Trend Following Strategy Index For November 2018

Monthly Rankings

Rank CTA/Program Nov 2018 Min Inv Inception
47 Estlander & Partners
Freedom
-6.92 20,000k 8/1/2010
46 Tomas Capital Pty Ltd
GCAF | USD
-5.98 1,500k 7/1/2011
45 Alee Capital Management, LLC
Mistral Program
-4.91 2,500k 1/1/1999
44 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.90 50k 7/1/2011
43 DeltaHedge
VIXVOX 1
-3.58 250k 8/1/2015
42 Worldwide Capital Strategies
Profit Quest Macro World
-3.53 100k 1/1/2010
41 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.44 100k 1/1/2016
40 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.16 1,000k 1/1/2013
39 DUNN Capital Management
DUNN WMA Institutional Program
-2.87 100k 10/1/2011
38 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.65 1k 6/1/2009
37 Anderson Creek Trading
Standard Diversified Strategy
-2.15 250k 7/1/2014
36 Chesapeake Capital
Diversified Plus (HV)
-1.90 100k 4/1/1994
35 Garraway Capital Management LLP
Garraway Financial Trends
-1.54 100k 9/1/2012
34 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.34 1k 10/1/2006
33 DeltaHedge
VIXVOX 2
-1.24 250k 8/1/2015
32 514 Capital Partners
514 Fund
-1.08 100k 11/1/2013
31 Prolific Capital Markets, LLC
Prolific Swiss System
-0.76 10,000k 1/1/2014
30 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
29 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.55 1,000k 3/1/2003
28 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.42 100k 4/1/2015
27 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.33 250k 5/1/2011
26 Eamon Capital
Zephyr Program
-0.01 600k 1/1/2016
21 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
22 ISAM
ISAM Systematic Trend Fund
0.00 1,000k 6/1/2001
23 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
24 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
25 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
20 Qbasis Invest
Qbasis i Trend Fund
0.78 1k 1/1/2014
19 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.94 100k 5/1/2012
18 Superfund Group
Superfund Red EUR SICAV
1.05 10k 3/1/2013
17 EMC Capital Advisors, LLC
EMC Alpha Program
1.17 5,000k 6/1/2013
16 R Best LLC
World Select Program
1.20 2,000k 4/1/2016
15 Superfund Group
Superfund Red USD SICAV
1.60 10k 3/1/2013
14 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.70 250k 10/1/2009
13 Quantica Capital AG
1X Quantica Managed Futures Fund
2.00 100k 1/1/2014
12 Melissinos Trading
Eupatrid Program
2.35 50k 1/1/2011
11 Estlander & Partners
Alpha Trend II - Class P
2.70 100k 12/1/2008
10 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
3.04 25k 2/1/2016
9 Quantica Capital AG
2X Quantica Managed Futures Fund
3.90 100k 1/1/2014
8 ROW Asset Managment
Row Diversified Fund, L.P.
4.53 1,000k 11/1/2011
7 Silicon Valley Quantitative Advisors
UQP Large
4.68 500k 1/1/2009
6 Talenta Capital LLP
Diversified
4.81 950k 6/1/2014
5 Emil van Essen
Multi-Strategy Program
5.19 6,000k 5/1/2014
4 Emil van Essen
Long-Short Commodity Program
5.34 1,000k 6/1/2013
3 Eclipse Capital Management
Alpha Asia
6.57 25,000k 1/1/2015
2 Millburn Ridgefield Corporation
Commodity Program
6.73 25,000k 3/1/2005
1 ROW Asset Managment
ROW Diversified 2X Fund, LP
8.86 1,000k 8/1/2016

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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