Trend Following Strategy Index For May 2019 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 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 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 (A) -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 22 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 20 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 21 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 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 Ridgefield 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 Global Trends 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.