Trend Following Strategy Index For October 2017

Monthly Rankings

Rank CTA/Program Oct 2017 Min Inv Inception
50 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-5.37 200k 2/1/2015
49 Qbasis Invest
Qbasis i Trend Fund
-4.72 1k 1/1/2014
48 Qbasis Invest
Qbasis All Trends UCITS Fund
-4.45 100k 1/1/2016
47 Alee Capital Management, LLC
Poniente Program
-1.77 2,500k 1/1/1999
46 Alee Capital Management, LLC
Mistral Program
-1.28 2,500k 1/1/1999
45 Eamon Capital
Zephyr Program
-0.92 600k 1/1/2016
44 Emil van Essen
Long-Short Commodity Program
-0.86 1,000k 6/1/2013
43 Worldwide Capital Strategies
Profit Quest Macro World
-0.75 100k 1/1/2010
42 Emil van Essen
Multi-Strategy Program
-0.48 6,000k 5/1/2014
41 Eclipse Capital Management
Alpha Asia
-0.18 25,000k 1/1/2015
40 DeltaHedge
VIXVOX 1
0.00 250k 8/1/2015
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.09 100k 1/1/2000
38 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.38 250k 10/1/2009
37 Millburn Corporation
Commodity Program
0.54 25,000k 3/1/2005
36 R Best LLC
World Select Program
1.03 2,000k 4/1/2016
35 Cauldron Investments, LLC
Stock Index Plus
1.09 1,000k 10/1/2009
34 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.81 100k 4/1/2015
33 Independent View
IV Quantitative Futures Fund
2.02 100k 11/1/2012
32 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.06 1k 10/1/2006
31 Prolific Capital Markets, LLC
Prolific Swiss System
2.24 10,000k 1/1/2014
30 Dixon Midland Company LLC
Dixon Midland Diversified LLC
2.29 250k 5/1/2011
29 EMC Capital Advisors, LLC
EMC Alpha Program
2.33 5,000k 6/1/2013
28 Candriam Investor Group
Alternative Return Systemat
2.59 125k 1/1/2007
27 Melissinos Trading
Eupatrid Program
3.17 50k 1/1/2011
26 Talenta Capital LLP
Diversified
3.46 950k 6/1/2014
25 Conquest Capital Group
Conquest Select
3.69 250k 6/1/2004
24 Chesapeake Capital
Diversified Plus (HV)
3.70 100k 4/1/1994
23 Vivienne Investissement
OUESSANT UCITS FUND
3.71 100k 5/1/2012
22 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.89 1k 6/1/2009
21 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.12 1,000k 1/1/2013
20 ROW Asset Managment
Row Diversified Fund, L.P.
4.19 1,000k 11/1/2011
19 Angle Capital Management LLC
AIP Program
4.60 100k 1/1/2010
18 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
17 Silicon Valley Quantitative Advisors
UQP Large
4.82 500k 1/1/2009
16 Garraway Capital Management LLP
Garraway Financial Trends
4.94 100k 9/1/2012
15 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
5.10 1,000k 3/1/2003
14 Estlander & Partners
Freedom
5.51 20,000k 8/1/2010
13 Seven Capital Management
Seven Absolute Return
6.07 100k 6/1/2009
12 DUNN Capital Management
DUNN WMA Institutional Program
6.93 100k 10/1/2011
11 Superfund Group
Superfund Red EUR SICAV
7.31 10k 3/1/2013
10 Superfund Group
Superfund Red USD SICAV
7.37 10k 3/1/2013
9 Purple Valley Capital, Inc.
Diversified Trend 1
7.44 100k 8/1/2008
8 Glenhaven Capital LLC
Glenhaven Global II LP
8.45 25k 4/1/2012
7 Estlander & Partners
Alpha Trend II - Class P
9.14 100k 12/1/2008
6 Quantica Capital AG
2X Quantica Managed Futures Fund
9.40 100k 1/1/2014
5 ISAM
ISAM Systematic Trend Fund
9.53 1,000k 6/1/2001
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.12 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
13.72 1,500k 7/1/2011
2 Dreiss Research Corporation
Diversified Program
16.57 1,000k 5/1/1991
1 Covenant Capital Management
Optimal Program
44.92 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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