Systematic Trader Index For March 2020

Monthly Rankings

Rank CTA/Program Mar 2020 Min Inv Inception
160 Bulkara Capital
Bulkara Systematic Fund SP
-22.87 250k 4/1/2014
159 Incline Investment Management, LLC
Zephyr Cove Crypto
-22.80 50k 4/1/2018
158 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-16.67 2,000k 2/1/2018
157 County Cork LLC
County Cork Macro Equity Hedge
-14.22 1,000k 2/1/2016
156 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-12.73 5,000k 11/1/2012
155 Turk Capital LLC
US Equity Long/Short Strategy
-12.72 250k 4/1/2014
154 Worldwide Capital Strategies
Profit Quest Macro World
-11.95 100k 1/1/2010
153 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-11.16 10,000k 10/1/1993
152 FORT LP
Fort Global Diversified
-11.13 2,000k 10/1/1993
151 Quantica Capital AG
2X Quantica Managed Futures Fund
-9.38 100k 1/1/2014
150 Robust Methods LLC
Macro Managed Account
-8.55 5,000k 1/1/2005
149 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-8.11 3,000k 9/1/2015
148 MarketCipher Partners LLC
MarketCipher Partners LLC
-7.40 1,000k 1/1/2018
147 Certeza Asset Management
Macro Vega Fund
-7.32 100k 11/1/2017
146 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-7.26 10,000k 4/1/2004
145 dormouse Limited
dormouse - Managed Account
-7.19 10,000k 7/1/2011
144 Linnis
Linnis ONE, LP
-6.70 100k 8/1/2014
143 dormouse Limited
dormouse Fund B Shares
-6.58 10,000k 8/1/2016
142 dormouse Limited
dormouse Fund A Shares
-6.58 1,000k 1/1/2017
141 Turk Capital LLC
US Market Hedge Strategy
-6.02 250k 11/1/2015
140 Tom Capital AG
Tom Capital Growth Fund
-5.60 5,000k 12/1/2015
139 Prolific Capital Markets, LLC
Prolific Swiss System
-5.43 10,000k 1/1/2014
138 FORT LP
Fort Global Contrarian
-4.26 2,000k 10/1/2002
137 Global Sigma Group, LLC
Global Sigma BondVOL LP
-4.18 1,000k 4/1/2015
136 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-4.10 250k 5/1/2013
135 NuWave Investment Management, LLC
Commodity Value Portfolio
-3.95 2,000k 10/1/2014
134 Quantica Capital AG
1X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
133 Buckingham Global Advisors, LLC
Weekly Emini Program
-3.45 200k 3/1/2015
132 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-2.46 2,000k 7/1/2016
131 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-2.36 250k 7/1/2015
130 R Best LLC
Private Client Plus
-2.28 200k 11/1/2017
129 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-2.18 5,000k 9/1/2009
128 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.95 5,000k 9/1/2009
127 Automaton Trading LLC
Diversified
-1.89 500k 7/1/2014
126 Future Trade AG
Thales Swing Trading Programme
-1.88 250k 6/1/2007
125 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.86 250k 10/1/2011
124 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.80 5,000k 9/1/2013
123 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.58 2,000k 7/1/2016
122 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-1.51 1,000k 1/1/2013
121 Certeza Asset Management
Macro Vega
-1.39 1,000k 1/1/2012
120 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-1.34 5,000k 6/1/2010
119 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
-1.33 100k 4/1/2014
118 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.27 2,000k 4/1/2017
117 Typhon Capital Management, LLC
Helios Deutsche
-0.95 250k 4/1/2014
116 Vivienne Investissement
MACH 3
-0.87 100k 6/1/2015
115 NuWave Investment Management, LLC
NuWave Stock Index Futures Portfolio
-0.86 2,000k 2/1/2018
114 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.63 3,000k 5/1/2014
113 Soaring Pelican, LLC
Diversified S&P Program
-0.50 100k 1/1/2011
112 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.45 100k 5/1/2012
111 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
110 R Best LLC
R Best Private Client Program
-0.16 50k 2/1/2010
109 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.03 40k 1/1/2016
108 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.03 60k 9/1/2016
99 Superfund Group
Superfund Green EUR SICAV
0.00 5k 1/1/2017
100 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
101 Superfund Group
Superfund Green SILVER SICAV
0.00 20k 1/1/2017
102 Superfund Group
Superfund Green GOLD SICAV
0.00 20k 1/1/2017
103 Superfund Group
Superfund Red One SP I - Class A EUR
0.00 10k 1/1/2017
104 Superfund Group
Superfund Red One SP I - Class A USD
0.00 10k 1/1/2017
105 Superfund Group
Superfund Red One SP I - Class A Gold
0.00 10k 1/1/2017
106 Superfund Group
Superfund Red One SP I - Class A Silver
0.00 10k 1/1/2017
92 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
89 Kopis Capital Management, LLC
Commodity Long Short Separate Account
0.00 1,000k 5/1/2015
97 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.00 100k 4/1/2015
107 Alder Capital DAC
CALM Eurozone Equity Program
0.00 100k 5/1/2015
96 Melissinos Trading
Eupatrid Global Trends
0.00 50k 1/1/2011
90 Emil van Essen
Long-Short Commodity Program - Accelerated
0.00 200k 5/1/2014
91 ARCTIC BLUE
Arctic Blue Program (2x)
0.00 1,000k 6/1/2014
88 Emil van Essen
Long-Short Commodity Program
0.00 1,000k 6/1/2013
98 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
95 Garraway Capital Management LLP
Garraway Financial Trends
0.00 100k 9/1/2012
93 Superfund Group
Superfund Red EUR SICAV
0.00 10k 3/1/2013
94 Superfund Group
Superfund Red USD SICAV
0.00 10k 3/1/2013
87 Pinstripe Trading, LLC
Standard
0.03 125k 8/1/2009
86 Crabel Capital Management
WPD Crabel Futures Program
0.07 1,000k 7/1/2008
85 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
0.15 1,000k 5/1/2017
84 Chesapeake Capital
Diversified Plus (HV)
0.29 100k 4/1/1994
83 Tianyou Asset Management, LLC
Tianyou Fund LP
0.38 100k 10/1/2012
82 Blake Capital Management, Inc.
SRD Currencies
0.39 100k 3/1/2013
81 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.40 100k 1/1/2014
80 EMC Capital Advisors, LLC
EMC Alpha Program
0.42 5,000k 6/1/2013
79 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.52 100k 12/1/1998
78 Crabel Capital Management
Crabel Multi-Product
0.64 1,000k 3/1/1998
77 Meliora Capital LLP
Commodity Absolute Return (1x)
0.66 250k 11/1/2014
76 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
0.68 100k 2/1/2017
75 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.81 1,000k 10/1/2016
74 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.84 10,000k 3/1/1998
73 DeltaHedge
DH Styx
0.92 1,000k 9/1/2017
72 SEB Asset Management
SEB Asset Selection Fund C (EUR)
1.14 1k 10/1/2006
71 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
1.28 100k 3/1/2017
70 Urban Tree Capital, LLC
UTC Plus (Client)
1.47 100k 3/1/2013
69 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.49 3,000k 7/1/2017
68 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
1.67 10,000k 2/1/2008
67 361 Capital LLC
361 Global Managed Futures Strategy Fund
1.95 2,000k 3/1/2014
66 Leibniz Group
EVEREST
1.97 100k 3/1/2016
65 Aquantum
ACS Energies
2.20 5,000k 1/1/2017
64 514 Capital Partners
514 Fund
2.51 100k 11/1/2013
63 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
2.63 1k 6/1/2009
62 R Best LLC
World Select Program
2.72 2,000k 4/1/2016
61 Emil van Essen
Spread Trading Program Limited
2.73 5,000k 7/1/2013
60 Seven Capital Management
Seven Absolute Return
2.79 100k 6/1/2009
59 Vortex
Currency Program
2.86 500k 1/1/2014
58 ISAM
ISAM Systematic Trend (Levitas)
3.02 1,000k 5/1/2010
57 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
3.06 500k 6/1/2007
56 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
3.32 100k 2/1/2010
55 Schot Capital
Multi Diversified Program
3.40 1,000k 1/1/2016
54 John Locke Investments
Cyril Systematic UCITS Fund
3.51 8,000k 7/1/2000
53 Aquantum
Aquantum Commodity Spread Program (ACS)
3.58 5,000k 7/1/2013
52 Welton Investment Partners
Welton Trend
3.61 25,000k 10/1/2012
51 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.62 250k 5/1/2011
50 Glendorn Capital Management LLC
MultiWeek Trading Strategy
3.82 1,500k 10/1/2016
49 DUNN Capital Management
DUNN WMA Institutional Program
3.82 100k 10/1/2011
48 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
4.22 1,000k 3/1/2003
47 Estlander & Partners
Freedom
4.28 20,000k 8/1/2010
46 Paskewitz Asset Management LLC
Global Contrarian Stock Index
4.53 1,000k 4/1/2017
45 Leibniz Group
GRAB+
4.82 100k 4/1/2016
44 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
5.59 1,000k 3/1/2003
43 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
5.94 1,000k 5/1/2014
42 Paskewitz Asset Management LLC
Multi-strategy Futures Program
6.03 3,000k 5/1/2010
41 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
6.31 5,000k 4/1/2018
40 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
6.34 550k 11/1/2016
39 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
6.59 100k 10/1/2011
38 AP Futures, LLC
Volatility Trading Program
6.62 100k 2/1/2017
37 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
7.02 100k 12/1/2014
36 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
7.09 1,000k 12/1/2014
35 Pearl Capital Advisors, LLC
Hedged VIX Program
7.34 500k 10/1/2015
34 Silicon Valley Quantitative Advisors
UQP Large
7.70 500k 1/1/2009
33 Eamon Capital
Zephyr Program
8.20 600k 1/1/2016
32 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
8.21 1,000k 3/1/2007
31 Jaguar Investments Ltd
Aegir Capital Strategy
9.14 1,000k 1/1/2012
30 Eagle Trading Systems Inc.
Eagle Customized Trend
9.96 10,000k 4/1/2017
29 Eclipse Capital Management
Alpha Asia
10.43 25,000k 1/1/2015
28 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
10.90 250k 11/1/1996
27 J8 Capital Management LLP
J8 Global Absolute Return Strategy
10.99 500k 1/1/2015
26 FTC Capital GmbH
FTC Futures Fund Classic (USD)
11.18 250k 10/1/2010
25 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
11.29 100k 5/1/2017
24 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
12.82 500k 10/1/2014
23 Metolius Capital LLC
Metolius Enhanced Fund
13.02 40k 6/1/2015
22 Red Rock Capital, LLC
Commodity Long-Short
13.16 500k 9/1/2013
21 Anderson Creek Trading
Standard Diversified Strategy
14.43 250k 7/1/2014
20 Leibniz Group
Systematic Intelligence Vol 10
15.13 3,000k 8/1/2011
19 Leibniz Group
Total Intelligence Vol 10
17.07 100k 3/1/2016
18 Covenant Capital Management
Tactical Growth Program
17.47 100k 1/1/2017
17 Dreiss Research Corporation
Diversified Program
18.09 1,000k 5/1/1991
16 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
18.98 20,000k 5/1/2013
15 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
19.08 250k 2/1/2016
14 QTS Capital Management, LLC
QTS Partners, L.P.
19.24 100k 1/1/2011
13 GT CAPITAL CTA
GT Systematic Day Trading Program
19.98 60k 8/1/2017
12 Leibniz Group
Enhanced Intelligence Strategy
21.82 100k 1/1/2016
11 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
22.52 250k 10/1/2009
10 Sandpiper Asset Management
Sandpiper Global Macro Program
23.21 1,000k 8/1/2012
9 Leibniz Group
SWARM
25.24 100k 9/1/2015
8 QTS Capital Management, LLC
Tail Reaper
28.21 100k 8/1/2012
7 Covenant Capital Management
Total Volatility Program (P&C)
32.12 100k 1/1/2018
6 W.G. Wealth Guardian Ltd.
QT Program (QTP)
36.40 300k 6/1/2017
5 Tomas Capital Pty Ltd
GCAF | USD
37.78 1,500k 7/1/2011
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
38.29 50k 7/1/2011
3 Leibniz Group
SWARM (Return on Margin)
50.48 1,500k 9/1/2015
2 Glenhaven Capital LLC
Glenhaven Global II LP
52.83 25k 4/1/2012
1 Purple Valley Capital, Inc.
Diversified Trend 1
56.35 100k 8/1/2008

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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