Trend Following Strategy Index For August 2018

Monthly Rankings

Rank CTA/Program Aug 2018 Min Inv Inception
49 Vivienne Investissement
OUESSANT UCITS FUND
-2.21 100k 5/1/2012
48 DeltaHedge
VIXVOX 1
-0.93 250k 8/1/2015
47 Emil van Essen
Multi-Strategy Program
-0.90 6,000k 5/1/2014
46 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.59 1,000k 3/1/2003
45 Emil van Essen
Long-Short Commodity Program
-0.59 1,000k 6/1/2013
44 Seven Capital Management
Seven Absolute Return
-0.38 100k 6/1/2009
43 DeltaHedge
VIXVOX 2
-0.19 250k 8/1/2015
42 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
41 Candriam Investor Group
Alternative Return Systemat
-0.09 125k 1/1/2007
38 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
39 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
40 R Best LLC
World Select Program
0.00 2,000k 4/1/2016
37 EMC Capital Advisors, LLC
EMC Alpha Program
0.19 5,000k 6/1/2013
36 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.71 1k 10/1/2006
35 ROW Asset Managment
Row Diversified Fund, L.P.
0.71 1,000k 11/1/2011
34 Eamon Capital
Zephyr Program
0.79 600k 1/1/2016
33 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.86 100k 4/1/2015
32 Talenta Capital LLP
Diversified
0.96 950k 6/1/2014
31 Cauldron Investments, LLC
Stock Index Plus
1.20 1,000k 10/1/2009
30 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.20 1k 6/1/2009
29 ROW Asset Managment
ROW Diversified 2X Fund, LP
1.24 1,000k 8/1/2016
28 DUNN Capital Management
DUNN WMA Institutional Program
1.85 100k 10/1/2011
27 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
2.17 250k 10/1/2009
26 Garraway Capital Management LLP
Garraway Financial Trends
2.24 100k 9/1/2012
25 Prolific Capital Markets, LLC
Prolific Swiss System
2.27 10,000k 1/1/2014
24 Estlander & Partners
Freedom
2.35 20,000k 8/1/2010
23 Superfund Group
Superfund Red EUR SICAV
2.58 10k 3/1/2013
22 Qbasis Invest
Qbasis All Trends UCITS Fund
2.59 100k 1/1/2016
21 Quantica Capital AG
1X Quantica Managed Futures Fund
2.90 100k 1/1/2014
20 Worldwide Capital Strategies
Profit Quest Macro World
3.11 100k 1/1/2010
19 Superfund Group
Superfund Red USD SICAV
3.14 10k 3/1/2013
18 Melissinos Trading
Eupatrid Program
3.20 50k 1/1/2011
17 Millburn Corporation
Commodity Program
3.44 25,000k 3/1/2005
16 Alee Capital Management, LLC
Mistral Program
3.52 2,500k 1/1/1999
15 Eclipse Capital Management
Alpha Asia
3.65 25,000k 1/1/2015
14 Qbasis Invest
Qbasis i Trend Fund
3.65 1k 1/1/2014
13 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.79 250k 5/1/2011
12 Covenant Capital Management
Optimal Program
4.49 10k 2/1/2014
11 Angle Capital Management LLC
AIP Program
4.84 100k 1/1/2010
10 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.88 1,000k 1/1/2013
9 Silicon Valley Quantitative Advisors
UQP Large
6.05 500k 1/1/2009
8 Quantica Capital AG
2X Quantica Managed Futures Fund
6.10 100k 1/1/2014
7 ISAM
ISAM Systematic Trend Fund
8.48 1,000k 6/1/2001
6 Estlander & Partners
Alpha Trend II - Class P
8.52 100k 12/1/2008
5 Chesapeake Capital
Diversified Plus (HV)
10.11 100k 4/1/1994
4 Dreiss Research Corporation
Diversified Program
10.97 1,000k 5/1/1991
3 Purple Valley Capital, Inc.
Diversified Trend 1
14.22 100k 8/1/2008
2 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
15.02 50k 7/1/2011
1 Tomas Capital Pty Ltd
GCAF | USD
15.72 1,500k 7/1/2011

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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