Systematic Trader Index For December 2015 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 Dec 2015 Min Inv Inception 136 Covenant Capital Management Optimal Program -36.68 10k 2/1/2014 135 Golden Point Capital Management, LLC Global Systematic -12.22 250k 7/1/2012 134 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -11.71 1,500k 7/1/2014 133 Quantum Leap Capital Management Managed Account Program -10.30 300k 8/1/2006 132 Conquest Capital Group Conquest Macro -9.96 250k 5/1/1999 131 JKI-Futures, LLC ETIRON Large 2x (Client) -9.40 1,000k 8/1/2012 130 Purple Valley Capital, Inc. Diversified Trend 1 -9.26 100k 8/1/2008 129 Dreiss Research Corporation Diversified Program -8.61 1,000k 5/1/1991 128 Quantica Capital AG 2X Quantica Managed Futures Fund -8.60 100k 1/1/2014 127 Abraham Investment Management Formula 72 H -8.53 150k 8/1/2012 126 Angle Capital Management LLC AIP Program -8.36 100k 1/1/2010 125 Worldwide Capital Strategies Profit Quest Strategies -7.88 200k 9/1/2013 124 Estlander & Partners Alpha Trend II - Class P -7.14 100k 12/1/2008 123 Alee Capital Management, LLC Mistral Program -6.67 2,500k 1/1/1999 122 ALFAKRAFT ALFA Commodity Fund -6.59 16k 6/1/2010 121 QCM Alpha Financials Program -6.48 10,000k 6/1/2012 120 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -6.11 1,500k 7/1/2005 119 Eagle Trading Systems Inc. Eagle Global Financials -6.05 10,000k 1/1/1996 118 Pacific Capital Advisors Agilis Program -5.76 100k 12/1/2012 117 Superfund Group Superfund Red USD SICAV -5.32 10k 3/1/2013 116 Superfund Group Superfund Red EUR SICAV -5.21 10k 3/1/2013 115 Seven Capital Management Seven Absolute Return -5.11 100k 6/1/2009 114 Adamah Capital LLC Asset Allocator Program -5.10 50k 3/1/2011 113 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -4.55 1k 6/1/2009 112 Candriam Investor Group Alternative Return Systemat -4.46 125k 1/1/2007 111 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.45 3,000k 5/1/2014 110 Vision Capital Management Global Futures -4.30 500k 2/1/2012 109 Hoss Capital Management, LLC Hoss Agricultural Futures Program -4.26 100k 8/1/2011 108 Quantica Capital AG 1X Quantica Managed Futures Fund -4.20 100k 1/1/2014 107 Qbasis Invest Qbasis i Trend Fund -4.12 1k 1/1/2014 106 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -3.60 25,000k 1/1/2014 105 Aquantum Aquantum Commodity Spread Program (ACS) -3.54 5,000k 7/1/2013 104 FORT LP Fort Global Contrarian -3.43 2,000k 10/1/2002 103 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -3.08 1,000k 7/1/2009 102 ALFAKRAFT ALFA Edge Fund -3.05 16k 12/1/2011 101 Eagle Trading Systems Inc. Eagle Quantitative Macro -3.00 10,000k 10/1/2006 100 Turk Capital LLC US Equity Long/Short Strategy -2.95 250k 4/1/2014 99 EMC Capital Advisors, LLC EMC Alpha Program -2.91 5,000k 6/1/2013 98 Mehnert Capital Management, LLC DTP (Client) -2.91 1,000k 3/1/2012 97 Sandpiper Asset Management Sandpiper Global Macro Program -2.84 1,000k 8/1/2012 96 FORT LP Fort Global Diversified -2.76 2,000k 10/1/1993 95 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -2.68 2,000k 7/1/2013 94 Alee Capital Management, LLC Poniente Program -2.66 2,500k 1/1/1999 93 Garraway Capital Management LLP Garraway Financial Trends -2.58 100k 9/1/2012 92 Glider Trading LLP Glider Trading Strategy (Class C) -2.57 500k 9/1/2013 91 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -2.52 250k 10/1/2011 90 Aquantum Aquantum Global Systematic Program (AGS) -2.51 5,000k 7/1/2013 89 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.39 1k 10/1/2006 88 Sona Trading Strategies LLC. Diversified Program -2.37 1,000k 9/1/2006 87 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.35 250k 10/1/2009 86 Non Correlated Capital Positive Theta Program -2.30 250k 10/1/2007 85 Non Correlated Capital Positive Theta Fund -2.28 50k 10/1/2007 84 Melissinos Trading Eupatrid Global Trends -2.22 50k 1/1/2011 83 Estlander & Partners Freedom -2.17 20,000k 8/1/2010 82 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -2.06 50k 7/1/2011 81 Vivienne Investissement OUESSANT UCITS FUND (A) -1.88 100k 5/1/2012 80 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.63 100k 10/1/2011 79 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.62 1,000k 3/1/2003 78 dormouse Limited dormouse - Managed Account -1.40 10,000k 7/1/2011 77 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.29 20,000k 5/1/2013 76 Talenta Capital LLP Diversified -1.29 950k 6/1/2014 75 Cambridge Capital Management UK LLP CCM Program -1.19 2,000k 11/1/2012 74 Stable Asset Management LTD Arctic Blue 1x Share Class -1.19 100k 6/1/2014 73 Red Rock Capital, LLC Commodity Long-Short -1.17 500k 9/1/2013 72 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.04 250k 5/1/2011 71 Conquest Capital Group Conquest Select -1.04 250k 6/1/2004 70 Metolius Capital LLC Metolius Diversified -1.04 100k 6/1/2010 69 Witter & Lester, Inc. Redstone -1.01 500k 9/1/1994 68 Typhon Capital Management, LLC Chiron Currency Program -0.99 250k 2/1/2008 67 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.91 5,000k 6/1/2010 66 Robust Methods LLC Macro Managed Account -0.85 5,000k 1/1/2005 65 ROW Asset Managment Row Diversified Fund, L.P. -0.77 1,000k 11/1/2011 64 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.73 1,000k 3/1/2003 63 Kopis Capital Management, LLC Commodity Long Only -0.71 500k 1/1/2014 62 3D Bull Program (Client) -0.40 10k 11/1/2010 61 3D S&P Program (Client) -0.36 100k 11/1/2010 60 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.29 100k 3/1/2013 59 Blake Capital Management, Inc. SRD Currencies -0.27 100k 3/1/2013 58 Soaring Pelican, LLC Diversified S&P Program -0.18 100k 1/1/2011 57 Bluegrass Capital Management Cross Market Bias Model -0.15 3,000k 7/1/2014 56 Ring Capital Management LLC S&P E-Mini Select -0.14 100k 1/1/2012 55 Paradox Capital Management Sentiment Program (1X) -0.11 1,000k 1/1/2013 54 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.10 250k 5/1/2013 53 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.06 200k 12/1/2013 52 Ritenour Investment Group, LLC RIG_ES_Client -0.01 25k 3/1/2013 49 JLC Futures Management Company JLC Managed Futures Fund I, LP. 0.00 100k 8/1/2009 51 Piston Trading The Piston 0.00 1,000k 1/1/2014 50 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 48 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.07 6/1/2012 47 ROW Asset Managment Row Currency Program 0.10 1,000k 11/1/2010 46 Cauldron Investments, LLC Stock Index Plus 0.19 1,000k 10/1/2009 45 Typhon Capital Management, LLC Metis Momentum Macro Program 0.28 500k 4/1/2013 44 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.28 10,000k 4/1/2004 43 Bullet Hill Capital LLC Ricochet 0.30 500k 6/1/2014 42 Crabel Capital Management Crabel Multi-Product 0.31 1,000k 3/1/1998 41 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.33 1,000k 5/1/2014 40 Blackwater Capital Management Tactical Equity 0.36 500k 12/1/2013 39 Automaton Trading LLC Diversified 0.37 500k 7/1/2014 38 Certeza Asset Management Macro Vega 0.38 1,000k 1/1/2012 37 Jaguar Investments Ltd Aegir Capital Strategy 0.56 1,000k 1/1/2012 36 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.57 10,000k 2/1/2008 35 Millburn Ridgefield Corporation Multi-Markets Program 0.58 25,000k 10/1/2004 34 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.67 4,000k 11/1/2008 33 Turning Wheel Capital, Inc. Pure Alpha 0.70 10,000k 1/1/2012 32 The Tidal Group M2 SP500 Emini Futures Program 0.81 50k 1/1/2013 31 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.08 50k 10/1/2010 30 Trigon Investment Advisors, LLC Foreign Exchange Program 1.14 5,000k 8/1/2000 29 Future Trade AG Thales Swing Trading Programme 1.18 250k 6/1/2007 28 Puna Asset Management, LLC NeoTrend Alpha 1.23 100k 3/1/2014 27 3D 3D Intraday Breakout Program 1.30 225k 4/1/2014 26 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.33 250k 3/1/2010 25 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.39 3,000k 5/1/2010 24 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.45 100k 1/1/2000 23 ISAM ISAM Systematic Trend Fund 1.46 1,000k 6/1/2001 22 QTS Capital Management, LLC FX Managed Account 1.49 100k 1/1/2011 21 Talenta Capital LLP S&P 500 Momentum 1.52 950k 2/1/2017 20 Intex Capital Covered Options Program 1.61 50k 1/1/2012 19 Urban Tree Capital, LLC UTC Plus (Client) 2.04 100k 3/1/2013 18 GNE Management, LLC S&P Futures and Options Strategy (Client) 2.17 200k 12/1/2013 17 3D Intraday Program (Client) 2.24 100k 2/1/2012 16 R Best LLC R Best Private Client Program 2.30 50k 2/1/2010 15 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 2.30 4,000k 2/1/2011 14 Diversified Capital Management Alpha Index 2.37 50k 8/1/2013 13 Zoi Capital, LLC Telio Program (Client) 2.40 200k 4/1/2010 12 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.73 100k 4/1/2014 11 Pacific Capital Advisors Terra 3.10 100k 4/1/2014 10 Deep Field Capital AG SINGULARITY Fund 3.13 100k 9/1/2011 9 Global Vista Advisors, LLC Global Vista Indexes ("GVI") 3.20 10k 1/1/2014 8 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 3.23 1,000k 3/1/2007 7 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 3.52 1,000k 1/1/2013 6 Emil van Essen Long-Short Commodity Program - Accelerated 4.29 200k 5/1/2014 5 Emil van Essen Long-Short Commodity Program 4.73 1,000k 6/1/2013 4 County Cork LLC County Cork Fusion Equity 4.97 1,000k 10/1/2013 3 Millburn Ridgefield Corporation Commodity Program 6.87 25,000k 3/1/2005 2 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 7.99 100k 1/1/2014 1 LEVEX Capital Management Inc. REN18 24.50 25k 1/1/2014 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.