Trend Following Strategy Index For March 2019

Monthly Rankings

Rank CTA/Program Mar 2019 Min Inv Inception
59 HASAFUMA
Börstjänaren Hedgehog
-32.26 60k 5/1/2012
58 HASAFUMA
La Cucaracha
-16.28 300k 9/1/2013
57 Purple Valley Capital, Inc.
Diversified Trend 1
-12.08 100k 8/1/2008
56 HASAFUMA
FX Momentum
-7.85 20k 7/1/2012
55 Eclipse Capital Management
Alpha Asia
-4.21 25,000k 1/1/2015
54 Alee Capital Management, LLC
Mistral Program
-3.79 2,500k 1/1/1999
53 Silicon Valley Quantitative Advisors
UQP Large
-3.67 500k 1/1/2009
52 514 Capital Partners
514 Fund
-3.55 100k 11/1/2013
51 Anderson Creek Trading
Standard Diversified Strategy
-3.00 250k 7/1/2014
50 HASAFUMA
Heavy Metal
-2.82 20k 9/1/2014
49 DeltaHedge
VIXVOX 1
-2.81 250k 8/1/2015
48 DeltaHedge
VIXVOX 2
-2.62 250k 8/1/2015
47 Estlander & Partners
Alpha Trend II - Class P
-1.93 100k 12/1/2008
46 Eamon Capital
Zephyr Program
-1.83 600k 1/1/2016
45 Emil van Essen
Long-Short Commodity Program
-1.35 1,000k 6/1/2013
44 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-0.97 1,000k 3/1/2003
43 Superfund Group
Superfund Red One SP I - Class A Silver
-0.46 10k 1/1/2017
42 Superfund Group
Superfund Green SILVER SICAV
-0.34 20k 1/1/2017
41 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.32 25k 2/1/2016
40 HASAFUMA
Micro Macro
-0.05 50k 6/1/2013
37 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
38 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
39 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
36 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.11 250k 5/1/2011
35 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.32 250k 10/1/2009
34 Cauldron Investments, LLC
Cauldron Systematic
0.39 500k 1/1/2017
33 Prolific Capital Markets, LLC
Prolific Swiss System
0.62 10,000k 1/1/2014
32 Emil van Essen
Multi-Strategy Program
0.66 6,000k 5/1/2014
31 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.70 100k 4/1/2015
30 Seven Capital Management
Seven Absolute Return
1.09 100k 6/1/2009
29 Superfund Group
Superfund Green GOLD SICAV
1.19 20k 1/1/2017
28 Chesapeake Capital
Diversified Plus (HV)
1.44 100k 4/1/1994
27 Estlander & Partners
Freedom
1.50 20,000k 8/1/2010
26 R Best LLC
World Select Program
1.56 2,000k 4/1/2016
25 Superfund Group
Superfund Red EUR SICAV
1.95 10k 3/1/2013
24 ISAM
ISAM Systematic Trend (Levitas)
2.12 1,000k 5/1/2010
23 Superfund Group
Superfund Red USD SICAV
2.14 10k 3/1/2013
22 Millburn Corporation
Commodity Program
2.46 25,000k 3/1/2005
21 Superfund Group
Superfund Red One SP I - Class A EUR
2.61 10k 1/1/2017
20 Superfund Group
Superfund Green EUR SICAV
2.77 5k 1/1/2017
19 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
2.96 1,000k 1/1/2013
18 Superfund Group
Superfund Red One SP I - Class A USD
2.97 10k 1/1/2017
17 Superfund Group
Superfund Green USD SICAV
3.05 5k 1/1/2017
16 ROW Asset Managment
Row Diversified Fund, L.P.
3.65 1,000k 11/1/2011
15 EMC Capital Advisors, LLC
EMC Alpha Program
3.93 5,000k 6/1/2013
14 Vivienne Investissement
OUESSANT UCITS FUND (A)
4.06 100k 5/1/2012
13 SEB Asset Management
SEB Asset Selection Fund C (EUR)
4.42 1k 10/1/2006
12 Schot Capital
Multi Diversified Program
4.56 1,000k 1/1/2016
11 Melissinos Trading
Eupatrid Program
4.96 50k 1/1/2011
10 Worldwide Capital Strategies
Profit Quest Macro World
5.27 100k 1/1/2010
9 DUNN Capital Management
DUNN WMA Institutional Program
5.38 100k 10/1/2011
8 Amplitude Capital International Limited
Adagio Strategy
6.71 20,000k 10/1/2016
7 Quantica Capital AG
1X Quantica Managed Futures Fund
6.80 100k 1/1/2014
6 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
7.71 1k 6/1/2009
5 ROW Asset Managment
ROW Diversified 2X Fund, LP
8.87 1,000k 8/1/2016
4 Quantica Capital AG
2X Quantica Managed Futures Fund
13.50 100k 1/1/2014
3 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
13.74 50k 7/1/2011
2 Tomas Capital Pty Ltd
GCAF | USD
13.84 1,500k 7/1/2011
1 Glenhaven Capital LLC
Glenhaven Global II LP
20.30 25k 4/1/2012

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.

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