Trend Following Strategy Index For September 2019

Monthly Rankings

Rank CTA/Program Sep 2019 Min Inv Inception
53 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-25.34 50k 7/1/2011
52 Tomas Capital Pty Ltd
GCAF | USD
-25.23 1,500k 7/1/2011
51 Estlander & Partners
Alpha Trend II - Class P
-17.44 100k 12/1/2008
50 Dreiss Research Corporation
Diversified Program
-14.94 1,000k 5/1/1991
49 Superfund Group
Superfund Green SILVER SICAV
-12.77 20k 1/1/2017
48 Superfund Group
Superfund Green GOLD SICAV
-9.30 20k 1/1/2017
47 Emil van Essen
Long-Short Commodity Program
-8.57 1,000k 6/1/2013
46 Anderson Creek Trading
Standard Diversified Strategy
-7.20 250k 7/1/2014
45 Estlander & Partners
Freedom
-7.16 20,000k 8/1/2010
44 ISAM
ISAM Systematic Trend (Levitas)
-5.90 1,000k 5/1/2010
43 Alee Capital Management, LLC
Mistral Program
-5.81 2,500k 1/1/1999
42 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.68 1k 6/1/2009
41 Superfund Group
Superfund Green USD SICAV
-5.64 5k 1/1/2017
40 DUNN Capital Management
DUNN WMA Institutional Program
-5.63 100k 10/1/2011
39 Superfund Group
Superfund Green EUR SICAV
-5.54 5k 1/1/2017
38 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.22 250k 5/1/2011
37 Silicon Valley Quantitative Advisors
UQP Large
-4.48 500k 1/1/2009
36 Eclipse Capital Management
Alpha Asia
-4.45 25,000k 1/1/2015
35 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.41 1,000k 3/1/2003
34 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.92 500k 1/1/2015
33 Emil van Essen
Multi-Strategy Program
-3.74 6,000k 5/1/2014
32 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.62 1,000k 1/1/2013
31 Welton Investment Partners
Welton Trend
-3.53 25,000k 10/1/2012
30 R Best LLC
World Select Program
-3.50 2,000k 4/1/2016
29 Melissinos Trading
Eupatrid Program
-3.38 50k 1/1/2011
28 Worldwide Capital Strategies
Profit Quest Macro World
-3.29 100k 1/1/2010
27 514 Capital Partners
514 Fund
-3.28 100k 11/1/2013
26 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.26 1k 10/1/2006
25 Eamon Capital
Zephyr Program
-3.17 600k 1/1/2016
24 Prolific Capital Markets, LLC
Prolific Swiss System
-3.03 10,000k 1/1/2014
23 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.89 250k 10/1/2009
22 Seven Capital Management
Seven Absolute Return
-2.84 100k 6/1/2009
21 EMC Capital Advisors, LLC
EMC Alpha Program
-2.65 5,000k 6/1/2013
20 Schot Capital
Multi Diversified Program
-2.34 1,000k 1/1/2016
19 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.80 100k 1/1/2014
18 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
17 Chesapeake Capital
Diversified Plus (HV)
-0.46 100k 4/1/1994
16 Superfund Group
Superfund Red USD SICAV
-0.45 10k 3/1/2013
15 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.41 100k 5/1/2012
14 Superfund Group
Superfund Red EUR SICAV
-0.37 10k 3/1/2013
13 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.26 100k 4/1/2015
8 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
9 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
10 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
11 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
12 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
5 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
0.00 25k 2/1/2016
7 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
6 DeltaHedge
VIXVOX 2
0.00 250k 8/1/2015
4 DeltaHedge
DH Styx
0.06 1,000k 9/1/2017
3 Cauldron Investments, LLC
Cauldron Systematic
0.43 500k 1/1/2017
2 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.66 175k 5/1/2017
1 GT CAPITAL CTA
GT Systematic Day Trading Program
2.97 30k 8/1/2017

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.

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