Trend Following Strategy Index For April 2018

Monthly Rankings

Rank CTA/Program Apr 2018 Min Inv Inception
49 Alee Capital Management, LLC
Mistral Program
-5.70 2,500k 1/1/1999
50 Alee Capital Management, LLC
Mistral Program
-5.70 2,500k 1/1/1999
48 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
48 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
49 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
47 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-3.86 200k 2/1/2015
48 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-3.86 200k 2/1/2015
46 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.22 250k 5/1/2011
47 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.22 250k 5/1/2011
45 Garraway Capital Management LLP
Garraway Financial Trends
-3.16 100k 9/1/2012
46 Garraway Capital Management LLP
Garraway Financial Trends
-3.16 100k 9/1/2012
44 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.59 1k 6/1/2009
45 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.59 1k 6/1/2009
43 Candriam Investor Group
Alternative Return Systemat
-2.53 125k 1/1/2007
44 Candriam Investor Group
Alternative Return Systemat
-2.53 125k 1/1/2007
42 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
43 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
41 Vivienne Investissement
OUESSANT UCITS FUND
-1.46 100k 5/1/2012
42 Vivienne Investissement
OUESSANT UCITS FUND
-1.46 100k 5/1/2012
40 Qbasis Invest
Qbasis All Trends UCITS Fund
-1.32 100k 1/1/2016
41 Qbasis Invest
Qbasis All Trends UCITS Fund
-1.32 100k 1/1/2016
39 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.30 1k 10/1/2006
40 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.30 1k 10/1/2006
38 Chesapeake Capital
Diversified Plus (HV)
-1.29 100k 4/1/1994
39 Chesapeake Capital
Diversified Plus (HV)
-1.29 100k 4/1/1994
37 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.19 1,000k 3/1/2003
38 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.19 1,000k 3/1/2003
36 Qbasis Invest
Qbasis i Trend Fund
-1.08 1k 1/1/2014
37 Qbasis Invest
Qbasis i Trend Fund
-1.08 1k 1/1/2014
35 Alee Capital Management, LLC
Poniente Program
-0.96 2,500k 1/1/1999
36 Alee Capital Management, LLC
Poniente Program
-0.96 2,500k 1/1/1999
34 Purple Valley Capital, Inc.
Diversified Trend 1
-0.62 100k 8/1/2008
35 Purple Valley Capital, Inc.
Diversified Trend 1
-0.62 100k 8/1/2008
33 Emil van Essen
Long-Short Commodity Program
-0.56 1,000k 6/1/2013
34 Emil van Essen
Long-Short Commodity Program
-0.56 1,000k 6/1/2013
33 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.49 25k 2/1/2016
32 Estlander & Partners
Freedom
-0.40 20,000k 8/1/2010
32 Estlander & Partners
Freedom
-0.40 20,000k 8/1/2010
31 DeltaHedge
VIXVOX 1
-0.31 250k 8/1/2015
31 DeltaHedge
VIXVOX 1
-0.31 250k 8/1/2015
30 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
30 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
29 Melissinos Trading
Eupatrid Program
-0.26 50k 1/1/2011
29 Melissinos Trading
Eupatrid Program
-0.26 50k 1/1/2011
28 EMC Capital Advisors, LLC
EMC Alpha Program
-0.22 5,000k 6/1/2013
28 EMC Capital Advisors, LLC
EMC Alpha Program
-0.22 5,000k 6/1/2013
27 Talenta Capital LLP
Diversified
-0.12 950k 6/1/2014
27 Talenta Capital LLP
Diversified
-0.12 950k 6/1/2014
26 Emil van Essen
Multi-Strategy Program
-0.06 6,000k 5/1/2014
26 Emil van Essen
Multi-Strategy Program
-0.06 6,000k 5/1/2014
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
24 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
24 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
23 R Best LLC
World Select Program
0.12 2,000k 4/1/2016
23 R Best LLC
World Select Program
0.12 2,000k 4/1/2016
22 Superfund Group
Superfund Red EUR SICAV
0.26 10k 3/1/2013
22 Superfund Group
Superfund Red EUR SICAV
0.26 10k 3/1/2013
21 Superfund Group
Superfund Red USD SICAV
0.46 10k 3/1/2013
21 Superfund Group
Superfund Red USD SICAV
0.46 10k 3/1/2013
20 Estlander & Partners
Alpha Trend II - Class P
0.59 100k 12/1/2008
20 Estlander & Partners
Alpha Trend II - Class P
0.59 100k 12/1/2008
19 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.75 100k 4/1/2015
19 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.75 100k 4/1/2015
18 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.86 1,000k 1/1/2013
18 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.86 1,000k 1/1/2013
17 Seven Capital Management
Seven Absolute Return
0.91 100k 6/1/2009
17 Seven Capital Management
Seven Absolute Return
0.91 100k 6/1/2009
16 Prolific Capital Markets, LLC
Prolific Swiss System
1.12 10,000k 1/1/2014
16 Prolific Capital Markets, LLC
Prolific Swiss System
1.12 10,000k 1/1/2014
15 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
15 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
14 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.36 50k 7/1/2011
14 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.36 50k 7/1/2011
13 Tomas Capital Pty Ltd
GCAF | USD
1.50 1,500k 7/1/2011
13 Tomas Capital Pty Ltd
GCAF | USD
1.50 1,500k 7/1/2011
12 Silicon Valley Quantitative Advisors
UQP Large
1.55 500k 1/1/2009
12 Silicon Valley Quantitative Advisors
UQP Large
1.55 500k 1/1/2009
11 Worldwide Capital Strategies
Profit Quest Macro World
1.58 100k 1/1/2010
11 Worldwide Capital Strategies
Profit Quest Macro World
1.58 100k 1/1/2010
10 Angle Capital Management LLC
AIP Program
1.61 100k 1/1/2010
10 Angle Capital Management LLC
AIP Program
1.61 100k 1/1/2010
9 ISAM
ISAM Systematic Trend Fund
1.61 1,000k 6/1/2001
9 ISAM
ISAM Systematic Trend Fund
1.61 1,000k 6/1/2001
8 Covenant Capital Management
Optimal Program
1.99 10k 2/1/2014
8 Covenant Capital Management
Optimal Program
1.99 10k 2/1/2014
7 ROW Asset Managment
Row Diversified Fund, L.P.
2.05 1,000k 11/1/2011
7 ROW Asset Managment
Row Diversified Fund, L.P.
2.05 1,000k 11/1/2011
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.19 100k 1/1/2000
6 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.19 100k 1/1/2000
5 Dreiss Research Corporation
Diversified Program
2.37 1,000k 5/1/1991
5 Dreiss Research Corporation
Diversified Program
2.37 1,000k 5/1/1991
4 DUNN Capital Management
DUNN WMA Institutional Program
2.81 100k 10/1/2011
4 DUNN Capital Management
DUNN WMA Institutional Program
2.81 100k 10/1/2011
3 Glenhaven Capital LLC
Glenhaven Global II LP
2.82 25k 4/1/2012
3 Glenhaven Capital LLC
Glenhaven Global II LP
2.82 25k 4/1/2012
2 Eamon Capital
Zephyr Program
2.88 600k 1/1/2016
2 Eamon Capital
Zephyr Program
2.88 600k 1/1/2016
1 Millburn Corporation
Commodity Program
4.25 25,000k 3/1/2005
1 Millburn Corporation
Commodity Program
4.25 25,000k 3/1/2005

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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