Systematic Trader Index For March 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 Mar 2017 Min Inv Inception 150 Covenant Capital Management Optimal Program -21.59 10k 2/1/2014 149 Future Trade AG Thales Swing Trading Programme -9.91 250k 6/1/2007 148 Eagle Trading Systems Inc. Eagle Global Financials -9.67 10,000k 1/1/1996 147 Estlander & Partners Alpha Trend II - Class P -8.07 100k 12/1/2008 146 Eagle Trading Systems Inc. Eagle Quantitative Macro -7.28 10,000k 10/1/2006 145 Sona Trading Strategies LLC. Diversified Program -6.70 1,000k 9/1/2006 144 Stable Asset Management LTD Arctic Blue 3x Share Class -6.51 100k 6/1/2014 143 Angle Capital Management LLC AIP Program -6.26 100k 1/1/2010 142 Sandpiper Asset Management Sandpiper Global Macro Program -5.84 1,000k 8/1/2012 141 Dreiss Research Corporation Diversified Program -5.51 1,000k 5/1/1991 140 Trigon Investment Advisors, LLC Foreign Exchange Program -4.96 5,000k 8/1/2000 139 NordIX NordIX AG - Government Bond Strategy (GBS) - (Advisory Mandates, not available for US investors) -4.60 1,000k 9/1/2011 138 Chesapeake Capital Diversified Plus (HV) -4.56 100k 4/1/1994 137 Alee Capital Management, LLC Mistral Program -4.24 2,500k 1/1/1999 136 Linnis Linnis ONE, LP -3.94 100k 8/1/2014 135 Melissinos Trading Eupatrid Global Trends -3.77 100k 1/1/2011 134 Qbasis Invest Qbasis i Trend Fund -3.72 1k 1/1/2014 133 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns -3.58 500k 9/1/2013 132 QMS Capital Management LP QMS Diversified Global Macro Strategy -3.28 5,000k 6/1/2010 131 ISAM ISAM Systematic Trend Fund -3.23 1,000k 6/1/2001 130 Garraway Capital Management LLP Garraway Financial Trends -3.04 100k 9/1/2012 129 Quest Partners LLC AlphaQuest Short Bias (AQSB) -3.04 20,000k 5/1/2013 128 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -3.00 250k 11/1/1996 127 Purple Valley Capital, Inc. Diversified Trend 1 -2.93 100k 8/1/2008 126 FORT LP Global Futures Program (formerly Global Diversified Classic) -2.66 10,000k 3/1/2002 125 Aspect Capital Aspect Diversified Fund - Class A (USD) -2.61 100k 12/1/1998 124 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -2.59 500k 7/1/2013 123 Alee Capital Management, LLC Poniente Program -2.52 2,500k 1/1/1999 122 Independent View IV Quantitative Futures Fund -2.46 100k 11/1/2012 121 Conquest Capital Group Conquest Select -2.33 250k 6/1/2004 120 Stable Asset Management LTD Arctic Blue 1x Share Class -2.30 100k 6/1/2014 119 dormouse Limited dormouse - Managed Account -2.27 20,000k 7/1/2011 118 Metolius Capital LLC Metolius Enhanced Fund -2.18 40k 6/1/2015 117 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -2.03 10,000k 3/1/2003 116 Meliora Capital LLP Commodity Absolute Return (1x) -1.87 250k 11/1/2014 115 EMC Capital Advisors, LLC EMC Alpha Plus Program -1.86 3,000k 5/1/2014 114 Red Rock Capital, LLC Commodity Long-Short -1.84 500k 9/1/2013 113 Campbell & Company, LP Trend Following Portfolio -1.82 10,000k 10/1/2009 112 ROW Asset Managment Row Diversified Fund, L.P. -1.64 1,000k 11/1/2011 111 Seven Capital Management Seven Fixed Income Fund -1.63 100k 9/1/2010 110 Campbell & Company, LP Campbell Managed Futures Representative Account (f/k/a FME Large) -1.60 25,000k 1/1/2014 109 Conquest Capital Group Conquest Macro -1.53 250k 5/1/1999 108 Soaring Pelican, LLC Diversified S&P Program -1.37 100k 1/1/2011 107 FORT LP Fort Global Diversified -1.29 2,000k 3/1/2002 106 EMC Capital Advisors, LLC EMC Alpha Program -1.27 5,000k 6/1/2013 105 Robust Methods LLC Macro Managed Account -1.23 5,000k 1/1/2005 104 Candriam Investors Group Alternative Return Systemat -1.03 125k 1/1/2007 103 Aquantum Aquantum Global Systematic Program (AGS) -1.01 5,000k 7/1/2013 102 Metolius Capital LLC Metolius Diversified -0.99 100k 6/1/2010 101 Kopis Capital Management, LLC Commodity Long Only -0.98 500k 1/1/2014 100 1900 Investments Asset Management Dynamic Oil Strategy Program -0.95 100k 1/1/2014 99 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.94 100k 10/1/2011 98 QTS Capital Management, LLC FX Managed Account -0.91 100k 1/1/2011 97 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.86 1k 6/1/2009 96 Hansa Capital Management, LLC Hansa Investment & Trading, LLC - Long / Short Option Trading Strategy -0.82 6/1/2012 95 Beann Capital Honeybee Fund LP -0.80 100k 9/1/2014 94 QCM Alpha Financials Program -0.79 10,000k 6/1/2012 93 SEB Asset Management SEB Asset Selection Fund C (EUR) -0.73 1k 10/1/2006 92 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.70 250k 5/1/2011 91 Non Correlated Capital Positive Theta Fund -0.70 50k 10/1/2007 90 Non Correlated Capital Positive Theta Program -0.69 250k 10/1/2007 89 Whitman Asset Management WAM Global Macro 2X Program -0.61 2,500k 10/1/2014 88 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.61 3,000k 5/1/2010 87 Emil van Essen Long-Short Commodity Program -0.58 1,000k 6/1/2013 86 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.58 100k 2/1/2010 85 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -0.52 250k 10/1/2009 84 JLC Futures Management Company JLC Managed Futures Fund I, LP. -0.50 100k 8/1/2009 83 Talenta Capital LLP Diversified -0.48 950k 6/1/2014 82 Whitman Asset Management WAM Global Macro Program -0.47 5,000k 10/1/2014 81 DUNN Capital Management DUNN WMA Institutional Program -0.42 100k 10/1/2011 80 FORT LP Fort Global Contrarian -0.40 2,000k 10/1/2002 79 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -0.38 2,000k 7/1/2013 78 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.37 1,000k 5/1/2014 77 SMJ Capital Management Ltd. Systematic Currency FX Strategy -0.32 250k 9/1/2014 76 ML Systems LLC Sledon Classic (Client) -0.30 300k 8/1/2014 75 Turk Capital LLC US Equity Long/Short Strategy -0.28 100k 4/1/2014 74 QTS Capital Management, LLC QTS Partners, L.P. -0.23 100k 1/1/2011 73 Talenta Capital LLP S&P 500 Momentum -0.22 950k 2/1/2017 72 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 71 Typhon Capital Management, LLC Chiron Currency Program -0.11 250k 2/1/2008 70 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.07 100k 4/1/2015 69 Millburn Ridgefield Corporation Commodity Program -0.06 25,000k 3/1/2005 68 Piston Trading The Piston 0.00 1,000k 1/1/2014 67 Blake Capital Management, Inc. SRD Currencies 0.01 100k 3/1/2013 66 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.02 250k 3/1/2010 65 Archetype Risk Advisors, Inc. Archon1 0.13 1,000k 2/1/2015 64 Bulkara Capital Bulkara Systematic Fund SP 0.22 250k 4/1/2014 63 R Best LLC R Best Private Client Program 0.23 50k 2/1/2010 62 Quantica Capital AG 1X Quantica Managed Futures Fund 0.30 100k 1/1/2014 61 Quantica Capital AG 2X Quantica Managed Futures Fund 0.30 100k 1/1/2014 60 NuWave Investment Management, LLC Commodity Value Portfolio 0.35 2,000k 10/1/2014 59 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.40 100k 4/1/2014 58 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.41 50k 7/1/2011 57 Certeza Asset Management Macro Vega 0.42 1,000k 1/1/2012 56 Seven Capital Management Seven Absolute Return 0.43 100k 6/1/2009 55 Witter & Lester, Inc. Redstone 0.48 500k 9/1/1994 54 Emil van Essen Spread Trading Program Limited 0.50 5,000k 7/1/2013 53 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 0.51 5,000k 11/1/2012 52 Salona Capital LLC ACP2 0.51 25k 11/1/2014 51 Certeza Asset Management 4x Omni 0.51 1,000k 11/1/2014 50 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.67 250k 10/1/2011 49 Salona Capital LLC SSI 0.69 25k 11/1/2014 48 Intex Capital Covered Options Program 0.75 50k 1/1/2012 47 Salona Capital LLC ACP 0.76 100k 1/1/2015 46 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.76 10,000k 3/1/2007 45 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.81 10,000k 3/1/1998 44 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.82 1,000k 10/1/2016 43 Superfund Group Superfund Red EUR SICAV 0.85 10k 3/1/2013 42 Global Wealth Analytics, Inc. Triple M 0.88 1,000k 6/1/2014 41 Crabel Capital Management Crabel Multi-Product 0.92 1,000k 3/1/1998 40 Millburn Ridgefield Corporation Multi-Markets Program 0.96 25,000k 10/1/2004 39 Estlander & Partners Freedom 0.99 20,000k 8/1/2010 38 Superfund Group Superfund Red USD SICAV 1.00 10k 3/1/2013 37 Cauldron Investments, LLC Stock Index Plus 1.01 1,000k 10/1/2009 36 Paradox Capital Management Sentiment Program (1X) 1.04 1,000k 1/1/2013 35 County Cork LLC County Cork Fusion Equity 1.04 1,000k 10/1/2013 34 Emil van Essen Long-Short Commodity Program - Accelerated 1.06 200k 5/1/2014 33 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.07 10,000k 2/1/2008 32 Jaguar Investments Ltd Aegir Capital Strategy 1.17 1,000k 1/1/2012 31 Deep Field Capital AG SINGULARITY Fund 1.19 100k 9/1/2011 30 Turning Wheel Capital, Inc. Pure Alpha 1.39 10,000k 1/1/2012 29 Insch Capital Management SA Interbank Currency Program - 3X Leverage 1.44 100k 1/1/2000 28 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.54 1,000k 5/1/2015 27 ROW Asset Managment Row Currency Program 1.57 1,000k 11/1/2010 26 Dominion Capital Diamond Program 1.65 3,000k 1/1/2011 25 Xenfin Capital Limited XenfinCRT Prime FX 1.67 1,000k 7/1/2014 24 Aquantum Aquantum Commodity Spread Program (ACS) 1.72 5,000k 7/1/2013 23 Eclipse Capital Management Alpha Asia 1.75 25,000k 1/1/2015 22 Pinstripe Trading, LLC Standard 1.81 125k 8/1/2009 21 Ring Capital Management LLC S&P E-Mini Select 1.87 100k 1/1/2012 20 Crescendo Capital Management Neutron Decay (Client) 1.99 50k 7/1/2012 19 Buckingham Global Advisors, LLC Weekly Emini Program 2.17 200k 3/1/2015 18 Worldwide Capital Strategies Profit Quest Macro World 2.20 100k 1/1/2010 17 SandPointe SandPointe Opportunities Strategy 2.22 5,000k 5/1/2014 16 Vivienne Investissement OUESSANT UCITS FUND (A) 2.24 100k 5/1/2012 15 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 2.30 250k 5/1/2013 14 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 2.34 250k 7/1/2015 13 Quantum Leap Capital Management Managed Account Program 2.39 300k 8/1/2006 12 Deep Field Capital AG SINGULARITY Fund (2x) 2.45 100k 8/1/2014 11 Crabel Capital Management WPD Crabel Futures Program 2.47 1,000k 7/1/2008 10 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 2.53 1,000k 1/1/2013 9 Blackwater Capital Management Tactical Equity 2.53 500k 12/1/2013 8 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.71 10,000k 3/1/2003 7 Urban Tree Capital, LLC UTC Plus (Client) 3.88 100k 3/1/2013 6 Prolific Capital Markets, LLC Prolific Swiss System 3.93 10,000k 1/1/2014 5 Zoi Capital, LLC Telio Program (Client) 4.11 200k 4/1/2010 4 SandPointe SandPointe All-Seasons Strategy 4.15 5,000k 1/1/2015 3 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 4.28 10,000k 4/1/2004 2 GNE Management, LLC S&P Futures and Options Strategy (Client) 5.11 200k 12/1/2013 1 Vivienne Investissement MACH 3 6.52 100k 6/1/2015 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.