Systematic Trader Index For September 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 Sep 2017 Min Inv Inception 142 Covenant Capital Management Optimal Program -24.96 10k 2/1/2014 141 Dreiss Research Corporation Diversified Program -15.30 1,000k 5/1/1991 140 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -11.26 50k 7/1/2011 139 Tomas Capital Pty Ltd GCAF | USD -11.04 1,500k 7/1/2011 138 Angle Capital Management LLC AIP Program -9.45 100k 1/1/2010 137 Estlander & Partners Alpha Trend II - Class P -9.00 100k 12/1/2008 136 Purple Valley Capital, Inc. Diversified Trend 1 -8.35 100k 8/1/2008 135 Quantica Capital AG 2X Quantica Managed Futures Fund -7.40 100k 1/1/2014 134 Glenhaven Capital LLC Glenhaven Global II LP -7.09 25k 4/1/2012 133 Kaiser Trading Group Kaiser Global Diversified Program - Class A -6.86 10,000k 3/1/1998 132 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -6.76 1,000k 10/1/2016 131 Red Rock Capital, LLC Commodity Long-Short -6.14 500k 9/1/2013 130 Candriam Investor Group Alternative Return Systemat -5.96 125k 1/1/2007 129 Melissinos Trading Eupatrid Global Trends -5.80 50k 1/1/2011 128 Quest Partners LLC AlphaQuest Short Bias (AQSB) -5.61 20,000k 5/1/2013 127 ISAM ISAM Systematic Trend Fund -5.16 1,000k 6/1/2001 126 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.16 1,000k 3/1/2003 125 Sandpiper Asset Management Sandpiper Global Macro Program -5.03 1,000k 8/1/2012 124 Aquantum Aquantum Global Systematic Program (AGS) -5.02 5,000k 7/1/2013 123 FORT LP Global Futures Program (formerly Global Diversified Classic) -4.94 10,000k 10/1/1993 122 QMS Capital Management LP QMS Diversified Global Macro Strategy -4.76 5,000k 6/1/2010 121 Aquantum Aquantum Commodity Spread Program (ACS) -4.70 5,000k 7/1/2013 120 Aspect Capital Aspect Diversified Fund - Class A (USD) -4.44 100k 12/1/1998 119 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.31 3,000k 5/1/2014 118 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -4.24 250k 11/1/1996 117 Emil van Essen Spread Trading Program Limited -4.23 5,000k 7/1/2013 116 Glider Trading LLP Glider Trading Strategy (Class C) -4.18 500k 9/1/2013 115 Qbasis Invest Qbasis i Trend Fund -4.18 1k 1/1/2014 114 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -4.10 250k 2/1/2016 113 FORT LP Fort Global Diversified -4.01 2,000k 10/1/1993 112 Silicon Valley Quantitative Advisors UQP Large -3.85 500k 1/1/2009 111 Quantica Capital AG 1X Quantica Managed Futures Fund -3.70 100k 1/1/2014 110 Prolific Capital Markets, LLC Prolific Swiss System -3.64 10,000k 1/1/2014 109 Seven Capital Management Seven Fixed Income Fund -3.31 100k 9/1/2010 108 NuWave Investment Management, LLC NuWave Matrix Portfolio -3.30 3,000k 9/1/2015 107 Conquest Capital Group Conquest Select -3.14 250k 6/1/2004 106 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -3.11 10,000k 4/1/2004 105 Alee Capital Management, LLC Mistral Program -3.08 2,500k 1/1/1999 104 Qbasis Invest Qbasis All Trends UCITS Fund -3.08 100k 1/1/2016 103 Worldwide Capital Strategies Profit Quest Macro World -3.07 100k 1/1/2010 102 Alee Capital Management, LLC Poniente Program -3.02 2,500k 1/1/1999 101 Turning Wheel Capital, Inc. Pure Alpha -2.99 10,000k 1/1/2012 100 Chesapeake Capital Diversified Plus (HV) -2.94 100k 4/1/1994 99 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -2.94 500k 6/1/2007 98 FORT LP Fort Global Contrarian -2.93 2,000k 10/1/2002 97 EMC Capital Advisors, LLC EMC Alpha Program -2.87 5,000k 6/1/2013 96 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.86 1k 6/1/2009 95 Linnis Linnis ONE, LP -2.71 100k 8/1/2014 94 Estlander & Partners Freedom -2.27 20,000k 8/1/2010 93 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -2.16 1,000k 5/1/2014 92 Emil van Essen Long-Short Commodity Program - Accelerated -2.02 200k 5/1/2014 91 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.02 250k 10/1/2009 90 Robust Methods LLC Macro Managed Account -1.99 5,000k 1/1/2005 89 ROW Asset Managment Row Diversified Fund, L.P. -1.91 1,000k 11/1/2011 88 Garraway Capital Management LLP Garraway Financial Trends -1.84 100k 9/1/2012 87 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) -1.82 250k 8/1/2015 86 Eclipse Capital Management Alpha Asia -1.80 25,000k 1/1/2015 85 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.76 250k 5/1/2011 84 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.75 1k 10/1/2006 83 Millburn Ridgefield Corporation Multi-Markets Program -1.67 25,000k 10/1/2004 82 ROW Asset Managment Row Currency Program -1.57 1,000k 11/1/2010 81 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -1.55 500k 7/1/2013 80 NuWave Investment Management, LLC Commodity Value Portfolio -1.53 2,000k 10/1/2014 79 Talenta Capital LLP Diversified -1.44 950k 6/1/2014 78 Global Wealth Analytics, Inc. Triple M -1.38 1,000k 6/1/2014 77 Seven Capital Management Seven Absolute Return -1.33 100k 6/1/2009 76 County Cork LLC County Cork Macro Equity Hedge -1.19 1,000k 2/1/2016 75 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -1.11 1,000k 3/1/2003 74 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -1.10 1,000k 1/1/2013 73 Soaring Pelican, LLC Diversified S&P Program -1.04 100k 1/1/2011 72 ProfitScore Capital Management Long/Short US Treasury -1.00 10,000k 10/1/2015 71 Crabel Capital Management WPD Crabel Futures Program -0.99 1,000k 7/1/2008 70 Emil van Essen EvE Systematic Commodity Opportunities -0.97 500k 5/1/2016 69 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.97 5,000k 9/1/2009 68 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.88 1,000k 3/1/2007 67 Future Trade AG Thales Swing Trading Programme -0.81 250k 6/1/2007 66 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.80 100k 1/1/2000 65 R Best LLC R Best Private Client Program -0.77 50k 2/1/2010 64 Metolius Capital LLC Metolius Enhanced Fund -0.69 40k 6/1/2015 63 Emil van Essen Long-Short Commodity Program -0.67 1,000k 6/1/2013 62 Independent View IV Quantitative Futures Fund -0.57 100k 11/1/2012 61 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.55 100k 2/1/2010 60 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.52 100k 10/1/2011 59 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.50 250k 3/1/2010 58 SMJ Capital Management Ltd. Systematic Currency FX Strategy -0.49 250k 9/1/2014 57 QTS Capital Management, LLC FX Managed Account -0.47 100k 1/1/2011 56 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.42 3,000k 5/1/2010 55 Metolius Capital LLC Metolius Diversified -0.39 100k 6/1/2010 54 R Best LLC World Select Program -0.39 2,000k 4/1/2016 53 QTS Capital Management, LLC QTS Partners, L.P. -0.34 100k 1/1/2011 52 Tom Capital AG Tom Capital Growth Fund -0.30 5,000k 12/1/2015 51 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -0.28 10,000k 2/1/2008 50 Paradox Capital Management Sentiment Program (1X) -0.25 1,000k 1/1/2013 49 Ring Capital Management LLC S&P E-Mini Select -0.19 100k 1/1/2012 48 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 47 Talenta Capital LLP S&P 500 Momentum -0.14 950k 2/1/2017 46 Blake Capital Management, Inc. SRD Currencies -0.12 100k 3/1/2013 44 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 45 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.00 250k 7/1/2015 43 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 0.07 200k 2/1/2015 42 Typhon Capital Management, LLC Chiron Currency Program 0.16 250k 2/1/2008 41 ML Systems LLC Sledon Classic (Client) 0.18 300k 8/1/2014 40 Witter & Lester, Inc. Redstone 0.19 500k 9/1/1994 39 DUNN Capital Management DUNN WMA Institutional Program 0.19 100k 10/1/2011 38 Pinstripe Trading, LLC Standard 0.21 125k 8/1/2009 37 Certeza Asset Management Macro Vega 0.27 1,000k 1/1/2012 36 Non Correlated Capital Positive Theta Program 0.32 250k 10/1/2007 35 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.38 250k 10/1/2011 34 Certeza Asset Management 4x Omni 0.47 1,000k 11/1/2014 33 Typhon Capital Management, LLC Helios Deutsche 0.52 250k 4/1/2014 32 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 0.60 100k 12/1/2014 31 Trigon Investment Advisors, LLC Foreign Exchange Program 0.65 5,000k 8/1/2000 30 Eamon Capital Zephyr Program 0.65 600k 1/1/2016 29 SandPointe SandPointe Opportunities Strategy 0.75 5,000k 5/1/2014 28 Urban Tree Capital, LLC UTC Plus (Client) 0.80 100k 3/1/2013 27 Automaton Trading LLC Diversified 0.82 500k 7/1/2014 26 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.86 100k 4/1/2015 25 Blackwater Capital Management Tactical Equity 0.86 500k 12/1/2013 24 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.95 40k 1/1/2016 23 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.00 250k 5/1/2013 22 Jaguar Investments Ltd Aegir Capital Strategy 1.00 1,000k 1/1/2012 21 SandPointe SandPointe All-Seasons Strategy 1.05 5,000k 1/1/2015 20 Bulkara Capital Bulkara Systematic Fund SP 1.06 250k 4/1/2014 19 Superfund Group Superfund Red EUR SICAV 1.09 10k 3/1/2013 18 Cauldron Investments, LLC Stock Index Plus 1.17 1,000k 10/1/2009 17 Degraves Capital Management Pty Ltd Degraves Global Diversified Program 1.18 1,000k 1/1/2013 16 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.19 2,000k 7/1/2013 15 Turk Capital LLC US Market Hedge Strategy 1.22 250k 11/1/2015 14 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.23 1,000k 5/1/2015 13 Millburn Ridgefield Corporation Commodity Program 1.24 25,000k 3/1/2005 12 Global Sigma Group, LLC Global Sigma BondVOL LP 1.27 1,000k 4/1/2015 11 Vivienne Investissement OUESSANT UCITS FUND (A) 1.31 100k 5/1/2012 10 Crabel Capital Management Crabel Multi-Product 1.40 1,000k 3/1/1998 9 Buckingham Global Advisors, LLC Weekly Emini Program 1.44 200k 3/1/2015 8 Superfund Group Superfund Red USD SICAV 1.46 10k 3/1/2013 7 Tianyou Asset Management, LLC Tianyou Fund LP 1.57 100k 10/1/2012 6 DeltaHedge VIXVOX 1 1.59 250k 8/1/2015 5 Meliora Capital LLP Commodity Absolute Return (1x) 1.78 250k 11/1/2014 4 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.20 100k 4/1/2014 3 Turk Capital LLC US Equity Long/Short Strategy 2.34 250k 4/1/2014 2 dormouse Limited dormouse - Managed Account 3.53 20,000k 7/1/2011 1 Vivienne Investissement MACH 3 3.80 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.