Trend Following Strategy Index For April 2017

Monthly Rankings

Rank CTA/Program Apr 2017 Min Inv Inception
49 Worldwide Capital Strategies
Profit Quest Macro World
-8.15 100k 1/1/2010
48 Independent View
IV Quantitative Futures Fund
-3.21 100k 11/1/2012
47 Deep Field Capital AG
SINGULARITY Fund (2x)
-2.98 100k 8/1/2014
46 Alee Capital Management, LLC
Poniente Program
-2.72 2,500k 1/1/1999
45 Alee Capital Management, LLC
Mistral Program
-2.59 2,500k 1/1/1999
44 Candriam Investor Group
Alternative Return Systemat
-2.51 125k 1/1/2007
43 Conquest Capital Group
Conquest Macro
-1.90 250k 5/1/1999
42 Superfund Group
Superfund Red EUR SICAV
-1.73 10k 3/1/2013
41 Covenant Capital Management
Optimal Program
-1.72 10k 2/1/2014
40 Superfund Group
Superfund Red USD SICAV
-1.62 10k 3/1/2013
39 Deep Field Capital AG
SINGULARITY Fund
-1.53 100k 9/1/2011
38 Eclipse Capital Management
Alpha Asia
-1.22 25,000k 1/1/2015
37 Dreiss Research Corporation
Diversified Program
-1.02 1,000k 5/1/1991
36 Millburn Corporation
Commodity Program
-0.89 25,000k 3/1/2005
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.36 1,000k 3/1/2003
34 Estlander & Partners
Freedom
-0.34 20,000k 8/1/2010
33 Chesapeake Capital
Diversified Plus (HV)
-0.27 100k 4/1/1994
32 Melissinos Trading
Eupatrid Program
-0.18 50k 1/1/2011
31 Conquest Capital Group
Conquest Select
-0.13 250k 6/1/2004
30 ISAM
ISAM Systematic Trend Fund
-0.10 1,000k 6/1/2001
29 ROW Asset Managment
Row Diversified Fund, L.P.
-0.10 1,000k 11/1/2011
28 DUNN Capital Management
DUNN WMA Institutional Program
-0.08 100k 10/1/2011
27 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.06 1k 10/1/2006
26 Estlander & Partners
Alpha Trend II - Class P
0.25 100k 12/1/2008
25 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.27 1k 6/1/2009
24 Prolific Capital Markets, LLC
Prolific Swiss System
0.38 10,000k 1/1/2014
23 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.42 100k 4/1/2015
22 Vivienne Investissement
OUESSANT UCITS FUND
0.44 100k 5/1/2012
21 Talenta Capital LLP
Diversified
0.45 950k 6/1/2014
20 Seven Capital Management
Seven Absolute Return
0.45 100k 6/1/2009
19 Cauldron Investments, LLC
Stock Index Plus
0.78 1,000k 10/1/2009
18 Garraway Capital Management LLP
Garraway Financial Trends
0.86 100k 9/1/2012
17 Purple Valley Capital, Inc.
Diversified Trend 1
0.86 100k 8/1/2008
16 Campbell & Company, LP
Trend Following Portfolio
0.89 10,000k 10/1/2009
15 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.11 100k 1/1/2000
14 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.16 250k 5/1/2011
13 EMC Capital Advisors, LLC
EMC Alpha Program
1.49 5,000k 6/1/2013
12 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.50 50k 7/1/2011
11 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
1.52 25,000k 1/1/2014
10 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.57 250k 10/1/2009
9 Quantica Capital AG
1X Quantica Managed Futures Fund
1.60 100k 1/1/2014
8 Sona Trading Strategies LLC.
Diversified Program
1.71 1,000k 9/1/2006
7 Angle Capital Management LLC
AIP Program
1.78 100k 1/1/2010
6 Emil van Essen
Multi-Strategy Program
2.59 6,000k 5/1/2014
5 Quantica Capital AG
2X Quantica Managed Futures Fund
3.30 100k 1/1/2014
4 Quantum Leap Capital Management
Managed Account Program
3.42 300k 8/1/2006
3 Qbasis Invest
Qbasis i Trend Fund
4.07 1k 1/1/2014
2 Emil van Essen
Long-Short Commodity Program
5.20 1,000k 6/1/2013
1 Glenhaven Capital LLC
Glenhaven Global II LP
7.52 25k 4/1/2012

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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