Systematic Trader Index For May 2018 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 2018 Min Inv Inception 157 Purple Valley Capital, Inc. Diversified Trend 1 -22.21 100k 8/1/2008 156 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -11.14 25k 2/1/2016 155 Aspect Capital Aspect Diversified Fund - Class A (USD) -9.29 100k 12/1/1998 154 Angle Capital Management LLC AIP Program -8.50 100k 1/1/2010 153 Red Rock Capital, LLC Commodity Long-Short -8.39 500k 9/1/2013 152 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -7.43 200k 2/1/2015 151 ISAM ISAM Systematic Trend Fund -6.89 1,000k 6/1/2001 150 Quantica Capital AG 2X Quantica Managed Futures Fund -6.20 100k 1/1/2014 149 Worldwide Capital Strategies Profit Quest Macro World -6.19 100k 1/1/2010 148 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.36 50k 7/1/2011 147 Tomas Capital Pty Ltd GCAF | USD -5.29 1,500k 7/1/2011 146 Estlander & Partners Freedom -5.11 20,000k 8/1/2010 145 Future Trade AG Thales Swing Trading Programme -5.10 250k 6/1/2007 144 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.06 1k 6/1/2009 143 Superfund Group Superfund Red EUR SICAV -4.84 10k 3/1/2013 142 Chesapeake Capital Diversified Plus (HV) -4.84 100k 4/1/1994 141 Superfund Group Superfund Red USD SICAV -4.68 10k 3/1/2013 140 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.58 5,000k 6/1/2010 139 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) -4.20 250k 8/1/2015 138 Vivienne Investissement MACH 3 -4.14 100k 6/1/2015 137 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -4.12 250k 11/1/1996 136 Blackwater Capital Management Tactical Equity -3.76 500k 12/1/2013 135 Metolius Capital LLC Metolius Enhanced Fund -3.68 40k 6/1/2015 134 R Best LLC R Best Private Client Program -3.65 50k 2/1/2010 133 Qbasis Invest Qbasis All Trends UCITS Fund -3.62 100k 1/1/2016 132 Sandpiper Asset Management Sandpiper Global Macro Program -3.57 1,000k 8/1/2012 131 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -3.52 1,000k 5/1/2014 130 Garraway Capital Management LLP Garraway Financial Trends -3.51 100k 9/1/2012 129 DUNN Capital Management DUNN WMA Institutional Program -3.24 100k 10/1/2011 128 Centurion Investment Management Inc. Composite -3.08 10,000k 8/1/2012 127 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 126 Meliora Capital LLP Commodity Absolute Return (1x) -2.80 250k 11/1/2014 125 Independent View IV Quantitative Futures Fund -2.70 100k 11/1/2012 124 ProfitScore Capital Management Long/Short US Treasury -2.60 10,000k 10/1/2015 123 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -2.51 250k 3/1/2010 122 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.50 1k 10/1/2006 121 Melissinos Trading Eupatrid Global Trends -2.50 50k 1/1/2011 120 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.40 500k 7/1/2013 119 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.35 1,000k 1/1/2013 118 Linnis Linnis ONE, LP -2.27 100k 8/1/2014 117 EMC Capital Advisors, LLC EMC Alpha Plus Program -2.09 3,000k 5/1/2014 116 Aquantum Aquantum Global Systematic Program (AGS) -2.04 5,000k 7/1/2013 115 Eamon Capital Zephyr Program -1.91 600k 1/1/2016 114 Emil van Essen Long-Short Commodity Program -1.84 1,000k 6/1/2013 113 Bulkara Capital Bulkara Systematic Fund SP -1.80 250k 4/1/2014 112 Alder Capital DAC CALM Eurozone Equity Program -1.75 100k 5/1/2015 111 Paradox Capital Management Sentiment Program (1X) -1.73 1,000k 1/1/2013 110 Vivienne Investissement OUESSANT UCITS FUND (A) -1.70 100k 5/1/2012 109 Metolius Capital LLC Metolius Diversified -1.59 100k 6/1/2010 108 Prolific Capital Markets, LLC Prolific Swiss System -1.40 10,000k 1/1/2014 107 Paskewitz Asset Management LLC Multi-strategy Futures Program -1.22 3,000k 5/1/2010 106 EMC Capital Advisors, LLC EMC Alpha Program -1.20 5,000k 6/1/2013 105 Blackwater Capital Management ForesightML -1.17 5,000k 7/1/2016 104 ARCTIC BLUE Arctic Blue Program (2x) -1.10 1,000k 6/1/2014 103 Tom Capital AG Tom Capital Growth Fund -1.00 5,000k 12/1/2015 102 NuWave Investment Management, LLC NuWave Matrix Portfolio -0.96 3,000k 9/1/2015 101 QTS Capital Management, LLC Tail Reaper -0.94 100k 8/1/2012 100 Urban Tree Capital, LLC UTC Plus (Client) -0.84 100k 3/1/2013 99 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.75 5,000k 9/1/2009 98 Hartswell Capital Ltd MP-1 -0.72 250k 1/1/2014 97 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.68 2,000k 7/1/2013 96 Talenta Capital LLP Diversified -0.67 950k 6/1/2014 95 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.64 100k 2/1/2010 94 Certeza Asset Management 4x Omni -0.48 1,000k 11/1/2014 93 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -0.46 1,000k 1/1/2015 92 QTS Capital Management, LLC QTS Partners, L.P. -0.45 100k 1/1/2011 91 Aquantum Aquantum Commodity Spread Program (ACS) -0.45 5,000k 7/1/2013 90 Witter & Lester, Inc. Redstone -0.40 500k 9/1/1994 89 Typhon Capital Management, LLC Helios Deutsche -0.40 250k 4/1/2014 88 Certeza Asset Management Macro Vega -0.39 1,000k 1/1/2012 87 QCM Alpha Financials Program -0.37 10,000k 6/1/2012 86 Typhon Capital Management, LLC Chiron Currency Program -0.34 250k 2/1/2008 85 R Best LLC World Select Program -0.34 2,000k 4/1/2016 84 Emil van Essen EvE Systematic Commodity Opportunities -0.33 500k 5/1/2016 83 Emil van Essen Spread Trading Program Limited -0.32 5,000k 7/1/2013 82 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -0.28 500k 10/1/2014 81 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.26 250k 7/1/2015 80 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 79 Qbasis Invest Qbasis i Trend Fund -0.13 1k 1/1/2014 78 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.13 2,000k 7/1/2016 77 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -0.06 250k 2/1/2016 76 Estlander & Partners Alpha Trend II - Class P -0.05 100k 12/1/2008 75 FORT LP Fort Global Diversified -0.03 2,000k 10/1/1993 63 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 64 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 65 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 66 Global Wealth Analytics, Inc. Triple M 0.00 1,000k 6/1/2014 67 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.00 250k 9/1/2014 68 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 0.00 100k 12/1/2014 69 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 70 ROW Asset Managment Row Currency Program 0.00 1,000k 11/1/2010 71 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 72 SandPointe SandPointe Opportunities Strategy 0.00 5,000k 5/1/2014 73 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 74 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 62 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.07 100k 10/1/2011 61 Robust Methods LLC Macro Managed Account 0.11 5,000k 1/1/2005 60 Centurion Investment Management Inc. Zero Margin Program 0.12 1,000k 5/1/2016 59 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.12 1,000k 3/1/2003 58 Millburn Ridgefield Corporation Multi-Markets Program 0.13 25,000k 10/1/2004 57 Blake Capital Management, Inc. SRD Currencies 0.14 100k 3/1/2013 56 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.16 5,000k 11/1/2012 55 Blake Capital Management, Inc. SRD Short Equities 0.17 100k 1/1/2011 54 QTS Capital Management, LLC FX Managed Account 0.18 100k 1/1/2011 53 DeltaHedge VIXVOX 1 0.19 250k 8/1/2015 52 Talenta Capital LLP S&P 500 Momentum 0.21 950k 2/1/2017 51 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.26 100k 4/1/2015 50 Soaring Pelican, LLC Diversified S&P Program 0.27 100k 1/1/2011 49 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.30 250k 5/1/2013 48 Alee Capital Management, LLC Poniente Program 0.35 2,500k 1/1/1999 47 Global Sigma Group, LLC Global Sigma BondVOL LP 0.35 1,000k 4/1/2015 46 Pearl Capital Advisors, LLC Hedged VIX Program 0.37 500k 10/1/2015 45 Automaton Trading LLC Diversified 0.39 500k 7/1/2014 44 FORT LP Fort Global Contrarian 0.44 2,000k 10/1/2002 43 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.48 1,000k 5/1/2015 42 Orion Asset Management Algorithmic Trading Program 0.50 10k 1/1/2013 41 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.65 100k 1/1/2000 40 Seven Capital Management Seven Absolute Return 0.66 100k 6/1/2009 39 County Cork LLC County Cork Macro Equity Hedge 0.74 1,000k 2/1/2016 38 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.76 10,000k 10/1/1993 37 Pinstripe Trading, LLC Standard 0.77 125k 8/1/2009 36 ROW Asset Managment Row Diversified Fund, L.P. 0.79 1,000k 11/1/2011 35 Emil van Essen Long-Short Commodity Program - Accelerated 0.84 200k 5/1/2014 34 Jaguar Investments Ltd Aegir Capital Strategy 0.84 1,000k 1/1/2012 33 Trigon Investment Advisors, LLC Foreign Exchange Program 0.90 5,000k 8/1/2000 32 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.07 250k 10/1/2009 31 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.18 10,000k 4/1/2004 30 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 1.24 1,000k 10/1/2016 29 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.29 10,000k 2/1/2008 28 Kaiser Trading Group Kaiser Global Diversified Program - Class A 1.31 10,000k 3/1/1998 27 Cauldron Investments, LLC Stock Index Plus 1.34 1,000k 10/1/2009 26 ML Systems LLC Sledon Classic (Client) 1.41 300k 8/1/2014 25 Tianyou Asset Management, LLC Tianyou Fund LP 1.42 100k 10/1/2012 24 NuWave Investment Management, LLC Commodity Value Portfolio 1.50 2,000k 10/1/2014 23 Turk Capital LLC US Market Hedge Strategy 1.58 250k 11/1/2015 22 dormouse Limited dormouse - Managed Account 1.62 10,000k 7/1/2011 21 Leibniz Group Systematic Intelligence Vol 10 1.71 3,000k 8/1/2011 20 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.75 250k 5/1/2011 19 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 1.78 500k 6/1/2007 18 Conquest Capital Group Conquest Select 1.89 250k 6/1/2004 17 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 1.89 100k 4/1/2014 16 Paskewitz Asset Management LLC Contrarian S&P Stock Index LF 1.92 500k 1/1/2015 15 Buckingham Global Advisors, LLC Weekly Emini Program 2.10 200k 3/1/2015 14 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.12 1,000k 3/1/2007 13 Glider Trading LLP Glider Trading Strategy (Class C) 2.56 500k 9/1/2013 12 Quest Partners LLC AlphaQuest Short Bias (AQSB) 2.79 20,000k 5/1/2013 11 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 3.07 40k 1/1/2016 10 Millburn Ridgefield Corporation Commodity Program 3.08 25,000k 3/1/2005 9 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 3.26 500k 8/1/2007 8 Eclipse Capital Management Alpha Asia 3.27 25,000k 1/1/2015 7 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 3.61 250k 10/1/2011 6 Alee Capital Management, LLC Mistral Program 3.79 2,500k 1/1/1999 5 Turk Capital LLC US Equity Long/Short Strategy 3.84 250k 4/1/2014 4 Silicon Valley Quantitative Advisors UQP Large 3.92 500k 1/1/2009 3 Vortex Currency Program 4.78 500k 1/1/2014 2 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 6.12 1,000k 3/1/2003 1 Covenant Capital Management Optimal Program 18.01 10k 2/1/2014 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.