Trend Following Strategy Index For May 2017

Monthly Rankings

Rank CTA/Program May 2017 Min Inv Inception
52 Estlander & Partners
Alpha Trend II - Class P
-9.77 100k 12/1/2008
51 Angle Capital Management LLC
AIP Program
-4.38 100k 1/1/2010
50 Millburn Corporation
Commodity Program
-3.76 25,000k 3/1/2005
49 Purple Valley Capital, Inc.
Diversified Trend 1
-3.56 100k 8/1/2008
48 Candriam Investor Group
Alternative Return Systemat
-3.40 125k 1/1/2007
47 Alee Capital Management, LLC
Poniente Program
-2.96 2,500k 1/1/1999
46 Independent View
IV Quantitative Futures Fund
-2.84 100k 11/1/2012
45 Conquest Capital Group
Conquest Macro
-2.73 250k 5/1/1999
44 ROW Asset Managment
Row Diversified Fund, L.P.
-2.50 1,000k 11/1/2011
43 Sona Trading Strategies LLC.
Diversified Program
-2.47 1,000k 9/1/2006
42 Eclipse Capital Management
Alpha Asia
-2.08 25,000k 1/1/2015
41 Estlander & Partners
Freedom
-2.01 20,000k 8/1/2010
40 Chesapeake Capital
Diversified Plus (HV)
-1.68 100k 4/1/1994
39 Qbasis Invest
Qbasis i Trend Fund
-1.41 1k 1/1/2014
38 Melissinos Trading
Eupatrid Program
-1.34 50k 1/1/2011
37 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.28 250k 5/1/2011
36 Emil van Essen
Long-Short Commodity Program
-1.21 1,000k 6/1/2013
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.06 1,000k 3/1/2003
34 Emil van Essen
Multi-Strategy Program
-0.85 6,000k 5/1/2014
33 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.82 100k 1/1/2000
32 Silicon Valley Quantitative Advisors
UQP Large
-0.77 500k 1/1/2009
31 Garraway Capital Management LLP
Garraway Financial Trends
-0.71 100k 9/1/2012
30 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.63 250k 10/1/2009
29 Quantum Leap Capital Management
Managed Account Program
-0.44 300k 8/1/2006
28 Campbell & Company, LP
Campbell Managed Futures Representative Account (f/k/a FME Large)
-0.34 25,000k 1/1/2014
27 DUNN Capital Management
DUNN WMA Institutional Program
-0.30 100k 10/1/2011
26 ISAM
ISAM Systematic Trend Fund
-0.19 1,000k 6/1/2001
25 Campbell & Company, LP
Trend Following Portfolio
-0.12 10,000k 10/1/2009
24 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.17 50k 7/1/2011
23 Worldwide Capital Strategies
Profit Quest Macro World
0.30 100k 1/1/2010
22 Conquest Capital Group
Conquest Select
0.38 250k 6/1/2004
21 Cauldron Investments, LLC
Stock Index Plus
0.52 1,000k 10/1/2009
20 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.62 1k 10/1/2006
19 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.79 100k 4/1/2015
18 Talenta Capital LLP
Diversified
0.79 950k 6/1/2014
17 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.49 1k 6/1/2009
16 EMC Capital Advisors, LLC
EMC Alpha Program
1.51 5,000k 6/1/2013
15 Vivienne Investissement
OUESSANT UCITS FUND
1.52 100k 5/1/2012
14 Dreiss Research Corporation
Diversified Program
1.68 1,000k 5/1/1991
13 Prolific Capital Markets, LLC
Prolific Swiss System
1.73 10,000k 1/1/2014
12 Alee Capital Management, LLC
Mistral Program
1.87 2,500k 1/1/1999
11 Quantica Capital AG
1X Quantica Managed Futures Fund
2.20 100k 1/1/2014
10 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.30 1,000k 1/1/2013
9 Seven Capital Management
Seven Absolute Return
2.45 100k 6/1/2009
8 Superfund Group
Superfund Red EUR SICAV
3.10 10k 3/1/2013
7 Superfund Group
Superfund Red USD SICAV
3.23 10k 3/1/2013
6 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
3.76 200k 2/1/2015
5 Deep Field Capital AG
SINGULARITY Fund
3.91 100k 9/1/2011
4 Quantica Capital AG
2X Quantica Managed Futures Fund
4.20 100k 1/1/2014
3 Glenhaven Capital LLC
Glenhaven Global II LP
4.70 25k 4/1/2012
2 Deep Field Capital AG
SINGULARITY Fund (2x)
7.89 100k 8/1/2014
1 Covenant Capital Management
Optimal Program
21.09 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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