Systematic Trader Index For October 2015 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Oct 2015 Min Inv Inception 131 Covenant Capital Management Optimal Program -36.57 10k 2/1/2014 130 Dreiss Research Corporation Diversified Program -22.81 1,000k 5/1/1991 129 LEVEX Capital Management Inc. REN18 -19.58 25k 1/1/2014 128 Estlander & Partners Alpha Trend II - Class P -18.31 100k 12/1/2008 127 Golden Point Capital Management, LLC Global Systematic -16.48 250k 7/1/2012 126 Purple Valley Capital, Inc. Diversified Trend 1 -15.83 100k 8/1/2008 125 Qbasis Invest Qbasis i Trend Fund -14.40 1k 1/1/2014 124 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -13.97 50k 7/1/2011 123 Melissinos Trading Eupatrid Global Trends -10.68 100k 1/1/2011 122 Conquest Capital Group Conquest Macro -9.65 250k 5/1/1999 121 JKI-Futures, LLC ETIRON Large 2x (Client) -8.16 1,000k 8/1/2012 120 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -7.63 1k 6/1/2009 119 Sona Trading Strategies LLC. Diversified Program -7.50 1,000k 9/1/2006 118 Conquest Capital Group Conquest Select -7.33 250k 6/1/2004 117 Pacific Capital Advisors Terra -6.34 100k 4/1/2014 116 Garraway Capital Management LLP Garraway Financial Trends -6.29 100k 9/1/2012 115 Angle Capital Management LLC AIP Program -6.14 100k 1/1/2010 114 Abraham Investment Management Formula 72 H -5.55 150k 8/1/2012 113 Eagle Trading Systems Inc. Eagle Global Financials -5.22 10,000k 1/1/1996 112 Quest Partners LLC AlphaQuest Short Bias (AQSB) -5.19 20,000k 5/1/2013 111 ISAM ISAM Systematic Trend Fund -4.56 1,000k 6/1/2001 110 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.50 250k 5/1/2011 109 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.29 10,000k 3/1/2003 108 Emil van Essen Long-Short Commodity Program -4.28 1,000k 6/1/2013 107 Eagle Trading Systems Inc. Eagle Quantitative Macro -4.26 10,000k 10/1/2006 106 Urban Tree Capital, LLC UTC Plus (Client) -3.98 100k 3/1/2013 105 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.93 1k 10/1/2006 104 ROW Asset Managment Row Diversified Fund, L.P. -3.83 1,000k 11/1/2011 103 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -3.70 250k 5/1/2013 102 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -3.68 100k 1/1/2014 101 Alee Capital Management, LLC Poniente Program -3.64 2,500k 1/1/1999 100 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.63 10,000k 2/1/2008 99 ROW Asset Managment Row Currency Program -3.54 1,000k 11/1/2010 98 Sandpiper Asset Management Sandpiper Global Macro Program -3.47 1,000k 8/1/2012 97 The Tidal Group M2 SP500 Emini Futures Program -3.45 50k 1/1/2013 96 Candriam Investors Group Alternative Return Systemat -3.44 125k 1/1/2007 95 Ritenour Investment Group, LLC RIG_ES_Client -3.18 25k 3/1/2013 94 Estlander & Partners Freedom -3.15 20,000k 8/1/2010 93 Worldwide Capital Strategies Profit Quest Strategies -3.06 200k 9/1/2013 92 Quantica Capital AG 2X Quantica Managed Futures Fund -3.00 100k 1/1/2014 91 Emil van Essen Long-Short Commodity Program - Accelerated -2.99 200k 5/1/2014 90 Millburn Ridgefield Corporation Multi-Markets Program -2.83 25,000k 10/1/2004 89 Red Rock Capital, LLC Commodity Long-Short -2.50 500k 9/1/2013 88 Global Vista Advisors, LLC Global Vista Indexes ("GVI") -2.47 10k 1/1/2014 87 Metolius Capital LLC Metolius Diversified -2.24 100k 6/1/2010 86 Aquantum Aquantum Global Systematic Program (AGS) -2.15 5,000k 7/1/2013 85 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.13 10,000k 4/1/2004 84 ALFAKRAFT ALFA Commodity Fund -2.10 16k 6/1/2010 83 Adamah Capital LLC Asset Allocator Program -2.10 50k 3/1/2011 82 Talenta Capital LLP Diversified -2.01 950k 6/1/2014 81 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -2.00 100k 10/1/2011 80 Jaguar Investments Ltd Aegir Capital Strategy -1.99 1,000k 1/1/2012 79 Future Trade AG Thales Swing Trading Programme -1.86 250k 6/1/2007 78 Aquantum Aquantum Commodity Spread Program (ACS) -1.63 5,000k 7/1/2013 77 Quantica Capital AG 1X Quantica Managed Futures Fund -1.50 100k 1/1/2014 76 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.41 100k 8/1/2009 75 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -1.38 500k 9/1/2013 74 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.27 25,000k 1/1/2014 73 dormouse Limited dormouse - Managed Account -1.24 20,000k 7/1/2011 72 County Cork LLC County Cork Fusion Equity -1.21 1,000k 10/1/2013 71 Global Vista Advisors, LLC Global Vista Options ("GVO") -1.14 50k 10/1/2010 70 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program -1.14 4,000k 2/1/2011 69 FORT LP Fort Global Diversified -1.12 2,000k 3/1/2002 68 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.05 10,000k 3/1/2003 67 GNE Management, LLC S&P Futures and Options Strategy (Client) -0.94 200k 12/1/2013 66 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.92 100k 1/1/2000 65 Mehnert Capital Management, LLC DTP (Client) -0.82 1,000k 3/1/2012 64 Alee Capital Management, LLC Mistral Program -0.79 2,500k 1/1/1999 63 Trigon Investment Advisors, LLC Foreign Exchange Program -0.66 5,000k 8/1/2000 62 Typhon Capital Management, LLC Chiron Currency Program -0.62 250k 2/1/2008 61 Automaton Trading LLC Diversified -0.58 500k 7/1/2014 60 Non Correlated Capital Positive Theta Program -0.56 250k 10/1/2007 59 Non Correlated Capital Positive Theta Fund -0.55 50k 10/1/2007 58 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program -0.53 4,000k 11/1/2008 57 Blake Capital Management, Inc. SRD Currencies -0.48 100k 3/1/2013 56 Millburn Ridgefield Corporation Commodity Program -0.39 25,000k 3/1/2005 55 Pinstripe Trading, LLC Standard -0.32 125k 8/1/2009 54 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.24 2,000k 7/1/2013 53 Turning Wheel Capital, Inc. Pure Alpha -0.20 10,000k 1/1/2012 52 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.19 200k 12/1/2013 51 Certeza Asset Management Macro Vega -0.08 1,000k 1/1/2012 50 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.05 100k 3/1/2013 49 Seven Capital Management Seven Absolute Return -0.03 100k 6/1/2009 48 Piston Trading The Piston 0.00 1,000k 1/1/2014 47 Diversified Capital Management Alpha Index 0.00 50k 8/1/2013 46 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.01 6/1/2012 45 Witter & Lester, Inc. Redstone 0.02 500k 9/1/1994 44 Pacific Capital Advisors Agilis Program 0.04 100k 12/1/2012 43 Crabel Capital Management Crabel Multi-Product 0.19 1,000k 3/1/1998 42 3D S&P Program (Client) 0.20 100k 11/1/2010 41 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.23 1,000k 5/1/2014 40 Bluegrass Capital Management Cross Market Bias Model 0.25 3,000k 7/1/2014 39 Typhon Capital Management, LLC Metis Momentum Macro Program 0.30 500k 4/1/2013 38 Paradox Capital Management Sentiment Program (1X) 0.31 1,000k 1/1/2013 37 Puna Asset Management, LLC NeoTrend Alpha 0.35 100k 3/1/2014 36 QCM Alpha Financials Program 0.35 10,000k 6/1/2012 35 Vision Capital Management Global Futures 0.44 500k 2/1/2012 34 Kopis Capital Management, LLC Commodity Long Only 0.45 500k 1/1/2014 33 Ring Capital Management LLC S&P E-Mini Select 0.76 100k 1/1/2012 32 Hoss Capital Management, LLC Hoss Agricultural Futures Program 0.77 100k 8/1/2011 31 Bullet Hill Capital LLC Ricochet 0.80 500k 6/1/2014 30 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.95 250k 3/1/2010 29 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.07 3,000k 5/1/2010 28 FORT LP Fort Global Contrarian 1.13 2,000k 10/1/2002 27 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.17 10,000k 3/1/2007 26 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.19 5,000k 6/1/2010 25 Intex Capital Covered Options Program 1.30 50k 1/1/2012 24 EMC Capital Advisors, LLC EMC Alpha Program 1.47 5,000k 6/1/2013 23 Deep Field Capital AG SINGULARITY Fund 1.59 100k 9/1/2011 22 R Best LLC R Best Private Client Program 1.66 50k 2/1/2010 21 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 1.72 1,000k 7/1/2009 20 3D Intraday Program (Client) 1.72 100k 2/1/2012 19 ALFAKRAFT ALFA Edge Fund 1.92 16k 12/1/2011 18 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.03 250k 10/1/2011 17 Vivienne Investissement OUESSANT UCITS FUND (A) 2.06 100k 5/1/2012 16 3D Bull Program (Client) 2.10 10k 11/1/2010 15 Talenta Capital LLP S&P 500 Momentum 2.23 950k 2/1/2017 14 Robust Methods LLC Macro Managed Account 2.43 5,000k 1/1/2005 13 EMC Capital Advisors, LLC EMC Alpha Plus Program 2.67 3,000k 5/1/2014 12 Cauldron Investments, LLC Stock Index Plus 2.77 1,000k 10/1/2009 11 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.95 250k 10/1/2009 10 QTS Capital Management, LLC FX Managed Account 2.98 100k 1/1/2011 9 Soaring Pelican, LLC Diversified S&P Program 3.41 100k 1/1/2011 8 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 4.69 1,000k 1/1/2013 7 Quantum Leap Capital Management Managed Account Program 5.05 300k 8/1/2006 6 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 5.50 100k 4/1/2014 5 Superfund Group Superfund Red USD SICAV 6.02 10k 3/1/2013 4 Superfund Group Superfund Red EUR SICAV 6.24 10k 3/1/2013 3 Zoi Capital, LLC Telio Program (Client) 7.32 200k 4/1/2010 2 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 10.35 1,500k 7/1/2014 1 Turk Capital LLC US Equity Long/Short Strategy 16.17 100k 4/1/2014 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.