Trend Following Strategy Index For August 2017

Monthly Rankings

Rank CTA/Program Aug 2017 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-15.77 10k 2/1/2014
49 Glenhaven Capital LLC
Glenhaven Global II LP
-5.98 25k 4/1/2012
48 Alee Capital Management, LLC
Mistral Program
-5.50 2,500k 1/1/1999
47 Melissinos Trading
Eupatrid Program
-4.05 50k 1/1/2011
46 Estlander & Partners
Alpha Trend II - Class P
-3.35 100k 12/1/2008
45 DeltaHedge
VIXVOX 1
-2.41 250k 8/1/2015
44 Superfund Group
Superfund Red EUR SICAV
-2.15 10k 3/1/2013
43 Garraway Capital Management LLP
Garraway Financial Trends
-1.97 100k 9/1/2012
42 Superfund Group
Superfund Red USD SICAV
-1.83 10k 3/1/2013
41 Worldwide Capital Strategies
Profit Quest Macro World
-1.45 100k 1/1/2010
40 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.35 50k 7/1/2011
39 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-1.32 100k 1/1/2000
38 Tomas Capital Pty Ltd
GCAF | USD
-1.28 1,500k 7/1/2011
37 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
36 Silicon Valley Quantitative Advisors
UQP Large
-1.19 500k 1/1/2009
35 Dreiss Research Corporation
Diversified Program
-1.18 1,000k 5/1/1991
34 Prolific Capital Markets, LLC
Prolific Swiss System
-1.01 10,000k 1/1/2014
33 Vivienne Investissement
OUESSANT UCITS FUND
-0.79 100k 5/1/2012
32 Qbasis Invest
Qbasis All Trends UCITS Fund
-0.68 100k 1/1/2016
31 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.68 250k 5/1/2011
30 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
29 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.51 100k 4/1/2015
28 Alee Capital Management, LLC
Poniente Program
-0.50 2,500k 1/1/1999
27 Purple Valley Capital, Inc.
Diversified Trend 1
-0.41 100k 8/1/2008
26 Eamon Capital
Zephyr Program
-0.29 600k 1/1/2016
25 DUNN Capital Management
DUNN WMA Institutional Program
-0.13 100k 10/1/2011
24 Angle Capital Management LLC
AIP Program
-0.09 100k 1/1/2010
23 Conquest Capital Group
Conquest Select
-0.05 250k 6/1/2004
22 R Best LLC
World Select Program
0.33 2,000k 4/1/2016
21 Talenta Capital LLP
Diversified
0.40 950k 6/1/2014
20 Qbasis Invest
Qbasis i Trend Fund
0.51 1k 1/1/2014
19 Cauldron Investments, LLC
Stock Index Plus
0.84 1,000k 10/1/2009
18 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.99 250k 10/1/2009
17 Estlander & Partners
Freedom
1.16 20,000k 8/1/2010
16 EMC Capital Advisors, LLC
EMC Alpha Program
1.34 5,000k 6/1/2013
15 ROW Asset Managment
Row Diversified Fund, L.P.
1.43 1,000k 11/1/2011
14 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.05 1,000k 1/1/2013
13 Independent View
IV Quantitative Futures Fund
2.11 100k 11/1/2012
12 Seven Capital Management
Seven Absolute Return
2.12 100k 6/1/2009
11 Emil van Essen
Multi-Strategy Program
2.24 6,000k 5/1/2014
10 Quantica Capital AG
1X Quantica Managed Futures Fund
2.80 100k 1/1/2014
9 Chesapeake Capital
Diversified Plus (HV)
3.42 100k 4/1/1994
8 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.04 1,000k 3/1/2003
7 Candriam Investor Group
Alternative Return Systemat
4.62 125k 1/1/2007
6 Emil van Essen
Long-Short Commodity Program
4.66 1,000k 6/1/2013
5 ISAM
ISAM Systematic Trend Fund
5.30 1,000k 6/1/2001
4 Quantica Capital AG
2X Quantica Managed Futures Fund
5.70 100k 1/1/2014
3 Eclipse Capital Management
Alpha Asia
6.85 25,000k 1/1/2015
2 Millburn Corporation
Commodity Program
8.06 25,000k 3/1/2005
1 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
9.04 200k 2/1/2015

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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