Trend Following Strategy Index For February 2018

Monthly Rankings

Rank CTA/Program Feb 2018 Min Inv Inception
49 Covenant Capital Management
Optimal Program
-36.32 10k 2/1/2014
49 Covenant Capital Management
Optimal Program
-36.32 10k 2/1/2014
48 Glenhaven Capital LLC
Glenhaven Global II LP
-31.24 25k 4/1/2012
47 Tomas Capital Pty Ltd
GCAF | USD
-21.35 1,500k 7/1/2011
46 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-20.98 50k 7/1/2011
45 Dreiss Research Corporation
Diversified Program
-18.83 1,000k 5/1/1991
44 Purple Valley Capital, Inc.
Diversified Trend 1
-16.35 100k 8/1/2008
43 Estlander & Partners
Alpha Trend II - Class P
-13.77 100k 12/1/2008
42 ISAM
ISAM Systematic Trend Fund
-13.11 1,000k 6/1/2001
41 Cauldron Investments, LLC
Stock Index Plus
-11.83 1,000k 10/1/2009
40 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-11.59 1k 6/1/2009
39 Superfund Group
Superfund Red EUR SICAV
-10.46 10k 3/1/2013
38 Chesapeake Capital
Diversified Plus (HV)
-10.34 100k 4/1/1994
37 Superfund Group
Superfund Red USD SICAV
-9.83 10k 3/1/2013
36 DUNN Capital Management
DUNN WMA Institutional Program
-9.63 100k 10/1/2011
35 Garraway Capital Management LLP
Garraway Financial Trends
-9.50 100k 9/1/2012
34 Qbasis Invest
Qbasis i Trend Fund
-9.46 1k 1/1/2014
33 Candriam Investor Group
Alternative Return Systemat
-9.02 125k 1/1/2007
32 Angle Capital Management LLC
AIP Program
-9.01 100k 1/1/2010
31 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-8.93 200k 2/1/2015
30 Quantica Capital AG
2X Quantica Managed Futures Fund
-8.90 100k 1/1/2014
29 Conquest Capital Group
Conquest Select
-8.21 250k 6/1/2004
28 Melissinos Trading
Eupatrid Program
-7.15 50k 1/1/2011
27 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-7.09 1,000k 1/1/2013
26 Talenta Capital LLP
Diversified
-6.57 950k 6/1/2014
25 ROW Asset Managment
Row Diversified Fund, L.P.
-6.42 1,000k 11/1/2011
24 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.13 250k 5/1/2011
23 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-5.87 1k 10/1/2006
22 Millburn Corporation
Commodity Program
-5.53 25,000k 3/1/2005
21 EMC Capital Advisors, LLC
EMC Alpha Program
-5.50 5,000k 6/1/2013
20 Seven Capital Management
Seven Absolute Return
-5.21 100k 6/1/2009
19 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-5.17 1,000k 3/1/2003
18 Quantica Capital AG
1X Quantica Managed Futures Fund
-4.30 100k 1/1/2014
17 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.51 100k 1/1/2016
16 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-2.91 100k 4/1/2015
15 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
14 Alee Capital Management, LLC
Mistral Program
-2.43 2,500k 1/1/1999
13 Vivienne Investissement
OUESSANT UCITS FUND
-2.28 100k 5/1/2012
12 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-0.93 100k 1/1/2000
11 Eclipse Capital Management
Alpha Asia
-0.76 25,000k 1/1/2015
10 Eamon Capital
Zephyr Program
-0.50 600k 1/1/2016
9 Emil van Essen
Long-Short Commodity Program
0.02 1,000k 6/1/2013
8 Prolific Capital Markets, LLC
Prolific Swiss System
0.24 10,000k 1/1/2014
7 Emil van Essen
Multi-Strategy Program
0.29 6,000k 5/1/2014
6 R Best LLC
World Select Program
0.64 2,000k 4/1/2016
5 Silicon Valley Quantitative Advisors
UQP Large
1.86 500k 1/1/2009
4 Alee Capital Management, LLC
Poniente Program
2.00 2,500k 1/1/1999
3 Worldwide Capital Strategies
Profit Quest Macro World
2.20 100k 1/1/2010
2 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.61 250k 10/1/2009
1 DeltaHedge
VIXVOX 1
30.97 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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan