Systematic Trader Index For April 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 Apr 2016 Min Inv Inception 143 Golden Point Capital Management, LLC Global Systematic -14.99 250k 7/1/2012 142 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -9.64 1,500k 7/1/2014 141 Vision Capital Management Global Futures -8.50 500k 2/1/2012 140 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -7.62 50k 7/1/2011 139 Pacific Capital Advisors Agilis Program -7.47 100k 12/1/2012 138 ISAM ISAM Systematic Trend Fund -5.91 1,000k 6/1/2001 137 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -5.54 25,000k 1/1/2014 136 Estlander & Partners Alpha Trend II - Class P -4.74 100k 12/1/2008 135 Superfund Group Superfund Red EUR SICAV -4.59 10k 3/1/2013 134 Superfund Group Superfund Red USD SICAV -4.56 10k 3/1/2013 133 Emil van Essen Long-Short Commodity Program - Accelerated -4.54 200k 5/1/2014 132 FORT LP Fort Global Diversified -3.76 2,000k 3/1/2002 131 Red Rock Capital, LLC Commodity Long-Short -3.67 500k 9/1/2013 130 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -3.35 1,500k 7/1/2005 129 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.28 250k 11/1/1996 128 Paradox Capital Management Sentiment Program (1X) -3.04 1,000k 1/1/2013 127 Aquantum Aquantum Commodity Spread Program (ACS) -2.61 5,000k 7/1/2013 126 Garraway Capital Management LLP Garraway Financial Trends -2.54 100k 9/1/2012 125 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -2.53 10,000k 3/1/2007 124 FORT LP Fort Global Contrarian -2.53 2,000k 10/1/2002 123 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -2.52 500k 9/1/2013 122 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -2.48 250k 10/1/2011 121 Talenta Capital LLP S&P 500 Momentum -2.43 950k 2/1/2017 120 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.34 5,000k 6/1/2010 119 JLC Futures Management Company JLC Managed Futures Fund I, LP. -2.27 100k 8/1/2009 118 Deep Field Capital AG SINGULARITY Fund -2.27 100k 9/1/2011 117 3D S&P Program (Client) -2.20 100k 11/1/2010 116 Seven Capital Management Seven Absolute Return -2.18 100k 6/1/2009 115 Millburn Ridgefield Corporation Multi-Markets Program -2.13 25,000k 10/1/2004 114 Melissinos Trading Eupatrid Global Trends -2.08 100k 1/1/2011 113 EMC Capital Advisors, LLC EMC Alpha Plus Program -2.08 3,000k 5/1/2014 112 Angle Capital Management LLC AIP Program -2.07 100k 1/1/2010 111 3D Intraday Program (Client) -2.00 100k 2/1/2012 110 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.99 20,000k 5/1/2013 109 Vivienne Investissement OUESSANT UCITS FUND (A) -1.93 100k 5/1/2012 108 Emil van Essen Long-Short Commodity Program -1.87 1,000k 6/1/2013 107 Millburn Ridgefield Corporation Commodity Program -1.79 25,000k 3/1/2005 106 Typhon Capital Management, LLC Chiron Currency Program -1.74 250k 2/1/2008 105 Estlander & Partners Freedom -1.65 20,000k 8/1/2010 104 Blackwater Capital Management Tactical Equity -1.63 500k 12/1/2013 103 ROW Asset Managment Row Diversified Fund, L.P. -1.61 1,000k 11/1/2011 102 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -1.61 1k 6/1/2009 101 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.58 10,000k 3/1/2003 100 Adamah Capital LLC Asset Allocator Program -1.40 50k 3/1/2011 99 Aquantum Aquantum Global Systematic Program (AGS) -1.28 5,000k 7/1/2013 98 EMC Capital Advisors, LLC EMC Alpha Program -1.25 5,000k 6/1/2013 97 ALFAKRAFT ALFA Edge Fund -1.14 16k 12/1/2011 96 Certeza Asset Management Macro Vega -1.13 1,000k 1/1/2012 95 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.10 1,000k 5/1/2014 94 Qbasis Invest Qbasis i Trend Fund -1.05 1k 1/1/2014 93 Talenta Capital LLP Diversified -1.04 950k 6/1/2014 92 3D Bull Program (Client) -1.00 10k 11/1/2010 91 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.00 250k 5/1/2013 90 JKI-Futures, LLC ETIRON Large 2x (Client) -0.92 1,000k 8/1/2012 89 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.84 1k 10/1/2006 88 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.73 3,000k 5/1/2010 87 QTS Capital Management, LLC FX Managed Account -0.71 100k 1/1/2011 86 The Tidal Group M2 SP500 Emini Futures Program -0.63 50k 1/1/2013 85 QCM Alpha Financials Program -0.58 10,000k 6/1/2012 84 QTS Capital Management, LLC Tail Reaper -0.51 500k 8/1/2012 83 Pacific Capital Advisors Terra -0.48 100k 4/1/2014 82 Non Correlated Capital Positive Theta Program -0.45 250k 10/1/2007 81 Diversified Capital Management Alpha Index -0.37 50k 8/1/2013 80 Metolius Capital LLC Metolius Diversified -0.33 100k 6/1/2010 79 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.32 250k 10/1/2009 78 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.32 6/1/2012 77 NovoDyn Advisors LLC NDC Mean Reversion FT - A -0.30 100k 3/1/2013 76 County Cork LLC County Cork Fusion Equity -0.28 1,000k 10/1/2013 75 Zoi Capital, LLC Telio Program (Client) -0.22 200k 4/1/2010 74 Soaring Pelican, LLC Diversified S&P Program -0.21 100k 1/1/2011 73 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 72 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 71 Ritenour Investment Group, LLC RIG_ES_Client -0.13 25k 3/1/2013 70 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.11 100k 8/1/2011 69 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.05 200k 12/1/2013 68 Piquant Technologies LLP Pegasus Fund -0.03 1,000k 9/1/2013 67 Witter & Lester, Inc. Redstone -0.01 500k 9/1/1994 66 Piston Trading The Piston 0.00 1,000k 1/1/2014 65 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 64 ROW Asset Managment Row Currency Program 0.10 1,000k 11/1/2010 63 Eagle Trading Systems Inc. Eagle Quantitative Macro 0.12 10,000k 10/1/2006 62 Trigon Investment Advisors, LLC Foreign Exchange Program 0.12 5,000k 8/1/2000 61 Candriam Investors Group Alternative Return Systemat 0.16 125k 1/1/2007 60 Jaguar Investments Ltd Aegir Capital Strategy 0.17 1,000k 1/1/2012 59 Cauldron Investments, LLC Stock Index Plus 0.18 1,000k 10/1/2009 58 Non Correlated Capital Positive Theta Fund 0.20 50k 10/1/2007 57 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.22 10,000k 3/1/2003 56 Alee Capital Management, LLC Mistral Program 0.22 2,500k 1/1/1999 55 Bullet Hill Capital LLC Ricochet 0.23 500k 6/1/2014 54 Turning Wheel Capital, Inc. Pure Alpha 0.25 10,000k 1/1/2012 53 3D 3D Intraday Breakout Program 0.30 225k 4/1/2014 52 Bluegrass Capital Management Cross Market Bias Model 0.32 3,000k 7/1/2014 51 Alee Capital Management, LLC Poniente Program 0.46 2,500k 1/1/1999 50 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.52 250k 3/1/2010 49 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.52 10,000k 2/1/2008 48 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.57 10,000k 4/1/2004 47 Dix Hills Partners DHP Absolute Return Strategies 0.58 500k 7/1/2003 46 Intex Capital Covered Options Program 0.59 50k 1/1/2012 45 Sandpiper Asset Management Sandpiper Global Macro Program 0.59 1,000k 8/1/2012 44 Conquest Capital Group Conquest Select 0.60 250k 6/1/2004 43 R Best LLC R Best Private Client Program 0.64 50k 2/1/2010 42 Quantica Capital AG 1X Quantica Managed Futures Fund 0.80 100k 1/1/2014 41 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.99 4,000k 11/1/2008 40 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 1.01 100k 4/1/2014 39 Stable Asset Management LTD Arctic Blue 1x Share Class 1.05 100k 6/1/2014 38 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 1.24 1,000k 7/1/2009 37 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.31 100k 10/1/2011 36 Turk Capital LLC US Equity Long/Short Strategy 1.44 100k 4/1/2014 35 Global Vista Advisors, LLC Global Vista Indexes ("GVI") 1.45 10k 1/1/2014 34 ADG Capital Management ADG Systematic Macro Fund 1.46 1,000k 4/1/2013 33 Quantica Capital AG 2X Quantica Managed Futures Fund 1.50 100k 1/1/2014 32 Global Vista Advisors, LLC Global Vista Options ("GVO") 1.55 50k 10/1/2010 31 Cambridge Capital Management UK LLP CCM Program 1.60 2,000k 11/1/2012 30 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.62 100k 1/1/2000 29 Crabel Capital Management Crabel Multi-Product 1.76 1,000k 3/1/1998 28 Automaton Trading LLC Diversified 1.89 500k 7/1/2014 27 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 2.26 100k 1/1/2014 26 Typhon Capital Management, LLC Metis Momentum Macro Program 2.52 500k 4/1/2013 25 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 2.64 1,000k 1/1/2013 24 GNE Management, LLC S&P Futures and Options Strategy (Client) 2.68 200k 12/1/2013 23 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 2.80 4,000k 2/1/2011 22 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.83 250k 5/1/2011 21 Eagle Trading Systems Inc. Eagle Global Financials 2.84 10,000k 1/1/1996 20 Urban Tree Capital, LLC UTC Plus (Client) 2.87 100k 3/1/2013 19 Prolific Capital Markets, LLC Prolific Swiss System 3.01 10,000k 1/1/2014 18 ALFAKRAFT ALFA Commodity Fund 3.10 16k 6/1/2010 17 Conquest Capital Group Conquest Macro 3.13 250k 5/1/1999 16 Stable Asset Management LTD Arctic Blue 3x Share Class 3.40 100k 6/1/2014 15 Sona Trading Strategies LLC. Diversified Program 3.44 1,000k 9/1/2006 14 Worldwide Capital Strategies Profit Quest Strategies 3.58 200k 9/1/2013 13 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 3.66 2,000k 7/1/2013 12 Puna Asset Management, LLC NeoTrend Alpha 3.83 100k 3/1/2014 11 dormouse Limited dormouse - Managed Account 4.02 20,000k 7/1/2011 10 Dreiss Research Corporation Diversified Program 4.12 1,000k 5/1/1991 9 Future Trade AG Thales Swing Trading Programme 5.41 250k 6/1/2007 8 Kopis Capital Management, LLC Commodity Long Only 5.78 500k 1/1/2014 7 LEVEX Capital Management Inc. REN18 6.04 25k 1/1/2014 6 Robust Methods LLC Macro Managed Account 8.38 5,000k 1/1/2005 5 Abraham Investment Management Formula 72 H 10.04 150k 8/1/2012 4 Mehnert Capital Management, LLC DTP (Client) 11.57 1,000k 3/1/2012 3 Quantum Leap Capital Management Managed Account Program 17.70 300k 8/1/2006 2 Purple Valley Capital, Inc. Diversified Trend 1 18.18 100k 8/1/2008 1 Covenant Capital Management Optimal Program 33.85 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.