Trend Following Strategy Index For June 2019

Monthly Rankings

Rank CTA/Program Jun 2019 Min Inv Inception
52 Garraway Capital Management LLP
Garraway Financial Trends
-1.66 100k 9/1/2012
51 Silicon Valley Quantitative Advisors
UQP Large
-1.47 500k 1/1/2009
50 R Best LLC
World Select Program
-1.44 2,000k 4/1/2016
49 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.34 250k 5/1/2011
48 Anderson Creek Trading
Standard Diversified Strategy
-1.31 250k 7/1/2014
47 Alee Capital Management, LLC
Mistral Program
-0.78 2,500k 1/1/1999
46 DeltaHedge
VIXVOX 1
-0.43 250k 8/1/2015
45 Eclipse Capital Management
Alpha Asia
-0.41 25,000k 1/1/2015
44 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
43 DeltaHedge
VIXVOX 2
-0.03 250k 8/1/2015
38 ROW Asset Managment
Row Diversified Fund, L.P.
0.00 1,000k 11/1/2011
39 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
40 Emil van Essen
Multi-Strategy Program
0.00 6,000k 5/1/2014
41 ROW Asset Managment
ROW Diversified 2X Fund, LP
0.00 1,000k 8/1/2016
42 ISAM
ISAM Systematic Trend (Levitas)
0.00 1,000k 5/1/2010
37 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.24 250k 10/1/2009
36 Millburn Corporation
Commodity Program
0.44 25,000k 3/1/2005
35 Melissinos Trading
Eupatrid Program
0.51 50k 1/1/2011
34 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.90 500k 1/1/2015
33 Estlander & Partners
Freedom
1.13 20,000k 8/1/2010
32 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.41 1k 10/1/2006
31 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.85 100k 4/1/2015
30 Superfund Group
Superfund Red EUR SICAV
1.87 10k 3/1/2013
29 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.12 1k 6/1/2009
28 DUNN Capital Management
DUNN WMA Institutional Program
2.15 100k 10/1/2011
27 Purple Valley Capital, Inc.
Diversified Trend 1
2.15 100k 8/1/2008
26 Superfund Group
Superfund Red USD SICAV
2.55 10k 3/1/2013
25 Prolific Capital Markets, LLC
Prolific Swiss System
2.64 10,000k 1/1/2014
24 Superfund Group
Superfund Red One SP I - Class A EUR
2.86 10k 1/1/2017
23 Superfund Group
Superfund Red One SP I - Class A USD
3.14 10k 1/1/2017
22 EMC Capital Advisors, LLC
EMC Alpha Program
3.34 5,000k 6/1/2013
21 Chesapeake Capital
Diversified Plus (HV)
3.61 100k 4/1/1994
20 Candriam Investor Group
Alternative Return Systemat
3.85 125k 1/1/2007
19 Vivienne Investissement
OUESSANT UCITS FUND (A)
4.21 100k 5/1/2012
18 Worldwide Capital Strategies
Profit Quest Macro World
4.21 100k 1/1/2010
17 Superfund Group
Superfund Green EUR SICAV
4.47 5k 1/1/2017
16 Eamon Capital
Zephyr Program
4.56 600k 1/1/2016
15 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
5.03 1,000k 1/1/2013
14 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.10 50k 7/1/2011
13 Superfund Group
Superfund Green USD SICAV
5.11 5k 1/1/2017
12 Tomas Capital Pty Ltd
GCAF | USD
5.11 1,500k 7/1/2011
11 Cauldron Investments, LLC
Cauldron Systematic
5.45 500k 1/1/2017
10 514 Capital Partners
514 Fund
5.62 100k 11/1/2013
9 Dreiss Research Corporation
Diversified Program
6.01 1,000k 5/1/1991
8 Quantica Capital AG
1X Quantica Managed Futures Fund
6.30 100k 1/1/2014
7 Schot Capital
Multi Diversified Program
6.76 1,000k 1/1/2016
6 Superfund Group
Superfund Red One SP I - Class A Silver
7.97 10k 1/1/2017
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
8.43 1,000k 3/1/2003
4 Estlander & Partners
Alpha Trend II - Class P
9.10 100k 12/1/2008
3 Superfund Group
Superfund Green SILVER SICAV
9.94 20k 1/1/2017
2 Quantica Capital AG
2X Quantica Managed Futures Fund
12.60 100k 1/1/2014
1 Superfund Group
Superfund Green GOLD SICAV
13.22 20k 1/1/2017

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