Trend Following Strategy Index For September 2016

Monthly Rankings

Rank CTA/Program Sep 2016 Min Inv Inception
54 Purple Valley Capital, Inc.
Diversified Trend 1
-10.60 100k 8/1/2008
53 Quantum Leap Capital Management
Managed Account Program
-10.03 300k 8/1/2006
52 Estlander & Partners
Alpha Trend II - Class P
-9.65 100k 12/1/2008
51 Deep Field Capital AG
SINGULARITY Fund (2x)
-7.76 100k 8/1/2014
50 Prolific Capital Markets, LLC
Prolific Swiss System
-7.23 10,000k 1/1/2014
49 Worldwide Capital Strategies
Profit Quest Macro World
-6.71 100k 1/1/2010
48 Conquest Capital Group
Conquest Select
-5.71 250k 6/1/2004
47 Quantum Leap Capital Management
LV Program
-4.51 600k 11/1/2014
46 Deep Field Capital AG
SINGULARITY Fund
-3.92 100k 9/1/2011
45 Alee Capital Management, LLC
Poniente Program
-3.67 2,500k 1/1/1999
44 Worldwide Capital Strategies
Profit Quest Strategies
-3.56 200k 9/1/2013
43 Vivienne Investissement
MACH 5 PROGRAM (Proprietary)
-3.41 1,500k 7/1/2014
42 Alee Capital Management, LLC
Mistral Program
-3.23 2,500k 1/1/1999
41 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.92 25,000k 1/1/2014
40 Candriam Investor Group
Alternative Return Systemat
-2.76 125k 1/1/2007
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-2.74 100k 1/1/2000
38 Angle Capital Management LLC
AIP Program
-2.74 100k 1/1/2010
37 Sona Trading Strategies LLC.
Diversified Program
-2.29 1,000k 9/1/2006
36 Conquest Capital Group
Conquest Macro
-2.07 250k 5/1/1999
35 Bidwell Investments LLC
Global Macro Program
-1.70 250k 2/1/2014
34 Qbasis Invest
Qbasis i Trend Fund
-1.56 1k 1/1/2014
33 Cauldron Investments, LLC
Stock Index Plus
-1.51 1,000k 10/1/2009
32 Millburn Corporation
Commodity Program
-1.36 25,000k 3/1/2005
31 Seven Capital Management
Seven Absolute Return
-1.32 100k 6/1/2009
30 Estlander & Partners
Freedom
-1.02 20,000k 8/1/2010
29 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.79 250k 5/1/2011
28 ISAM
ISAM Systematic Trend Fund
-0.74 1,000k 6/1/2001
27 Emil van Essen
Long-Short Commodity Program
-0.44 1,000k 6/1/2013
26 Vivienne Investissement
OUESSANT UCITS FUND
-0.39 100k 5/1/2012
25 ROW Asset Managment
Row Diversified Fund, L.P.
-0.38 1,000k 11/1/2011
24 Talenta Capital LLP
Diversified
-0.34 950k 6/1/2014
23 Adamah Capital LLC
Asset Allocator Program
-0.30 50k 3/1/2011
22 Independent View
IV Quantitative Futures Fund
-0.27 100k 11/1/2012
21 Emil van Essen
Multi-Strategy Program
-0.17 6,000k 5/1/2014
20 Xenfin Capital Limited
XenfinCRT Prime FX
-0.06 1,000k 7/1/2014
19 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.04 1k 6/1/2009
18 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
17 Availeth Capital
Optimum (Client)
0.08 100k 11/1/2014
16 Superfund Group
Superfund Red USD SICAV
0.10 10k 3/1/2013
15 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.13 1k 10/1/2006
14 EMC Capital Advisors, LLC
EMC Alpha Program
0.26 5,000k 6/1/2013
13 Quantica Capital AG
1X Quantica Managed Futures Fund
0.40 100k 1/1/2014
12 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.47 250k 10/1/2009
11 DUNN Capital Management
DUNN WMA Institutional Program
0.90 100k 10/1/2011
10 Quantica Capital AG
2X Quantica Managed Futures Fund
1.00 100k 1/1/2014
9 Piquant Technologies LLP
Pegasus Fund
1.01 1,000k 9/1/2013
8 Garraway Capital Management LLP
Garraway Financial Trends
1.09 100k 9/1/2012
7 Melissinos Trading
Eupatrid Program
1.56 50k 1/1/2011
6 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.26 1,000k 3/1/2003
5 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.68 50k 7/1/2011
4 Future Trade AG
Thales Swing Trading Programme
7.33 250k 6/1/2007
3 Ritenour Investment Group, LLC
RIG_ES_Client
8.03 25k 3/1/2013
2 Dreiss Research Corporation
Diversified Program
12.20 1,000k 5/1/1991
1 Covenant Capital Management
Optimal Program
15.85 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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