Trend Following Strategy Index For February 2017 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 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 Ridgefield 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 Global Trends 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 (A) 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.