Trend Following Strategy Index For July 2018

Monthly Rankings

Rank CTA/Program Jul 2018 Min Inv Inception
48 Qbasis Invest
Qbasis i Trend Fund
-7.38 1k 1/1/2014
47 Qbasis Invest
Qbasis All Trends UCITS Fund
-6.98 100k 1/1/2016
46 Worldwide Capital Strategies
Profit Quest Macro World
-6.43 100k 1/1/2010
45 Angle Capital Management LLC
AIP Program
-6.08 100k 1/1/2010
44 Purple Valley Capital, Inc.
Diversified Trend 1
-4.60 100k 8/1/2008
43 Eamon Capital
Zephyr Program
-4.34 600k 1/1/2016
42 Emil van Essen
Long-Short Commodity Program
-3.73 1,000k 6/1/2013
41 Prolific Capital Markets, LLC
Prolific Swiss System
-3.37 10,000k 1/1/2014
40 R Best LLC
World Select Program
-3.09 2,000k 4/1/2016
39 Garraway Capital Management LLP
Garraway Financial Trends
-1.98 100k 9/1/2012
38 Emil van Essen
Multi-Strategy Program
-1.53 6,000k 5/1/2014
37 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.07 1k 6/1/2009
36 Millburn Corporation
Commodity Program
-0.98 25,000k 3/1/2005
35 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.86 250k 10/1/2009
34 Covenant Capital Management
Optimal Program
-0.69 10k 2/1/2014
33 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.67 1k 10/1/2006
32 DUNN Capital Management
DUNN WMA Institutional Program
-0.63 100k 10/1/2011
31 Silicon Valley Quantitative Advisors
UQP Large
-0.57 500k 1/1/2009
30 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.35 1,000k 3/1/2003
29 Dreiss Research Corporation
Diversified Program
-0.30 1,000k 5/1/1991
28 Talenta Capital LLP
Diversified
-0.13 950k 6/1/2014
27 Vivienne Investissement
OUESSANT UCITS FUND
-0.07 100k 5/1/2012
26 Alee Capital Management, LLC
Mistral Program
-0.04 2,500k 1/1/1999
24 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
23 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
25 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
22 DeltaHedge
VIXVOX 2
0.31 250k 8/1/2015
21 Chesapeake Capital
Diversified Plus (HV)
0.32 100k 4/1/1994
20 Estlander & Partners
Alpha Trend II - Class P
0.33 100k 12/1/2008
19 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.37 1,000k 1/1/2013
18 ISAM
ISAM Systematic Trend Fund
0.39 1,000k 6/1/2001
17 EMC Capital Advisors, LLC
EMC Alpha Program
0.51 5,000k 6/1/2013
16 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.54 100k 4/1/2015
15 Estlander & Partners
Freedom
0.60 20,000k 8/1/2010
14 Melissinos Trading
Eupatrid Program
0.61 50k 1/1/2011
13 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.83 250k 5/1/2011
12 DeltaHedge
VIXVOX 1
0.95 250k 8/1/2015
11 Seven Capital Management
Seven Absolute Return
1.21 100k 6/1/2009
10 Quantica Capital AG
1X Quantica Managed Futures Fund
1.50 100k 1/1/2014
9 Superfund Group
Superfund Red EUR SICAV
1.74 10k 3/1/2013
8 Tomas Capital Pty Ltd
GCAF | USD
1.78 1,500k 7/1/2011
7 Cauldron Investments, LLC
Stock Index Plus
1.83 1,000k 10/1/2009
6 Superfund Group
Superfund Red USD SICAV
1.91 10k 3/1/2013
5 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.98 50k 7/1/2011
4 Quantica Capital AG
2X Quantica Managed Futures Fund
2.80 100k 1/1/2014
3 Eclipse Capital Management
Alpha Asia
3.14 25,000k 1/1/2015
2 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
4.61 200k 2/1/2015
1 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
20.14 25k 2/1/2016

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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