Trend Following Strategy Index For May 2019

Monthly Rankings

Rank CTA/Program May 2019 Min Inv Inception
52 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-9.64 50k 7/1/2011
51 Tomas Capital Pty Ltd
GCAF | USD
-9.45 1,500k 7/1/2011
50 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-7.56 25k 2/1/2016
49 Superfund Group
Superfund Green SILVER SICAV
-6.95 20k 1/1/2017
48 Emil van Essen
Long-Short Commodity Program
-5.29 1,000k 6/1/2013
47 Emil van Essen
Multi-Strategy Program
-5.28 6,000k 5/1/2014
46 Superfund Group
Superfund Red One SP I - Class A Silver
-5.18 10k 1/1/2017
45 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-4.95 500k 1/1/2015
44 Superfund Group
Superfund Green EUR SICAV
-4.46 5k 1/1/2017
43 Superfund Group
Superfund Green USD SICAV
-4.32 5k 1/1/2017
42 Cauldron Investments, LLC
Cauldron Systematic
-4.08 500k 1/1/2017
41 Anderson Creek Trading
Standard Diversified Strategy
-3.56 250k 7/1/2014
40 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-3.07 1,000k 3/1/2003
39 Estlander & Partners
Freedom
-2.90 20,000k 8/1/2010
38 ISAM
ISAM Systematic Trend (Levitas)
-2.84 1,000k 5/1/2010
37 Superfund Group
Superfund Green GOLD SICAV
-2.80 20k 1/1/2017
36 Quantica Capital AG
2X Quantica Managed Futures Fund
-2.80 100k 1/1/2014
35 Superfund Group
Superfund Red One SP I - Class A EUR
-2.72 10k 1/1/2017
34 Superfund Group
Superfund Red One SP I - Class A USD
-2.42 10k 1/1/2017
33 Silicon Valley Quantitative Advisors
UQP Large
-2.24 500k 1/1/2009
32 Superfund Group
Superfund Red EUR SICAV
-2.05 10k 3/1/2013
31 Vivienne Investissement
OUESSANT UCITS FUND
-2.01 100k 5/1/2012
30 Superfund Group
Superfund Red USD SICAV
-1.94 10k 3/1/2013
29 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.50 100k 1/1/2014
28 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-1.35 100k 4/1/2015
27 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.19 250k 10/1/2009
26 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.10 250k 5/1/2011
25 R Best LLC
World Select Program
-0.97 2,000k 4/1/2016
24 Dreiss Research Corporation
Diversified Program
-0.20 1,000k 5/1/1991
23 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-0.16 1k 6/1/2009
21 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
22 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
20 Chesapeake Capital
Diversified Plus (HV)
0.00 100k 4/1/1994
19 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.02 1,000k 1/1/2013
18 514 Capital Partners
514 Fund
0.16 100k 11/1/2013
17 EMC Capital Advisors, LLC
EMC Alpha Program
0.38 5,000k 6/1/2013
16 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.47 1k 10/1/2006
15 DUNN Capital Management
DUNN WMA Institutional Program
0.57 100k 10/1/2011
14 ROW Asset Managment
Row Diversified Fund, L.P.
1.02 1,000k 11/1/2011
13 Millburn Corporation
Commodity Program
1.24 25,000k 3/1/2005
12 ROW Asset Managment
ROW Diversified 2X Fund, LP
1.80 1,000k 8/1/2016
11 Melissinos Trading
Eupatrid Program
2.17 50k 1/1/2011
10 Worldwide Capital Strategies
Profit Quest Macro World
2.91 100k 1/1/2010
9 Schot Capital
Multi Diversified Program
3.35 1,000k 1/1/2016
8 Prolific Capital Markets, LLC
Prolific Swiss System
3.62 10,000k 1/1/2014
7 Eclipse Capital Management
Alpha Asia
3.86 25,000k 1/1/2015
6 Alee Capital Management, LLC
Mistral Program
4.28 2,500k 1/1/1999
5 DeltaHedge
VIXVOX 2
5.89 250k 8/1/2015
4 Purple Valley Capital, Inc.
Diversified Trend 1
5.93 100k 8/1/2008
3 DeltaHedge
VIXVOX 1
6.86 250k 8/1/2015
2 Eamon Capital
Zephyr Program
8.14 600k 1/1/2016
1 Estlander & Partners
Alpha Trend II - Class P
12.60 100k 12/1/2008

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