Trend Following Strategy Index For June 2018

Monthly Rankings

Rank CTA/Program Jun 2018 Min Inv Inception
50 Estlander & Partners
Alpha Trend II - Class P
-8.12 100k 12/1/2008
49 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-4.58 200k 2/1/2015
48 Dreiss Research Corporation
Diversified Program
-3.96 1,000k 5/1/1991
47 DeltaHedge
VIXVOX 1
-3.73 250k 8/1/2015
46 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-3.67 50k 7/1/2011
45 Tomas Capital Pty Ltd
GCAF | USD
-3.52 1,500k 7/1/2011
44 Melissinos Trading
Eupatrid Program
-3.30 50k 1/1/2011
43 Eclipse Capital Management
Alpha Asia
-2.21 25,000k 1/1/2015
42 Chesapeake Capital
Diversified Plus (HV)
-2.14 100k 4/1/1994
41 Estlander & Partners
Freedom
-2.04 20,000k 8/1/2010
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.80 1,000k 3/1/2003
39 Silicon Valley Quantitative Advisors
UQP Large
-1.79 500k 1/1/2009
38 Vivienne Investissement
OUESSANT UCITS FUND
-1.59 100k 5/1/2012
37 ISAM
ISAM Systematic Trend Fund
-1.42 1,000k 6/1/2001
36 Seven Capital Management
Seven Absolute Return
-1.32 100k 6/1/2009
35 Superfund Group
Superfund Red EUR SICAV
-1.23 10k 3/1/2013
34 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-1.23 25k 2/1/2016
33 Prolific Capital Markets, LLC
Prolific Swiss System
-1.04 10,000k 1/1/2014
32 Conquest Capital Group
Conquest Select
-0.74 250k 6/1/2004
31 Superfund Group
Superfund Red USD SICAV
-0.72 10k 3/1/2013
30 EMC Capital Advisors, LLC
EMC Alpha Program
-0.57 5,000k 6/1/2013
29 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-0.39 1,000k 1/1/2013
26 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
27 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
0.00 100k 1/1/2000
28 Alee Capital Management, LLC
Poniente Program
0.00 2,500k 1/1/1999
25 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.03 100k 4/1/2015
24 Eamon Capital
Zephyr Program
0.17 600k 1/1/2016
23 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.28 250k 5/1/2011
22 Talenta Capital LLP
Diversified
0.36 950k 6/1/2014
21 Qbasis Invest
Qbasis i Trend Fund
0.43 1k 1/1/2014
20 Millburn Corporation
Commodity Program
0.44 25,000k 3/1/2005
19 Qbasis Invest
Qbasis All Trends UCITS Fund
0.48 100k 1/1/2016
18 Angle Capital Management LLC
AIP Program
0.60 100k 1/1/2010
17 DUNN Capital Management
DUNN WMA Institutional Program
0.75 100k 10/1/2011
16 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.84 250k 10/1/2009
15 Quantica Capital AG
1X Quantica Managed Futures Fund
1.00 100k 1/1/2014
14 Garraway Capital Management LLP
Garraway Financial Trends
1.12 100k 9/1/2012
13 Candriam Investor Group
Alternative Return Systemat
1.37 125k 1/1/2007
12 Quantica Capital AG
2X Quantica Managed Futures Fund
1.70 100k 1/1/2014
11 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.91 1k 10/1/2006
10 Emil van Essen
Multi-Strategy Program
2.00 6,000k 5/1/2014
9 Cauldron Investments, LLC
Stock Index Plus
2.03 1,000k 10/1/2009
8 Alee Capital Management, LLC
Mistral Program
2.28 2,500k 1/1/1999
7 ROW Asset Managment
Row Diversified Fund, L.P.
2.32 1,000k 11/1/2011
6 R Best LLC
World Select Program
2.52 2,000k 4/1/2016
5 Emil van Essen
Long-Short Commodity Program
3.73 1,000k 6/1/2013
4 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
3.76 1k 6/1/2009
3 Purple Valley Capital, Inc.
Diversified Trend 1
4.52 100k 8/1/2008
2 Worldwide Capital Strategies
Profit Quest Macro World
6.11 100k 1/1/2010
1 Covenant Capital Management
Optimal Program
9.29 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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