Systematic Trader Index For January 2018 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 2018 Min Inv Inception 147 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) -9.02 250k 8/1/2015 146 Bulkara Capital Bulkara Systematic Fund SP -8.43 250k 4/1/2014 145 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -5.95 250k 2/1/2016 144 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) -5.87 500k 7/1/2013 143 SandPointe SandPointe All-Seasons Strategy -5.01 5,000k 1/1/2015 142 Non Correlated Capital Positive Theta Program -3.96 250k 10/1/2007 141 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.75 3,000k 5/1/2010 140 Millburn Ridgefield Corporation Multi-Markets Program -3.56 25,000k 10/1/2004 139 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -3.19 100k 4/1/2014 138 Hartswell Capital Ltd MP-1 -3.17 250k 1/1/2014 137 Emil van Essen Long-Short Commodity Program -3.14 1,000k 6/1/2013 136 Linnis Linnis ONE, LP -2.96 100k 8/1/2014 135 Meliora Capital LLP Commodity Absolute Return (1x) -2.66 250k 11/1/2014 134 Emil van Essen Long-Short Commodity Program - Accelerated -2.16 200k 5/1/2014 133 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -2.14 250k 10/1/2011 132 Automaton Trading LLC Diversified -2.06 500k 7/1/2014 131 NuWave Investment Management, LLC NuWave Matrix Portfolio -2.04 3,000k 9/1/2015 130 DeltaHedge VIXVOX 1 -2.02 250k 8/1/2015 129 Emil van Essen Spread Trading Program Limited -1.97 5,000k 7/1/2013 128 SandPointe SandPointe Opportunities Strategy -1.54 5,000k 5/1/2014 127 Urban Tree Capital, LLC UTC Plus (Client) -1.19 100k 3/1/2013 126 Eclipse Capital Management Alpha Asia -1.12 25,000k 1/1/2015 125 R Best LLC R Best Private Client Program -1.11 50k 2/1/2010 124 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) -1.02 100k 12/1/2014 123 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.78 100k 2/1/2010 122 Global Wealth Analytics, Inc. Triple M -0.75 1,000k 6/1/2014 121 FORT LP Global Futures Program (formerly Global Diversified Classic) -0.53 10,000k 10/1/1993 120 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -0.53 40k 1/1/2016 119 Seven Capital Management Seven Fixed Income Fund -0.49 100k 9/1/2010 118 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.42 100k 1/1/2000 117 Jaguar Investments Ltd Aegir Capital Strategy -0.36 1,000k 1/1/2012 116 Blake Capital Management, Inc. SRD Currencies -0.33 100k 3/1/2013 115 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.32 250k 3/1/2010 114 Emil van Essen EvE Systematic Commodity Opportunities -0.28 500k 5/1/2016 113 FORT LP Fort Global Contrarian -0.27 2,000k 10/1/2002 112 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.27 1,000k 1/1/2013 111 QTS Capital Management, LLC Tail Reaper -0.21 500k 8/1/2012 110 Witter & Lester, Inc. Redstone -0.01 500k 9/1/1994 107 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 109 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 106 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 108 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 105 Superfund Group Superfund Red EUR SICAV 0.05 10k 3/1/2013 104 Future Trade AG Thales Swing Trading Programme 0.10 250k 6/1/2007 103 SMJ Capital Management Ltd. Systematic Currency FX Strategy 0.12 250k 9/1/2014 102 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.13 500k 1/1/2015 101 Paradox Capital Management Sentiment Program (1X) 0.23 1,000k 1/1/2013 100 Blackwater Capital Management Tactical Equity 0.26 500k 12/1/2013 99 Global Sigma Group, LLC Global Sigma BondVOL LP 0.49 1,000k 4/1/2015 98 Superfund Group Superfund Red USD SICAV 0.67 10k 3/1/2013 97 QTS Capital Management, LLC QTS Partners, L.P. 0.78 100k 1/1/2011 96 ProfitScore Capital Management Long/Short US Treasury 0.80 10,000k 10/1/2015 95 QTS Capital Management, LLC FX Managed Account 0.84 100k 1/1/2011 94 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.92 250k 7/1/2015 93 Cauldron Investments, LLC Stock Index Plus 1.01 1,000k 10/1/2009 92 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.03 10,000k 2/1/2008 91 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 1.07 1,000k 1/1/2015 90 Tom Capital AG Tom Capital Growth Fund 1.10 5,000k 12/1/2015 89 Red Rock Capital, LLC Commodity Long-Short 1.13 500k 9/1/2013 88 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.18 1,000k 5/1/2014 87 Tianyou Asset Management, LLC Tianyou Fund LP 1.24 100k 10/1/2012 86 Certeza Asset Management Macro Vega 1.29 1,000k 1/1/2012 85 Robust Methods LLC Macro Managed Account 1.37 5,000k 1/1/2005 84 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 1.37 200k 2/1/2015 83 County Cork LLC County Cork Macro Equity Hedge 1.40 1,000k 2/1/2016 82 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 1.42 1,000k 3/1/2003 81 ROW Asset Managment Row Currency Program 1.48 1,000k 11/1/2010 80 FORT LP Fort Global Diversified 1.53 2,000k 10/1/1993 79 Silicon Valley Quantitative Advisors UQP Large 1.54 500k 1/1/2009 78 Certeza Asset Management 4x Omni 1.57 1,000k 11/1/2014 77 ML Systems LLC Sledon Classic (Client) 1.74 300k 8/1/2014 76 Dixon Midland Company LLC Dixon Midland Diversified LLC 1.78 250k 5/1/2011 75 Independent View IV Quantitative Futures Fund 1.88 100k 11/1/2012 74 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.92 1,000k 5/1/2015 73 Alee Capital Management, LLC Poniente Program 2.03 2,500k 1/1/1999 72 Buckingham Global Advisors, LLC Weekly Emini Program 2.09 200k 3/1/2015 71 Turk Capital LLC US Market Hedge Strategy 2.17 250k 11/1/2015 70 Leibniz Group Systematic Intelligence Vol 10 2.35 3,000k 8/1/2011 69 Eamon Capital Zephyr Program 2.47 600k 1/1/2016 68 Typhon Capital Management, LLC Chiron Currency Program 2.59 250k 2/1/2008 67 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 2.60 100k 10/1/2011 66 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 2.68 1,000k 3/1/2007 65 Millburn Ridgefield Corporation Commodity Program 2.70 25,000k 3/1/2005 64 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 2.78 100k 4/1/2015 63 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 2.79 10,000k 4/1/2004 62 NuWave Investment Management, LLC Commodity Value Portfolio 2.84 2,000k 10/1/2014 61 Crabel Capital Management WPD Crabel Futures Program 2.88 1,000k 7/1/2008 60 R Best LLC World Select Program 2.92 2,000k 4/1/2016 59 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.97 250k 10/1/2009 58 ROW Asset Managment Row Diversified Fund, L.P. 3.07 1,000k 11/1/2011 57 Garraway Capital Management LLP Garraway Financial Trends 3.09 100k 9/1/2012 56 dormouse Limited dormouse - Managed Account 3.25 20,000k 7/1/2011 55 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.30 5,000k 6/1/2010 54 H2O AM LLP Arctic Blue Commodity Program (2x) 3.30 1,000k 6/1/2014 53 Typhon Capital Management, LLC Helios Deutsche 3.37 250k 4/1/2014 52 Turk Capital LLC US Equity Long/Short Strategy 3.39 250k 4/1/2014 51 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 3.49 500k 6/1/2007 50 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 3.52 2,000k 7/1/2013 49 Soaring Pelican, LLC Diversified S&P Program 3.60 100k 1/1/2011 48 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 3.79 1,000k 3/1/2003 47 Talenta Capital LLP S&P 500 Momentum 3.96 950k 2/1/2017 46 Vivienne Investissement OUESSANT UCITS FUND (A) 3.98 100k 5/1/2012 45 Ring Capital Management LLC S&P E-Mini Select 4.26 100k 1/1/2012 44 Seven Capital Management Seven Absolute Return 4.33 100k 6/1/2009 43 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.40 1k 10/1/2006 42 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 4.50 5,000k 9/1/2009 41 Metolius Capital LLC Metolius Diversified 4.51 100k 6/1/2010 40 Talenta Capital LLP Diversified 4.70 950k 6/1/2014 39 Trigon Investment Advisors, LLC Foreign Exchange Program 4.89 5,000k 8/1/2000 38 Prolific Capital Markets, LLC Prolific Swiss System 5.04 10,000k 1/1/2014 37 Quantica Capital AG 1X Quantica Managed Futures Fund 5.20 100k 1/1/2014 36 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 5.30 250k 5/1/2013 35 DUNN Capital Management DUNN WMA Institutional Program 5.43 100k 10/1/2011 34 Glenhaven Capital LLC Glenhaven Global II LP 5.56 25k 4/1/2012 33 Qbasis Invest Qbasis i Trend Fund 5.72 1k 1/1/2014 32 ISAM ISAM Systematic Trend Fund 5.80 1,000k 6/1/2001 31 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 5.89 50k 7/1/2011 30 Candriam Investor Group Alternative Return Systemat 5.95 125k 1/1/2007 29 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 6.10 1,000k 1/1/2013 28 Tomas Capital Pty Ltd GCAF | USD 6.16 1,500k 7/1/2011 27 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 6.50 250k 11/1/1996 26 Estlander & Partners Freedom 6.59 20,000k 8/1/2010 25 EMC Capital Advisors, LLC EMC Alpha Program 6.64 5,000k 6/1/2013 24 Aquantum Aquantum Global Systematic Program (AGS) 7.19 5,000k 7/1/2013 23 Qbasis Invest Qbasis All Trends UCITS Fund 7.25 100k 1/1/2016 22 EMC Capital Advisors, LLC EMC Alpha Plus Program 7.59 3,000k 5/1/2014 21 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.95 20,000k 5/1/2013 20 Melissinos Trading Eupatrid Global Trends 7.96 50k 1/1/2011 19 Glider Trading LLP Glider Trading Strategy (Class C) 8.10 500k 9/1/2013 18 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 8.15 1k 6/1/2009 17 Worldwide Capital Strategies Profit Quest Macro World 8.57 100k 1/1/2010 16 Aspect Capital Aspect Diversified Fund - Class A (USD) 8.72 100k 12/1/1998 15 Metolius Capital LLC Metolius Enhanced Fund 8.93 40k 6/1/2015 14 Crabel Capital Management Crabel Multi-Product 8.98 1,000k 3/1/1998 13 Conquest Capital Group Conquest Select 9.56 250k 6/1/2004 12 Sandpiper Asset Management Sandpiper Global Macro Program 9.78 1,000k 8/1/2012 11 Quantica Capital AG 2X Quantica Managed Futures Fund 10.20 100k 1/1/2014 10 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 10.36 1,000k 10/1/2016 9 Alee Capital Management, LLC Mistral Program 10.63 2,500k 1/1/1999 8 Dreiss Research Corporation Diversified Program 10.64 1,000k 5/1/1991 7 Kaiser Trading Group Kaiser Global Diversified Program - Class A 10.79 10,000k 3/1/1998 6 Aquantum Aquantum Commodity Spread Program (ACS) 10.90 5,000k 7/1/2013 5 Vivienne Investissement MACH 3 11.50 100k 6/1/2015 4 Chesapeake Capital Diversified Plus (HV) 13.81 100k 4/1/1994 3 Angle Capital Management LLC AIP Program 16.58 100k 1/1/2010 2 Purple Valley Capital, Inc. Diversified Trend 1 17.56 100k 8/1/2008 1 Covenant Capital Management Optimal Program 44.69 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.