Trend Following Strategy Index For January 2017

Monthly Rankings

Rank CTA/Program Jan 2017 Min Inv Inception
48 Worldwide Capital Strategies
Profit Quest Macro World
-16.44 100k 1/1/2010
47 Covenant Capital Management
Optimal Program
-13.56 10k 2/1/2014
46 Quantum Leap Capital Management
Managed Account Program
-12.33 300k 8/1/2006
45 Estlander & Partners
Alpha Trend II - Class P
-8.48 100k 12/1/2008
44 Angle Capital Management LLC
AIP Program
-7.76 100k 1/1/2010
43 Deep Field Capital AG
SINGULARITY Fund (2x)
-7.73 100k 8/1/2014
42 Conquest Capital Group
Conquest Macro
-6.76 250k 5/1/1999
41 Purple Valley Capital, Inc.
Diversified Trend 1
-6.14 100k 8/1/2008
40 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.30 250k 5/1/2011
39 Quantum Leap Capital Management
LV Program
-5.24 600k 11/1/2014
38 Sona Trading Strategies LLC.
Diversified Program
-4.78 1,000k 9/1/2006
37 Conquest Capital Group
Conquest Select
-4.70 250k 6/1/2004
36 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-4.36 50k 3/1/2015
35 Qbasis Invest
Qbasis i Trend Fund
-4.08 1k 1/1/2014
34 Candriam Investor Group
Alternative Return Systemat
-4.08 125k 1/1/2007
33 Deep Field Capital AG
SINGULARITY Fund
-3.91 100k 9/1/2011
32 ROW Asset Managment
Row Diversified Fund, L.P.
-3.89 1,000k 11/1/2011
31 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.58 1k 6/1/2009
30 Estlander & Partners
Freedom
-2.84 20,000k 8/1/2010
29 Alee Capital Management, LLC
Poniente Program
-2.68 2,500k 1/1/1999
28 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-2.64 25,000k 1/1/2014
27 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.95 1k 10/1/2006
26 Prolific Capital Markets, LLC
Prolific Swiss System
-1.89 10,000k 1/1/2014
25 Melissinos Trading
Eupatrid Program
-1.79 50k 1/1/2011
24 ISAM
ISAM Systematic Trend Fund
-1.38 1,000k 6/1/2001
23 Talenta Capital LLP
Diversified
-1.24 950k 6/1/2014
22 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.16 250k 10/1/2009
21 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.12 100k 1/1/2000
20 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.00 100k 1/1/2014
19 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.57 50k 7/1/2011
18 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
17 DUNN Capital Management
DUNN WMA Institutional Program
-0.24 100k 10/1/2011
16 Garraway Capital Management LLP
Garraway Financial Trends
-0.20 100k 9/1/2012
15 Seven Capital Management
Seven Absolute Return
-0.18 100k 6/1/2009
14 Alee Capital Management, LLC
Mistral Program
-0.15 2,500k 1/1/1999
13 Dreiss Research Corporation
Diversified Program
-0.07 1,000k 5/1/1991
12 Emil van Essen
Long-Short Commodity Program
0.21 1,000k 6/1/2013
11 EMC Capital Advisors, LLC
EMC Alpha Program
0.86 5,000k 6/1/2013
10 Jones and Company LLC
High Sierra Direct Diamond, L.P.
0.87 25k 3/1/2015
9 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.09 100k 4/1/2015
8 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
7 Superfund Group
Superfund Red EUR SICAV
1.27 10k 3/1/2013
6 Vivienne Investissement
OUESSANT UCITS FUND
1.31 100k 5/1/2012
5 Superfund Group
Superfund Red USD SICAV
1.51 10k 3/1/2013
4 Emil van Essen
Multi-Strategy Program
1.79 6,000k 5/1/2014
3 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.96 1,000k 3/1/2003
2 Millburn Corporation
Commodity Program
2.20 25,000k 3/1/2005
1 Independent View
IV Quantitative Futures Fund
3.46 100k 11/1/2012

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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