Trend Following Strategy Index For September 2018 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Sep 2018 Min Inv Inception 48 Covenant Capital Management Optimal Program -18.09 10k 2/1/2014 47 Covenant Capital Management Optimal Program -18.09 10k 2/1/2014 46 Tomas Capital Pty Ltd GCAF | USD -10.45 1,500k 7/1/2011 45 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -10.27 50k 7/1/2011 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 i Trend Fund -9.81 1k 1/1/2014 43 Qbasis Invest Qbasis All Trends UCITS Fund -7.11 100k 1/1/2016 44 Qbasis Invest Qbasis All Trends UCITS Fund -7.11 100k 1/1/2016 42 ROW Asset Managment ROW Diversified 2X Fund, LP -5.38 1,000k 8/1/2016 41 Estlander & Partners Alpha Trend II - Class P -5.23 100k 12/1/2008 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 40 Garraway Capital Management LLP Garraway Financial Trends -5.13 100k 9/1/2012 39 Quantica Capital AG 2X Quantica Managed Futures Fund -3.80 100k 1/1/2014 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 ISAM ISAM Systematic Trend Fund -2.75 1,000k 6/1/2001 37 Estlander & Partners Freedom -2.71 20,000k 8/1/2010 36 ROW Asset Managment Row Diversified Fund, L.P. -2.64 1,000k 11/1/2011 35 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.30 1k 6/1/2009 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 34 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.29 250k 10/1/2009 33 Eclipse Capital Management Alpha Asia -2.15 25,000k 1/1/2015 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 32 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -1.72 1,000k 1/1/2013 31 Quantica Capital AG 1X Quantica Managed Futures Fund -1.70 100k 1/1/2014 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 30 Superfund Group Superfund Red USD SICAV -1.55 10k 3/1/2013 29 Eamon Capital Zephyr Program -1.54 600k 1/1/2016 32 Eamon Capital Zephyr Program -1.54 600k 1/1/2016 31 Superfund Group Superfund Red EUR SICAV -1.46 10k 3/1/2013 28 Superfund Group Superfund Red EUR SICAV -1.46 10k 3/1/2013 27 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.35 1k 10/1/2006 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 26 Talenta Capital LLP Diversified -1.15 950k 6/1/2014 28 Conquest Capital Group Conquest Select -1.08 250k 6/1/2004 25 Conquest Capital Group Conquest Select -1.08 250k 6/1/2004 24 Chesapeake Capital Diversified Plus (HV) -1.02 100k 4/1/1994 27 Chesapeake Capital Diversified Plus (HV) -1.02 100k 4/1/1994 23 Melissinos Trading Eupatrid Program -0.92 50k 1/1/2011 22 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.72 250k 5/1/2011 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 21 Seven Capital Management Seven Absolute Return -0.56 100k 6/1/2009 20 Prolific Capital Markets, LLC Prolific Swiss System -0.54 10,000k 1/1/2014 24 Prolific Capital Markets, LLC Prolific Swiss System -0.54 10,000k 1/1/2014 19 Dreiss Research Corporation Diversified Program -0.41 1,000k 5/1/1991 23 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.34 1,000k 3/1/2003 18 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.34 1,000k 3/1/2003 17 EMC Capital Advisors, LLC EMC Alpha Program -0.23 5,000k 6/1/2013 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 16 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 15 Silicon Valley Quantitative Advisors UQP Large 0.05 500k 1/1/2009 14 Emil van Essen Long-Short Commodity Program 0.14 1,000k 6/1/2013 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 13 Purple Valley Capital, Inc. Diversified Trend 1 0.20 100k 8/1/2008 12 Vivienne Investissement OUESSANT UCITS FUND 0.21 100k 5/1/2012 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 11 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 10 R Best LLC World Select Program 0.29 2,000k 4/1/2016 9 DeltaHedge VIXVOX 2 0.76 250k 8/1/2015 7 DeltaHedge VIXVOX 2 0.76 250k 8/1/2015 6 Emil van Essen Multi-Strategy Program 0.80 6,000k 5/1/2014 8 Emil van Essen Multi-Strategy Program 0.80 6,000k 5/1/2014 7 Cauldron Investments, LLC Stock Index Plus 1.33 1,000k 10/1/2009 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 6 DUNN Capital Management DUNN WMA Institutional Program 1.41 100k 10/1/2011 5 DeltaHedge VIXVOX 1 1.46 250k 8/1/2015 3 DeltaHedge VIXVOX 1 1.46 250k 8/1/2015 4 Alee Capital Management, LLC Mistral Program 1.73 2,500k 1/1/1999 3 Candriam Investor Group Alternative Return Systemat 2.78 125k 1/1/2007 2 Worldwide Capital Strategies Profit Quest Macro World 2.81 100k 1/1/2010 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 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.