Systematic Trader Index For October 2016 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 2016 Min Inv Inception 154 Stable Asset Management LTD Arctic Blue 3x Share Class -14.36 100k 6/1/2014 153 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -11.42 1,500k 7/1/2014 152 Angle Capital Management LLC AIP Program -10.60 100k 1/1/2010 151 Aquantum Aquantum Commodity Spread Program (ACS) -9.82 5,000k 7/1/2013 150 Estlander & Partners Alpha Trend II - Class P -9.52 100k 12/1/2008 149 Deep Field Capital AG SINGULARITY Fund (2x) -8.70 100k 8/1/2014 148 Eagle Trading Systems Inc. Eagle Global Financials -7.03 10,000k 1/1/1996 147 DUNN Capital Management DUNN WMA Institutional Program -6.48 100k 10/1/2011 146 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -6.46 1,500k 7/1/2005 145 FORT LP Global Futures Program (formerly Global Diversified Classic) -6.44 10,000k 3/1/2002 144 Quantica Capital AG 2X Quantica Managed Futures Fund -6.30 100k 1/1/2014 143 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -6.24 250k 11/1/1996 142 Piquant Technologies LLP Pegasus Fund -5.88 1,000k 9/1/2013 141 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -5.60 1,000k 1/1/2013 140 FORT LP Fort Global Diversified -5.60 2,000k 3/1/2002 139 County Cork LLC County Cork Fusion Equity -5.52 1,000k 10/1/2013 138 EMC Capital Advisors, LLC EMC Alpha Plus Program -5.45 3,000k 5/1/2014 137 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.40 1k 6/1/2009 136 Candriam Investors Group Alternative Return Systemat -5.32 125k 1/1/2007 135 Robust Methods LLC Macro Managed Account -5.29 5,000k 1/1/2005 134 QCM Alpha Financials Program -5.22 10,000k 6/1/2012 133 Stable Asset Management LTD Arctic Blue 1x Share Class -4.88 100k 6/1/2014 132 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.75 250k 5/1/2011 131 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -4.69 1,000k 5/1/2014 130 ISAM ISAM Systematic Trend Fund -4.49 1,000k 6/1/2001 129 Future Trade AG Thales Swing Trading Programme -4.44 250k 6/1/2007 128 Deep Field Capital AG SINGULARITY Fund -4.39 100k 9/1/2011 127 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.29 50k 7/1/2011 126 JLC Futures Management Company JLC Managed Futures Fund I, LP. -4.26 100k 8/1/2009 125 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -4.18 500k 9/1/2013 124 Dreiss Research Corporation Diversified Program -4.09 1,000k 5/1/1991 123 Diversified Capital Management Alpha Index -3.90 50k 8/1/2013 122 EMC Capital Advisors, LLC EMC Alpha Program -3.83 5,000k 6/1/2013 121 Seven Capital Management Seven Absolute Return -3.82 100k 6/1/2009 120 Dominion Capital Diamond Program -3.81 3,000k 1/1/2011 119 Crabel Capital Management WPD Crabel Futures Program -3.62 1,000k 7/1/2008 118 Aquantum Aquantum Global Systematic Program (AGS) -3.49 5,000k 7/1/2013 117 FORT LP Fort Global Contrarian -3.42 2,000k 10/1/2002 116 Adamah Capital LLC Asset Allocator Program -3.40 50k 3/1/2011 115 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -3.38 2,000k 7/1/2013 114 Talenta Capital LLP S&P 500 Momentum -3.23 950k 2/1/2017 113 Quantica Capital AG 1X Quantica Managed Futures Fund -3.20 100k 1/1/2014 112 Linnis Linnis ONE, LP -3.14 100k 8/1/2014 111 Eagle Trading Systems Inc. Eagle Quantitative Macro -3.10 10,000k 10/1/2006 110 Estlander & Partners Freedom -3.08 20,000k 8/1/2010 109 Turk Capital LLC US Equity Long/Short Strategy -2.99 100k 4/1/2014 108 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.95 10,000k 3/1/2003 107 Garraway Capital Management LLP Garraway Financial Trends -2.95 100k 9/1/2012 106 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.93 1k 10/1/2006 105 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -2.87 10,000k 3/1/2003 104 Quantum Leap Capital Management Managed Account Program -2.86 300k 8/1/2006 103 Superfund Group Superfund Red EUR SICAV -2.84 10k 3/1/2013 102 Millburn Ridgefield Corporation Multi-Markets Program -2.79 25,000k 10/1/2004 101 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.73 5,000k 6/1/2010 100 Superfund Group Superfund Red USD SICAV -2.72 10k 3/1/2013 99 Talenta Capital LLP Diversified -2.71 950k 6/1/2014 98 Crabel Capital Management Crabel Multi-Product -2.70 1,000k 3/1/1998 97 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -2.62 25,000k 1/1/2014 96 Independent View IV Quantitative Futures Fund -2.55 100k 11/1/2012 95 ROW Asset Managment Row Diversified Fund, L.P. -2.43 1,000k 11/1/2011 94 Quest Partners LLC AlphaQuest Short Bias (AQSB) -2.20 20,000k 5/1/2013 93 Vivienne Investissement OUESSANT UCITS FUND (A) -2.05 100k 5/1/2012 92 Melissinos Trading Eupatrid Global Trends -2.05 100k 1/1/2011 91 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.04 3,000k 5/1/2010 90 Zoi Capital, LLC Telio Program (Client) -1.99 200k 4/1/2010 89 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -1.93 100k 4/1/2014 88 Pinstripe Trading, LLC Standard -1.84 125k 8/1/2009 87 Covenant Capital Management Optimal Program -1.79 10k 2/1/2014 86 Automaton Trading LLC Diversified -1.74 500k 7/1/2014 85 Alee Capital Management, LLC Mistral Program -1.71 2,500k 1/1/1999 84 Prolific Capital Markets, LLC Prolific Swiss System -1.68 10,000k 1/1/2014 83 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -1.62 1,000k 9/1/2011 82 ML Systems LLC Sledon Classic (Client) -1.44 300k 8/1/2014 81 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.35 10,000k 4/1/2004 80 Archetype Risk Advisors, Inc. Archon1 -1.34 1,000k 2/1/2015 79 Alee Capital Management, LLC Poniente Program -1.28 2,500k 1/1/1999 78 SandPointe SandPointe Opportunities Strategy -1.13 5,000k 5/1/2014 77 Conquest Capital Group Conquest Macro -1.09 250k 5/1/1999 76 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.05 5,000k 11/1/2012 75 Soaring Pelican, LLC Diversified S&P Program -0.97 100k 1/1/2011 74 Turning Wheel Capital, Inc. Pure Alpha -0.95 10,000k 1/1/2012 73 Quantum Leap Capital Management LV Program -0.94 600k 11/1/2014 72 SandPointe SandPointe All-Seasons Strategy -0.81 5,000k 1/1/2015 71 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.64 100k 2/1/2010 70 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.58 100k 8/1/2011 69 QTS Capital Management, LLC QTS Partners, L.P. -0.50 100k 1/1/2011 68 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.50 10,000k 3/1/2007 67 Piston Trading The Piston -0.46 1,000k 1/1/2014 66 Metolius Capital LLC Metolius Diversified -0.44 100k 6/1/2010 65 Sandpiper Asset Management Sandpiper Global Macro Program -0.40 1,000k 8/1/2012 64 Typhon Capital Management, LLC Metis Momentum Macro Program -0.35 500k 4/1/2013 63 QTS Capital Management, LLC Tail Reaper -0.35 500k 8/1/2012 62 Whitman Asset Management WAM Global Macro Program -0.17 5,000k 10/1/2014 61 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 60 QTS Capital Management, LLC FX Managed Account -0.15 100k 1/1/2011 59 Qbasis Invest Qbasis i Trend Fund -0.13 1k 1/1/2014 58 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 57 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.06 250k 10/1/2011 56 Whitman Asset Management WAM Global Macro 2X Program -0.03 2,500k 10/1/2014 55 Sona Trading Strategies LLC. Diversified Program -0.02 1,000k 9/1/2006 53 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 54 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.00 200k 12/1/2013 52 Blake Capital Management, Inc. SRD Currencies 0.01 100k 3/1/2013 51 Certeza Asset Management Macro Vega 0.08 1,000k 1/1/2012 50 Certeza Asset Management 4x Omni 0.10 1,000k 11/1/2014 49 Blackwater Capital Management Tactical Equity 0.14 500k 12/1/2013 48 Bluegrass Capital Management Cross Market Bias Model 0.17 3,000k 7/1/2014 47 Witter & Lester, Inc. Redstone 0.22 500k 9/1/1994 46 Global Vista Advisors, LLC Global Vista Options ("GVO") 0.26 50k 10/1/2010 45 NuWave Investment Management, LLC Commodity Value Portfolio 0.27 2,000k 10/1/2014 44 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.30 250k 5/1/2013 43 Salona Capital LLC ACP2 0.30 25k 11/1/2014 42 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 0.30 100k 1/1/2014 41 Emil van Essen Long-Short Commodity Program 0.34 1,000k 6/1/2013 40 Paradox Capital Management Sentiment Program (1X) 0.34 1,000k 1/1/2013 39 Salona Capital LLC SSI 0.36 25k 11/1/2014 38 Intex Capital Covered Options Program 0.45 50k 1/1/2012 37 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.49 250k 3/1/2010 36 Cauldron Investments, LLC Stock Index Plus 0.50 1,000k 10/1/2009 35 Salona Capital LLC ACP 0.50 100k 1/1/2015 34 R Best LLC R Best Private Client Program 0.50 50k 2/1/2010 33 GNE Management, LLC S&P Futures and Options Strategy (Client) 0.56 200k 12/1/2013 32 Global Vista Advisors, LLC Global Vista Indexes ("GVI") 0.57 10k 1/1/2014 31 Jaguar Investments Ltd Aegir Capital Strategy 0.59 1,000k 1/1/2012 30 Bullet Hill Capital LLC Ricochet 0.66 500k 6/1/2014 29 Typhon Capital Management, LLC Chiron Currency Program 0.76 250k 2/1/2008 28 ROW Asset Managment Row Currency Program 0.79 1,000k 11/1/2010 27 Conquest Capital Group Conquest Select 0.90 250k 6/1/2004 26 Red Rock Capital, LLC Commodity Long-Short 0.99 500k 9/1/2013 25 dormouse Limited dormouse - Managed Account 0.99 20,000k 7/1/2011 24 Purple Valley Capital, Inc. Diversified Trend 1 1.06 100k 8/1/2008 23 Non Correlated Capital Positive Theta Program 1.06 250k 10/1/2007 22 Kopis Capital Management, LLC Commodity Long Only 1.18 500k 1/1/2014 21 Vision Capital Management Global Futures 1.21 500k 2/1/2012 20 Millburn Ridgefield Corporation Commodity Program 1.24 25,000k 3/1/2005 19 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.38 100k 1/1/2000 18 Diversified Capital Management Diversified Strategies Investment Fund 1.40 100k 11/1/2012 17 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 1.45 1,000k 7/1/2009 16 Dix Hills Partners DHP Absolute Return Strategies 1.46 500k 7/1/2003 15 Meliora Capital LLP Commodity Absolute Return (1x) 1.49 250k 11/1/2014 14 Worldwide Capital Strategies Profit Quest Strategies 1.78 200k 9/1/2013 13 Eagle Trading Systems Inc. Eagle Frequency Domain System 1.96 25,000k 6/1/2012 12 Non Correlated Capital Positive Theta Fund 1.98 50k 10/1/2007 11 Bulkara Capital Bulkara Systematic Fund SP 2.21 250k 4/1/2014 10 Emil van Essen Long-Short Commodity Program - Accelerated 2.23 200k 5/1/2014 9 Urban Tree Capital, LLC UTC Plus (Client) 2.27 100k 3/1/2013 8 Xenfin Capital Limited XenfinCRT Prime FX 2.32 1,000k 7/1/2014 7 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 2.38 100k 10/1/2011 6 Crescendo Capital Management Neutron Decay (Client) 2.69 50k 7/1/2012 5 Mehnert Capital Management, LLC DTP (Client) 2.99 1,000k 3/1/2012 4 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.33 10,000k 2/1/2008 3 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.59 250k 10/1/2009 2 Worldwide Capital Strategies Profit Quest Macro World 3.68 100k 1/1/2010 1 Trigon Investment Advisors, LLC Foreign Exchange Program 4.34 5,000k 8/1/2000 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.