Trend Following Strategy Index For March 2017

Monthly Rankings

Rank CTA/Program Mar 2017 Min Inv Inception
48 Covenant Capital Management
Optimal Program
-21.59 10k 2/1/2014
47 Estlander & Partners
Alpha Trend II - Class P
-8.07 100k 12/1/2008
46 Sona Trading Strategies LLC.
Diversified Program
-6.70 1,000k 9/1/2006
45 Angle Capital Management LLC
AIP Program
-6.26 100k 1/1/2010
44 Dreiss Research Corporation
Diversified Program
-5.51 1,000k 5/1/1991
43 Chesapeake Capital
Diversified Plus (HV)
-4.56 100k 4/1/1994
42 Alee Capital Management, LLC
Mistral Program
-4.24 2,500k 1/1/1999
41 Melissinos Trading
Eupatrid Program
-3.77 50k 1/1/2011
40 Qbasis Invest
Qbasis i Trend Fund
-3.72 1k 1/1/2014
39 ISAM
ISAM Systematic Trend Fund
-3.23 1,000k 6/1/2001
38 Garraway Capital Management LLP
Garraway Financial Trends
-3.04 100k 9/1/2012
37 Purple Valley Capital, Inc.
Diversified Trend 1
-2.93 100k 8/1/2008
36 Alee Capital Management, LLC
Poniente Program
-2.52 2,500k 1/1/1999
35 Independent View
IV Quantitative Futures Fund
-2.46 100k 11/1/2012
34 Conquest Capital Group
Conquest Select
-2.33 250k 6/1/2004
33 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.03 1,000k 3/1/2003
32 Campbell & Company, LP
Trend Following Portfolio
-1.82 10,000k 10/1/2009
31 ROW Asset Managment
Row Diversified Fund, L.P.
-1.64 1,000k 11/1/2011
30 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-1.60 25,000k 1/1/2014
29 Conquest Capital Group
Conquest Macro
-1.53 250k 5/1/1999
28 EMC Capital Advisors, LLC
EMC Alpha Program
-1.27 5,000k 6/1/2013
27 Candriam Investor Group
Alternative Return Systemat
-1.03 125k 1/1/2007
26 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.86 1k 6/1/2009
25 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.73 1k 10/1/2006
24 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.70 250k 5/1/2011
23 Emil van Essen
Long-Short Commodity Program
-0.58 1,000k 6/1/2013
22 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.52 250k 10/1/2009
21 Talenta Capital LLP
Diversified
-0.48 950k 6/1/2014
20 DUNN Capital Management
DUNN WMA Institutional Program
-0.42 100k 10/1/2011
19 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.07 100k 4/1/2015
18 Millburn Corporation
Commodity Program
-0.06 25,000k 3/1/2005
17 Emil van Essen
Multi-Strategy Program
0.28 6,000k 5/1/2014
16 Quantica Capital AG
1X Quantica Managed Futures Fund
0.30 100k 1/1/2014
15 Quantica Capital AG
2X Quantica Managed Futures Fund
0.30 100k 1/1/2014
14 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.41 50k 7/1/2011
13 Seven Capital Management
Seven Absolute Return
0.43 100k 6/1/2009
12 Superfund Group
Superfund Red EUR SICAV
0.85 10k 3/1/2013
11 Estlander & Partners
Freedom
0.99 20,000k 8/1/2010
10 Superfund Group
Superfund Red USD SICAV
1.00 10k 3/1/2013
9 Cauldron Investments, LLC
Stock Index Plus
1.01 1,000k 10/1/2009
8 Deep Field Capital AG
SINGULARITY Fund
1.19 100k 9/1/2011
7 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.44 100k 1/1/2000
6 Eclipse Capital Management
Alpha Asia
1.75 25,000k 1/1/2015
5 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
4 Vivienne Investissement
OUESSANT UCITS FUND
2.24 100k 5/1/2012
3 Quantum Leap Capital Management
Managed Account Program
2.39 300k 8/1/2006
2 Deep Field Capital AG
SINGULARITY Fund (2x)
2.45 100k 8/1/2014
1 Prolific Capital Markets, LLC
Prolific Swiss System
3.93 10,000k 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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