Systematic Trader Index For June 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 Jun 2016 Min Inv Inception 141 Qbasis Invest Qbasis i Trend Fund -7.01 1k 1/1/2014 140 Purple Valley Capital, Inc. Diversified Trend 1 -6.89 100k 8/1/2008 139 Zoi Capital, LLC Telio Program (Client) -6.35 200k 4/1/2010 138 Urban Tree Capital, LLC UTC Plus (Client) -5.42 100k 3/1/2013 137 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -4.70 250k 5/1/2013 136 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -4.52 100k 10/1/2011 135 Aquantum Aquantum Commodity Spread Program (ACS) -3.84 5,000k 7/1/2013 134 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.65 3,000k 5/1/2010 133 Mehnert Capital Management, LLC DTP (Client) -3.63 1,000k 3/1/2012 132 Superfund Group Superfund Red EUR SICAV -3.54 10k 3/1/2013 131 Ritenour Investment Group, LLC RIG_ES_Client -3.53 25k 3/1/2013 130 Superfund Group Superfund Red USD SICAV -3.53 10k 3/1/2013 129 Sona Trading Strategies LLC. Diversified Program -3.41 1,000k 9/1/2006 128 Vivienne Investissement MACH 5 PROGRAM (Proprietary) -3.33 1,500k 7/1/2014 127 Paradox Capital Management Sentiment Program (1X) -3.31 1,000k 1/1/2013 126 Insch Capital Management SA Interbank Currency Program - 3X Leverage -2.76 100k 1/1/2000 125 QTS Capital Management, LLC FX Managed Account -2.54 100k 1/1/2011 124 ALFAKRAFT ALFA Commodity Fund -2.37 16k 6/1/2010 123 Crescendo Capital Management Neutron Decay (Client) -2.05 50k 7/1/2012 122 Emil van Essen Long-Short Commodity Program - Accelerated -2.04 200k 5/1/2014 121 R Best LLC R Best Private Client Program -1.98 50k 2/1/2010 120 Emil van Essen Long-Short Commodity Program -1.92 1,000k 6/1/2013 119 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -1.90 1,000k 9/1/2011 118 Estlander & Partners Freedom -1.89 20,000k 8/1/2010 117 Turning Wheel Capital, Inc. Pure Alpha -1.71 10,000k 1/1/2012 116 ALFAKRAFT ALFA Edge Fund -1.62 16k 12/1/2011 115 County Cork LLC County Cork Fusion Equity -1.57 1,000k 10/1/2013 114 Piston Trading The Piston -1.56 1,000k 1/1/2014 113 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.48 250k 3/1/2010 112 Independent View IV Quantitative Futures Fund -1.46 100k 11/1/2012 111 Quantum Leap Capital Management Managed Account Program -1.21 300k 8/1/2006 110 Typhon Capital Management, LLC Chiron Currency Program -1.04 250k 2/1/2008 109 3D Intraday Program (Client) -1.00 100k 2/1/2012 108 3D S&P Program (Client) -1.00 100k 11/1/2010 107 Worldwide Capital Strategies Profit Quest Strategies -0.96 200k 9/1/2013 106 Deep Field Capital AG SINGULARITY Fund (2x) -0.89 100k 8/1/2014 105 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.80 100k 8/1/2011 104 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.75 1,000k 1/1/2013 103 Trigon Investment Advisors, LLC Foreign Exchange Program -0.71 5,000k 8/1/2000 102 Vivienne Investissement OUESSANT UCITS FUND (A) -0.67 100k 5/1/2012 101 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.67 10,000k 2/1/2008 100 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -0.65 100k 1/1/2014 99 SandPointe SandPointe Opportunities Strategy -0.54 5,000k 5/1/2014 98 Cambridge Capital Management UK LLP CCM Program -0.50 2,000k 11/1/2012 97 Deep Field Capital AG SINGULARITY Fund -0.49 100k 9/1/2011 96 3D Bull Program (Client) -0.37 10k 11/1/2010 95 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.33 2,000k 7/1/2013 94 Bluegrass Capital Management Cross Market Bias Model -0.23 3,000k 7/1/2014 93 3D 3D Intraday Breakout Program -0.20 225k 4/1/2014 92 Millburn Ridgefield Corporation Commodity Program -0.09 25,000k 3/1/2005 91 Turk Capital LLC US Equity Long/Short Strategy -0.08 100k 4/1/2014 90 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.04 200k 12/1/2013 89 Typhon Capital Management, LLC Metis Momentum Macro Program 0.06 500k 4/1/2013 88 Worldwide Capital Strategies Profit Quest Macro World 0.08 100k 1/1/2010 87 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.12 100k 3/1/2013 86 Automaton Trading LLC Diversified 0.14 500k 7/1/2014 85 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.30 250k 10/1/2009 84 Certeza Asset Management Macro Vega 0.33 1,000k 1/1/2012 83 Witter & Lester, Inc. Redstone 0.41 500k 9/1/1994 82 Crabel Capital Management WPD Crabel Futures Program 0.41 1,000k 7/1/2008 81 Alee Capital Management, LLC Mistral Program 0.42 2,500k 1/1/1999 80 Blake Capital Management, Inc. SRD Currencies 0.48 100k 3/1/2013 79 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.49 10,000k 3/1/2007 78 Intex Capital Covered Options Program 0.50 50k 1/1/2012 77 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.67 100k 4/1/2014 76 Non Correlated Capital Positive Theta Fund 0.94 50k 10/1/2007 75 ADG Capital Management ADG Systematic Macro Fund 0.97 1,000k 4/1/2013 74 Jaguar Investments Ltd Aegir Capital Strategy 0.99 1,000k 1/1/2012 73 Bullet Hill Capital LLC Ricochet 1.31 500k 6/1/2014 72 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 1.36 10,000k 4/1/2004 71 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.36 100k 2/1/2010 70 Conquest Capital Group Conquest Select 1.36 250k 6/1/2004 69 Adamah Capital LLC Asset Allocator Program 1.40 50k 3/1/2011 68 Non Correlated Capital Positive Theta Program 1.45 250k 10/1/2007 67 Soaring Pelican, LLC Diversified S&P Program 1.48 100k 1/1/2011 66 Cauldron Investments, LLC Stock Index Plus 1.52 1,000k 10/1/2009 65 ML Systems LLC Sledon Classic (Client) 1.58 300k 8/1/2014 64 QTS Capital Management, LLC Tail Reaper 1.64 500k 8/1/2012 63 Aquantum Aquantum Global Systematic Program (AGS) 1.69 5,000k 7/1/2013 62 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.77 250k 10/1/2011 61 Piquant Technologies LLP Pegasus Fund 2.06 1,000k 9/1/2013 60 Metolius Capital LLC Metolius Diversified 2.15 100k 6/1/2010 59 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.29 10,000k 3/1/2003 58 Crabel Capital Management Crabel Multi-Product 2.47 1,000k 3/1/1998 57 GNE Management, LLC S&P Futures and Options Strategy (Client) 2.50 200k 12/1/2013 56 Alee Capital Management, LLC Poniente Program 2.55 2,500k 1/1/1999 55 Linnis Linnis ONE, LP 2.90 100k 8/1/2014 54 Talenta Capital LLP S&P 500 Momentum 2.96 950k 2/1/2017 53 Talenta Capital LLP Diversified 3.10 950k 6/1/2014 52 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.16 5,000k 11/1/2012 51 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.30 250k 5/1/2011 50 Stable Asset Management LTD Arctic Blue 1x Share Class 3.59 100k 6/1/2014 49 Pinstripe Trading, LLC Standard 3.84 125k 8/1/2009 48 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 3.86 250k 11/1/1996 47 Seven Capital Management Seven Absolute Return 3.91 100k 6/1/2009 46 EMC Capital Advisors, LLC EMC Alpha Program 3.95 5,000k 6/1/2013 45 Molinero Capital Management LLP Briarwood Molinero Combined Futures Program 3.96 1,500k 7/1/2005 44 ISAM ISAM Systematic Trend Fund 3.98 1,000k 6/1/2001 43 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns 4.00 500k 9/1/2013 42 Ring Capital Management LLC S&P E-Mini Select 4.07 100k 1/1/2012 41 JLC Futures Management Company JLC Managed Futures Fund I, LP. 4.12 100k 8/1/2009 40 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 4.17 25,000k 1/1/2014 39 Melissinos Trading Eupatrid Global Trends 4.24 100k 1/1/2011 38 Blackwater Capital Management Tactical Equity 4.34 500k 12/1/2013 37 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.55 1k 10/1/2006 36 Sandpiper Asset Management Sandpiper Global Macro Program 4.72 1,000k 8/1/2012 35 QCM Alpha Financials Program 4.74 10,000k 6/1/2012 34 ROW Asset Managment Row Diversified Fund, L.P. 4.75 1,000k 11/1/2011 33 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.96 10,000k 3/1/2003 32 FORT LP Fort Global Contrarian 4.97 2,000k 10/1/2002 31 Dominion Capital Diamond Program 5.10 3,000k 1/1/2011 30 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 5.32 1,000k 5/1/2014 29 Red Rock Capital, LLC Commodity Long-Short 5.87 500k 9/1/2013 28 ROW Asset Managment Row Currency Program 5.89 1,000k 11/1/2010 27 Kopis Capital Management, LLC Commodity Long Only 5.95 500k 1/1/2014 26 Eagle Trading Systems Inc. Eagle Quantitative Macro 6.05 10,000k 10/1/2006 25 Quantica Capital AG 1X Quantica Managed Futures Fund 6.60 100k 1/1/2014 24 JKI-Futures, LLC ETIRON Large 2x (Client) 6.66 1,000k 8/1/2012 23 Millburn Ridgefield Corporation Multi-Markets Program 6.69 25,000k 10/1/2004 22 dormouse Limited dormouse - Managed Account 6.72 20,000k 7/1/2011 21 EMC Capital Advisors, LLC EMC Alpha Plus Program 6.84 3,000k 5/1/2014 20 FORT LP Fort Global Diversified 6.86 2,000k 3/1/2002 19 QMS Capital Management LP QMS Diversified Global Macro Strategy 7.03 5,000k 6/1/2010 18 Candriam Investors Group Alternative Return Systemat 7.36 125k 1/1/2007 17 Covenant Capital Management Optimal Program 7.50 10k 2/1/2014 16 Angle Capital Management LLC AIP Program 8.44 100k 1/1/2010 15 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 8.48 1k 6/1/2009 14 Robust Methods LLC Macro Managed Account 8.60 5,000k 1/1/2005 13 Quest Partners LLC AlphaQuest Short Bias (AQSB) 8.81 20,000k 5/1/2013 12 Prolific Capital Markets, LLC Prolific Swiss System 8.90 10,000k 1/1/2014 11 Abraham Investment Management Formula 72 H 9.05 150k 8/1/2012 10 Garraway Capital Management LLP Garraway Financial Trends 9.20 100k 9/1/2012 9 Conquest Capital Group Conquest Macro 9.93 250k 5/1/1999 8 Vision Capital Management Global Futures 10.21 500k 2/1/2012 7 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 10.37 50k 7/1/2011 6 Stable Asset Management LTD Arctic Blue 3x Share Class 11.29 100k 6/1/2014 5 Quantica Capital AG 2X Quantica Managed Futures Fund 12.60 100k 1/1/2014 4 Estlander & Partners Alpha Trend II - Class P 13.09 100k 12/1/2008 3 Eagle Trading Systems Inc. Eagle Global Financials 13.27 10,000k 1/1/1996 2 Dreiss Research Corporation Diversified Program 18.56 1,000k 5/1/1991 1 Future Trade AG Thales Swing Trading Programme 20.97 250k 6/1/2007 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.