
11 Piquant Technologies LLP
Pegasus Fund
-0.46 1,000k 9/1/2013
10 Vivienne Investissement
OUESSANT UCITS FUND
-0.19 100k 5/1/2012
9 Emil van Essen
Multi-Strategy Program
0.14 6,000k 5/1/2014
8 Emil van Essen
Long-Short Commodity Program
0.19 1,000k 6/1/2013
7 Quantum Leap Capital Management
LV Program
0.72 600k 11/1/2014
6 Xenfin Capital Limited
XenfinCRT Prime FX
0.76 1,000k 7/1/2014
5 Quantum Leap Capital Management
Managed Account Program
0.89 300k 8/1/2006
4 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.01 100k 1/1/2000
3 Cauldron Investments, LLC
Stock Index Plus
1.02 1,000k 10/1/2009
2 Worldwide Capital Strategies
Profit Quest Strategies
1.11 200k 9/1/2013
1 Worldwide Capital Strategies
Profit Quest Macro World
1.43 100k 1/1/2010

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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