Systematic Trader Index For November 2019

Monthly Rankings

Rank CTA/Program Nov 2019 Min Inv Inception
159 Estlander & Partners
Alpha Trend II - Class P
-8.25 100k 12/1/2008
158 Future Trade AG
Thales Swing Trading Programme
-7.04 250k 6/1/2007
157 Superfund Group
Superfund Red One SP I - Class A Silver
-6.48 10k 1/1/2017
156 Sandpiper Asset Management
Sandpiper Global Macro Program
-5.63 1,000k 8/1/2012
155 Robust Methods LLC
Macro Managed Account
-4.01 5,000k 1/1/2005
154 Superfund Group
Superfund Red One SP I - Class A Gold
-3.58 10k 1/1/2017
153 Leibniz Group
SWARM (Return on Margin)
-3.52 1,500k 9/1/2015
152 Superfund Group
Superfund Green SILVER SICAV
-3.49 20k 1/1/2017
151 Chesapeake Capital
Diversified Plus (HV)
-2.10 100k 4/1/1994
150 GT CAPITAL CTA
GT Systematic Day Trading Program
-1.85 60k 8/1/2017
149 Leibniz Group
SWARM
-1.76 100k 9/1/2015
148 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.67 250k 5/1/2011
147 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.67 100k 1/1/2014
146 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-1.60 100k 2/1/2017
145 Schot Capital
Multi Diversified Program
-1.58 1,000k 1/1/2016
144 ML Systems LLC
Sledon Classic (Client)
-1.57 300k 8/1/2014
143 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.47 1,000k 3/1/2003
142 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-1.28 1,500k 10/1/2016
141 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-1.25 20,000k 5/1/2013
140 Vortex
Currency Program
-1.18 500k 1/1/2014
139 Leibniz Group
Enhanced Intelligence Strategy
-1.07 100k 1/1/2016
138 R Best LLC
World Select Program
-0.97 2,000k 4/1/2016
137 Red Rock Capital, LLC
Commodity Long-Short
-0.88 500k 9/1/2013
136 Melissinos Trading
Eupatrid Global Trends
-0.85 50k 1/1/2011
135 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-0.82 5,000k 11/1/2012
134 dormouse Limited
dormouse - Managed Account
-0.82 10,000k 7/1/2011
133 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.70 5,000k 7/1/2013
132 Anderson Creek Trading
Standard Diversified Strategy
-0.68 250k 7/1/2014
131 Superfund Group
Superfund Red One SP I - Class A EUR
-0.66 10k 1/1/2017
130 Eamon Capital
Zephyr Program
-0.65 600k 1/1/2016
129 dormouse Limited
dormouse Fund B Shares
-0.63 10,000k 8/1/2016
128 dormouse Limited
dormouse Fund A Shares
-0.63 1,000k 1/1/2017
127 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.55 500k 6/1/2007
126 Superfund Group
Superfund Red One SP I - Class A USD
-0.49 10k 1/1/2017
125 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.48 250k 7/1/2015
124 Superfund Group
Superfund Green GOLD SICAV
-0.48 20k 1/1/2017
123 Blake Capital Management, Inc.
SRD Currencies
-0.28 100k 3/1/2013
122 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
-0.26 500k 10/1/2014
121 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.24 5,000k 9/1/2009
120 ProfitScore Capital Management
Long/Short US Treasury
-0.23 10,000k 10/1/2015
119 Independent View
IV Quantitative Futures Fund
-0.22 100k 11/1/2012
118 Seven Capital Management
Seven Absolute Return
-0.20 100k 6/1/2009
117 Superfund Group
Superfund Red EUR SICAV
-0.18 10k 3/1/2013
116 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
115 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-0.17 2,000k 7/1/2016
114 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.15 5,000k 9/1/2009
113 ISAM
ISAM Systematic Trend (Levitas)
-0.14 1,000k 5/1/2010
112 Covenant Capital Management
Tactical Growth Program
-0.11 100k 1/1/2017
111 Certeza Asset Management
Macro Vega
-0.11 1,000k 1/1/2012
110 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.10 250k 5/1/2013
109 Blake Capital Management, Inc.
SRD Short Equities
-0.06 100k 1/1/2011
108 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.06 10,000k 10/1/1993
107 O'Brien Investment Group
Quantitative Global Macro Futures Program
-0.06 3,000k 7/1/2017
88 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
89 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
90 Rivoli Fund Management
Long/Short Bond Fund (Class P)
0.00 5,000k 12/1/2001
91 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.00 100k 5/1/2017
92 Crabel Capital Management
WPD Crabel Futures Program
0.00 1,000k 7/1/2008
93 Purple Valley Capital, Inc.
Diversified Trend 1
0.00 100k 8/1/2008
94 Crabel Capital Management
Crabel Multi-Product
0.00 1,000k 3/1/1998
95 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
96 Dreiss Research Corporation
Diversified Program
0.00 1,000k 5/1/1991
97 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.00 10,000k 2/1/2008
98 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
0.00 10,000k 4/1/2004
99 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
100 Soaring Pelican, LLC
Diversified S&P Program
0.00 100k 1/1/2011
101 Urban Tree Capital, LLC
UTC Plus (Client)
0.00 100k 3/1/2013
102 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.00 175k 5/1/2017
103 Meliora Capital LLP
Commodity Absolute Return (1x)
0.00 250k 11/1/2014
104 Worldwide Capital Strategies
Profit Quest Macro World
0.00 100k 1/1/2010
105 Buckingham Global Advisors, LLC
Weekly Emini Program
0.00 200k 3/1/2015
106 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
87 Certeza Asset Management
Macro Vega Fund
0.01 100k 11/1/2017
86 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.02 2,000k 4/1/2017
85 Superfund Group
Superfund Red USD SICAV
0.07 10k 3/1/2013
84 Metolius Capital LLC
Metolius Diversified
0.09 100k 6/1/2010
83 DeltaHedge
DH Styx
0.10 1,000k 9/1/2017
82 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.13 250k 11/1/1996
81 EMC Capital Advisors, LLC
EMC Alpha Program
0.15 5,000k 6/1/2013
80 Emil van Essen
Spread Trading Program Limited
0.15 5,000k 7/1/2013
79 Bulkara Capital
Bulkara Systematic Fund SP
0.15 250k 4/1/2014
78 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.19 60k 9/1/2016
77 EMC Capital Advisors, LLC
EMC Alpha Plus Program
0.20 3,000k 5/1/2014
76 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.29 1,000k 4/1/2015
75 ARCTIC BLUE
Arctic Blue Inuvik
0.30 1,000k 5/1/2017
74 Eclipse Capital Management
Alpha Asia
0.34 25,000k 1/1/2015
73 R Best LLC
Private Client Plus
0.37 200k 11/1/2017
72 Cauldron Investments, LLC
Cauldron Systematic
0.39 500k 1/1/2017
71 NuWave Investment Management, LLC
Commodity Value Portfolio
0.48 2,000k 10/1/2014
70 Prolific Capital Markets, LLC
Prolific Swiss System
0.51 10,000k 1/1/2014
69 W.G. Wealth Guardian Ltd.
QT Program (QTP)
0.51 300k 6/1/2017
68 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.52 100k 10/1/2011
67 R Best LLC
R Best Private Client Program
0.52 50k 2/1/2010
66 Metolius Capital LLC
Metolius Enhanced Fund
0.52 40k 6/1/2015
65 Paskewitz Asset Management LLC
Multi-strategy Futures Program
0.62 3,000k 5/1/2010
64 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.64 100k 4/1/2015
63 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.65 2,000k 7/1/2016
62 Pearl Capital Advisors, LLC
Hedged VIX Program
0.68 500k 10/1/2015
61 Tianyou Asset Management, LLC
Tianyou Fund LP
0.73 100k 10/1/2012
60 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.73 2,000k 3/1/2014
59 Garraway Capital Management LLP
Garraway Financial Trends
0.75 100k 9/1/2012
58 Welton Investment Partners
Welton Trend
0.76 25,000k 10/1/2012
57 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.82 3,000k 9/1/2015
56 Jaguar Investments Ltd
Aegir Capital Strategy
0.83 1,000k 1/1/2012
55 John Locke Investments
Cyril Systematic UCITS Fund
0.83 8,000k 7/1/2000
54 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
0.86 1,000k 3/1/2003
53 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.88 1k 10/1/2006
52 FORT LP
Fort Global Diversified
0.89 2,000k 10/1/1993
51 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.93 500k 1/1/2015
50 Emil van Essen
Long-Short Commodity Program
1.01 1,000k 6/1/2013
49 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
1.04 5,000k 9/1/2013
48 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.05 1,000k 1/1/2015
47 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
1.08 100k 3/1/2017
46 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.09 1,000k 3/1/2007
45 ARCTIC BLUE
Arctic Blue Program (2x)
1.10 1,000k 6/1/2014
44 Turk Capital LLC
US Market Hedge Strategy
1.11 250k 11/1/2015
43 FORT LP
Fort Global Contrarian
1.16 2,000k 10/1/2002
42 Estlander & Partners
Freedom
1.17 20,000k 8/1/2010
41 Vivienne Investissement
OUESSANT UCITS FUND (A)
1.18 100k 5/1/2012
40 Tom Capital AG
Tom Capital Growth Fund
1.20 5,000k 12/1/2015
39 QTS Capital Management, LLC
QTS Partners, L.P.
1.21 100k 1/1/2011
38 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.22 1,000k 1/1/2013
37 Aquantum
ACS Energies
1.25 5,000k 1/1/2017
36 Automaton Trading LLC
Diversified
1.39 500k 7/1/2014
35 Quantica Capital AG
1X Quantica Managed Futures Fund
1.40 100k 1/1/2014
34 Orion Asset Management
Algorithmic Trading Program
1.43 10k 1/1/2013
33 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
1.46 250k 2/1/2016
32 DUNN Capital Management
DUNN WMA Institutional Program
1.47 100k 10/1/2011
31 Typhon Capital Management, LLC
Helios Deutsche
1.48 250k 4/1/2014
30 Paskewitz Asset Management LLC
Global Contrarian Stock Index
1.54 1,000k 4/1/2017
29 Leibniz Group
Systematic Intelligence Vol 10
1.91 3,000k 8/1/2011
28 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
1.92 1k 6/1/2009
27 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.92 100k 2/1/2010
26 Silicon Valley Quantitative Advisors
UQP Large
1.92 500k 1/1/2009
25 Kopis Capital Management, LLC
Commodity Long Short Separate Account
1.93 1,000k 5/1/2015
24 Aspect Capital
Aspect Diversified Fund - Class A (USD)
2.02 100k 12/1/1998
23 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.30 250k 10/1/2011
22 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
2.34 40k 1/1/2016
21 County Cork LLC
County Cork Macro Equity Hedge
2.36 1,000k 2/1/2016
20 514 Capital Partners
514 Fund
2.40 100k 11/1/2013
19 Turk Capital LLC
US Equity Long/Short Strategy
2.42 250k 4/1/2014
18 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
2.55 1,000k 5/1/2017
17 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.65 5,000k 6/1/2010
16 Superfund Group
Superfund Green EUR SICAV
2.66 5k 1/1/2017
15 Linnis
Linnis ONE, LP
2.67 100k 8/1/2014
14 Quantica Capital AG
2X Quantica Managed Futures Fund
2.70 100k 1/1/2014
13 Superfund Group
Superfund Green USD SICAV
2.85 5k 1/1/2017
12 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
3.16 50k 7/1/2011
11 Emil van Essen
Long-Short Commodity Program - Accelerated
3.18 200k 5/1/2014
10 Pinstripe Trading, LLC
Standard
3.27 125k 8/1/2009
9 Vivienne Investissement
MACH 3
3.54 100k 6/1/2015
8 Tomas Capital Pty Ltd
GCAF | USD
3.64 1,500k 7/1/2011
7 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
3.65 10,000k 3/1/1998
6 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
3.66 1,000k 10/1/2016
5 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
3.75 1,000k 5/1/2014
4 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
3.79 100k 12/1/2014
3 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.35 250k 10/1/2009
2 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
5.55 1,000k 12/1/2014
1 Glenhaven Capital LLC
Glenhaven Global II LP
8.58 25k 4/1/2012

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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