Trend Following Strategy Index For September 2018

Monthly Rankings

Rank CTA/Program Sep 2018 Min Inv Inception
48 Covenant Capital Management
Optimal Program
-18.09 10k 2/1/2014
47 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-10.27 50k 7/1/2011
46 Tomas Capital Pty Ltd
GCAF | USD
-10.14 1,500k 7/1/2011
45 Qbasis Invest
Qbasis i Trend Fund
-9.81 1k 1/1/2014
44 Qbasis Invest
Qbasis All Trends UCITS Fund
-7.11 100k 1/1/2016
43 Estlander & Partners
Alpha Trend II - Class P
-5.23 100k 12/1/2008
42 Garraway Capital Management LLP
Garraway Financial Trends
-5.13 100k 9/1/2012
41 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.80 100k 1/1/2014
40 Estlander & Partners
Freedom
-2.80 20,000k 8/1/2010
39 ISAM
ISAM Systematic Trend Fund
-2.75 1,000k 6/1/2001
38 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.30 1k 6/1/2009
37 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.29 250k 10/1/2009
36 Eclipse Capital Management
Alpha Asia
-2.14 25,000k 1/1/2015
35 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.72 1,000k 1/1/2013
34 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
33 Superfund Group
Superfund Red USD SICAV
-1.55 10k 3/1/2013
32 Eamon Capital
Zephyr Program
-1.54 600k 1/1/2016
31 Superfund Group
Superfund Red EUR SICAV
-1.46 10k 3/1/2013
30 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.35 1k 10/1/2006
29 Talenta Capital LLP
Diversified
-1.15 950k 6/1/2014
28 Conquest Capital Group
Conquest Select
-1.08 250k 6/1/2004
27 Chesapeake Capital
Diversified Plus (HV)
-1.02 100k 4/1/1994
26 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-0.72 250k 5/1/2011
25 Seven Capital Management
Seven Absolute Return
-0.56 100k 6/1/2009
24 Prolific Capital Markets, LLC
Prolific Swiss System
-0.54 10,000k 1/1/2014
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.34 1,000k 3/1/2003
22 EMC Capital Advisors, LLC
EMC Alpha Program
-0.23 5,000k 6/1/2013
21 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
15 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
16 Alee Capital Management, LLC
Mistral Program
0.00 2,500k 1/1/1999
17 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
18 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
19 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
20 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
14 Silicon Valley Quantitative Advisors
UQP Large
0.05 500k 1/1/2009
13 Emil van Essen
Long-Short Commodity Program
0.14 1,000k 6/1/2013
12 Purple Valley Capital, Inc.
Diversified Trend 1
0.14 100k 8/1/2008
11 Vivienne Investissement
OUESSANT UCITS FUND
0.21 100k 5/1/2012
10 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.22 100k 4/1/2015
9 Melissinos Trading
Eupatrid Program
0.22 50k 1/1/2011
8 R Best LLC
World Select Program
0.29 2,000k 4/1/2016
7 DeltaHedge
VIXVOX 2
0.76 250k 8/1/2015
6 Emil van Essen
Multi-Strategy Program
0.80 6,000k 5/1/2014
5 Cauldron Investments, LLC
Stock Index Plus
1.33 1,000k 10/1/2009
4 DUNN Capital Management
DUNN WMA Institutional Program
1.41 100k 10/1/2011
3 DeltaHedge
VIXVOX 1
1.46 250k 8/1/2015
2 Worldwide Capital Strategies
Profit Quest Macro World
2.81 100k 1/1/2010
1 Millburn Corporation
Commodity Program
3.72 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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