Trend Following Strategy Index For January 2019

Monthly Rankings

Rank CTA/Program Jan 2019 Min Inv Inception
51 Tomas Capital Pty Ltd
GCAF | USD
-14.10 1,500k 7/1/2011
50 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-13.85 50k 7/1/2011
49 Estlander & Partners
Alpha Trend II - Class P
-9.76 100k 12/1/2008
48 Dreiss Research Corporation
Diversified Program
-9.28 1,000k 5/1/1991
47 Purple Valley Capital, Inc.
Diversified Trend 1
-8.03 100k 8/1/2008
46 Chesapeake Capital
Diversified Plus (HV)
-7.65 100k 4/1/1994
45 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-6.64 250k 5/1/2011
44 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.98 1k 6/1/2009
43 Estlander & Partners
Freedom
-4.88 20,000k 8/1/2010
42 Emil van Essen
Long-Short Commodity Program
-4.49 1,000k 6/1/2013
41 R Best LLC
World Select Program
-4.40 2,000k 4/1/2016
40 Prolific Capital Markets, LLC
Prolific Swiss System
-3.98 10,000k 1/1/2014
39 ROW Asset Managment
ROW Diversified 2X Fund, LP
-3.90 1,000k 8/1/2016
38 Alee Capital Management, LLC
Mistral Program
-3.74 2,500k 1/1/1999
37 Eamon Capital
Zephyr Program
-3.08 600k 1/1/2016
36 Garraway Capital Management LLP
Garraway Financial Trends
-2.97 100k 9/1/2012
35 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-2.96 1k 10/1/2006
34 Anderson Creek Trading
Standard Diversified Strategy
-2.72 250k 7/1/2014
33 ROW Asset Managment
Row Diversified Fund, L.P.
-1.87 1,000k 11/1/2011
32 DUNN Capital Management
DUNN WMA Institutional Program
-1.67 100k 10/1/2011
31 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.25 1,000k 1/1/2013
30 Emil van Essen
Multi-Strategy Program
-1.09 6,000k 5/1/2014
29 Eclipse Capital Management
Alpha Asia
-0.91 25,000k 1/1/2015
28 Seven Capital Management
Seven Absolute Return
-0.52 100k 6/1/2009
27 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
26 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
25 Conquest Capital Group
Conquest Select
0.00 250k 6/1/2004
24 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
23 Talenta Capital LLP
Diversified
0.00 950k 6/1/2014
22 Silicon Valley Quantitative Advisors
UQP Large
0.04 500k 1/1/2009
21 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.29 100k 4/1/2015
20 DeltaHedge
VIXVOX 2
1.00 250k 8/1/2015
19 EMC Capital Advisors, LLC
EMC Alpha Program
1.06 5,000k 6/1/2013
18 514 Capital Partners
514 Fund
1.65 100k 11/1/2013
17 Superfund Group
Superfund Red EUR SICAV
1.82 10k 3/1/2013
16 Vivienne Investissement
OUESSANT UCITS FUND
1.94 100k 5/1/2012
15 Superfund Group
Superfund Red USD SICAV
2.56 10k 3/1/2013
14 Superfund Group
Superfund Green EUR SICAV
2.83 5k 1/1/2017
13 Superfund Group
Superfund Red One SP I - Class A EUR
3.19 10k 1/1/2017
12 Superfund Group
Superfund Red One SP I - Class A USD
3.40 10k 1/1/2017
11 DeltaHedge
VIXVOX 1
3.50 250k 8/1/2015
10 Superfund Group
Superfund Green USD SICAV
3.57 5k 1/1/2017
9 Millburn Corporation
Commodity Program
3.76 25,000k 3/1/2005
8 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
7 Worldwide Capital Strategies
Profit Quest Macro World
4.02 100k 1/1/2010
6 Cauldron Investments, LLC
Cauldron Systematic
4.30 500k 1/1/2017
5 Superfund Group
Superfund Green GOLD SICAV
6.66 20k 1/1/2017
4 Superfund Group
Superfund Red One SP I - Class A Silver
6.85 10k 1/1/2017
3 Superfund Group
Superfund Green SILVER SICAV
7.10 20k 1/1/2017
2 Quantica Capital AG
2X Quantica Managed Futures Fund
9.30 100k 1/1/2014
1 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
9.97 1,000k 3/1/2003

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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