Trend Following Strategy Index For October 2018

Monthly Rankings

Rank CTA/Program Oct 2018 Min Inv Inception
48 Purple Valley Capital, Inc.
Diversified Trend 1
-16.71 100k 8/1/2008
47 Qbasis Invest
Qbasis All Trends UCITS Fund
-14.84 100k 1/1/2016
46 Quantica Capital AG
2X Quantica Managed Futures Fund
-14.70 100k 1/1/2014
45 Worldwide Capital Strategies
Profit Quest Macro World
-13.77 100k 1/1/2010
44 ISAM
ISAM Systematic Trend Fund
-11.36 1,000k 6/1/2001
43 Qbasis Invest
Qbasis i Trend Fund
-10.18 1k 1/1/2014
42 Estlander & Partners
Alpha Trend II - Class P
-10.06 100k 12/1/2008
41 Quantica Capital AG
1X Quantica Managed Futures Fund
-7.30 100k 1/1/2014
40 Chesapeake Capital
Diversified Plus (HV)
-6.88 100k 4/1/1994
39 DUNN Capital Management
DUNN WMA Institutional Program
-5.92 100k 10/1/2011
38 Silicon Valley Quantitative Advisors
UQP Large
-5.91 500k 1/1/2009
37 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-5.16 1,000k 1/1/2013
36 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
35 Candriam Investor Group
Alternative Return Systemat
-4.89 125k 1/1/2007
34 Superfund Group
Superfund Red EUR SICAV
-4.81 10k 3/1/2013
33 Tomas Capital Pty Ltd
GCAF | USD
-4.80 1,500k 7/1/2011
32 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.43 50k 7/1/2011
31 Superfund Group
Superfund Red USD SICAV
-4.36 10k 3/1/2013
30 EMC Capital Advisors, LLC
EMC Alpha Program
-4.11 5,000k 6/1/2013
29 Vivienne Investissement
OUESSANT UCITS FUND (A)
-3.70 100k 5/1/2012
28 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-3.18 100k 4/1/2015
27 Seven Capital Management
Seven Absolute Return
-2.92 100k 6/1/2009
26 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.85 1k 6/1/2009
25 Millburn Corporation
Commodity Program
-2.50 25,000k 3/1/2005
24 Talenta Capital LLP
Diversified
-2.32 950k 6/1/2014
23 DeltaHedge
VIXVOX 1
-2.23 250k 8/1/2015
22 DeltaHedge
VIXVOX 2
-2.15 250k 8/1/2015
21 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.62 250k 5/1/2011
20 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.45 1k 10/1/2006
19 Emil van Essen
Multi-Strategy Program
-1.42 6,000k 5/1/2014
18 Garraway Capital Management LLP
Garraway Financial Trends
-0.95 100k 9/1/2012
17 R Best LLC
World Select Program
-0.83 2,000k 4/1/2016
16 Conquest Capital Group
Conquest Select
-0.48 250k 6/1/2004
15 Emil van Essen
Long-Short Commodity Program
-0.20 1,000k 6/1/2013
14 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
13 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.13 1,000k 3/1/2003
6 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
7 Schindler Capital Management, LLC
Grain Advantage Program
0.00 100k 6/1/2013
8 Cauldron Investments, LLC
Stock Index Plus
0.00 1,000k 10/1/2009
9 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
10 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
11 Melissinos Trading
Eupatrid Program
0.00 50k 1/1/2011
12 Covenant Capital Management
Optimal Program
0.00 10k 2/1/2014
5 Eamon Capital
Zephyr Program
1.68 600k 1/1/2016
4 Alee Capital Management, LLC
Mistral Program
1.93 2,500k 1/1/1999
3 Eclipse Capital Management
Alpha Asia
2.62 25,000k 1/1/2015
2 Prolific Capital Markets, LLC
Prolific Swiss System
3.33 10,000k 1/1/2014
1 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
14.13 250k 10/1/2009

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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