Systematic Trader Index For March 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 Mar 2016 Min Inv Inception 142 Ring Capital Management LLC S&P E-Mini Select -22.98 100k 1/1/2012 141 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -18.24 50k 7/1/2011 140 Golden Point Capital Management, LLC Global Systematic -17.02 250k 7/1/2012 139 Purple Valley Capital, Inc. Diversified Trend 1 -16.59 100k 8/1/2008 138 Vision Capital Management Global Futures -16.33 500k 2/1/2012 137 Estlander & Partners Alpha Trend II - Class P -11.88 100k 12/1/2008 136 Conquest Capital Group Conquest Macro -11.61 250k 5/1/1999 135 Dreiss Research Corporation Diversified Program -9.19 1,000k 5/1/1991 134 Quest Partners LLC AlphaQuest Short Bias (AQSB) -8.78 20,000k 5/1/2013 133 Candriam Investors Group Alternative Return Systemat -7.34 125k 1/1/2007 132 ISAM ISAM Systematic Trend Fund -7.23 1,000k 6/1/2001 131 Red Rock Capital, LLC Commodity Long-Short -6.72 500k 9/1/2013 130 Qbasis Invest Qbasis i Trend Fund -6.68 1k 1/1/2014 129 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -6.61 10,000k 3/1/2003 128 Angle Capital Management LLC AIP Program -6.38 100k 1/1/2010 127 Conquest Capital Group Conquest Select -6.19 250k 6/1/2004 126 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -6.17 1,500k 7/1/2005 125 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -6.01 250k 11/1/1996 124 Quantica Capital AG 2X Quantica Managed Futures Fund -5.80 100k 1/1/2014 123 QMS Capital Management LP QMS Diversified Global Macro Strategy -5.53 5,000k 6/1/2010 122 Deep Field Capital AG SINGULARITY Fund -5.16 100k 9/1/2011 121 Dixon Midland Company LLC Dixon Midland Diversified LLC -5.10 250k 5/1/2011 120 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -5.08 1k 6/1/2009 119 JLC Futures Management Company JLC Managed Futures Fund I, LP. -4.82 100k 8/1/2009 118 Garraway Capital Management LLP Garraway Financial Trends -4.42 100k 9/1/2012 117 Abraham Investment Management Formula 72 H -4.38 150k 8/1/2012 116 QCM Alpha Financials Program -4.09 10,000k 6/1/2012 115 Mehnert Capital Management, LLC DTP (Client) -3.93 1,000k 3/1/2012 114 Melissinos Trading Eupatrid Global Trends -3.81 100k 1/1/2011 113 County Cork LLC County Cork Fusion Equity -3.59 1,000k 10/1/2013 112 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -3.56 25,000k 1/1/2014 111 Eagle Trading Systems Inc. Eagle Global Financials -3.53 10,000k 1/1/1996 110 Estlander & Partners Freedom -3.49 20,000k 8/1/2010 109 FORT LP Fort Global Contrarian -3.39 2,000k 10/1/2002 108 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -3.18 1,000k 5/1/2014 107 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.17 100k 1/1/2000 106 Cambridge Capital Management UK LLP CCM Program -2.90 2,000k 11/1/2012 105 Quantica Capital AG 1X Quantica Managed Futures Fund -2.90 100k 1/1/2014 104 Alee Capital Management, LLC Poniente Program -2.87 2,500k 1/1/1999 103 Aquantum Aquantum Global Systematic Program (AGS) -2.85 5,000k 7/1/2013 102 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -2.79 2,000k 7/1/2013 101 The Tidal Group M2 SP500 Emini Futures Program -2.78 50k 1/1/2013 100 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.77 1k 10/1/2006 99 Piquant Technologies LLP Pegasus Fund -2.74 1,000k 9/1/2013 98 Eagle Trading Systems Inc. Eagle Quantitative Macro -2.67 10,000k 10/1/2006 97 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -2.62 500k 9/1/2013 96 Metolius Capital LLC Metolius Diversified -2.52 100k 6/1/2010 95 Sona Trading Strategies LLC. Diversified Program -2.33 1,000k 9/1/2006 94 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.25 10,000k 4/1/2004 93 Emil van Essen Long-Short Commodity Program - Accelerated -2.22 200k 5/1/2014 92 Sandpiper Asset Management Sandpiper Global Macro Program -2.01 1,000k 8/1/2012 91 Puna Asset Management, LLC NeoTrend Alpha -2.00 100k 3/1/2014 90 GNE Management, LLC S&P Futures and Options Strategy (Client) -1.96 200k 12/1/2013 89 EMC Capital Advisors, LLC EMC Alpha Plus Program -1.91 3,000k 5/1/2014 88 FORT LP Fort Global Diversified -1.84 2,000k 3/1/2002 87 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.74 1,000k 1/1/2013 86 ADG Capital Management ADG Systematic Macro Fund -1.63 1,000k 4/1/2013 85 Hoss Capital Management, LLC Hoss Agricultural Futures Program -1.59 100k 8/1/2011 84 Worldwide Capital Strategies Profit Quest Strategies -1.52 200k 9/1/2013 83 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta -1.52 1,000k 7/1/2009 82 Millburn Ridgefield Corporation Commodity Program -1.51 25,000k 3/1/2005 81 Prolific Capital Markets, LLC Prolific Swiss System -1.51 10,000k 1/1/2014 80 ALFAKRAFT ALFA Commodity Fund -1.44 16k 6/1/2010 79 Talenta Capital LLP Diversified -1.43 950k 6/1/2014 78 Quantum Leap Capital Management Managed Account Program -1.31 300k 8/1/2006 77 Seven Capital Management Seven Absolute Return -1.29 100k 6/1/2009 76 Paradox Capital Management Sentiment Program (1X) -1.17 1,000k 1/1/2013 75 Certeza Asset Management Macro Vega -1.06 1,000k 1/1/2012 74 Typhon Capital Management, LLC Metis Momentum Macro Program -0.87 500k 4/1/2013 73 Aquantum Aquantum Commodity Spread Program (ACS) -0.69 5,000k 7/1/2013 72 Emil van Essen Long-Short Commodity Program -0.58 1,000k 6/1/2013 71 Stable Asset Management LTD Arctic Blue 3x Share Class -0.50 100k 6/1/2014 70 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.49 250k 10/1/2009 69 Blackwater Capital Management Tactical Equity -0.46 500k 12/1/2013 68 Stable Asset Management LTD Arctic Blue 1x Share Class -0.33 100k 6/1/2014 67 3D S&P Program (Client) -0.30 100k 11/1/2010 66 Global Vista Advisors, LLC Global Vista Indexes ("GVI") -0.23 10k 1/1/2014 65 R Best LLC R Best Private Client Program -0.19 50k 2/1/2010 64 EMC Capital Advisors, LLC EMC Alpha Program -0.14 5,000k 6/1/2013 63 3D Intraday Program (Client) -0.10 100k 2/1/2012 62 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.10 250k 3/1/2010 61 Millburn Ridgefield Corporation Multi-Markets Program -0.06 25,000k 10/1/2004 60 dormouse Limited dormouse - Managed Account -0.03 20,000k 7/1/2011 59 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.02 6/1/2012 57 Piston Trading The Piston 0.00 1,000k 1/1/2014 56 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 58 QTS Capital Management, LLC FX Managed Account 0.00 100k 1/1/2011 55 Talenta Capital LLP S&P 500 Momentum 0.06 950k 2/1/2017 54 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.09 200k 12/1/2013 53 Alee Capital Management, LLC Mistral Program 0.11 2,500k 1/1/1999 52 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.13 100k 3/1/2013 51 Jaguar Investments Ltd Aegir Capital Strategy 0.23 1,000k 1/1/2012 50 Blake Capital Management, Inc. SRD Currencies 0.32 100k 3/1/2013 49 Witter & Lester, Inc. Redstone 0.42 500k 9/1/1994 48 QTS Capital Management, LLC Tail Reaper 0.43 500k 8/1/2012 47 Soaring Pelican, LLC Diversified S&P Program 0.46 100k 1/1/2011 46 Trigon Investment Advisors, LLC Foreign Exchange Program 0.46 5,000k 8/1/2000 45 ROW Asset Managment Row Diversified Fund, L.P. 0.53 1,000k 11/1/2011 44 Pacific Capital Advisors Agilis Program 0.70 100k 12/1/2012 43 Bluegrass Capital Management Cross Market Bias Model 0.71 3,000k 7/1/2014 42 Diversified Capital Management Alpha Index 0.80 50k 8/1/2013 41 Crabel Capital Management Crabel Multi-Product 0.91 1,000k 3/1/1998 40 Typhon Capital Management, LLC Chiron Currency Program 0.95 250k 2/1/2008 39 ALFAKRAFT ALFA Edge Fund 1.00 16k 12/1/2011 38 3D 3D Intraday Breakout Program 1.00 225k 4/1/2014 37 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 1.05 100k 4/1/2014 36 Bullet Hill Capital LLC Ricochet 1.12 500k 6/1/2014 35 3D Bull Program (Client) 1.15 10k 11/1/2010 34 Intex Capital Covered Options Program 1.28 50k 1/1/2012 33 Adamah Capital LLC Asset Allocator Program 1.30 50k 3/1/2011 32 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.30 10,000k 3/1/2003 31 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.30 250k 5/1/2013 30 Turning Wheel Capital, Inc. Pure Alpha 1.33 10,000k 1/1/2012 29 Vivienne Investissement OUESSANT UCITS FUND (A) 1.67 100k 5/1/2012 28 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 1.82 4,000k 11/1/2008 27 Robust Methods LLC Macro Managed Account 1.96 5,000k 1/1/2005 26 Superfund Group Superfund Red EUR SICAV 2.12 10k 3/1/2013 25 Superfund Group Superfund Red USD SICAV 2.17 10k 3/1/2013 24 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.28 250k 10/1/2011 23 Cauldron Investments, LLC Stock Index Plus 2.84 1,000k 10/1/2009 22 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.14 10,000k 2/1/2008 21 Automaton Trading LLC Diversified 3.37 500k 7/1/2014 20 Pacific Capital Advisors Terra 3.39 100k 4/1/2014 19 Urban Tree Capital, LLC UTC Plus (Client) 3.53 100k 3/1/2013 18 Non Correlated Capital Positive Theta Program 3.58 250k 10/1/2007 17 Non Correlated Capital Positive Theta Fund 3.67 50k 10/1/2007 16 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 3.73 10,000k 3/1/2007 15 ROW Asset Managment Row Currency Program 3.88 1,000k 11/1/2010 14 Future Trade AG Thales Swing Trading Programme 4.44 250k 6/1/2007 13 Kopis Capital Management, LLC Commodity Long Only 5.42 500k 1/1/2014 12 Strategic Capital Advisors LLC Multi-strategy Futures Program 5.45 3,000k 5/1/2010 11 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 6.00 100k 1/1/2014 10 Ritenour Investment Group, LLC RIG_ES_Client 6.03 25k 3/1/2013 9 Global Vista Advisors, LLC Global Vista Options ("GVO") 6.06 50k 10/1/2010 8 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 6.17 4,000k 2/1/2011 7 Zoi Capital, LLC Telio Program (Client) 6.47 200k 4/1/2010 6 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 6.74 100k 10/1/2011 5 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 9.45 1,500k 7/1/2014 4 Covenant Capital Management Optimal Program 9.83 10k 2/1/2014 3 Turk Capital LLC US Equity Long/Short Strategy 11.50 100k 4/1/2014 2 JKI-Futures, LLC ETIRON Large 2x (Client) 13.88 1,000k 8/1/2012 1 LEVEX Capital Management Inc. REN18 19.78 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.