Trend Following Strategy Index For December 2017

Monthly Rankings

Rank CTA/Program Dec 2017 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-9.66 10k 2/1/2014
49 DeltaHedge
VIXVOX 1
-5.99 250k 8/1/2015
48 Silicon Valley Quantitative Advisors
UQP Large
-2.96 500k 1/1/2009
47 Angle Capital Management LLC
AIP Program
-2.60 100k 1/1/2010
46 Garraway Capital Management LLP
Garraway Financial Trends
-2.20 100k 9/1/2012
45 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.04 1k 6/1/2009
44 Eclipse Capital Management
Alpha Asia
-1.77 25,000k 1/1/2015
43 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.40 100k 1/1/2000
42 Estlander & Partners
Freedom
-1.33 20,000k 8/1/2010
41 Conquest Capital Group
Conquest Select
-1.29 250k 6/1/2004
40 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.14 1k 10/1/2006
39 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.07 250k 5/1/2011
38 Worldwide Capital Strategies
Profit Quest Macro World
-0.99 100k 1/1/2010
37 Independent View
IV Quantitative Futures Fund
-0.98 100k 11/1/2012
36 Seven Capital Management
Seven Absolute Return
-0.77 100k 6/1/2009
35 Vivienne Investissement
OUESSANT UCITS FUND
-0.59 100k 5/1/2012
34 Alee Capital Management, LLC
Poniente Program
-0.48 2,500k 1/1/1999
33 Superfund Group
Superfund Red EUR SICAV
-0.02 10k 3/1/2013
32 Superfund Group
Superfund Red USD SICAV
-0.01 10k 3/1/2013
31 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
30 Purple Valley Capital, Inc.
Diversified Trend 1
0.25 100k 8/1/2008
29 Glenhaven Capital LLC
Glenhaven Global II LP
0.38 25k 4/1/2012
28 Cauldron Investments, LLC
Stock Index Plus
0.40 1,000k 10/1/2009
27 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.50 100k 4/1/2015
26 Alee Capital Management, LLC
Mistral Program
0.53 2,500k 1/1/1999
25 Talenta Capital LLP
Diversified
0.54 950k 6/1/2014
24 R Best LLC
World Select Program
0.83 2,000k 4/1/2016
23 Quantica Capital AG
1X Quantica Managed Futures Fund
1.00 100k 1/1/2014
22 ROW Asset Managment
Row Diversified Fund, L.P.
1.47 1,000k 11/1/2011
21 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.68 50k 7/1/2011
20 EMC Capital Advisors, LLC
EMC Alpha Program
1.77 5,000k 6/1/2013
19 Tomas Capital Pty Ltd
GCAF | USD
1.80 1,500k 7/1/2011
18 Emil van Essen
Multi-Strategy Program
1.84 6,000k 5/1/2014
17 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.97 1,000k 1/1/2013
16 Prolific Capital Markets, LLC
Prolific Swiss System
2.18 10,000k 1/1/2014
15 ISAM
ISAM Systematic Trend Fund
2.28 1,000k 6/1/2001
14 Quantica Capital AG
2X Quantica Managed Futures Fund
2.30 100k 1/1/2014
13 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.39 250k 10/1/2009
12 Melissinos Trading
Eupatrid Program
2.41 50k 1/1/2011
11 DUNN Capital Management
DUNN WMA Institutional Program
2.66 100k 10/1/2011
10 Emil van Essen
Long-Short Commodity Program
3.04 1,000k 6/1/2013
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
8 Qbasis Invest
Qbasis All Trends UCITS Fund
3.50 100k 1/1/2016
7 Qbasis Invest
Qbasis i Trend Fund
4.84 1k 1/1/2014
6 Candriam Investor Group
Alternative Return Systemat
4.89 125k 1/1/2007
5 Eamon Capital
Zephyr Program
5.11 600k 1/1/2016
4 Chesapeake Capital
Diversified Plus (HV)
5.36 100k 4/1/1994
3 Millburn Corporation
Commodity Program
5.45 25,000k 3/1/2005
2 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
7.90 200k 2/1/2015
1 Dreiss Research Corporation
Diversified Program
7.90 1,000k 5/1/1991

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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