Trend Following Strategy Index For March 2018

Monthly Rankings

Rank CTA/Program Mar 2018 Min Inv Inception
49 Covenant Capital Management
Optimal Program
-20.84 10k 2/1/2014
49 Covenant Capital Management
Optimal Program
-20.84 10k 2/1/2014
48 Alee Capital Management, LLC
Mistral Program
-6.96 2,500k 1/1/1999
47 Worldwide Capital Strategies
Profit Quest Macro World
-5.75 100k 1/1/2010
46 Qbasis Invest
Qbasis i Trend Fund
-5.36 1k 1/1/2014
45 Tomas Capital Pty Ltd
GCAF | USD
-5.00 1,500k 7/1/2011
44 Qbasis Invest
Qbasis All Trends UCITS Fund
-4.90 100k 1/1/2016
43 Angle Capital Management LLC
AIP Program
-4.73 100k 1/1/2010
42 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-4.49 50k 7/1/2011
41 Purple Valley Capital, Inc.
Diversified Trend 1
-4.16 100k 8/1/2008
40 Glenhaven Capital LLC
Glenhaven Global II LP
-3.77 25k 4/1/2012
39 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.65 1,000k 3/1/2003
38 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.54 1k 6/1/2009
37 Chesapeake Capital
Diversified Plus (HV)
-3.39 100k 4/1/1994
36 Alee Capital Management, LLC
Poniente Program
-3.33 2,500k 1/1/1999
35 Eclipse Capital Management
Alpha Asia
-3.26 25,000k 1/1/2015
34 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
-3.09 100k 1/1/2000
33 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-2.78 200k 2/1/2015
32 Conquest Capital Group
Conquest Select
-2.46 250k 6/1/2004
31 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.03 1k 10/1/2006
30 Quantica Capital AG
2X Quantica Managed Futures Fund
-2.00 100k 1/1/2014
29 Melissinos Trading
Eupatrid Program
-1.96 50k 1/1/2011
28 DeltaHedge
VIXVOX 1
-1.73 250k 8/1/2015
27 Silicon Valley Quantitative Advisors
UQP Large
-1.49 500k 1/1/2009
26 Candriam Investor Group
Alternative Return Systemat
-1.47 125k 1/1/2007
25 Estlander & Partners
Alpha Trend II - Class P
-1.46 100k 12/1/2008
24 Seven Capital Management
Seven Absolute Return
-1.44 100k 6/1/2009
23 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.30 100k 4/1/2015
22 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.02 250k 5/1/2011
21 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
20 Garraway Capital Management LLP
Garraway Financial Trends
-0.75 100k 9/1/2012
19 R Best LLC
World Select Program
-0.18 2,000k 4/1/2016
18 DUNN Capital Management
DUNN WMA Institutional Program
-0.10 100k 10/1/2011
17 Vivienne Investissement
OUESSANT UCITS FUND
0.08 100k 5/1/2012
16 EMC Capital Advisors, LLC
EMC Alpha Program
0.08 5,000k 6/1/2013
15 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.11 1,000k 1/1/2013
14 Dreiss Research Corporation
Diversified Program
0.23 1,000k 5/1/1991
13 ISAM
ISAM Systematic Trend Fund
0.23 1,000k 6/1/2001
12 Estlander & Partners
Freedom
0.31 20,000k 8/1/2010
11 Emil van Essen
Long-Short Commodity Program
0.38 1,000k 6/1/2013
10 Talenta Capital LLP
Diversified
0.75 950k 6/1/2014
9 Emil van Essen
Multi-Strategy Program
1.07 6,000k 5/1/2014
8 ROW Asset Managment
Row Diversified Fund, L.P.
1.24 1,000k 11/1/2011
7 Eamon Capital
Zephyr Program
1.72 600k 1/1/2016
6 Superfund Group
Superfund Red EUR SICAV
1.72 10k 3/1/2013
5 Cauldron Investments, LLC
Stock Index Plus
1.76 1,000k 10/1/2009
4 Superfund Group
Superfund Red USD SICAV
2.20 10k 3/1/2013
3 Millburn Corporation
Commodity Program
2.88 25,000k 3/1/2005
2 Prolific Capital Markets, LLC
Prolific Swiss System
3.58 10,000k 1/1/2014
1 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
6.45 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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