Systematic Trader Index For January 2017 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 Jan 2017 Min Inv Inception 155 Worldwide Capital Strategies Profit Quest Macro World -16.44 100k 1/1/2010 154 Covenant Capital Management Optimal Program -13.56 10k 2/1/2014 153 Quantum Leap Capital Management Managed Account Program -12.33 300k 8/1/2006 152 Estlander & Partners Alpha Trend II - Class P -8.48 100k 12/1/2008 151 Angle Capital Management LLC AIP Program -7.76 100k 1/1/2010 150 Deep Field Capital AG SINGULARITY Fund (2x) -7.73 100k 8/1/2014 149 Conquest Capital Group Conquest Macro -6.76 250k 5/1/1999 148 Quest Partners LLC AlphaQuest Short Bias (AQSB) -6.27 20,000k 5/1/2013 147 Purple Valley Capital, Inc. Diversified Trend 1 -6.14 100k 8/1/2008 146 Urban Tree Capital, LLC UTC Plus (Client) -5.77 100k 3/1/2013 145 Dixon Midland Company LLC Dixon Midland Diversified LLC -5.30 250k 5/1/2011 144 Quantum Leap Capital Management LV Program -5.24 600k 11/1/2014 143 Sona Trading Strategies LLC. Diversified Program -4.78 1,000k 9/1/2006 142 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -4.71 1,000k 1/1/2013 141 Conquest Capital Group Conquest Select -4.70 250k 6/1/2004 140 Sandpiper Asset Management Sandpiper Global Macro Program -4.37 1,000k 8/1/2012 139 Jones and Company LLC High Sierra Direct Mehnert, L.P. -4.36 50k 3/1/2015 138 JLC Futures Management Company JLC Managed Futures Fund I, LP. -4.35 100k 8/1/2009 137 Qbasis Invest Qbasis i Trend Fund -4.08 1k 1/1/2014 136 Candriam Investor Group Alternative Return Systemat -4.08 125k 1/1/2007 135 Deep Field Capital AG SINGULARITY Fund -3.91 100k 9/1/2011 134 ROW Asset Managment Row Diversified Fund, L.P. -3.89 1,000k 11/1/2011 133 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -3.85 1,000k 5/1/2014 132 Stable Asset Management LTD Arctic Blue 3x Share Class -3.81 100k 6/1/2014 131 Mehnert Capital Management, LLC DTP (Client) -3.80 1,000k 3/1/2012 130 Crabel Capital Management Crabel Multi-Product -3.80 1,000k 3/1/1998 129 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.58 1k 6/1/2009 128 QCM Alpha Financials Program -3.40 10,000k 6/1/2012 127 Dominion Capital Diamond Program -3.03 3,000k 1/1/2011 126 FORT LP Global Futures Program (formerly Global Diversified Classic) -2.99 10,000k 10/1/1993 125 Estlander & Partners Freedom -2.84 20,000k 8/1/2010 124 Alee Capital Management, LLC Poniente Program -2.68 2,500k 1/1/1999 123 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -2.64 25,000k 1/1/2014 122 County Cork LLC County Cork Fusion Equity -2.05 1,000k 10/1/2013 121 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.95 1k 10/1/2006 120 Prolific Capital Markets, LLC Prolific Swiss System -1.89 10,000k 1/1/2014 119 Eagle Trading Systems Inc. Eagle Quantitative Macro -1.85 10,000k 10/1/2006 118 Melissinos Trading Eupatrid Global Trends -1.79 50k 1/1/2011 117 FORT LP Fort Global Diversified -1.79 2,000k 10/1/1993 116 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -1.74 100k 4/1/2014 115 Seven Capital Management Seven Fixed Income Fund -1.68 100k 9/1/2010 114 Whitman Asset Management WAM Global Macro 2X Program -1.67 2,500k 10/1/2014 113 ROW Asset Managment Row Currency Program -1.56 1,000k 11/1/2010 112 Metolius Capital LLC Metolius Diversified -1.53 100k 6/1/2010 111 Meliora Capital LLP Commodity Absolute Return (1x) -1.53 250k 11/1/2014 110 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.42 250k 11/1/1996 109 3D S&P Program (Client) -1.38 100k 11/1/2010 108 ISAM ISAM Systematic Trend Fund -1.38 1,000k 6/1/2001 107 Stable Asset Management LTD Arctic Blue 1x Share Class -1.38 100k 6/1/2014 106 Talenta Capital LLP Diversified -1.24 950k 6/1/2014 105 Kopis Capital Management, LLC Commodity Long Only -1.24 500k 1/1/2014 104 Blackwater Capital Management Tactical Equity -1.17 500k 12/1/2013 103 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.16 250k 10/1/2009 102 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.12 100k 1/1/2000 101 Piston Trading The Piston -1.12 1,000k 1/1/2014 100 Whitman Asset Management WAM Global Macro Program -1.00 5,000k 10/1/2014 99 Quantica Capital AG 2X Quantica Managed Futures Fund -1.00 100k 1/1/2014 98 3D 3D Intraday Breakout Program -0.87 225k 4/1/2014 97 Eagle Trading Systems Inc. Eagle Global Financials -0.87 10,000k 1/1/1996 96 1OAK Capital Limited ACORN Commodity -0.86 5,000k 5/1/2012 95 3D Intraday Program (Client) -0.81 100k 2/1/2012 94 Emil van Essen Long-Short Commodity Program - Accelerated -0.77 200k 5/1/2014 93 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.72 100k 8/1/2011 92 Sophic Associates, LLC Sophic Macro -0.72 250k 1/1/2013 91 Typhon Capital Management, LLC Chiron Currency Program -0.67 250k 2/1/2008 90 Soaring Pelican, LLC Diversified S&P Program -0.61 100k 1/1/2011 89 Red Rock Capital, LLC Commodity Long-Short -0.61 500k 9/1/2013 88 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -0.57 50k 7/1/2011 87 FORT LP Fort Global Contrarian -0.57 2,000k 10/1/2002 86 3D Bull Program (Client) -0.48 10k 11/1/2010 85 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.46 1,000k 3/1/2003 84 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.45 10,000k 4/1/2004 83 Millburn Ridgefield Corporation Multi-Markets Program -0.41 25,000k 10/1/2004 82 Pinstripe Trading, LLC Standard -0.40 125k 8/1/2009 81 Glider Trading LLP Glider Trading Strategy (Class C) -0.37 500k 9/1/2013 80 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -0.36 1,000k 9/1/2011 79 Blake Capital Management, Inc. SRD Currencies -0.35 100k 3/1/2013 78 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.34 3,000k 5/1/2010 77 QTS Capital Management, LLC Tail Reaper -0.31 100k 8/1/2012 76 Quantica Capital AG 1X Quantica Managed Futures Fund -0.30 100k 1/1/2014 75 DUNN Capital Management DUNN WMA Institutional Program -0.24 100k 10/1/2011 74 NuWave Investment Management, LLC Commodity Value Portfolio -0.24 2,000k 10/1/2014 73 Garraway Capital Management LLP Garraway Financial Trends -0.20 100k 9/1/2012 72 Seven Capital Management Seven Absolute Return -0.18 100k 6/1/2009 71 Jaguar Investments Ltd Aegir Capital Strategy -0.17 1,000k 1/1/2012 70 Alee Capital Management, LLC Mistral Program -0.15 2,500k 1/1/1999 69 QTS Capital Management, LLC QTS Partners, L.P. -0.11 100k 1/1/2011 68 Dreiss Research Corporation Diversified Program -0.07 1,000k 5/1/1991 67 Bluegrass Capital Management Cross Market Bias Model -0.02 3,000k 7/1/2014 66 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.02 6/1/2012 65 Hansa Capital Management, LLC Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy 0.00 100k 6/1/2014 63 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.00 100k 3/1/2013 64 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) 0.00 200k 12/1/2013 62 R Best LLC R Best Private Client Program 0.03 50k 2/1/2010 61 Trigon Investment Advisors, LLC Foreign Exchange Program 0.06 5,000k 8/1/2000 60 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.10 250k 10/1/2011 59 Turk Capital LLC US Equity Long/Short Strategy 0.11 250k 4/1/2014 58 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 0.12 2,000k 7/1/2013 57 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.13 250k 3/1/2010 56 Certeza Asset Management Macro Vega 0.16 1,000k 1/1/2012 55 Archetype Risk Advisors, Inc. Archon1 0.18 1,000k 2/1/2015 54 Emil van Essen Long-Short Commodity Program 0.21 1,000k 6/1/2013 53 Witter & Lester, Inc. Redstone 0.26 500k 9/1/1994 52 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.31 10,000k 2/1/2008 51 Certeza Asset Management 4x Omni 0.32 1,000k 11/1/2014 50 Dix Hills Partners DHP Absolute Return Strategies 0.37 500k 7/1/2003 49 QTS Capital Management, LLC FX Managed Account 0.37 100k 1/1/2011 48 ML Systems LLC Sledon Classic (Client) 0.42 300k 8/1/2014 47 Bulkara Capital Bulkara Systematic Fund SP 0.49 250k 4/1/2014 46 Turning Wheel Capital, Inc. Pure Alpha 0.52 10,000k 1/1/2012 45 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.57 100k 2/1/2010 44 Zoi Capital, LLC Telio Program (Client) 0.61 200k 4/1/2010 43 Aquantum Aquantum Global Systematic Program (AGS) 0.84 5,000k 7/1/2013 42 Intex Capital Covered Options Program 0.85 50k 1/1/2012 41 EMC Capital Advisors, LLC EMC Alpha Program 0.86 5,000k 6/1/2013 40 Jones and Company LLC High Sierra Direct Diamond, L.P. 0.87 25k 3/1/2015 39 Paradox Capital Management Sentiment Program (1X) 0.88 1,000k 1/1/2013 38 Talenta Capital LLP S&P 500 Momentum 0.89 950k 2/1/2017 37 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.99 3,000k 5/1/2014 36 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.09 100k 4/1/2015 35 Non Correlated Capital Positive Theta Program 1.14 250k 10/1/2007 34 Non Correlated Capital Positive Theta Fund 1.14 50k 10/1/2007 33 Crabel Capital Management WPD Crabel Futures Program 1.16 1,000k 7/1/2008 32 Salona Capital LLC ACP2 1.21 25k 11/1/2014 31 Cauldron Investments, LLC Stock Index Plus 1.21 1,000k 10/1/2009 30 Superfund Group Superfund Red EUR SICAV 1.27 10k 3/1/2013 29 Vivienne Investissement OUESSANT UCITS FUND (A) 1.31 100k 5/1/2012 28 Crescendo Capital Management Neutron Decay (Client) 1.31 50k 7/1/2012 27 Salona Capital LLC SSI 1.43 25k 11/1/2014 26 Salona Capital LLC ACP 1.47 100k 1/1/2015 25 Superfund Group Superfund Red USD SICAV 1.51 10k 3/1/2013 24 1900 Investments Asset Management Dynamic Oil Strategy Program 1.63 100k 1/1/2014 23 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.93 100k 10/1/2011 22 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.96 1,000k 3/1/2003 21 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.97 5,000k 6/1/2010 20 Buckingham Global Advisors, LLC Weekly Emini Program 2.04 200k 3/1/2015 19 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.13 1,000k 3/1/2007 18 Millburn Ridgefield Corporation Commodity Program 2.20 25,000k 3/1/2005 17 Xenfin Capital Limited XenfinCRT Prime FX 2.43 1,000k 7/1/2014 16 dormouse Limited dormouse - Managed Account 2.53 10,000k 7/1/2011 15 GNE Management, LLC S&P Futures and Options Strategy (Client) 2.84 200k 12/1/2013 14 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.93 5,000k 11/1/2012 13 SandPointe SandPointe Opportunities Strategy 2.95 5,000k 5/1/2014 12 Future Trade AG Thales Swing Trading Programme 2.96 250k 6/1/2007 11 Emil van Essen Spread Trading Program Limited 3.13 5,000k 7/1/2013 10 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.40 250k 5/1/2013 9 Independent View IV Quantitative Futures Fund 3.46 100k 11/1/2012 8 Aquantum Aquantum Commodity Spread Program (ACS) 3.49 5,000k 7/1/2013 7 Robust Methods LLC Macro Managed Account 3.99 5,000k 1/1/2005 6 Linnis Linnis ONE, LP 4.53 100k 8/1/2014 5 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 4.77 100k 1/1/2014 4 Vision Capital Management Global Futures 5.47 500k 2/1/2012 3 SandPointe SandPointe All-Seasons Strategy 5.74 5,000k 1/1/2015 2 Ring Capital Management LLC S&P E-Mini Select 6.79 100k 1/1/2012 1 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 6.90 500k 7/1/2013 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.