Systematic Trader Index For May 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 May 2016 Min Inv Inception 144 Covenant Capital Management Optimal Program -32.88 10k 2/1/2014 143 LEVEX Capital Management Inc. REN18 -22.67 25k 1/1/2014 142 Future Trade AG Thales Swing Trading Programme -15.69 250k 6/1/2007 141 Estlander & Partners Alpha Trend II - Class P -14.65 100k 12/1/2008 140 Qbasis Invest Qbasis i Trend Fund -13.51 1k 1/1/2014 139 Eagle Trading Systems Inc. Eagle Global Financials -13.07 10,000k 1/1/1996 138 Purple Valley Capital, Inc. Diversified Trend 1 -10.02 100k 8/1/2008 137 Sandpiper Asset Management Sandpiper Global Macro Program -8.40 1,000k 8/1/2012 136 Deep Field Capital AG SINGULARITY Fund -7.86 100k 9/1/2011 135 Eagle Trading Systems Inc. Eagle Quantitative Macro -7.63 10,000k 10/1/2006 134 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program -7.44 1,500k 7/1/2005 133 JKI-Futures, LLC ETIRON Large 2x (Client) -7.23 1,000k 8/1/2012 132 Stable Asset Management LTD Arctic Blue 3x Share Class -6.97 100k 6/1/2014 131 Robust Methods LLC Macro Managed Account -6.81 5,000k 1/1/2005 130 Dreiss Research Corporation Diversified Program -6.34 1,000k 5/1/1991 129 ROW Asset Managment Row Currency Program -5.96 1,000k 11/1/2010 128 Angle Capital Management LLC AIP Program -5.81 100k 1/1/2010 127 Conquest Capital Group Conquest Select -5.76 250k 6/1/2004 126 ROW Asset Managment Row Diversified Fund, L.P. -4.74 1,000k 11/1/2011 125 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.61 5,000k 6/1/2010 124 Quest Partners LLC AlphaQuest Short Bias (AQSB) -4.44 20,000k 5/1/2013 123 Dixon Midland Company LLC Dixon Midland Diversified LLC -4.35 250k 5/1/2011 122 Melissinos Trading Eupatrid Global Trends -4.22 100k 1/1/2011 121 Zoi Capital, LLC Telio Program (Client) -4.16 200k 4/1/2010 120 Prolific Capital Markets, LLC Prolific Swiss System -4.14 10,000k 1/1/2014 119 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -4.12 1k 6/1/2009 118 Superfund Group Superfund Red EUR SICAV -3.91 10k 3/1/2013 117 JLC Futures Management Company JLC Managed Futures Fund I, LP. -3.79 100k 8/1/2009 116 Superfund Group Superfund Red USD SICAV -3.74 10k 3/1/2013 115 Sona Trading Strategies LLC. Diversified Program -3.72 1,000k 9/1/2006 114 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -3.39 50k 7/1/2011 113 ISAM ISAM Systematic Trend Fund -3.38 1,000k 6/1/2001 112 QCM Alpha Financials Program -3.31 10,000k 6/1/2012 111 Estlander & Partners Freedom -3.02 20,000k 8/1/2010 110 Emil van Essen Long-Short Commodity Program -2.79 1,000k 6/1/2013 109 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.68 250k 10/1/2009 108 Stable Asset Management LTD Arctic Blue 1x Share Class -2.59 100k 6/1/2014 107 Metolius Capital LLC Metolius Diversified -2.42 100k 6/1/2010 106 Garraway Capital Management LLP Garraway Financial Trends -2.42 100k 9/1/2012 105 Emil van Essen Long-Short Commodity Program - Accelerated -2.36 200k 5/1/2014 104 Bullet Hill Capital LLC Ricochet -2.27 500k 6/1/2014 103 Pacific Capital Advisors Agilis Program -2.26 100k 12/1/2012 102 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.25 100k 1/1/2000 101 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.22 10,000k 4/1/2004 100 SEB Asset Management SEB Asset Selection Fund C (EUR) -2.16 1k 10/1/2006 99 Red Rock Capital, LLC Commodity Long-Short -1.83 500k 9/1/2013 98 Alee Capital Management, LLC Poniente Program -1.72 2,500k 1/1/1999 97 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -1.69 500k 9/1/2013 96 3D 3D Intraday Breakout Program -1.60 225k 4/1/2014 95 Turning Wheel Capital, Inc. Pure Alpha -1.41 10,000k 1/1/2012 94 Worldwide Capital Strategies Profit Quest Strategies -1.39 200k 9/1/2013 93 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.38 25,000k 1/1/2014 92 Vision Capital Management Global Futures -1.24 500k 2/1/2012 91 R Best LLC R Best Private Client Program -1.20 50k 2/1/2010 90 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.16 250k 3/1/2010 89 EMC Capital Advisors, LLC EMC Alpha Plus Program -1.09 3,000k 5/1/2014 88 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.06 250k 11/1/1996 87 Cambridge Capital Management UK LLP CCM Program -1.00 2,000k 11/1/2012 86 Quantica Capital AG 2X Quantica Managed Futures Fund -1.00 100k 1/1/2014 85 Automaton Trading LLC Diversified -0.99 500k 7/1/2014 84 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.96 10,000k 3/1/2007 83 EMC Capital Advisors, LLC EMC Alpha Program -0.96 5,000k 6/1/2013 82 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.93 10,000k 3/1/2003 81 3D S&P Program (Client) -0.87 100k 11/1/2010 80 Quantum Leap Capital Management Managed Account Program -0.87 300k 8/1/2006 79 Typhon Capital Management, LLC Metis Momentum Macro Program -0.87 500k 4/1/2013 78 Typhon Capital Management, LLC Chiron Currency Program -0.78 250k 2/1/2008 77 QTS Capital Management, LLC Tail Reaper -0.78 500k 8/1/2012 76 Trigon Investment Advisors, LLC Foreign Exchange Program -0.73 5,000k 8/1/2000 75 Blackwater Capital Management Tactical Equity -0.72 500k 12/1/2013 74 FORT LP Fort Global Diversified -0.65 2,000k 3/1/2002 73 Jaguar Investments Ltd Aegir Capital Strategy -0.63 1,000k 1/1/2012 72 Quantica Capital AG 1X Quantica Managed Futures Fund -0.60 100k 1/1/2014 71 Mehnert Capital Management, LLC DTP (Client) -0.59 1,000k 3/1/2012 70 3D Intraday Program (Client) -0.57 100k 2/1/2012 69 Piquant Technologies LLP Pegasus Fund -0.47 1,000k 9/1/2013 68 Alee Capital Management, LLC Mistral Program -0.42 2,500k 1/1/1999 67 Dix Hills Partners DHP Absolute Return Strategies -0.33 500k 7/1/2003 66 Global Vista Advisors, LLC Global Vista Options ("GVO") -0.30 50k 10/1/2010 65 Aquantum Aquantum Commodity Spread Program (ACS) -0.30 5,000k 7/1/2013 64 ALFAKRAFT ALFA Edge Fund -0.25 16k 12/1/2011 63 Talenta Capital LLP Diversified -0.24 950k 6/1/2014 62 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.24 10,000k 2/1/2008 61 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.21 10,000k 3/1/2003 60 Blake Capital Management, Inc. SRD Currencies -0.20 100k 3/1/2013 59 Bluegrass Capital Management Cross Market Bias Model -0.16 3,000k 7/1/2014 58 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 57 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.12 100k 8/1/2011 56 Turk Capital LLC US Equity Long/Short Strategy -0.08 100k 4/1/2014 51 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 50 Golden Point Capital Management, LLC Global Systematic 0.00 250k 7/1/2012 55 The Tidal Group M2 SP500 Emini Futures Program 0.00 50k 1/1/2013 53 Piston Trading The Piston 0.00 1,000k 1/1/2014 54 Puna Asset Management, LLC NeoTrend Alpha 0.00 100k 3/1/2014 49 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.00 200k 12/1/2013 47 Cardwell Investment Technologies Cardwell Investment Technologies 1x Program 0.00 4,000k 11/1/2008 48 Cardwell Investment Technologies Cardwell Investment Technologies 3x Program 0.00 4,000k 2/1/2011 52 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.00 6/1/2012 46 DynexCorp Ltd Dynex Regular - Tetra FX Macro High Beta 0.00 1,000k 7/1/2009 45 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.03 100k 3/1/2013 44 Global Vista Advisors, LLC Global Vista Indexes ("GVI") 0.07 10k 1/1/2014 43 QTS Capital Management, LLC FX Managed Account 0.09 100k 1/1/2011 42 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 0.19 1,000k 1/1/2013 41 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.22 250k 10/1/2011 40 Crabel Capital Management Crabel Multi-Product 0.26 1,000k 3/1/1998 39 County Cork LLC County Cork Fusion Equity 0.27 1,000k 10/1/2013 38 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.32 100k 4/1/2014 37 3D Bull Program (Client) 0.37 10k 11/1/2010 36 Talenta Capital LLP S&P 500 Momentum 0.37 950k 2/1/2017 35 Witter & Lester, Inc. Redstone 0.38 500k 9/1/1994 34 Kopis Capital Management, LLC Commodity Long Only 0.41 500k 1/1/2014 33 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.48 1,000k 5/1/2014 32 Adamah Capital LLC Asset Allocator Program 0.50 50k 3/1/2011 31 Seven Capital Management Seven Absolute Return 0.53 100k 6/1/2009 30 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.67 2,000k 7/1/2013 29 ALFAKRAFT ALFA Commodity Fund 0.68 16k 6/1/2010 28 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 0.74 1,000k 9/1/2011 27 Paradox Capital Management Sentiment Program (1X) 0.76 1,000k 1/1/2013 26 Certeza Asset Management Macro Vega 0.79 1,000k 1/1/2012 25 Conquest Capital Group Conquest Macro 0.94 250k 5/1/1999 24 ADG Capital Management ADG Systematic Macro Fund 1.10 1,000k 4/1/2013 23 Millburn Ridgefield Corporation Multi-Markets Program 1.13 25,000k 10/1/2004 22 Aquantum Aquantum Global Systematic Program (AGS) 1.31 5,000k 7/1/2013 21 FORT LP Fort Global Contrarian 1.34 2,000k 10/1/2002 20 Intex Capital Covered Options Program 1.38 50k 1/1/2012 19 Millburn Ridgefield Corporation Commodity Program 1.47 25,000k 3/1/2005 18 dormouse Limited dormouse - Managed Account 1.61 20,000k 7/1/2011 17 Pacific Capital Advisors Terra 1.61 100k 4/1/2014 16 Abraham Investment Management Formula 72 H 1.67 150k 8/1/2012 15 Pinstripe Trading, LLC Standard 1.82 125k 8/1/2009 14 Diversified Capital Management Alpha Index 1.95 50k 8/1/2013 13 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.03 3,000k 5/1/2010 12 Ritenour Investment Group, LLC RIG_ES_Client 2.08 25k 3/1/2013 11 Vivienne Investissement OUESSANT UCITS FUND (A) 2.45 100k 5/1/2012 10 Soaring Pelican, LLC Diversified S&P Program 2.71 100k 1/1/2011 9 Urban Tree Capital, LLC UTC Plus (Client) 3.09 100k 3/1/2013 8 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.10 250k 5/1/2013 7 Non Correlated Capital Positive Theta Fund 3.15 50k 10/1/2007 6 Cauldron Investments, LLC Stock Index Plus 3.19 1,000k 10/1/2009 5 GNE Management, LLC S&P Futures and Options Strategy (Client) 3.29 200k 12/1/2013 4 Non Correlated Capital Positive Theta Program 3.38 250k 10/1/2007 3 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 4.49 100k 10/1/2011 2 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 5.34 100k 1/1/2014 1 Vivienne Investissement MACH 5 PROGRAM (Proprietary) 13.02 1,500k 7/1/2014 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.