Systematic Trader Index For December 2019

Monthly Rankings

Rank CTA/Program Dec 2019 Min Inv Inception
161 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-5.62 10,000k 2/1/2008
160 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-5.25 1,000k 12/1/2014
159 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.63 20,000k 5/1/2013
158 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-4.34 5,000k 6/1/2010
157 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-4.14 3,000k 9/1/2015
156 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
-3.95 1,000k 1/1/2015
155 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.93 5,000k 9/1/2013
154 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-3.45 1,500k 10/1/2016
153 Covenant Capital Management
Total Volatility Program (P&C)
-3.23 100k 1/1/2018
152 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-3.01 10,000k 4/1/2004
151 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-2.76 250k 10/1/2010
150 Paskewitz Asset Management LLC
Multi-strategy Futures Program
-2.54 3,000k 5/1/2010
149 Vivienne Investissement
MACH 3
-2.47 100k 6/1/2015
148 Covenant Capital Management
Tactical Growth Program
-2.34 100k 1/1/2017
147 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-2.12 1,000k 3/1/2003
146 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-2.02 1,000k 1/1/2013
145 Welton Investment Partners
Welton Trend
-1.99 25,000k 10/1/2012
144 Seven Capital Management
Seven Absolute Return
-1.84 100k 6/1/2009
143 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.73 1,000k 5/1/2017
142 Soaring Pelican, LLC
S&P Multiday Hybrid Program
-1.65 175k 5/1/2017
141 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.60 100k 1/1/2014
140 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio
-1.60 250k 2/1/2016
139 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-1.58 100k 2/1/2010
138 Eamon Capital
Zephyr Program
-1.48 600k 1/1/2016
137 Certeza Asset Management
Macro Vega Fund
-1.32 100k 11/1/2017
136 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.25 1k 6/1/2009
135 Emil van Essen
Long-Short Commodity Program - Accelerated
-1.21 200k 5/1/2014
134 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.10 250k 5/1/2011
133 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-1.09 1,000k 5/1/2014
132 Urban Tree Capital, LLC
UTC Plus (Client)
-1.06 100k 3/1/2013
131 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.06 100k 5/1/2012
130 John Locke Investments
Cyril Systematic UCITS Fund
-0.96 8,000k 7/1/2000
129 FORT LP
Fort Global Contrarian
-0.83 2,000k 10/1/2002
128 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-0.78 100k 12/1/2014
127 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.77 2,000k 7/1/2016
126 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.74 100k 12/1/1998
125 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.70 100k 1/1/2014
124 Certeza Asset Management
Macro Vega
-0.67 1,000k 1/1/2012
123 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.66 1k 10/1/2006
122 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-0.63 100k 3/1/2017
121 Meliora Capital LLP
Commodity Absolute Return (1x)
-0.60 250k 11/1/2014
120 Typhon Capital Management, LLC
Helios Deutsche
-0.59 250k 4/1/2014
119 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.56 250k 11/1/1996
118 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.39 2,000k 3/1/2014
117 R Best LLC
Private Client Plus
-0.39 200k 11/1/2017
116 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.37 10,000k 10/1/1993
115 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.37 500k 6/1/2007
114 FORT LP
Fort Global Diversified
-0.36 2,000k 10/1/1993
113 Soaring Pelican, LLC
Diversified S&P Program
-0.35 100k 1/1/2011
112 Eclipse Capital Management
Alpha Asia
-0.26 25,000k 1/1/2015
111 Anderson Creek Trading
Standard Diversified Strategy
-0.24 250k 7/1/2014
110 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
109 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.16 100k 10/1/2011
108 DUNN Capital Management
DUNN WMA Institutional Program
-0.15 100k 10/1/2011
107 MarketCipher Partners LLC
MarketCipher Partners LLC
-0.07 1,000k 1/1/2018
106 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.06 2,000k 4/1/2017
105 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.02 250k 7/1/2015
104 Crabel Capital Management
WPD Crabel Futures Program
-0.01 1,000k 7/1/2008
85 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
86 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
87 Blake Capital Management, Inc.
SRD Currencies
0.00 100k 3/1/2013
88 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
89 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
90 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
91 QCAM Asset Management AG
SWARM 2XL
0.00 2,500k 1/1/2016
92 Rivoli Fund Management
Long/Short Bond Fund (Class P)
0.00 5,000k 12/1/2001
93 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
94 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
95 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
96 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
97 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
98 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
99 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
100 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
101 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
102 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
103 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
84 R Best LLC
R Best Private Client Program
0.05 50k 2/1/2010
83 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.06 500k 10/1/2014
82 Emil van Essen
Long-Short Commodity Program
0.07 1,000k 6/1/2013
81 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.07 1,000k 10/1/2016
80 ML Systems LLC
Sledon Classic (Client)
0.08 300k 8/1/2014
79 Crabel Capital Management
Crabel Multi-Product
0.08 1,000k 3/1/1998
78 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.13 10,000k 3/1/1998
77 W.G. Wealth Guardian Ltd.
QT Program
0.14 300k 6/1/2017
76 ISAM
ISAM Systematic Trend (Levitas)
0.15 1,000k 5/1/2010
75 Chesapeake Capital
Diversified Plus (HV)
0.23 100k 4/1/1994
74 Melissinos Trading
Eupatrid Global Trends
0.26 50k 1/1/2011
73 QCAM Asset Management AG
Systematic Intelligence Vol 10
0.26 3,000k 8/1/2011
72 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.39 250k 10/1/2009
71 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.45 100k 4/1/2014
70 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
0.58 2,000k 7/1/2016
69 AP Futures, LLC
Volatility Trading Program
0.61 100k 2/1/2017
68 Alder Capital DAC
CALM Eurozone Equity Program
0.62 100k 5/1/2015
67 Estlander & Partners
Alpha Trend II - Class P
0.64 100k 12/1/2008
66 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.67 1,000k 4/1/2015
65 NuWave Investment Management, LLC
Commodity Value Portfolio
0.69 2,000k 10/1/2014
64 Jaguar Investments Ltd
Aegir Capital Strategy
0.83 1,000k 1/1/2012
63 DeltaHedge
DH Styx
0.85 1,000k 9/1/2017
62 QTS Capital Management, LLC
QTS Partners, L.P.
0.87 100k 1/1/2011
61 Automaton Trading LLC
Diversified
0.87 500k 7/1/2014
60 R Best LLC
World Select Program
0.91 2,000k 4/1/2016
59 O'Brien Investment Group
Quantitative Global Macro Futures Program
0.95 3,000k 7/1/2017
58 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
1.01 100k 4/1/2015
57 Turk Capital LLC
US Market Hedge Strategy
1.05 250k 11/1/2015
56 Worldwide Capital Strategies
Profit Quest Macro World
1.11 100k 1/1/2010
55 Buckingham Global Advisors, LLC
Weekly Emini Program
1.13 200k 3/1/2015
54 Independent View
IV Quantitative Futures Fund
1.23 100k 11/1/2012
53 Aquantum
ACS Energies
1.25 5,000k 1/1/2017
52 514 Capital Partners
514 Fund
1.25 100k 11/1/2013
51 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.32 5,000k 9/1/2009
50 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
1.48 5,000k 9/1/2009
49 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.52 1,000k 3/1/2007
48 EMC Capital Advisors, LLC
EMC Alpha Program
1.54 5,000k 6/1/2013
47 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.59 250k 10/1/2011
46 Aquantum
Aquantum Commodity Spread Program (ACS)
1.59 5,000k 7/1/2013
45 ARCTIC BLUE CAPITAL
Arctic Blue Program (2x)
1.70 1,000k 6/1/2014
44 ARCTIC BLUE CAPITAL
Arctic Blue Inuvik
1.70 1,000k 5/1/2017
43 Tianyou Asset Management, LLC
Tianyou Fund LP
1.74 100k 10/1/2012
42 Tom Capital AG
Tom Capital Growth Fund
1.80 5,000k 12/1/2015
41 Metolius Capital LLC
Metolius Diversified
1.84 100k 6/1/2010
40 dormouse Limited
dormouse - Managed Account
1.90 10,000k 7/1/2011
39 EMC Capital Advisors, LLC
EMC Alpha Plus Program
2.02 3,000k 5/1/2014
38 GT CAPITAL CTA
GT Systematic Day Trading Program
2.02 30k 8/1/2017
37 County Cork LLC
County Cork Macro Equity Hedge
2.05 1,000k 2/1/2016
36 Bulkara Capital
Bulkara Systematic Fund SP
2.14 250k 4/1/2014
35 Emil van Essen
Spread Trading Program Limited
2.17 5,000k 7/1/2013
34 QCAM Asset Management AG
Enhanced Intelligence Strategy Vol 10
2.26 500k 1/1/2016
33 Turk Capital LLC
US Equity Long/Short Strategy
2.29 250k 4/1/2014
32 dormouse Limited
dormouse Fund B Shares
2.36 10,000k 8/1/2016
31 dormouse Limited
dormouse Fund A Shares
2.36 1,000k 1/1/2017
30 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.56 1,000k 3/1/2003
29 Cauldron Investments, LLC
Cauldron Systematic
2.60 500k 1/1/2017
28 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
2.63 60k 9/1/2016
27 Paskewitz Asset Management LLC
Global Contrarian Stock Index
2.70 1,000k 4/1/2017
26 Schot Capital
Multi Diversified Program
2.72 1,000k 1/1/2016
25 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.73 5,000k 11/1/2012
24 Silicon Valley Quantitative Advisors
UQP Large
2.74 500k 1/1/2009
23 Prolific Capital Markets, LLC
Prolific Swiss System
2.78 10,000k 1/1/2014
22 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
2.79 40k 1/1/2016
21 J8 Capital Management LLP
J8 Global Absolute Return Strategy
3.06 500k 1/1/2015
20 Pearl Capital Advisors, LLC
Hedged VIX Program
3.10 500k 10/1/2015
19 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
3.30 250k 5/1/2013
18 Estlander & Partners
Freedom
3.37 20,000k 8/1/2010
17 Sandpiper Asset Management
Sandpiper Global Macro Program
3.71 1,000k 8/1/2012
16 Pinstripe Trading, LLC
Standard
3.88 125k 8/1/2009
15 Robust Methods LLC
Macro Managed Account
3.90 5,000k 1/1/2005
14 Trigon Investment Advisors, LLC
Foreign Exchange Program
4.09 5,000k 8/1/2000
13 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
4.22 100k 1/1/2014
12 Linnis
Linnis ONE, LP
4.25 100k 8/1/2014
11 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
4.28 100k 2/1/2017
10 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
4.66 50k 7/1/2011
9 Metolius Capital LLC
Metolius Enhanced Fund
4.91 40k 6/1/2015
8 Tomas Capital Pty Ltd
GCAF | USD
5.19 1,500k 7/1/2011
7 Red Rock Capital, LLC
Commodity Long-Short
5.24 500k 9/1/2013
6 Vortex
Currency Program
5.53 500k 1/1/2014
5 QCAM Asset Management AG
SWARM
5.55 5,000k 1/1/2016
4 Future Trade AG
Thales Swing Trading Programme
8.46 250k 6/1/2007
3 Purple Valley Capital, Inc.
Diversified Trend 1
10.08 100k 8/1/2008
2 Dreiss Research Corporation
Diversified Program
12.09 1,000k 5/1/1991
1 Glenhaven Capital LLC
Glenhaven Global II LP
13.35 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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