Trend Following Strategy Index For August 2019

Monthly Rankings

Rank CTA/Program Aug 2019 Min Inv Inception
53 DeltaHedge
VIXVOX 1
-8.22 250k 8/1/2015
52 DeltaHedge
VIXVOX 2
-5.31 250k 8/1/2015
51 Cauldron Investments, LLC
Cauldron Systematic
-4.92 500k 1/1/2017
50 Emil van Essen
Long-Short Commodity Program
-4.46 1,000k 6/1/2013
49 Superfund Group
Superfund Red One SP I - Class A EUR
-2.96 10k 1/1/2017
48 Superfund Group
Superfund Red One SP I - Class A USD
-2.56 10k 1/1/2017
47 Emil van Essen
Multi-Strategy Program
-2.51 6,000k 5/1/2014
46 Superfund Group
Superfund Red EUR SICAV
-2.27 10k 3/1/2013
45 Superfund Group
Superfund Red USD SICAV
-2.13 10k 3/1/2013
43 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
44 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.00 500k 1/1/2015
42 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.15 250k 10/1/2009
41 DeltaHedge
DH Styx
0.57 1,000k 9/1/2017
40 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.74 100k 5/1/2012
39 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.44 100k 4/1/2015
38 SEB Asset Management
SEB Asset Selection Fund C (EUR)
2.59 1k 10/1/2006
37 GT CAPITAL CTA
GT Systematic Day Trading Program
2.67 30k 8/1/2017
36 R Best LLC
World Select Program
2.83 2,000k 4/1/2016
35 Seven Capital Management
Seven Absolute Return
2.92 100k 6/1/2009
34 Schot Capital
Multi Diversified Program
3.09 1,000k 1/1/2016
33 EMC Capital Advisors, LLC
EMC Alpha Program
3.60 5,000k 6/1/2013
32 Eclipse Capital Management
Alpha Asia
3.62 25,000k 1/1/2015
31 Anderson Creek Trading
Standard Diversified Strategy
3.68 250k 7/1/2014
30 ISAM
ISAM Systematic Trend (Levitas)
3.90 1,000k 5/1/2010
29 Chesapeake Capital
Diversified Plus (HV)
3.91 100k 4/1/1994
28 Quantica Capital AG
1X Quantica Managed Futures Fund
4.00 100k 1/1/2014
27 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
4.16 1k 6/1/2009
26 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.65 1,000k 1/1/2013
25 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.73 1,000k 3/1/2003
24 Alee Capital Management, LLC
Mistral Program
5.29 2,500k 1/1/1999
23 514 Capital Partners
514 Fund
5.40 100k 11/1/2013
22 DUNN Capital Management
DUNN WMA Institutional Program
5.47 100k 10/1/2011
21 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
5.82 50k 7/1/2011
20 Tomas Capital Pty Ltd
GCAF | USD
6.07 1,500k 7/1/2011
19 Dixon Midland Company LLC
Dixon Midland Diversified LLC
6.85 250k 5/1/2011
18 Eamon Capital
Zephyr Program
6.94 600k 1/1/2016
17 Soaring Pelican, LLC
S&P Multiday Hybrid Program
7.37 175k 5/1/2017
16 Superfund Group
Superfund Green EUR SICAV
7.46 5k 1/1/2017
15 Superfund Group
Superfund Green USD SICAV
7.58 5k 1/1/2017
14 Superfund Group
Superfund Red One SP I - Class A Silver
7.77 10k 1/1/2017
13 Prolific Capital Markets, LLC
Prolific Swiss System
7.78 10,000k 1/1/2014
12 Silicon Valley Quantitative Advisors
UQP Large
7.85 500k 1/1/2009
11 Quantica Capital AG
2X Quantica Managed Futures Fund
8.10 100k 1/1/2014
10 Melissinos Trading
Eupatrid Program
8.15 50k 1/1/2011
9 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
8.22 25k 2/1/2016
8 Candriam Investor Group
Alternative Return Systemat
9.16 125k 1/1/2007
7 Estlander & Partners
Freedom
9.24 20,000k 8/1/2010
6 Worldwide Capital Strategies
Profit Quest Macro World
13.66 100k 1/1/2010
5 Superfund Group
Superfund Green GOLD SICAV
14.33 20k 1/1/2017
4 Estlander & Partners
Alpha Trend II - Class P
18.68 100k 12/1/2008
3 Superfund Group
Superfund Green SILVER SICAV
19.09 20k 1/1/2017
2 Purple Valley Capital, Inc.
Diversified Trend 1
24.84 100k 8/1/2008
1 Dreiss Research Corporation
Diversified Program
26.01 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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