Trend Following Strategy Index For November 2017

Monthly Rankings

Rank CTA/Program Nov 2017 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-14.23 10k 2/1/2014
49 Silicon Valley Quantitative Advisors
UQP Large
-8.55 500k 1/1/2009
48 Qbasis Invest
Qbasis i Trend Fund
-6.97 1k 1/1/2014
47 Prolific Capital Markets, LLC
Prolific Swiss System
-6.55 10,000k 1/1/2014
46 Worldwide Capital Strategies
Profit Quest Macro World
-5.60 100k 1/1/2010
45 Candriam Investor Group
Alternative Return Systemat
-4.04 125k 1/1/2007
44 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.82 100k 1/1/2016
43 Estlander & Partners
Alpha Trend II - Class P
-2.22 100k 12/1/2008
42 Alee Capital Management, LLC
Poniente Program
-2.18 2,500k 1/1/1999
41 Dreiss Research Corporation
Diversified Program
-2.15 1,000k 5/1/1991
40 Glenhaven Capital LLC
Glenhaven Global II LP
-2.12 25k 4/1/2012
39 Conquest Capital Group
Conquest Select
-1.82 250k 6/1/2004
38 Emil van Essen
Long-Short Commodity Program
-1.77 1,000k 6/1/2013
37 Estlander & Partners
Freedom
-1.70 20,000k 8/1/2010
36 Emil van Essen
Multi-Strategy Program
-1.69 6,000k 5/1/2014
35 ISAM
ISAM Systematic Trend Fund
-1.64 1,000k 6/1/2001
34 Eclipse Capital Management
Alpha Asia
-1.58 25,000k 1/1/2015
33 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
32 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-1.23 200k 2/1/2015
31 Alee Capital Management, LLC
Mistral Program
-1.11 2,500k 1/1/1999
30 Millburn Corporation
Commodity Program
-1.08 25,000k 3/1/2005
29 Tomas Capital Pty Ltd
GCAF | USD
-1.06 1,500k 7/1/2011
28 R Best LLC
World Select Program
-1.01 2,000k 4/1/2016
27 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.68 1,000k 3/1/2003
26 Eamon Capital
Zephyr Program
-0.41 600k 1/1/2016
25 Melissinos Trading
Eupatrid Program
-0.21 50k 1/1/2011
24 Superfund Group
Superfund Red EUR SICAV
-0.10 10k 3/1/2013
23 Superfund Group
Superfund Red USD SICAV
0.24 10k 3/1/2013
22 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.36 100k 4/1/2015
21 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.41 1k 10/1/2006
20 Angle Capital Management LLC
AIP Program
0.53 100k 1/1/2010
19 Cauldron Investments, LLC
Stock Index Plus
0.53 1,000k 10/1/2009
18 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.59 250k 5/1/2011
17 DeltaHedge
VIXVOX 1
0.69 250k 8/1/2015
16 Garraway Capital Management LLP
Garraway Financial Trends
0.72 100k 9/1/2012
15 Independent View
IV Quantitative Futures Fund
0.76 100k 11/1/2012
14 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.80 1,000k 1/1/2013
13 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.88 1k 6/1/2009
12 Seven Capital Management
Seven Absolute Return
0.89 100k 6/1/2009
11 Vivienne Investissement
OUESSANT UCITS FUND
1.03 100k 5/1/2012
10 Talenta Capital LLP
Diversified
1.07 950k 6/1/2014
9 ROW Asset Managment
Row Diversified Fund, L.P.
1.29 1,000k 11/1/2011
8 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.40 100k 1/1/2000
7 EMC Capital Advisors, LLC
EMC Alpha Program
1.74 5,000k 6/1/2013
6 Quantica Capital AG
1X Quantica Managed Futures Fund
1.80 100k 1/1/2014
5 DUNN Capital Management
DUNN WMA Institutional Program
1.81 100k 10/1/2011
4 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
3 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.84 250k 10/1/2009
2 Purple Valley Capital, Inc.
Diversified Trend 1
3.96 100k 8/1/2008
1 Quantica Capital AG
2X Quantica Managed Futures Fund
4.10 100k 1/1/2014

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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