Trend Following Strategy Index For February 2017

Monthly Rankings

Rank CTA/Program Feb 2017 Min Inv Inception
48 Quantum Leap Capital Management
Managed Account Program
-6.42 300k 8/1/2006
47 Jones and Company LLC
High Sierra Direct Mehnert, L.P.
-6.34 50k 3/1/2015
46 Dreiss Research Corporation
Diversified Program
-5.82 1,000k 5/1/1991
45 Qbasis Invest
Qbasis i Trend Fund
-5.28 1k 1/1/2014
44 Worldwide Capital Strategies
Profit Quest Macro World
-4.44 100k 1/1/2010
43 Estlander & Partners
Alpha Trend II - Class P
-4.18 100k 12/1/2008
42 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.20 100k 1/1/2000
41 Alee Capital Management, LLC
Poniente Program
-2.62 2,500k 1/1/1999
40 Alee Capital Management, LLC
Mistral Program
-2.55 2,500k 1/1/1999
39 Quantum Leap Capital Management
LV Program
-2.21 600k 11/1/2014
38 Deep Field Capital AG
SINGULARITY Fund (2x)
-2.11 100k 8/1/2014
37 Candriam Investor Group
Alternative Return Systemat
-1.85 125k 1/1/2007
36 Millburn Corporation
Commodity Program
-1.41 25,000k 3/1/2005
35 Deep Field Capital AG
SINGULARITY Fund
-1.09 100k 9/1/2011
34 Independent View
IV Quantitative Futures Fund
-1.01 100k 11/1/2012
33 Conquest Capital Group
Conquest Macro
-0.78 250k 5/1/1999
32 Purple Valley Capital, Inc.
Diversified Trend 1
-0.70 100k 8/1/2008
31 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.63 250k 10/1/2009
30 Conquest Capital Group
Conquest Select
-0.25 250k 6/1/2004
29 Prolific Capital Markets, LLC
Prolific Swiss System
-0.21 10,000k 1/1/2014
28 Emil van Essen
Multi-Strategy Program
0.15 6,000k 5/1/2014
27 Emil van Essen
Long-Short Commodity Program
0.16 1,000k 6/1/2013
26 Estlander & Partners
Freedom
0.38 20,000k 8/1/2010
25 Garraway Capital Management LLP
Garraway Financial Trends
0.85 100k 9/1/2012
24 Cauldron Investments, LLC
Stock Index Plus
0.86 1,000k 10/1/2009
23 ISAM
ISAM Systematic Trend Fund
1.21 1,000k 6/1/2001
22 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.40 250k 5/1/2011
21 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.68 1k 10/1/2006
20 Superfund Group
Superfund Red EUR SICAV
1.81 10k 3/1/2013
19 Superfund Group
Superfund Red USD SICAV
1.86 10k 3/1/2013
18 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.88 100k 4/1/2015
17 Melissinos Trading
Eupatrid Program
1.93 50k 1/1/2011
16 Sona Trading Strategies LLC.
Diversified Program
2.23 1,000k 9/1/2006
15 Vivienne Investissement
OUESSANT UCITS FUND
2.60 100k 5/1/2012
14 Angle Capital Management LLC
AIP Program
2.69 100k 1/1/2010
13 DUNN Capital Management
DUNN WMA Institutional Program
2.88 100k 10/1/2011
12 EMC Capital Advisors, LLC
EMC Alpha Program
2.89 5,000k 6/1/2013
11 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.96 1k 6/1/2009
10 ROW Asset Managment
Row Diversified Fund, L.P.
3.24 1,000k 11/1/2011
9 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
3.34 1,000k 3/1/2003
8 Jones and Company LLC
High Sierra Direct Diamond, L.P.
3.34 25k 3/1/2015
7 Talenta Capital LLP
Diversified
3.76 950k 6/1/2014
6 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.18 50k 7/1/2011
5 Quantica Capital AG
1X Quantica Managed Futures Fund
4.20 100k 1/1/2014
4 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
4.34 25,000k 1/1/2014
3 Seven Capital Management
Seven Absolute Return
6.27 100k 6/1/2009
2 Quantica Capital AG
2X Quantica Managed Futures Fund
8.30 100k 1/1/2014
1 Covenant Capital Management
Optimal Program
9.81 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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