Trend Following Strategy Index For September 2017

Monthly Rankings

Rank CTA/Program Sep 2017 Min Inv Inception
50 Covenant Capital Management
Optimal Program
-24.96 10k 2/1/2014
49 Dreiss Research Corporation
Diversified Program
-15.30 1,000k 5/1/1991
48 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-11.26 50k 7/1/2011
47 Tomas Capital Pty Ltd
GCAF | USD
-11.04 1,500k 7/1/2011
46 Angle Capital Management LLC
AIP Program
-9.45 100k 1/1/2010
45 Estlander & Partners
Alpha Trend II - Class P
-9.00 100k 12/1/2008
44 Purple Valley Capital, Inc.
Diversified Trend 1
-8.35 100k 8/1/2008
43 Quantica Capital AG
2X Quantica Managed Futures Fund
-7.40 100k 1/1/2014
42 Glenhaven Capital LLC
Glenhaven Global II LP
-7.09 25k 4/1/2012
41 Candriam Investor Group
Alternative Return Systemat
-5.96 125k 1/1/2007
40 Melissinos Trading
Eupatrid Program
-5.80 50k 1/1/2011
39 ISAM
ISAM Systematic Trend Fund
-5.16 1,000k 6/1/2001
38 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.16 1,000k 3/1/2003
37 Qbasis Invest
Qbasis i Trend Fund
-4.18 1k 1/1/2014
36 Silicon Valley Quantitative Advisors
UQP Large
-3.85 500k 1/1/2009
35 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
34 Prolific Capital Markets, LLC
Prolific Swiss System
-3.64 10,000k 1/1/2014
33 Conquest Capital Group
Conquest Select
-3.14 250k 6/1/2004
32 Alee Capital Management, LLC
Mistral Program
-3.08 2,500k 1/1/1999
31 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.08 100k 1/1/2016
30 Worldwide Capital Strategies
Profit Quest Macro World
-3.07 100k 1/1/2010
29 Alee Capital Management, LLC
Poniente Program
-3.02 2,500k 1/1/1999
28 Chesapeake Capital
Diversified Plus (HV)
-2.94 100k 4/1/1994
27 EMC Capital Advisors, LLC
EMC Alpha Program
-2.87 5,000k 6/1/2013
26 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.86 1k 6/1/2009
25 Estlander & Partners
Freedom
-2.27 20,000k 8/1/2010
24 Emil van Essen
Multi-Strategy Program
-2.13 6,000k 5/1/2014
23 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.02 250k 10/1/2009
22 ROW Asset Managment
Row Diversified Fund, L.P.
-1.91 1,000k 11/1/2011
21 Garraway Capital Management LLP
Garraway Financial Trends
-1.84 100k 9/1/2012
20 Eclipse Capital Management
Alpha Asia
-1.80 25,000k 1/1/2015
19 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.76 250k 5/1/2011
18 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.75 1k 10/1/2006
17 Talenta Capital LLP
Diversified
-1.44 950k 6/1/2014
16 Seven Capital Management
Seven Absolute Return
-1.33 100k 6/1/2009
15 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.10 1,000k 1/1/2013
14 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.80 100k 1/1/2000
13 Emil van Essen
Long-Short Commodity Program
-0.67 1,000k 6/1/2013
12 Independent View
IV Quantitative Futures Fund
-0.57 100k 11/1/2012
11 R Best LLC
World Select Program
-0.39 2,000k 4/1/2016
10 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.07 200k 2/1/2015
9 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
8 Eamon Capital
Zephyr Program
0.65 600k 1/1/2016
7 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
6 Superfund Group
Superfund Red EUR SICAV
1.09 10k 3/1/2013
5 Cauldron Investments, LLC
Stock Index Plus
1.17 1,000k 10/1/2009
4 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
3 Vivienne Investissement
OUESSANT UCITS FUND
1.31 100k 5/1/2012
2 Superfund Group
Superfund Red USD SICAV
1.46 10k 3/1/2013
1 DeltaHedge
VIXVOX 1
1.59 250k 8/1/2015

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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