Systematic Trader Index For December 2016 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 2016 Min Inv Inception 154 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -11.11 100k 1/1/2014 153 Dreiss Research Corporation Diversified Program -10.46 1,000k 5/1/1991 152 Future Trade AG Thales Swing Trading Programme -6.99 250k 6/1/2007 151 Vision Capital Management Global Futures -6.87 500k 2/1/2012 150 JLC Futures Management Company JLC Managed Futures Fund I, LP. -5.15 100k 8/1/2009 149 Millburn Ridgefield Corporation Commodity Program -4.01 25,000k 3/1/2005 148 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.79 10,000k 2/1/2008 147 Quantum Leap Capital Management Managed Account Program -3.52 300k 8/1/2006 146 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -3.30 250k 5/1/2013 145 Independent View IV Quantitative Futures Fund -3.06 100k 11/1/2012 144 dormouse Limited dormouse - Managed Account -2.94 10,000k 7/1/2011 143 Hoss Capital Management, LLC Hoss Agricultural Futures Program -2.84 100k 8/1/2011 142 Ring Capital Management LLC S&P E-Mini Select -2.81 100k 1/1/2012 141 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.50 500k 7/1/2013 140 Whitman Asset Management WAM Global Macro 2X Program -2.50 2,500k 10/1/2014 139 Piston Trading The Piston -2.42 1,000k 1/1/2014 138 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -2.12 1,000k 3/1/2007 137 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.07 5,000k 6/1/2010 136 Purple Valley Capital, Inc. Diversified Trend 1 -2.02 100k 8/1/2008 135 Archetype Risk Advisors, Inc. Archon1 -1.99 1,000k 2/1/2015 134 Melissinos Trading Eupatrid Global Trends -1.96 50k 1/1/2011 133 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.83 1,000k 1/1/2013 132 Robust Methods LLC Macro Managed Account -1.66 5,000k 1/1/2005 131 Glider Trading LLP Glider Trading Strategy (Class C) -1.64 500k 9/1/2013 130 ISAM ISAM Systematic Trend Fund -1.54 1,000k 6/1/2001 129 Red Rock Capital, LLC Commodity Long-Short -1.45 500k 9/1/2013 128 Whitman Asset Management WAM Global Macro Program -1.41 5,000k 10/1/2014 127 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.34 100k 1/1/2000 126 Emil van Essen Long-Short Commodity Program - Accelerated -1.31 200k 5/1/2014 125 Aquantum Aquantum Commodity Spread Program (ACS) -1.30 5,000k 7/1/2013 124 Paradox Capital Management Sentiment Program (1X) -1.23 1,000k 1/1/2013 123 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.19 20,000k 5/1/2013 122 3D S&P Program (Client) -1.17 100k 11/1/2010 121 Emil van Essen Spread Trading Program Limited -1.12 5,000k 7/1/2013 120 ROW Asset Managment Row Currency Program -1.10 1,000k 11/1/2010 119 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.10 100k 10/1/2011 118 Superfund Group Superfund Red EUR SICAV -1.10 10k 3/1/2013 117 Soaring Pelican, LLC Diversified S&P Program -1.09 100k 1/1/2011 116 Superfund Group Superfund Red USD SICAV -1.03 10k 3/1/2013 115 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.01 250k 11/1/1996 114 Quantum Leap Capital Management LV Program -0.96 600k 11/1/2014 113 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.93 10,000k 4/1/2004 112 Emil van Essen Long-Short Commodity Program -0.89 1,000k 6/1/2013 111 Turk Capital LLC US Equity Long/Short Strategy -0.86 250k 4/1/2014 110 3D Intraday Program (Client) -0.86 100k 2/1/2012 109 SandPointe SandPointe All-Seasons Strategy -0.83 5,000k 1/1/2015 108 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.60 3,000k 5/1/2010 107 1900 Investments Asset Management Dynamic Oil Strategy Program -0.52 100k 1/1/2014 106 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.48 6/1/2012 105 SandPointe SandPointe Opportunities Strategy -0.38 5,000k 5/1/2014 104 3D Bull Program (Client) -0.32 10k 11/1/2010 103 Trigon Investment Advisors, LLC Foreign Exchange Program -0.30 5,000k 8/1/2000 102 Certeza Asset Management 4x Omni -0.24 1,000k 11/1/2014 101 QTS Capital Management, LLC Tail Reaper -0.23 100k 8/1/2012 100 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.22 100k 3/1/2013 99 Alee Capital Management, LLC Poniente Program -0.20 2,500k 1/1/1999 98 Dominion Capital Diamond Program -0.20 3,000k 1/1/2011 97 Linnis Linnis ONE, LP -0.18 100k 8/1/2014 96 QTS Capital Management, LLC FX Managed Account -0.16 100k 1/1/2011 95 Jones and Company LLC High Sierra Direct Mehnert, L.P. -0.08 50k 3/1/2015 94 Sophic Associates, LLC Sophic Macro -0.08 250k 1/1/2013 93 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.04 200k 12/1/2013 92 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.04 250k 3/1/2010 91 R Best LLC R Best Private Client Program -0.03 50k 2/1/2010 90 Pinstripe Trading, LLC Standard -0.01 125k 8/1/2009 88 Hansa Capital Management, LLC Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy 0.00 100k 6/1/2014 89 County Cork LLC County Cork Fusion Equity 0.00 1,000k 10/1/2013 87 Blackwater Capital Management Tactical Equity 0.01 500k 12/1/2013 86 Sandpiper Asset Management Sandpiper Global Macro Program 0.02 1,000k 8/1/2012 85 Certeza Asset Management Macro Vega 0.06 1,000k 1/1/2012 84 QTS Capital Management, LLC QTS Partners, L.P. 0.09 100k 1/1/2011 83 Mehnert Capital Management, LLC DTP (Client) 0.16 1,000k 3/1/2012 82 Turning Wheel Capital, Inc. Pure Alpha 0.18 10,000k 1/1/2012 81 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.18 100k 4/1/2014 80 Typhon Capital Management, LLC Chiron Currency Program 0.19 250k 2/1/2008 79 Salona Capital LLC ACP2 0.20 25k 11/1/2014 78 Kopis Capital Management, LLC Commodity Long Only 0.21 500k 1/1/2014 77 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.23 5,000k 11/1/2012 76 Witter & Lester, Inc. Redstone 0.26 500k 9/1/1994 75 Salona Capital LLC SSI 0.27 25k 11/1/2014 74 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.34 100k 4/1/2015 73 GNE Management, LLC S&P Futures and Options Strategy (Client) 0.35 200k 12/1/2013 72 ML Systems LLC Sledon Classic (Client) 0.36 300k 8/1/2014 71 Salona Capital LLC ACP 0.37 100k 1/1/2015 70 Crabel Capital Management WPD Crabel Futures Program 0.40 1,000k 7/1/2008 69 Eagle Trading Systems Inc. Eagle Global Financials 0.43 10,000k 1/1/1996 68 Bluegrass Capital Management Cross Market Bias Model 0.45 3,000k 7/1/2014 67 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 0.46 25,000k 1/1/2014 66 ROW Asset Managment Row Diversified Fund, L.P. 0.48 1,000k 11/1/2011 65 Blake Capital Management, Inc. SRD Currencies 0.49 100k 3/1/2013 64 Urban Tree Capital, LLC UTC Plus (Client) 0.52 100k 3/1/2013 63 Stable Asset Management LTD Arctic Blue 1x Share Class 0.53 100k 6/1/2014 62 Intex Capital Covered Options Program 0.56 50k 1/1/2012 61 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 0.61 1,000k 9/1/2011 60 Dix Hills Partners DHP Absolute Return Strategies 0.61 500k 7/1/2003 59 Jones and Company LLC High Sierra Direct Diamond, L.P. 0.61 25k 3/1/2015 58 Cauldron Investments, LLC Stock Index Plus 0.61 1,000k 10/1/2009 57 NuWave Investment Management, LLC Commodity Value Portfolio 0.61 2,000k 10/1/2014 56 Deep Field Capital AG SINGULARITY Fund 0.63 100k 9/1/2011 55 Alee Capital Management, LLC Mistral Program 0.68 2,500k 1/1/1999 54 Worldwide Capital Strategies Profit Quest Macro World 0.73 100k 1/1/2010 53 Xenfin Capital Limited XenfinCRT Prime FX 0.76 1,000k 7/1/2014 52 Angle Capital Management LLC AIP Program 0.76 100k 1/1/2010 51 EMC Capital Advisors, LLC EMC Alpha Program 0.80 5,000k 6/1/2013 50 Meliora Capital LLP Commodity Absolute Return (1x) 0.81 250k 11/1/2014 49 1OAK Capital Limited ACORN Commodity 0.86 5,000k 5/1/2012 48 3D 3D Intraday Breakout Program 0.90 225k 4/1/2014 47 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.93 10,000k 10/1/2006 46 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.96 1,000k 3/1/2003 45 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.05 250k 10/1/2009 44 Conquest Capital Group Conquest Macro 1.05 250k 5/1/1999 43 FORT LP Fort Global Contrarian 1.09 2,000k 10/1/2002 42 DUNN Capital Management DUNN WMA Institutional Program 1.20 100k 10/1/2011 41 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.21 100k 2/1/2010 40 Millburn Ridgefield Corporation Multi-Markets Program 1.23 25,000k 10/1/2004 39 Candriam Investor Group Alternative Return Systemat 1.30 125k 1/1/2007 38 Deep Field Capital AG SINGULARITY Fund (2x) 1.35 100k 8/1/2014 37 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.36 3,000k 5/1/2014 36 Talenta Capital LLP Diversified 1.37 950k 6/1/2014 35 Conquest Capital Group Conquest Select 1.40 250k 6/1/2004 34 Non Correlated Capital Positive Theta Program 1.46 250k 10/1/2007 33 Metolius Capital LLC Metolius Diversified 1.49 100k 6/1/2010 32 Non Correlated Capital Positive Theta Fund 1.56 50k 10/1/2007 31 FORT LP Fort Global Diversified 1.74 2,000k 10/1/1993 30 Buckingham Global Advisors, LLC Weekly Emini Program 1.78 200k 3/1/2015 29 Stable Asset Management LTD Arctic Blue 3x Share Class 1.80 100k 6/1/2014 28 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.82 250k 5/1/2011 27 Crescendo Capital Management Neutron Decay (Client) 1.93 50k 7/1/2012 26 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.96 1k 10/1/2006 25 Jaguar Investments Ltd Aegir Capital Strategy 1.96 1,000k 1/1/2012 24 Crabel Capital Management Crabel Multi-Product 1.96 1,000k 3/1/1998 23 Vivienne Investissement OUESSANT UCITS FUND (A) 2.02 100k 5/1/2012 22 Quantica Capital AG 1X Quantica Managed Futures Fund 2.10 100k 1/1/2014 21 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 2.23 50k 7/1/2011 20 Sona Trading Strategies LLC. Diversified Program 2.29 1,000k 9/1/2006 19 Estlander & Partners Freedom 2.45 20,000k 8/1/2010 18 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 2.77 1,000k 5/1/2014 17 FORT LP Global Futures Program (formerly Global Diversified Classic) 2.92 10,000k 10/1/1993 16 Seven Capital Management Seven Absolute Return 2.98 100k 6/1/2009 15 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 3.05 250k 10/1/2011 14 Talenta Capital LLP S&P 500 Momentum 3.23 950k 2/1/2017 13 QCM Alpha Financials Program 3.42 10,000k 6/1/2012 12 Quantica Capital AG 2X Quantica Managed Futures Fund 3.90 100k 1/1/2014 11 Garraway Capital Management LLP Garraway Financial Trends 3.93 100k 9/1/2012 10 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.98 1k 6/1/2009 9 Estlander & Partners Alpha Trend II - Class P 4.30 100k 12/1/2008 8 Aquantum Aquantum Global Systematic Program (AGS) 4.69 5,000k 7/1/2013 7 Qbasis Invest Qbasis i Trend Fund 4.78 1k 1/1/2014 6 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 5.00 2,000k 7/1/2013 5 Bulkara Capital Bulkara Systematic Fund SP 5.11 250k 4/1/2014 4 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.72 1,000k 3/1/2003 3 Zoi Capital, LLC Telio Program (Client) 5.94 200k 4/1/2010 2 Prolific Capital Markets, LLC Prolific Swiss System 6.60 10,000k 1/1/2014 1 Covenant Capital Management Optimal Program 14.42 10k 2/1/2014 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.