Systematic Trader Index For July 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 Jul 2018 Min Inv Inception 155 Qbasis Invest Qbasis i Trend Fund -7.38 1k 1/1/2014 154 Qbasis Invest Qbasis All Trends UCITS Fund -6.98 100k 1/1/2016 153 Worldwide Capital Strategies Profit Quest Macro World -6.43 100k 1/1/2010 152 Hartswell Capital Ltd MP-1 -6.37 250k 1/1/2014 151 Angle Capital Management LLC AIP Program -6.08 100k 1/1/2010 150 Vortex Currency Program -5.86 500k 1/1/2014 149 Purple Valley Capital, Inc. Diversified Trend 1 -4.60 100k 8/1/2008 148 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -4.37 100k 4/1/2014 147 Eamon Capital Zephyr Program -4.34 600k 1/1/2016 146 Emil van Essen Long-Short Commodity Program - Accelerated -4.33 200k 5/1/2014 145 Urban Tree Capital, LLC UTC Plus (Client) -3.89 100k 3/1/2013 144 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -3.78 1,000k 10/1/2016 143 Emil van Essen Long-Short Commodity Program -3.73 1,000k 6/1/2013 142 Kaiser Trading Group Kaiser Global Diversified Program - Class A -3.68 10,000k 3/1/1998 141 Metolius Capital LLC Metolius Enhanced Fund -3.60 40k 6/1/2015 140 Bulkara Capital Bulkara Systematic Fund SP -3.42 250k 4/1/2014 139 Prolific Capital Markets, LLC Prolific Swiss System -3.37 10,000k 1/1/2014 138 Global Wealth Analytics, Inc. Triple M -3.10 1,000k 6/1/2014 137 R Best LLC World Select Program -3.09 2,000k 4/1/2016 136 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.04 20,000k 5/1/2013 135 Millburn Ridgefield Corporation Multi-Markets Program -2.98 25,000k 10/1/2004 134 Linnis Linnis ONE, LP -2.94 100k 8/1/2014 133 Tom Capital AG Tom Capital Growth Fund -2.80 5,000k 12/1/2015 132 Trigon Investment Advisors, LLC Foreign Exchange Program -2.69 5,000k 8/1/2000 131 Robust Methods LLC Macro Managed Account -2.31 5,000k 1/1/2005 130 Centurion Investment Management Inc. Composite -2.15 10,000k 8/1/2012 129 Garraway Capital Management LLP Garraway Financial Trends -1.98 100k 9/1/2012 128 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.80 250k 5/1/2013 127 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.73 10,000k 10/1/1993 126 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.66 500k 6/1/2007 125 Metolius Capital LLC Metolius Diversified -1.56 100k 6/1/2010 124 Future Trade AG Thales Swing Trading Programme -1.52 250k 6/1/2007 123 Asset Management by Windsor Securities Income 2 Strategy (MI2) -1.35 500k 9/1/2015 122 FORT LP Fort Global Diversified -1.23 2,000k 10/1/1993 121 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.07 1k 6/1/2009 120 Aquantum Aquantum Commodity Spread Program (ACS) -1.04 5,000k 7/1/2013 119 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.00 250k 10/1/2011 118 Typhon Capital Management, LLC Helios Deutsche -0.98 250k 4/1/2014 117 Millburn Ridgefield Corporation Commodity Program -0.98 25,000k 3/1/2005 116 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.86 250k 10/1/2009 115 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -0.83 250k 2/1/2016 114 Crabel Capital Management Crabel Multi-Product -0.82 1,000k 3/1/1998 113 Pearl Capital Advisors, LLC Hedged VIX Program -0.81 500k 10/1/2015 112 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.77 100k 12/1/1998 111 Centurion Investment Management Inc. Zero Margin Program -0.71 1,000k 5/1/2016 110 Covenant Capital Management Optimal Program -0.69 10k 2/1/2014 109 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.67 1k 10/1/2006 108 Typhon Capital Management, LLC Chiron Currency Program -0.66 250k 2/1/2008 107 R Best LLC R Best Private Client Program -0.65 50k 2/1/2010 106 DUNN Capital Management DUNN WMA Institutional Program -0.63 100k 10/1/2011 105 Silicon Valley Quantitative Advisors UQP Large -0.57 500k 1/1/2009 104 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.55 5,000k 6/1/2010 103 Blackwater Capital Management ForesightML -0.45 5,000k 7/1/2016 102 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.35 1,000k 3/1/2003 101 Dreiss Research Corporation Diversified Program -0.30 1,000k 5/1/1991 100 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.30 250k 3/1/2010 99 Crabel Capital Management WPD Crabel Futures Program -0.24 1,000k 7/1/2008 98 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 97 ML Systems LLC Sledon Classic (Client) -0.20 300k 8/1/2014 96 Leibniz Group Systematic Intelligence Vol 10 -0.19 3,000k 8/1/2011 95 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.17 1,000k 5/1/2014 94 Talenta Capital LLP Diversified -0.13 950k 6/1/2014 93 Soaring Pelican, LLC Diversified S&P Program -0.13 100k 1/1/2011 92 Vivienne Investissement OUESSANT UCITS FUND (A) -0.07 100k 5/1/2012 91 County Cork LLC County Cork Macro Equity Hedge -0.07 1,000k 2/1/2016 90 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.05 2,000k 7/1/2016 89 Alee Capital Management, LLC Mistral Program -0.04 2,500k 1/1/1999 88 ProfitScore Capital Management Long/Short US Treasury -0.03 10,000k 10/1/2015 71 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 72 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 73 ROW Asset Managment Row Currency Program 0.00 1,000k 11/1/2010 74 QCM Alpha Financials Program 0.00 10,000k 6/1/2012 75 Paradox Capital Management Sentiment Program (1X) 0.00 1,000k 1/1/2013 76 Aquantum Aquantum Global Systematic Program (AGS) 0.00 5,000k 7/1/2013 77 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.00 2,000k 7/1/2013 78 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 79 Meliora Capital LLP Commodity Absolute Return (1x) 0.00 250k 11/1/2014 80 NordIX NordIX CTA - Government Bond Strategy (GBS) - USD 0.00 1,000k 1/1/2016 81 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.00 250k 9/1/2014 82 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 83 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 84 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 85 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 86 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 87 SandPointe SandPointe Opportunities Strategy 0.00 5,000k 5/1/2014 70 Blake Capital Management, Inc. SRD Short Equities 0.02 100k 1/1/2011 69 Sandpiper Asset Management Sandpiper Global Macro Program 0.03 1,000k 8/1/2012 68 Emil van Essen EvE Systematic Commodity Opportunities 0.05 500k 5/1/2016 67 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.05 3,000k 5/1/2014 66 Vivienne Investissement MACH 3 0.07 100k 6/1/2015 65 Certeza Asset Management Macro Vega 0.09 1,000k 1/1/2012 64 Ring Capital Management LLC S&P E-Mini Select 0.16 100k 1/1/2012 63 QTS Capital Management, LLC Tail Reaper 0.16 100k 8/1/2012 62 Certeza Asset Management 4x Omni 0.18 1,000k 11/1/2014 61 NuWave Investment Management, LLC NuWave Matrix Portfolio 0.18 3,000k 9/1/2015 60 QTS Capital Management, LLC QTS Partners, L.P. 0.20 100k 1/1/2011 59 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.21 1,000k 5/1/2015 58 QTS Capital Management, LLC FX Managed Account 0.24 100k 1/1/2011 57 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.27 1,000k 3/1/2003 56 Paskewitz Asset Management LLC Contrarian S&P Stock Index LF 0.28 500k 1/1/2015 55 Witter & Lester, Inc. Redstone 0.30 500k 9/1/1994 54 DeltaHedge VIXVOX 2 0.31 250k 8/1/2015 53 Chesapeake Capital Diversified Plus (HV) 0.32 100k 4/1/1994 52 Estlander & Partners Alpha Trend II - Class P 0.33 100k 12/1/2008 51 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.36 500k 10/1/2014 50 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.37 1,000k 1/1/2013 49 ISAM ISAM Systematic Trend Fund 0.39 1,000k 6/1/2001 48 Paskewitz Asset Management LLC Multi-strategy Futures Program 0.39 3,000k 5/1/2010 47 ARCTIC BLUE Arctic Blue Program (2x) 0.40 1,000k 6/1/2014 46 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.45 5,000k 11/1/2012 45 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.47 100k 2/1/2010 44 Global Sigma Group, LLC Global Sigma BondVOL LP 0.50 1,000k 4/1/2015 43 EMC Capital Advisors, LLC EMC Alpha Program 0.51 5,000k 6/1/2013 42 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.54 100k 4/1/2015 41 Estlander & Partners Freedom 0.60 20,000k 8/1/2010 40 Melissinos Trading Eupatrid Global Trends 0.61 50k 1/1/2011 39 Emil van Essen Spread Trading Program Limited 0.66 5,000k 7/1/2013 38 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.75 5,000k 9/1/2009 37 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.79 250k 7/1/2015 36 Talenta Capital LLP S&P 500 Momentum 0.79 950k 2/1/2017 35 FORT LP Fort Global Contrarian 0.80 2,000k 10/1/2002 34 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.83 250k 5/1/2011 33 Independent View IV Quantitative Futures Fund 0.85 100k 11/1/2012 32 NuWave Investment Management, LLC Commodity Value Portfolio 0.86 2,000k 10/1/2014 31 Blackwater Capital Management Tactical Equity 0.89 500k 12/1/2013 30 DeltaHedge VIXVOX 1 0.95 250k 8/1/2015 29 Seven Capital Management Seven Absolute Return 1.21 100k 6/1/2009 28 Jaguar Investments Ltd Aegir Capital Strategy 1.40 1,000k 1/1/2012 27 Red Rock Capital, LLC Commodity Long-Short 1.45 500k 9/1/2013 26 Quantica Capital AG 1X Quantica Managed Futures Fund 1.50 100k 1/1/2014 25 Pinstripe Trading, LLC Standard 1.60 125k 8/1/2009 24 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.65 100k 10/1/2011 23 Tianyou Asset Management, LLC Tianyou Fund LP 1.74 100k 10/1/2012 22 Superfund Group Superfund Red EUR SICAV 1.74 10k 3/1/2013 21 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 1.77 250k 11/1/1996 20 Tomas Capital Pty Ltd GCAF | USD 1.78 1,500k 7/1/2011 19 Cauldron Investments, LLC Stock Index Plus 1.83 1,000k 10/1/2009 18 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 1.88 60k 9/1/2016 17 Superfund Group Superfund Red USD SICAV 1.91 10k 3/1/2013 16 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.98 50k 7/1/2011 15 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 2.13 1,000k 1/1/2015 14 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.37 1,000k 3/1/2007 13 Buckingham Global Advisors, LLC Weekly Emini Program 2.41 200k 3/1/2015 12 Turk Capital LLC US Market Hedge Strategy 2.58 250k 11/1/2015 11 Alder Capital DAC CALM Eurozone Equity Program 2.62 100k 5/1/2015 10 Quantica Capital AG 2X Quantica Managed Futures Fund 2.80 100k 1/1/2014 9 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 2.94 40k 1/1/2016 8 Eclipse Capital Management Alpha Asia 3.14 25,000k 1/1/2015 7 dormouse Limited dormouse - Managed Account 3.49 10,000k 7/1/2011 6 dormouse Limited dormouse Fund B Shares 3.98 10,000k 8/1/2016 5 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 4.61 200k 2/1/2015 4 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.67 100k 1/1/2014 3 Turk Capital LLC US Equity Long/Short Strategy 5.30 250k 4/1/2014 2 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 5.46 500k 8/1/2007 1 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 20.14 25k 2/1/2016 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.