Systematic Trader Index For October 2017 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 Oct 2017 Min Inv Inception 143 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -5.37 200k 2/1/2015 142 Qbasis Invest Qbasis i Trend Fund -4.72 1k 1/1/2014 141 Qbasis Invest Qbasis All Trends UCITS Fund -4.45 100k 1/1/2016 140 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -3.53 500k 7/1/2013 139 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -2.89 100k 4/1/2014 138 Emil van Essen EvE Systematic Commodity Opportunities -2.42 500k 5/1/2016 137 dormouse Limited dormouse - Managed Account -2.11 20,000k 7/1/2011 136 Alee Capital Management, LLC Poniente Program -1.77 2,500k 1/1/1999 135 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -1.46 1,000k 1/1/2013 134 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.31 100k 10/1/2011 133 Alee Capital Management, LLC Mistral Program -1.28 2,500k 1/1/1999 132 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) -1.21 250k 8/1/2015 131 ROW Asset Managment Row Currency Program -1.19 1,000k 11/1/2010 130 SMJ Capital Management Ltd. Systematic Currency FX Strategy -1.14 250k 9/1/2014 129 ProfitScore Capital Management Long/Short US Treasury -1.10 10,000k 10/1/2015 128 Eamon Capital Zephyr Program -0.92 300k 1/1/2016 127 Emil van Essen Long-Short Commodity Program -0.86 1,000k 6/1/2013 126 Worldwide Capital Strategies Profit Quest Macro World -0.75 100k 1/1/2010 125 Certeza Asset Management 4x Omni -0.72 1,000k 11/1/2014 124 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.64 3,000k 5/1/2010 123 Tom Capital AG Tom Capital Growth Fund -0.60 5,000k 12/1/2015 122 Certeza Asset Management Macro Vega -0.54 1,000k 1/1/2012 121 Robust Methods LLC Macro Managed Account -0.54 5,000k 1/1/2005 120 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.52 250k 7/1/2015 119 Urban Tree Capital, LLC UTC Plus (Client) -0.51 100k 3/1/2013 118 Jaguar Investments Ltd Aegir Capital Strategy -0.40 1,000k 1/1/2012 117 Kopis Capital Management, LLC Commodity Long Short Separate Account -0.39 1,000k 5/1/2015 116 County Cork LLC County Cork Macro Equity Hedge -0.32 1,000k 2/1/2016 115 Soaring Pelican, LLC Diversified S&P Program -0.26 100k 1/1/2011 114 Blake Capital Management, Inc. SRD Currencies -0.20 100k 3/1/2013 113 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -0.19 10,000k 4/1/2004 112 Eclipse Capital Management Alpha Asia -0.18 25,000k 1/1/2015 111 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 110 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -0.17 500k 1/1/2015 109 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 108 Seven Capital Management Seven Fixed Income Fund -0.07 100k 9/1/2010 107 Trigon Investment Advisors, LLC Foreign Exchange Program -0.03 5,000k 8/1/2000 106 NuWave Investment Management, LLC Commodity Value Portfolio -0.01 2,000k 10/1/2014 103 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 104 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 105 DeltaHedge VIXVOX 1 0.00 250k 8/1/2015 102 R Best LLC R Best Private Client Program 0.01 50k 2/1/2010 101 Typhon Capital Management, LLC Helios Deutsche 0.05 250k 4/1/2014 100 QTS Capital Management, LLC QTS Partners, L.P. 0.05 100k 1/1/2011 99 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.07 250k 3/1/2010 98 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.09 100k 1/1/2000 97 QTS Capital Management, LLC FX Managed Account 0.11 100k 1/1/2011 96 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.12 10,000k 3/1/2007 95 Non Correlated Capital Positive Theta Program 0.14 250k 10/1/2007 94 Blake Capital Management, Inc. SRD Short Equities 0.19 100k 1/1/2011 93 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.30 500k 6/1/2007 92 Typhon Capital Management, LLC Chiron Currency Program 0.31 250k 2/1/2008 91 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.38 250k 10/1/2009 90 Crabel Capital Management WPD Crabel Futures Program 0.41 1,000k 7/1/2008 89 Paradox Capital Management Sentiment Program (1X) 0.48 1,000k 1/1/2013 88 Millburn Ridgefield Corporation Commodity Program 0.54 25,000k 3/1/2005 87 Quest Partners LLC AlphaQuest Short Bias (AQSB) 0.58 20,000k 5/1/2013 86 Emil van Essen Spread Trading Program Limited 0.63 5,000k 7/1/2013 85 Metolius Capital LLC Metolius Diversified 0.66 100k 6/1/2010 84 Future Trade AG Thales Swing Trading Programme 0.69 250k 6/1/2007 83 Witter & Lester, Inc. Redstone 0.73 500k 9/1/1994 82 Automaton Trading LLC Diversified 0.78 500k 7/1/2014 81 Global Wealth Analytics, Inc. Triple M 0.83 1,000k 6/1/2014 80 Emil van Essen Long-Short Commodity Program - Accelerated 0.83 200k 5/1/2014 79 Meliora Capital LLP Commodity Absolute Return (1x) 0.88 250k 11/1/2014 78 SandPointe SandPointe Opportunities Strategy 0.89 5,000k 5/1/2014 77 ML Systems LLC Sledon Classic (Client) 0.90 300k 8/1/2014 76 Global Sigma Group, LLC Global Sigma BondVOL LP 0.96 1,000k 4/1/2015 75 Talenta Capital LLP S&P 500 Momentum 0.99 950k 2/1/2017 74 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 1.00 100k 12/1/2014 73 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.00 100k 2/1/2010 72 R Best LLC World Select Program 1.03 2,000k 4/1/2016 71 Cauldron Investments, LLC Stock Index Plus 1.09 1,000k 10/1/2009 70 FORT LP Fort Global Diversified 1.12 2,000k 3/1/2002 69 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.19 250k 10/1/2011 68 Blackwater Capital Management Tactical Equity 1.30 500k 12/1/2013 67 Red Rock Capital, LLC Commodity Long-Short 1.31 500k 9/1/2013 66 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.32 5,000k 6/1/2010 65 SandPointe SandPointe All-Seasons Strategy 1.34 5,000k 1/1/2015 64 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.38 2,000k 7/1/2013 63 Turk Capital LLC US Market Hedge Strategy 1.45 100k 11/1/2015 62 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.56 100k 10/1/2012 61 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.60 250k 5/1/2013 60 Buckingham Global Advisors, LLC Weekly Emini Program 1.63 200k 3/1/2015 59 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.81 100k 4/1/2015 58 Crabel Capital Management Crabel Multi-Product 1.94 1,000k 3/1/1998 57 Metolius Capital LLC Metolius Enhanced Fund 1.96 40k 6/1/2015 56 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.97 10,000k 2/1/2008 55 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 1.99 250k 2/1/2016 54 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.00 10,000k 3/1/2003 53 Independent View IV Quantitative Futures Fund 2.02 100k 11/1/2012 52 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.06 1k 10/1/2006 51 Prolific Capital Markets, LLC Prolific Swiss System 2.24 10,000k 1/1/2014 50 Dixon Midland Company LLC Dixon Midland Diversified LLC 2.29 250k 5/1/2011 49 EMC Capital Advisors, LLC EMC Alpha Program 2.33 5,000k 6/1/2013 48 Candriam Investors Group Alternative Return Systemat 2.59 125k 1/1/2007 47 Turk Capital LLC US Equity Long/Short Strategy 2.60 100k 4/1/2014 46 Linnis Linnis ONE, LP 2.64 100k 8/1/2014 45 Bulkara Capital Bulkara Systematic Fund SP 2.66 250k 4/1/2014 44 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.86 3,000k 9/1/2015 43 FORT LP Fort Global Contrarian 3.02 2,000k 10/1/2002 42 FORT LP Global Futures Program (formerly Global Diversified Classic) 3.13 10,000k 3/1/2002 41 Melissinos Trading Eupatrid Global Trends 3.17 50k 1/1/2011 40 Aquantum Aquantum Commodity Spread Program (ACS) 3.38 5,000k 7/1/2013 39 Talenta Capital LLP Diversified 3.46 950k 6/1/2014 38 Millburn Ridgefield Corporation Multi-Markets Program 3.57 25,000k 10/1/2004 37 Conquest Capital Group Conquest Select 3.69 250k 6/1/2004 36 Chesapeake Capital Diversified Plus (HV) 3.70 100k 4/1/1994 35 Vivienne Investissement OUESSANT UCITS FUND (A) 3.71 100k 5/1/2012 34 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.89 1k 6/1/2009 33 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 4.05 40k 1/1/2016 32 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 4.09 5,000k 9/1/2009 31 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 4.12 1,000k 1/1/2013 30 ROW Asset Managment Row Diversified Fund, L.P. 4.19 1,000k 11/1/2011 29 Angle Capital Management LLC AIP Program 4.60 100k 1/1/2010 28 Quantica Capital AG 1X Quantica Managed Futures Fund 4.60 100k 1/1/2014 27 Silicon Valley Quantitative Advisors UQP Large 4.82 500k 1/1/2009 26 Garraway Capital Management LLP Garraway Financial Trends 4.94 100k 9/1/2012 25 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 5.10 10,000k 3/1/2003 24 EMC Capital Advisors, LLC EMC Alpha Plus Program 5.24 3,000k 5/1/2014 23 Estlander & Partners Freedom 5.51 20,000k 8/1/2010 22 Sandpiper Asset Management Sandpiper Global Macro Program 5.94 1,000k 8/1/2012 21 Seven Capital Management Seven Absolute Return 6.07 100k 6/1/2009 20 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns 6.48 500k 9/1/2013 19 Aquantum Aquantum Global Systematic Program (AGS) 6.74 5,000k 7/1/2013 18 DUNN Capital Management DUNN WMA Institutional Program 6.93 100k 10/1/2011 17 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 7.26 1,000k 5/1/2014 16 Superfund Group Superfund Red EUR SICAV 7.31 10k 3/1/2013 15 Superfund Group Superfund Red USD SICAV 7.37 10k 3/1/2013 14 Purple Valley Capital, Inc. Diversified Trend 1 7.44 100k 8/1/2008 13 Aspect Capital Aspect Diversified Fund - Class A (USD) 8.24 100k 12/1/1998 12 Glenhaven Capital LLC Glenhaven Global II LP 8.45 25k 4/1/2012 11 Estlander & Partners Alpha Trend II - Class P 9.14 100k 12/1/2008 10 Kaiser Trading Group Kaiser Global Diversified Program - Class A 9.32 10,000k 3/1/1998 9 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 9.36 1,000k 10/1/2016 8 Quantica Capital AG 2X Quantica Managed Futures Fund 9.40 100k 1/1/2014 7 ISAM ISAM Systematic Trend Fund 9.53 1,000k 6/1/2001 6 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 9.56 250k 11/1/1996 5 Vivienne Investissement MACH 3 11.03 100k 6/1/2015 4 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 13.12 50k 7/1/2011 3 Tomas Capital Pty Ltd GCAF | USD 13.72 1,500k 7/1/2011 2 Dreiss Research Corporation Diversified Program 16.57 1,000k 5/1/1991 1 Covenant Capital Management Optimal Program 44.92 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.