Systematic Trader Index For February 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 Feb 2017 Min Inv Inception 160 Beann Capital Honeybee Fund LP -16.64 100k 9/1/2014 159 Quantum Leap Capital Management Managed Account Program -6.42 300k 8/1/2006 158 Jones and Company LLC High Sierra Direct Mehnert, L.P. -6.34 50k 3/1/2015 157 Dreiss Research Corporation Diversified Program -5.82 1,000k 5/1/1991 156 Mehnert Capital Management, LLC DTP (Client) -5.80 1,000k 3/1/2012 155 Red Rock Capital, LLC Commodity Long-Short -5.78 500k 9/1/2013 154 Qbasis Invest Qbasis i Trend Fund -5.28 1k 1/1/2014 153 Urban Tree Capital, LLC UTC Plus (Client) -5.17 100k 3/1/2013 152 Worldwide Capital Strategies Profit Quest Macro World -4.44 100k 1/1/2010 151 Estlander & Partners Alpha Trend II - Class P -4.18 100k 12/1/2008 150 dormouse Limited dormouse - Managed Account -4.14 20,000k 7/1/2011 149 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -3.76 2,000k 7/1/2013 148 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.62 20,000k 5/1/2013 147 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -3.61 1,000k 1/1/2013 146 Crabel Capital Management WPD Crabel Futures Program -3.56 1,000k 7/1/2008 145 Future Trade AG Thales Swing Trading Programme -3.53 250k 6/1/2007 144 GNE Management, LLC S&P Futures and Options Strategy (Client) -3.24 200k 12/1/2013 143 Insch Capital Management SA Interbank Currency Program - 3X Leverage -3.20 100k 1/1/2000 142 Turning Wheel Capital, Inc. Pure Alpha -2.62 10,000k 1/1/2012 141 Alee Capital Management, LLC Poniente Program -2.62 2,500k 1/1/1999 140 Alee Capital Management, LLC Mistral Program -2.55 2,500k 1/1/1999 139 Dominion Capital Diamond Program -2.53 3,000k 1/1/2011 138 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.42 3,000k 5/1/2010 137 Sandpiper Asset Management Sandpiper Global Macro Program -2.30 1,000k 8/1/2012 136 Quantum Leap Capital Management LV Program -2.21 600k 11/1/2014 135 Crabel Capital Management Crabel Multi-Product -2.20 1,000k 3/1/1998 134 Deep Field Capital AG SINGULARITY Fund (2x) -2.11 100k 8/1/2014 133 Kopis Capital Management, LLC Commodity Long Only -2.10 500k 1/1/2014 132 County Cork LLC County Cork Fusion Equity -1.93 1,000k 10/1/2013 131 Piston Trading The Piston -1.92 1,000k 1/1/2014 130 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -1.91 100k 1/1/2014 129 Jaguar Investments Ltd Aegir Capital Strategy -1.89 1,000k 1/1/2012 128 Candriam Investors Group Alternative Return Systemat -1.85 125k 1/1/2007 127 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.65 100k 10/1/2011 126 Metolius Capital LLC Metolius Diversified -1.50 100k 6/1/2010 125 Sophic Associates, LLC Sophic Macro -1.49 250k 1/1/2013 124 JLC Futures Management Company JLC Managed Futures Fund I, LP. -1.47 100k 8/1/2009 123 Millburn Ridgefield Corporation Commodity Program -1.41 25,000k 3/1/2005 122 Global Wealth Analytics, Inc. Triple M -1.34 1,000k 6/1/2014 121 Emil van Essen Long-Short Commodity Program - Accelerated -1.27 200k 5/1/2014 120 3D S&P Program (Client) -1.25 100k 11/1/2010 119 3D Intraday Program (Client) -1.24 100k 2/1/2012 118 1OAK Capital Limited ACORN Commodity -1.09 5,000k 5/1/2012 117 Deep Field Capital AG SINGULARITY Fund -1.09 100k 9/1/2011 116 Independent View IV Quantitative Futures Fund -1.01 100k 11/1/2012 115 SMJ Capital Management Ltd. Systematic Currency FX Strategy -0.93 250k 9/1/2014 114 Conquest Capital Group Conquest Macro -0.78 250k 5/1/1999 113 Stable Asset Management LTD Arctic Blue 3x Share Class -0.76 100k 6/1/2014 112 Hoss Capital Management, LLC Hoss Agricultural Futures Program -0.75 100k 8/1/2011 111 Soaring Pelican, LLC Diversified S&P Program -0.72 100k 1/1/2011 110 Purple Valley Capital, Inc. Diversified Trend 1 -0.70 100k 8/1/2008 109 Aquantum Aquantum Commodity Spread Program (ACS) -0.68 5,000k 7/1/2013 108 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.63 250k 10/1/2009 107 3D 3D Intraday Breakout Program -0.63 225k 4/1/2014 106 3D Bull Program (Client) -0.57 10k 11/1/2010 105 Typhon Capital Management, LLC Chiron Currency Program -0.52 250k 2/1/2008 104 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -0.52 100k 4/1/2014 103 SandPointe SandPointe All-Seasons Strategy -0.49 5,000k 1/1/2015 102 Dix Hills Partners DHP Absolute Return Strategies -0.36 500k 7/1/2003 101 Stable Asset Management LTD Arctic Blue 1x Share Class -0.34 100k 6/1/2014 100 NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) -0.29 200k 12/1/2013 99 Conquest Capital Group Conquest Select -0.25 250k 6/1/2004 98 Bluegrass Capital Management Cross Market Bias Model -0.24 3,000k 7/1/2014 97 Xenfin Capital Limited XenfinCRT Prime FX -0.24 1,000k 7/1/2014 96 Prolific Capital Markets, LLC Prolific Swiss System -0.21 10,000k 1/1/2014 95 1900 Investments Asset Management Dynamic Oil Strategy Program -0.19 100k 1/1/2014 94 QTS Capital Management, LLC Tail Reaper -0.19 500k 8/1/2012 93 Linnis Linnis ONE, LP -0.18 100k 8/1/2014 92 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 91 Whitman Asset Management WAM Global Macro Program -0.10 5,000k 10/1/2014 89 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 90 Hansa Capital Management, LLC Hansa Capital Management LLC, CTA Managed Accounts - Long / Short Option Trading Strategy 0.00 100k 6/1/2014 88 Trigon Investment Advisors, LLC Foreign Exchange Program 0.02 5,000k 8/1/2000 87 R Best LLC R Best Private Client Program 0.03 50k 2/1/2010 86 Blake Capital Management, Inc. SRD Currencies 0.05 100k 3/1/2013 85 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.10 100k 2/1/2010 84 Bulkara Capital Bulkara Systematic Fund SP 0.10 250k 4/1/2014 83 Zoi Capital, LLC Telio Program (Client) 0.10 200k 4/1/2010 82 NuWave Investment Management, LLC Commodity Value Portfolio 0.11 2,000k 10/1/2014 81 Witter & Lester, Inc. Redstone 0.12 500k 9/1/1994 80 Whitman Asset Management WAM Global Macro 2X Program 0.14 2,500k 10/1/2014 79 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.14 250k 3/1/2010 78 Emil van Essen Long-Short Commodity Program 0.16 1,000k 6/1/2013 77 NovoDyn Advisors LLC NDC Mean Reversion FT - A 0.19 100k 3/1/2013 76 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.20 250k 5/1/2013 75 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy 0.20 6/1/2012 74 Emil van Essen Spread Trading Program Limited 0.20 5,000k 7/1/2013 73 QTS Capital Management, LLC QTS Partners, L.P. 0.33 100k 1/1/2011 72 Crescendo Capital Management Neutron Decay (Client) 0.35 50k 7/1/2012 71 Estlander & Partners Freedom 0.38 20,000k 8/1/2010 70 SandPointe SandPointe Opportunities Strategy 0.44 5,000k 5/1/2014 69 ML Systems LLC Sledon Classic (Client) 0.48 300k 8/1/2014 68 Turk Capital LLC US Equity Long/Short Strategy 0.53 250k 4/1/2014 67 Certeza Asset Management Macro Vega 0.64 1,000k 1/1/2012 66 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.65 250k 10/1/2011 65 Seven Capital Management Seven Fixed Income Fund 0.77 100k 9/1/2010 64 Salona Capital LLC ACP2 0.79 25k 11/1/2014 63 Paradox Capital Management Sentiment Program (1X) 0.83 1,000k 1/1/2013 62 Intex Capital Covered Options Program 0.84 50k 1/1/2012 61 Garraway Capital Management LLP Garraway Financial Trends 0.85 100k 9/1/2012 60 Cauldron Investments, LLC Stock Index Plus 0.86 1,000k 10/1/2009 59 Glider Trading LLP Glider Trading Strategy (Class C) 0.92 500k 9/1/2013 58 Meliora Capital LLP Commodity Absolute Return (1x) 0.97 250k 11/1/2014 57 Certeza Asset Management 4x Omni 0.99 1,000k 11/1/2014 56 QTS Capital Management, LLC FX Managed Account 1.03 100k 1/1/2011 55 Salona Capital LLC SSI 1.04 25k 11/1/2014 54 Blackwater Capital Management Tactical Equity 1.07 500k 12/1/2013 53 Salona Capital LLC ACP 1.13 100k 1/1/2015 52 Vision Capital Management Global Futures 1.19 500k 2/1/2012 51 ISAM ISAM Systematic Trend Fund 1.21 1,000k 6/1/2001 50 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.40 250k 5/1/2011 49 Eagle Trading Systems Inc. Eagle Global Financials 1.53 10,000k 1/1/1996 48 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.57 10,000k 3/1/2003 47 Archetype Risk Advisors, Inc. Archon1 1.66 1,000k 2/1/2015 46 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.68 1k 10/1/2006 45 Non Correlated Capital Positive Theta Program 1.79 250k 10/1/2007 44 Superfund Group Superfund Red EUR SICAV 1.81 10k 3/1/2013 43 Superfund Group Superfund Red USD SICAV 1.86 10k 3/1/2013 42 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.88 100k 4/1/2015 41 Non Correlated Capital Positive Theta Fund 1.89 50k 10/1/2007 40 Buckingham Global Advisors, LLC Weekly Emini Program 1.92 200k 3/1/2015 39 Melissinos Trading Eupatrid Global Trends 1.93 50k 1/1/2011 38 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.15 10,000k 3/1/2007 37 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 2.20 500k 7/1/2013 36 Sona Trading Strategies LLC. Diversified Program 2.23 1,000k 9/1/2006 35 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.31 5,000k 6/1/2010 34 Robust Methods LLC Macro Managed Account 2.38 5,000k 1/1/2005 33 Eagle Trading Systems Inc. Eagle Quantitative Macro 2.41 10,000k 10/1/2006 32 Millburn Ridgefield Corporation Multi-Markets Program 2.44 25,000k 10/1/2004 31 ROW Asset Managment Row Currency Program 2.49 1,000k 11/1/2010 30 Vivienne Investissement OUESSANT UCITS FUND (A) 2.60 100k 5/1/2012 29 Angle Capital Management LLC AIP Program 2.69 100k 1/1/2010 28 DUNN Capital Management DUNN WMA Institutional Program 2.88 100k 10/1/2011 27 EMC Capital Advisors, LLC EMC Alpha Program 2.89 5,000k 6/1/2013 26 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) 2.96 1,000k 9/1/2011 25 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 2.96 1k 6/1/2009 24 Kaiser Trading Group Kaiser Global Diversified Program - Class A 2.99 10,000k 3/1/1998 23 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.00 1,000k 10/1/2016 22 ROW Asset Managment Row Diversified Fund, L.P. 3.24 1,000k 11/1/2011 21 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 3.25 10,000k 4/1/2004 20 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.34 10,000k 3/1/2003 19 Jones and Company LLC High Sierra Direct Diamond, L.P. 3.34 25k 3/1/2015 18 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.40 10,000k 2/1/2008 17 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 3.68 250k 11/1/1996 16 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.71 5,000k 11/1/2012 15 Talenta Capital LLP Diversified 3.76 950k 6/1/2014 14 EMC Capital Advisors, LLC EMC Alpha Plus Program 3.78 3,000k 5/1/2014 13 FORT LP Fort Global Diversified 3.88 2,000k 10/1/1993 12 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 4.01 1,000k 5/1/2014 11 QCM Alpha Financials Program 4.06 10,000k 6/1/2012 10 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 4.18 50k 7/1/2011 9 Quantica Capital AG 1X Quantica Managed Futures Fund 4.20 100k 1/1/2014 8 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) 4.34 25,000k 1/1/2014 7 FORT LP Fort Global Contrarian 4.40 2,000k 10/1/2002 6 Talenta Capital LLP S&P 500 Momentum 4.76 950k 2/1/2017 5 Aquantum Aquantum Global Systematic Program (AGS) 4.85 5,000k 7/1/2013 4 Seven Capital Management Seven Absolute Return 6.27 100k 6/1/2009 3 FORT LP Global Futures Program (formerly Global Diversified Classic) 6.93 10,000k 10/1/1993 2 Quantica Capital AG 2X Quantica Managed Futures Fund 8.30 100k 1/1/2014 1 Covenant Capital Management Optimal Program 9.81 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.