Trend Following Strategy Index For July 2019

Monthly Rankings

Rank CTA/Program Jul 2019 Min Inv Inception
51 Purple Valley Capital, Inc.
Diversified Trend 1
-17.43 100k 8/1/2008
50 Worldwide Capital Strategies
Profit Quest Macro World
-10.54 100k 1/1/2010
49 Eamon Capital
Zephyr Program
-5.53 600k 1/1/2016
48 Silicon Valley Quantitative Advisors
UQP Large
-3.99 500k 1/1/2009
47 Schot Capital
Multi Diversified Program
-3.01 1,000k 1/1/2016
46 Anderson Creek Trading
Standard Diversified Strategy
-2.32 250k 7/1/2014
45 Emil van Essen
Long-Short Commodity Program
-1.28 1,000k 6/1/2013
44 Superfund Group
Superfund Red EUR SICAV
-1.27 10k 3/1/2013
43 Eclipse Capital Management
Alpha Asia
-1.21 25,000k 1/1/2015
42 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-1.02 250k 10/1/2009
41 Superfund Group
Superfund Red One SP I - Class A EUR
-0.95 10k 1/1/2017
40 Superfund Group
Superfund Red One SP I - Class A USD
-0.84 10k 1/1/2017
39 Emil van Essen
Multi-Strategy Program
-0.83 6,000k 5/1/2014
38 Superfund Group
Superfund Red USD SICAV
-0.83 10k 3/1/2013
37 Prolific Capital Markets, LLC
Prolific Swiss System
-0.42 10,000k 1/1/2014
36 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-0.38 500k 1/1/2015
35 Seven Capital Management
Seven Absolute Return
-0.37 100k 6/1/2009
34 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
33 Soaring Pelican, LLC
S&P Multiday Hybrid Program
-0.14 175k 5/1/2017
32 R Best LLC
World Select Program
-0.05 2,000k 4/1/2016
30 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
31 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.00 100k 4/1/2015
29 Superfund Group
Superfund Green EUR SICAV
0.84 5k 1/1/2017
28 Alee Capital Management, LLC
Mistral Program
0.85 2,500k 1/1/1999
27 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.99 50k 7/1/2011
26 Cauldron Investments, LLC
Cauldron Systematic
1.01 500k 1/1/2017
25 Tomas Capital Pty Ltd
GCAF | USD
1.06 1,500k 7/1/2011
24 EMC Capital Advisors, LLC
EMC Alpha Program
1.22 5,000k 6/1/2013
23 Superfund Group
Superfund Green USD SICAV
1.40 5k 1/1/2017
22 514 Capital Partners
514 Fund
1.65 100k 11/1/2013
21 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.73 100k 5/1/2012
20 Superfund Group
Superfund Green GOLD SICAV
2.18 20k 1/1/2017
19 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
2.24 1,000k 3/1/2003
18 DUNN Capital Management
DUNN WMA Institutional Program
2.50 100k 10/1/2011
17 Chesapeake Capital
Diversified Plus (HV)
2.54 100k 4/1/1994
16 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.63 1k 10/1/2006
15 DeltaHedge
VIXVOX 2
3.13 250k 8/1/2015
14 Estlander & Partners
Alpha Trend II - Class P
3.45 100k 12/1/2008
13 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.48 250k 5/1/2011
12 Quantica Capital AG
1X Quantica Managed Futures Fund
3.60 100k 1/1/2014
11 ISAM
ISAM Systematic Trend (Levitas)
3.93 1,000k 5/1/2010
10 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.16 1,000k 1/1/2013
9 Melissinos Trading
Eupatrid Program
4.20 50k 1/1/2011
8 Estlander & Partners
Freedom
4.44 20,000k 8/1/2010
7 DeltaHedge
VIXVOX 1
4.81 250k 8/1/2015
6 Garraway Capital Management LLP
Garraway Financial Trends
4.97 100k 9/1/2012
5 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
5.27 1k 6/1/2009
4 Superfund Group
Superfund Red One SP I - Class A Silver
5.91 10k 1/1/2017
3 Quantica Capital AG
2X Quantica Managed Futures Fund
6.80 100k 1/1/2014
2 Superfund Group
Superfund Green SILVER SICAV
8.39 20k 1/1/2017
1 Dreiss Research Corporation
Diversified Program
9.82 1,000k 5/1/1991

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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