Trend Following Strategy Index For January 2018

Monthly Rankings

Rank CTA/Program Jan 2018 Min Inv Inception
50 Emil van Essen
Long-Short Commodity Program
-3.14 1,000k 6/1/2013
49 Emil van Essen
Multi-Strategy Program
-2.16 6,000k 5/1/2014
48 DeltaHedge
VIXVOX 1
-2.02 250k 8/1/2015
47 Eclipse Capital Management
Alpha Asia
-1.12 25,000k 1/1/2015
46 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.42 100k 1/1/2000
45 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
44 Superfund Group
Superfund Red EUR SICAV
0.05 10k 3/1/2013
43 Superfund Group
Superfund Red USD SICAV
0.67 10k 3/1/2013
42 Cauldron Investments, LLC
Stock Index Plus
1.01 1,000k 10/1/2009
41 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
1.37 200k 2/1/2015
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.42 1,000k 3/1/2003
39 Silicon Valley Quantitative Advisors
UQP Large
1.54 500k 1/1/2009
38 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.78 250k 5/1/2011
37 Independent View
IV Quantitative Futures Fund
1.88 100k 11/1/2012
36 Alee Capital Management, LLC
Poniente Program
2.03 2,500k 1/1/1999
35 Eamon Capital
Zephyr Program
2.47 600k 1/1/2016
34 Millburn Corporation
Commodity Program
2.70 25,000k 3/1/2005
33 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
2.78 100k 4/1/2015
32 R Best LLC
World Select Program
2.92 2,000k 4/1/2016
31 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.97 250k 10/1/2009
30 ROW Asset Managment
Row Diversified Fund, L.P.
3.07 1,000k 11/1/2011
29 Garraway Capital Management LLP
Garraway Financial Trends
3.09 100k 9/1/2012
28 Vivienne Investissement
OUESSANT UCITS FUND
3.98 100k 5/1/2012
27 Seven Capital Management
Seven Absolute Return
4.33 100k 6/1/2009
26 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.40 1k 10/1/2006
25 Talenta Capital LLP
Diversified
4.70 950k 6/1/2014
24 Prolific Capital Markets, LLC
Prolific Swiss System
5.04 10,000k 1/1/2014
23 Quantica Capital AG
1X Quantica Managed Futures Fund
5.20 100k 1/1/2014
22 DUNN Capital Management
DUNN WMA Institutional Program
5.43 100k 10/1/2011
21 Glenhaven Capital LLC
Glenhaven Global II LP
5.56 25k 4/1/2012
20 Qbasis Invest
Qbasis i Trend Fund
5.72 1k 1/1/2014
19 ISAM
ISAM Systematic Trend Fund
5.80 1,000k 6/1/2001
18 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.89 50k 7/1/2011
17 Candriam Investor Group
Alternative Return Systemat
5.95 125k 1/1/2007
16 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
6.10 1,000k 1/1/2013
15 Tomas Capital Pty Ltd
GCAF | USD
6.16 1,500k 7/1/2011
14 Estlander & Partners
Freedom
6.59 20,000k 8/1/2010
13 EMC Capital Advisors, LLC
EMC Alpha Program
6.64 5,000k 6/1/2013
12 Qbasis Invest
Qbasis All Trends UCITS Fund
7.25 100k 1/1/2016
11 Melissinos Trading
Eupatrid Program
7.96 50k 1/1/2011
10 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
8.15 1k 6/1/2009
9 Worldwide Capital Strategies
Profit Quest Macro World
8.57 100k 1/1/2010
8 Conquest Capital Group
Conquest Select
9.56 250k 6/1/2004
7 Quantica Capital AG
2X Quantica Managed Futures Fund
10.20 100k 1/1/2014
6 Alee Capital Management, LLC
Mistral Program
10.63 2,500k 1/1/1999
5 Dreiss Research Corporation
Diversified Program
10.64 1,000k 5/1/1991
4 Chesapeake Capital
Diversified Plus (HV)
13.81 100k 4/1/1994
3 Angle Capital Management LLC
AIP Program
16.58 100k 1/1/2010
2 Purple Valley Capital, Inc.
Diversified Trend 1
17.56 100k 8/1/2008
1 Covenant Capital Management
Optimal Program
44.69 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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