Trend Following Strategy Index For May 2018

Monthly Rankings

Rank CTA/Program May 2018 Min Inv Inception
50 Purple Valley Capital, Inc.
Diversified Trend 1
-22.21 100k 8/1/2008
49 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-11.14 25k 2/1/2016
48 Angle Capital Management LLC
AIP Program
-8.50 100k 1/1/2010
47 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-7.43 200k 2/1/2015
46 ISAM
ISAM Systematic Trend Fund
-6.89 1,000k 6/1/2001
45 Quantica Capital AG
2X Quantica Managed Futures Fund
-6.20 100k 1/1/2014
44 Worldwide Capital Strategies
Profit Quest Macro World
-6.19 100k 1/1/2010
43 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-5.36 50k 7/1/2011
42 Tomas Capital Pty Ltd
GCAF | USD
-5.29 1,500k 7/1/2011
41 Estlander & Partners
Freedom
-5.11 20,000k 8/1/2010
40 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.06 1k 6/1/2009
39 Superfund Group
Superfund Red EUR SICAV
-4.84 10k 3/1/2013
38 Chesapeake Capital
Diversified Plus (HV)
-4.84 100k 4/1/1994
37 Superfund Group
Superfund Red USD SICAV
-4.68 10k 3/1/2013
36 Qbasis Invest
Qbasis All Trends UCITS Fund
-3.62 100k 1/1/2016
35 Garraway Capital Management LLP
Garraway Financial Trends
-3.51 100k 9/1/2012
34 DUNN Capital Management
DUNN WMA Institutional Program
-3.24 100k 10/1/2011
33 Quantica Capital AG
1X Quantica Managed Futures Fund
-2.90 100k 1/1/2014
32 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.50 1k 10/1/2006
31 Melissinos Trading
Eupatrid Program
-2.50 50k 1/1/2011
30 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.35 1,000k 1/1/2013
29 Eamon Capital
Zephyr Program
-1.91 600k 1/1/2016
28 Emil van Essen
Long-Short Commodity Program
-1.84 1,000k 6/1/2013
27 Vivienne Investissement
OUESSANT UCITS FUND
-1.70 100k 5/1/2012
26 Prolific Capital Markets, LLC
Prolific Swiss System
-1.40 10,000k 1/1/2014
25 EMC Capital Advisors, LLC
EMC Alpha Program
-1.20 5,000k 6/1/2013
24 Emil van Essen
Multi-Strategy Program
-1.07 6,000k 5/1/2014
23 Talenta Capital LLP
Diversified
-0.67 950k 6/1/2014
22 R Best LLC
World Select Program
-0.34 2,000k 4/1/2016
21 Qbasis Invest
Qbasis i Trend Fund
-0.13 1k 1/1/2014
20 Estlander & Partners
Alpha Trend II - Class P
-0.05 100k 12/1/2008
17 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
18 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
19 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
16 DeltaHedge
VIXVOX 1
0.19 250k 8/1/2015
15 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.26 100k 4/1/2015
14 Alee Capital Management, LLC
Poniente Program
0.35 2,500k 1/1/1999
13 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.65 100k 1/1/2000
12 Seven Capital Management
Seven Absolute Return
0.66 100k 6/1/2009
11 ROW Asset Managment
Row Diversified Fund, L.P.
0.79 1,000k 11/1/2011
10 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.07 250k 10/1/2009
9 Cauldron Investments, LLC
Stock Index Plus
1.34 1,000k 10/1/2009
8 Dixon Midland Company LLC
Dixon Midland Diversified LLC
1.75 250k 5/1/2011
7 Conquest Capital Group
Conquest Select
1.89 250k 6/1/2004
6 Millburn Corporation
Commodity Program
3.08 25,000k 3/1/2005
5 Eclipse Capital Management
Alpha Asia
3.27 25,000k 1/1/2015
4 Alee Capital Management, LLC
Mistral Program
3.79 2,500k 1/1/1999
3 Silicon Valley Quantitative Advisors
UQP Large
3.92 500k 1/1/2009
2 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
6.12 1,000k 3/1/2003
1 Covenant Capital Management
Optimal Program
18.01 10k 2/1/2014

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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