Trend Following Strategy Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
58 Glenhaven Capital LLC
Glenhaven Global II LP
-5.94 25k 4/1/2012
58 Glenhaven Capital LLC
Glenhaven Global II LP
-5.94 25k 4/1/2012
58 Glenhaven Capital LLC
Glenhaven Global II LP
-5.94 25k 4/1/2012
57 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
57 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
57 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
54 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
53 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
56 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
56 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
56 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
55 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
55 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
55 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
52 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
51 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
54 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
54 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
54 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
53 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
53 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
53 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
50 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
49 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
52 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
52 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
52 Emil van Essen
Multi-Strategy Program
-1.88 6,000k 5/1/2014
51 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
51 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
51 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
48 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
47 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
50 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
50 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
50 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
49 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
49 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
49 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
46 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
45 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
48 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
48 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
48 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
44 Seven Capital Management
Seven Absolute Return
-1.09 100k 6/1/2009
43 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
47 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
47 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
47 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
46 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
46 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
46 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
42 HASAFUMA
Micro Macro
-0.92 50k 6/1/2013
41 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
45 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
44 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
44 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
44 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
40 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
39 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
43 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
43 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
43 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
42 Amplitude Capital International Limited
Adagio Strategy
-0.27 20,000k 10/1/2016
42 Amplitude Capital International Limited
Adagio Strategy
-0.27 20,000k 10/1/2016
42 Amplitude Capital International Limited
Adagio Strategy
-0.27 20,000k 10/1/2016
41 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
38 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
41 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
41 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
40 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
40 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
37 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
40 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
39 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
36 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
39 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
39 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
34 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
35 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
33 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
38 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
38 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
38 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
37 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
37 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
37 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
32 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
31 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
36 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
36 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
36 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
35 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
35 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
35 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
30 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
29 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
34 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
34 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
34 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
33 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
33 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
33 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
28 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
27 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
32 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
32 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
32 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
31 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
31 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
31 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
26 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
25 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
30 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
30 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
30 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
29 Vivienne Investissement
OUESSANT UCITS FUND
0.58 100k 5/1/2012
29 Vivienne Investissement
OUESSANT UCITS FUND
0.58 100k 5/1/2012
29 Vivienne Investissement
OUESSANT UCITS FUND
0.58 100k 5/1/2012
24 Vivienne Investissement
OUESSANT UCITS FUND
0.58 100k 5/1/2012
23 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
28 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
28 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
28 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
27 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
27 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
27 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
22 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
26 ISAM
ISAM Systematic Trend (Levitas)
1.17 1,000k 5/1/2010
26 ISAM
ISAM Systematic Trend (Levitas)
1.17 1,000k 5/1/2010
26 ISAM
ISAM Systematic Trend (Levitas)
1.17 1,000k 5/1/2010
25 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
25 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
25 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
21 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
24 Melissinos Trading
Eupatrid Program
1.52 50k 1/1/2011
24 Melissinos Trading
Eupatrid Program
1.52 50k 1/1/2011
24 Melissinos Trading
Eupatrid Program
1.52 50k 1/1/2011
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
23 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
20 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
19 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
22 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
22 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
22 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
21 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
21 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
21 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
18 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
20 ROW Asset Managment
Row Diversified Fund, L.P.
1.92 1,000k 11/1/2011
20 ROW Asset Managment
Row Diversified Fund, L.P.
1.92 1,000k 11/1/2011
20 ROW Asset Managment
Row Diversified Fund, L.P.
1.92 1,000k 11/1/2011
19 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
19 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
19 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
17 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
16 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
18 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
18 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
18 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
17 Schot Capital Limited
Multi Diversified Program
2.74 1,000k 1/1/2016
17 Schot Capital Limited
Multi Diversified Program
2.74 1,000k 1/1/2016
17 Schot Capital Limited
Multi Diversified Program
2.74 1,000k 1/1/2016
16 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
16 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
15 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
16 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
15 ROW Asset Managment
ROW Diversified 2X Fund, LP
3.61 1,000k 8/1/2016
15 ROW Asset Managment
ROW Diversified 2X Fund, LP
3.61 1,000k 8/1/2016
15 ROW Asset Managment
ROW Diversified 2X Fund, LP
3.61 1,000k 8/1/2016
14 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
14 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
14 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
14 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
13 Cauldron Investments, LLC
Cauldron Systematic
3.89 500k 1/1/2017
13 Cauldron Investments, LLC
Cauldron Systematic
3.89 500k 1/1/2017
13 Cauldron Investments, LLC
Cauldron Systematic
3.89 500k 1/1/2017
13 Cauldron Investments, LLC
Cauldron Systematic
3.89 500k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
12 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
11 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
11 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
11 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
11 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
10 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
10 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
10 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
10 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
9 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
9 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
9 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
9 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
8 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
8 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
8 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
8 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
5 Millburn Corporation
Commodity Program
5.81 25,000k 3/1/2005
5 Millburn Corporation
Commodity Program
5.81 25,000k 3/1/2005
5 Millburn Corporation
Commodity Program
5.81 25,000k 3/1/2005
5 Millburn Corporation
Commodity Program
5.81 25,000k 3/1/2005
4 Dreiss Research Corporation
Diversified Program
5.93 1,000k 5/1/1991
4 Dreiss Research Corporation
Diversified Program
5.93 1,000k 5/1/1991
4 Dreiss Research Corporation
Diversified Program
5.93 1,000k 5/1/1991
3 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
4 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
3 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
3 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
3 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
8.72 1,000k 5/1/1991
1 HASAFUMA
Börstjänaren Hedgehog
29.80 60k 5/1/2012
1 HASAFUMA
Börstjänaren Hedgehog
29.83 60k 5/1/2012
1 HASAFUMA
Börstjänaren Hedgehog
29.83 60k 5/1/2012
1 HASAFUMA
Börstjänaren Hedgehog
29.83 60k 5/1/2012

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.

Free Investment Plan Free CTA database

IASG Insight

IASG Invest Plan