Trend Following Strategy Index For June 2017

Monthly Rankings

Rank CTA/Program Jun 2017 Min Inv Inception
51 Quantica Capital AG
2X Quantica Managed Futures Fund
-9.30 100k 1/1/2014
50 Angle Capital Management LLC
AIP Program
-9.21 100k 1/1/2010
49 Glenhaven Capital LLC
Glenhaven Global II LP
-6.98 25k 4/1/2012
48 Estlander & Partners
Alpha Trend II - Class P
-6.93 100k 12/1/2008
47 Deep Field Capital AG
SINGULARITY Fund (2x)
-6.76 100k 8/1/2014
46 Campbell & Company, LP
Trend Following Portfolio
-5.09 10,000k 10/1/2009
45 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.00 1,000k 1/1/2013
44 Conquest Capital Group
Conquest Macro
-4.79 250k 5/1/1999
43 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.50 100k 1/1/2014
42 Independent View
IV Quantitative Futures Fund
-4.19 100k 11/1/2012
41 ISAM
ISAM Systematic Trend Fund
-4.09 1,000k 6/1/2001
40 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.98 1k 6/1/2009
39 Seven Capital Management
Seven Absolute Return
-3.69 100k 6/1/2009
38 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.54 50k 7/1/2011
37 Deep Field Capital AG
SINGULARITY Fund
-3.43 100k 9/1/2011
36 Eclipse Capital Management
Alpha Asia
-3.31 25,000k 1/1/2015
35 ROW Asset Managment
Row Diversified Fund, L.P.
-3.15 1,000k 11/1/2011
34 Purple Valley Capital, Inc.
Diversified Trend 1
-2.78 100k 8/1/2008
33 Prolific Capital Markets, LLC
Prolific Swiss System
-2.48 10,000k 1/1/2014
32 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.22 1,000k 3/1/2003
31 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.18 1k 10/1/2006
30 Garraway Capital Management LLP
Garraway Financial Trends
-2.13 100k 9/1/2012
29 Talenta Capital LLP
Diversified
-2.10 950k 6/1/2014
28 Chesapeake Capital
Diversified Plus (HV)
-1.83 100k 4/1/1994
27 Vivienne Investissement
OUESSANT UCITS FUND
-1.67 100k 5/1/2012
26 DUNN Capital Management
DUNN WMA Institutional Program
-1.50 100k 10/1/2011
25 EMC Capital Advisors, LLC
EMC Alpha Program
-1.48 5,000k 6/1/2013
24 Estlander & Partners
Freedom
-1.40 20,000k 8/1/2010
23 Conquest Capital Group
Conquest Select
-1.33 250k 6/1/2004
22 DeltaHedge
VIXVOX 1
-1.08 250k 8/1/2015
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.92 250k 5/1/2011
20 Millburn Corporation
Commodity Program
-0.89 25,000k 3/1/2005
19 Silicon Valley Quantitative Advisors
UQP Large
-0.78 500k 1/1/2009
18 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.71 100k 4/1/2015
17 Worldwide Capital Strategies
Profit Quest Macro World
-0.68 100k 1/1/2010
16 Dreiss Research Corporation
Diversified Program
-0.60 1,000k 5/1/1991
15 Covenant Capital Management
Optimal Program
-0.49 10k 2/1/2014
14 Emil van Essen
Long-Short Commodity Program
-0.30 1,000k 6/1/2013
13 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
12 Melissinos Trading
Eupatrid Program
0.09 50k 1/1/2011
11 Alee Capital Management, LLC
Mistral Program
0.49 2,500k 1/1/1999
10 Alee Capital Management, LLC
Poniente Program
0.51 2,500k 1/1/1999
9 Superfund Group
Superfund Red EUR SICAV
0.65 10k 3/1/2013
8 Superfund Group
Superfund Red USD SICAV
0.70 10k 3/1/2013
7 Cauldron Investments, LLC
Stock Index Plus
0.73 1,000k 10/1/2009
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
1.03 100k 1/1/2000
5 Sona Trading Strategies LLC.
Diversified Program
1.81 1,000k 9/1/2006
4 Qbasis Invest
Qbasis i Trend Fund
1.96 1k 1/1/2014
3 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.35 250k 10/1/2009
2 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
3.13 200k 2/1/2015
1 Quantum Leap Capital Management
Managed Account Program
3.30 300k 8/1/2006

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan