Systematic Trader Index For November 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 Nov 2016 Min Inv Inception 155 Global Vista Advisors, LLC Global Vista Options ("GVO") -11.42 50k 10/1/2010 154 Linnis Linnis ONE, LP -8.01 100k 8/1/2014 153 Angle Capital Management LLC AIP Program -7.29 100k 1/1/2010 152 ROW Asset Managment Row Currency Program -7.03 1,000k 11/1/2010 151 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -7.01 100k 1/1/2014 150 Conquest Capital Group Conquest Macro -6.46 250k 5/1/1999 149 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -6.04 250k 10/1/2011 148 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -5.43 50k 7/1/2011 147 QMS Capital Management LP QMS Diversified Global Macro Strategy -5.04 5,000k 6/1/2010 146 Robust Methods LLC Macro Managed Account -4.90 5,000k 1/1/2005 145 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.53 3,000k 5/1/2014 144 ROW Asset Managment Row Diversified Fund, L.P. -4.26 1,000k 11/1/2011 143 Dominion Capital Diamond Program -4.21 3,000k 1/1/2011 142 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -3.95 1,500k 7/1/2014 141 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.67 10,000k 2/1/2008 140 EMC Capital Advisors, LLC EMC Alpha Program -3.57 5,000k 6/1/2013 139 Non Correlated Capital Positive Theta Fund -3.52 50k 10/1/2007 138 Talenta Capital LLP S&P 500 Momentum -3.28 950k 2/1/2017 137 QCM Alpha Financials Program -3.11 10,000k 6/1/2012 136 FORT LP Global Futures Program (formerly Global Diversified Classic) -3.01 10,000k 10/1/1993 135 Turning Wheel Capital, Inc. Pure Alpha -2.80 10,000k 1/1/2012 134 FORT LP Fort Global Contrarian -2.74 2,000k 10/1/2002 133 Non Correlated Capital Positive Theta Program -2.33 250k 10/1/2007 132 Stable Asset Management LTD Arctic Blue 3x Share Class -2.27 100k 6/1/2014 131 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -2.23 1,500k 7/1/2005 130 Crabel Capital Management WPD Crabel Futures Program -2.17 1,000k 7/1/2008 129 Xenfin Capital Limited XenfinCRT Prime FX -1.86 1,000k 7/1/2014 128 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.84 25,000k 1/1/2014 127 Turk Capital LLC US Equity Long/Short Strategy -1.77 250k 4/1/2014 126 Bulkara Capital Bulkara Systematic Fund SP -1.75 250k 4/1/2014 125 DUNN Capital Management DUNN WMA Institutional Program -1.49 100k 10/1/2011 124 Superfund Group Superfund Red EUR SICAV -1.46 10k 3/1/2013 123 Jaguar Investments Ltd Aegir Capital Strategy -1.45 1,000k 1/1/2012 122 Crabel Capital Management Crabel Multi-Product -1.41 1,000k 3/1/1998 121 Paradox Capital Management Sentiment Program (1X) -1.39 1,000k 1/1/2013 120 Garraway Capital Management LLP Garraway Financial Trends -1.36 100k 9/1/2012 119 Superfund Group Superfund Red USD SICAV -1.29 10k 3/1/2013 118 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -1.26 1,000k 9/1/2011 117 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.26 20,000k 5/1/2013 116 Dix Hills Partners DHP Absolute Return Strategies -1.25 500k 7/1/2003 115 Eagle Trading Systems Inc. Eagle Frequency Domain System -1.21 25,000k 6/1/2012 114 Emil van Essen Long-Short Commodity Program -1.11 1,000k 6/1/2013 113 Emil van Essen Long-Short Commodity Program - Accelerated -1.11 200k 5/1/2014 112 Millburn Ridgefield Corporation Commodity Program -1.07 25,000k 3/1/2005 111 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.05 100k 8/1/2009 110 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.02 10,000k 3/1/2003 109 Vision Capital Management Global Futures -0.91 500k 2/1/2012 108 Whitman Asset Management WAM Global Macro 2X Program -0.89 2,500k 10/1/2014 107 Stable Asset Management LTD Arctic Blue 1x Share Class -0.85 100k 6/1/2014 106 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.80 1,000k 1/1/2013 105 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -0.74 250k 11/1/1996 104 Vivienne Investissement OUESSANT UCITS FUND (A) -0.72 100k 5/1/2012 103 Quantica Capital AG 2X Quantica Managed Futures Fund -0.70 100k 1/1/2014 102 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.70 100k 2/1/2010 101 Millburn Ridgefield Corporation Multi-Markets Program -0.68 25,000k 10/1/2004 100 Piston Trading The Piston -0.64 1,000k 1/1/2014 99 Whitman Asset Management WAM Global Macro Program -0.62 5,000k 10/1/2014 98 ISAM ISAM Systematic Trend Fund -0.61 1,000k 6/1/2001 97 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.61 2,000k 7/1/2013 96 ML Systems LLC Sledon Classic (Client) -0.57 300k 8/1/2014 95 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.55 10,000k 4/1/2004 94 Quantica Capital AG 1X Quantica Managed Futures Fund -0.50 100k 1/1/2014 93 Crescendo Capital Management Neutron Decay (Client) -0.43 50k 7/1/2012 92 QTS Capital Management, LLC Tail Reaper -0.33 500k 8/1/2012 91 QTS Capital Management, LLC QTS Partners, L.P. -0.31 100k 1/1/2011 90 Talenta Capital LLP Diversified -0.29 950k 6/1/2014 89 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.20 250k 5/1/2013 88 Melissinos Trading Eupatrid Global Trends -0.20 50k 1/1/2011 87 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.20 100k 8/1/2011 86 Deep Field Capital AG SINGULARITY Fund (2x) -0.18 100k 8/1/2014 85 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 84 Future Trade AG Thales Swing Trading Programme -0.15 250k 6/1/2007 83 QTS Capital Management, LLC FX Managed Account -0.13 100k 1/1/2011 82 Deep Field Capital AG SINGULARITY Fund -0.13 100k 9/1/2011 81 Blake Capital Management, Inc. SRD Currencies -0.12 100k 3/1/2013 80 SandPointe SandPointe All-Seasons Strategy -0.12 5,000k 1/1/2015 79 R Best LLC R Best Private Client Program -0.11 50k 2/1/2010 78 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 77 Piquant Technologies LLP Pegasus Fund -0.07 1,000k 9/1/2013 76 NuWave Investment Management, LLC Commodity Value Portfolio -0.06 2,000k 10/1/2014 75 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.06 100k 10/1/2011 74 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.06 250k 5/1/2011 73 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.04 250k 3/1/2010 72 Urban Tree Capital, LLC UTC Plus (Client) -0.03 100k 3/1/2013 71 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.00 200k 12/1/2013 70 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 69 Global Vista Advisors, LLC Global Vista Indexes ("GVI") 0.10 10k 1/1/2014 68 Kopis Capital Management, LLC Commodity Long Only 0.15 500k 1/1/2014 67 Aquantum Aquantum Global Systematic Program (AGS) 0.15 5,000k 7/1/2013 66 Certeza Asset Management Macro Vega 0.18 1,000k 1/1/2012 65 Blackwater Capital Management Tactical Equity 0.19 500k 12/1/2013 64 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.33 250k 10/1/2009 63 FORT LP Fort Global Diversified 0.33 2,000k 10/1/1993 62 Automaton Trading LLC Diversified 0.35 500k 7/1/2014 61 SandPointe SandPointe Opportunities Strategy 0.35 5,000k 5/1/2014 60 Witter & Lester, Inc. Redstone 0.38 500k 9/1/1994 59 Certeza Asset Management 4x Omni 0.40 1,000k 11/1/2014 58 Metolius Capital LLC Metolius Diversified 0.44 100k 6/1/2010 57 Typhon Capital Management, LLC Metis Momentum Macro Program 0.45 500k 4/1/2013 56 Independent View IV Quantitative Futures Fund 0.46 100k 11/1/2012 55 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.52 1,000k 5/1/2014 54 Soaring Pelican, LLC Diversified S&P Program 0.62 100k 1/1/2011 53 1900 Investments Asset Management Dynamic Oil Strategy Program 0.63 100k 1/1/2014 52 Cauldron Investments, LLC Stock Index Plus 0.63 1,000k 10/1/2009 51 Bluegrass Capital Management Cross Market Bias Model 0.64 3,000k 7/1/2014 50 Salona Capital LLC ACP2 0.65 25k 11/1/2014 49 Red Rock Capital, LLC Commodity Long-Short 0.68 500k 9/1/2013 48 Salona Capital LLC SSI 0.76 25k 11/1/2014 47 Seven Capital Management Seven Absolute Return 0.77 100k 6/1/2009 46 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.90 5,000k 11/1/2012 45 Salona Capital LLC ACP 0.91 100k 1/1/2015 44 Trigon Investment Advisors, LLC Foreign Exchange Program 0.92 5,000k 8/1/2000 43 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.93 10,000k 3/1/2007 42 Glider Trading LLP Glider Trading Strategy (Class C) 1.08 500k 9/1/2013 41 Bullet Hill Capital LLC Ricochet 1.09 500k 6/1/2014 40 Intex Capital Covered Options Program 1.11 50k 1/1/2012 39 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.13 1k 10/1/2006 38 dormouse Limited dormouse - Managed Account 1.14 20,000k 7/1/2011 37 Adamah Capital LLC Asset Allocator Program 1.30 50k 3/1/2011 36 Archetype Risk Advisors, Inc. Archon1 1.37 1,000k 2/1/2015 35 Strategic Capital Advisors LLC Multi-strategy Futures Program 1.38 3,000k 5/1/2010 34 Prolific Capital Markets, LLC Prolific Swiss System 1.46 10,000k 1/1/2014 33 Meliora Capital LLP Commodity Absolute Return (1x) 1.94 250k 11/1/2014 32 Qbasis Invest Qbasis i Trend Fund 1.96 1k 1/1/2014 31 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.07 100k 4/1/2014 30 Typhon Capital Management, LLC Chiron Currency Program 2.17 250k 2/1/2008 29 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.28 1k 6/1/2009 28 Conquest Capital Group Conquest Select 2.65 250k 6/1/2004 27 Purple Valley Capital, Inc. Diversified Trend 1 2.74 100k 8/1/2008 26 Insch Capital Management SA Interbank Currency Program - 3X Leverage 3.36 100k 1/1/2000 25 Sandpiper Asset Management Sandpiper Global Macro Program 3.57 1,000k 8/1/2012 24 Zoi Capital, LLC Telio Program (Client) 3.61 200k 4/1/2010 23 Quantum Leap Capital Management LV Program 3.72 600k 11/1/2014 22 County Cork LLC County Cork Fusion Equity 4.05 1,000k 10/1/2013 21 GNE Management, LLC S&P Futures and Options Strategy (Client) 4.44 200k 12/1/2013 20 Aquantum Aquantum Commodity Spread Program (ACS) 4.60 5,000k 7/1/2013 19 Pinstripe Trading, LLC Standard 4.61 125k 8/1/2009 18 Estlander & Partners Freedom 4.86 20,000k 8/1/2010 17 Sona Trading Strategies LLC. Diversified Program 5.27 1,000k 9/1/2006 16 Candriam Investors Group Alternative Return Systemat 5.28 125k 1/1/2007 15 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 5.81 10,000k 3/1/2003 14 Mehnert Capital Management, LLC DTP (Client) 5.84 1,000k 3/1/2012 13 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 5.86 1,000k 7/1/2009 12 Eagle Trading Systems Inc. Eagle Quantitative Macro 6.04 10,000k 10/1/2006 11 Dreiss Research Corporation Diversified Program 6.22 1,000k 5/1/1991 10 Alee Capital Management, LLC Poniente Program 6.23 2,500k 1/1/1999 9 Diversified Capital Management Diversified Strategies Investment Fund 6.50 100k 11/1/2012 8 Diversified Capital Management Alpha Index 6.59 50k 8/1/2013 7 Quantum Leap Capital Management Managed Account Program 7.97 300k 8/1/2006 6 Estlander & Partners Alpha Trend II - Class P 8.12 100k 12/1/2008 5 Eagle Trading Systems Inc. Eagle Global Financials 8.97 10,000k 1/1/1996 4 Alee Capital Management, LLC Mistral Program 10.51 2,500k 1/1/1999 3 Worldwide Capital Strategies Profit Quest Strategies 11.97 200k 9/1/2013 2 Covenant Capital Management Optimal Program 13.53 10k 2/1/2014 1 Worldwide Capital Strategies Profit Quest Macro World 24.17 100k 1/1/2010 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.