Systematic Trader Index For October 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 Oct 2018 Min Inv Inception 150 Purple Valley Capital, Inc. Diversified Trend 1 -16.71 100k 8/1/2008 149 Qbasis Invest Qbasis All Trends UCITS Fund -14.84 100k 1/1/2016 148 Quantica Capital AG 2X Quantica Managed Futures Fund -14.70 100k 1/1/2014 147 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -13.78 500k 1/1/2015 146 Worldwide Capital Strategies Profit Quest Macro World -13.77 100k 1/1/2010 145 ISAM ISAM Systematic Trend Fund -11.36 1,000k 6/1/2001 144 Vivienne Investissement MACH 3 -10.98 100k 6/1/2015 143 Talenta Capital LLP S&P 500 Momentum -10.37 950k 2/1/2017 142 Qbasis Invest Qbasis i Trend Fund -10.18 1k 1/1/2014 141 Estlander & Partners Alpha Trend II - Class P -10.06 100k 12/1/2008 140 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -9.82 1,000k 10/1/2016 139 Kaiser Trading Group Kaiser Global Diversified Program - Class A -9.71 10,000k 3/1/1998 138 Aspect Capital Aspect Diversified Fund - Class A (USD) -9.23 100k 12/1/1998 137 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -7.90 250k 11/1/1996 136 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -7.56 250k 2/1/2016 135 Turk Capital LLC US Equity Long/Short Strategy -7.44 250k 4/1/2014 134 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -7.37 1,000k 1/1/2015 133 Quantica Capital AG 1X Quantica Managed Futures Fund -7.30 100k 1/1/2014 132 Chesapeake Capital Diversified Plus (HV) -6.88 100k 4/1/1994 131 Blackwater Capital Management Tactical Equity -6.24 500k 12/1/2013 130 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -5.99 1,000k 5/1/2014 129 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -5.95 40k 1/1/2016 128 DUNN Capital Management DUNN WMA Institutional Program -5.92 100k 10/1/2011 127 Silicon Valley Quantitative Advisors UQP Large -5.91 500k 1/1/2009 126 NuWave Investment Management, LLC NuWave Matrix Portfolio -5.40 3,000k 9/1/2015 125 Strategic Capital Advisors LLC Multi-strategy Futures Program -5.32 3,000k 5/1/2010 124 Emil van Essen EvE Systematic Commodity Opportunities -5.32 500k 5/1/2016 123 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -5.16 1,000k 1/1/2013 122 Estlander & Partners Freedom -5.11 20,000k 8/1/2010 121 Buckingham Global Advisors, LLC Weekly Emini Program -4.95 200k 3/1/2015 120 Candriam Investors Group Alternative Return Systemat -4.89 125k 1/1/2007 119 Superfund Group Superfund Red EUR SICAV -4.81 10k 3/1/2013 118 Tomas Capital Pty Ltd GCAF | USD -4.80 1,500k 7/1/2011 117 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.43 50k 7/1/2011 116 EMC Capital Advisors, LLC EMC Alpha Plus Program -4.43 3,000k 5/1/2014 115 Superfund Group Superfund Red USD SICAV -4.36 10k 3/1/2013 114 Red Rock Capital, LLC Commodity Long-Short -4.30 500k 9/1/2013 113 EMC Capital Advisors, LLC EMC Alpha Program -4.11 5,000k 6/1/2013 112 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) -3.98 60k 9/1/2016 111 Turk Capital LLC US Market Hedge Strategy -3.96 250k 11/1/2015 110 Alder Capital DAC CALM Eurozone Equity Program -3.70 100k 5/1/2015 109 Vivienne Investissement OUESSANT UCITS FUND (A) -3.70 100k 5/1/2012 108 Leibniz Group Systematic Intelligence Vol 10 -3.68 3,000k 8/1/2011 107 Certeza Asset Management 4x Omni -3.65 1,000k 11/1/2014 106 Bulkara Capital Bulkara Systematic Fund SP -3.57 250k 4/1/2014 105 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -3.53 500k 8/1/2007 104 FORT LP Fort Global Contrarian -3.49 2,000k 10/1/2002 103 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -3.46 5,000k 9/1/2009 102 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -3.18 100k 4/1/2015 101 Certeza Asset Management Macro Vega -3.18 1,000k 1/1/2012 100 Global Wealth Analytics, Inc. Triple M -3.04 1,000k 6/1/2014 99 Seven Capital Management Seven Absolute Return -2.92 100k 6/1/2009 98 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.85 1k 6/1/2009 97 Crabel Capital Management WPD Crabel Futures Program -2.79 1,000k 7/1/2008 96 Emil van Essen Spread Trading Program Limited -2.68 5,000k 7/1/2013 95 Pinstripe Trading, LLC Standard -2.68 125k 8/1/2009 94 R Best LLC R Best Private Client Program -2.59 50k 2/1/2010 93 Millburn Ridgefield Corporation Commodity Program -2.50 25,000k 3/1/2005 92 Talenta Capital LLP Diversified -2.32 950k 6/1/2014 91 DeltaHedge VIXVOX 1 -2.23 250k 8/1/2015 90 DeltaHedge VIXVOX 2 -2.15 250k 8/1/2015 89 Asset Management by Windsor Securities Income 2 Strategy (MI2) -2.02 500k 9/1/2015 88 dormouse Limited dormouse Fund B Shares -1.72 10,000k 8/1/2016 87 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.62 250k 5/1/2011 86 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.50 10,000k 10/1/1993 85 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.45 1k 10/1/2006 84 Jaguar Investments Ltd Aegir Capital Strategy -1.45 1,000k 1/1/2012 83 Vortex Currency Program -1.43 500k 1/1/2014 82 Global Sigma Group, LLC Global Sigma BondVOL LP -1.42 1,000k 4/1/2015 81 dormouse Limited dormouse - Managed Account -1.31 20,000k 7/1/2011 80 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.30 250k 10/1/2011 79 County Cork LLC County Cork Macro Equity Hedge -1.25 1,000k 2/1/2016 78 Typhon Capital Management, LLC Chiron Currency Program -1.12 250k 2/1/2008 77 FORT LP Fort Global Diversified -1.04 2,000k 10/1/1993 76 Garraway Capital Management LLP Garraway Financial Trends -0.95 100k 9/1/2012 75 R Best LLC World Select Program -0.83 2,000k 4/1/2016 74 NuWave Investment Management, LLC Commodity Value Portfolio -0.62 2,000k 10/1/2014 73 Conquest Capital Group Conquest Select -0.48 250k 6/1/2004 72 Future Trade AG Thales Swing Trading Programme -0.43 250k 6/1/2007 71 Emil van Essen Long-Short Commodity Program -0.20 1,000k 6/1/2013 70 Blackwater Capital Management ForesightML -0.19 5,000k 7/1/2016 69 Blake Capital Management, Inc. SRD Short Equities -0.19 100k 1/1/2011 68 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 67 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.13 10,000k 3/1/2003 66 Soaring Pelican, LLC Diversified S&P Program -0.08 100k 1/1/2011 64 Centurion Investment Management Inc. Composite 0.00 10,000k 8/1/2012 65 Centurion Investment Management Inc. Zero Margin Program 0.00 1,000k 5/1/2016 61 Hartswell Capital Ltd MP-1 0.00 250k 1/1/2014 62 H2O AM LLP Arctic Blue Commodity Program (2x) 0.00 1,000k 6/1/2014 60 ROW Asset Managment ROW Diversified 2X Fund, LP 0.00 1,000k 8/1/2016 56 Cauldron Investments, LLC Stock Index Plus 0.00 1,000k 10/1/2009 57 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 58 ROW Asset Managment Row Currency Program 0.00 1,000k 11/1/2010 52 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 53 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 54 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 55 Trigon Investment Advisors, LLC Foreign Exchange Program 0.00 5,000k 8/1/2000 51 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 50 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 49 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.00 100k 2/1/2010 59 Covenant Capital Management Optimal Program 0.00 10k 2/1/2014 63 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 48 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.07 10,000k 3/1/2003 47 Automaton Trading LLC Diversified 0.13 500k 7/1/2014 46 Turning Wheel Capital, Inc. Pure Alpha 0.15 10,000k 1/1/2012 45 Blake Capital Management, Inc. SRD Currencies 0.17 100k 3/1/2013 44 Typhon Capital Management, LLC Helios Deutsche 0.30 250k 4/1/2014 43 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.37 100k 10/1/2011 42 ML Systems LLC Sledon Classic (Client) 0.42 300k 8/1/2014 41 Meliora Capital LLP Commodity Absolute Return (1x) 0.43 250k 11/1/2014 40 Robust Methods LLC Macro Managed Account 0.49 5,000k 1/1/2005 39 QTS Capital Management, LLC FX Managed Account 0.50 100k 1/1/2011 38 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.53 250k 3/1/2010 37 Sandpiper Asset Management Sandpiper Global Macro Program 0.56 1,000k 8/1/2012 36 Tom Capital AG Tom Capital Growth Fund 0.60 5,000k 12/1/2015 35 Pearl Capital Advisors, LLC Hedged VIX Program 0.64 500k 10/1/2015 34 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 0.74 100k 1/1/2014 33 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.88 500k 6/1/2007 32 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 1.03 250k 7/1/2015 31 Millburn Ridgefield Corporation Multi-Markets Program 1.09 25,000k 10/1/2004 30 Aquantum Aquantum Commodity Spread Program (ACS) 1.22 5,000k 7/1/2013 29 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.25 10,000k 3/1/2007 28 QMS Capital Management LP QMS Diversified Global Macro Strategy 1.34 5,000k 6/1/2010 27 Metolius Capital LLC Metolius Diversified 1.38 100k 6/1/2010 26 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.48 2,000k 7/1/2016 25 Emil van Essen Long-Short Commodity Program - Accelerated 1.65 200k 5/1/2014 24 QTS Capital Management, LLC QTS Partners, L.P. 1.68 100k 1/1/2011 23 Eamon Capital Zephyr Program 1.68 600k 1/1/2016 22 ProfitScore Capital Management Long/Short US Treasury 1.76 10,000k 10/1/2015 21 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 1.85 100k 4/1/2014 20 Crabel Capital Management Crabel Multi-Product 1.89 1,000k 3/1/1998 19 Alee Capital Management, LLC Mistral Program 1.93 2,500k 1/1/1999 18 Independent View IV Quantitative Futures Fund 2.13 100k 11/1/2012 17 Eclipse Capital Management Alpha Asia 2.62 25,000k 1/1/2015 16 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 2.82 1,500k 12/1/2014 15 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 2.87 5,000k 11/1/2012 14 Glendorn Capital Management LLC MultiWeek Trading Strategy 3.09 1,500k 10/1/2016 13 QTS Capital Management, LLC Tail Reaper 3.27 500k 8/1/2012 12 Prolific Capital Markets, LLC Prolific Swiss System 3.33 10,000k 1/1/2014 11 Tianyou Asset Management, LLC Tianyou Fund LP 3.55 100k 10/1/2012 10 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 3.70 250k 5/1/2013 9 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 3.74 500k 10/1/2014 8 Metolius Capital LLC Metolius Enhanced Fund 3.77 40k 6/1/2015 7 Kopis Capital Management, LLC Commodity Long Short Separate Account 3.99 1,000k 5/1/2015 6 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 4.20 5,000k 9/1/2013 5 Quest Partners LLC AlphaQuest Short Bias (AQSB) 6.34 20,000k 5/1/2013 4 Linnis Linnis ONE, LP 7.31 100k 8/1/2014 3 Urban Tree Capital, LLC UTC Plus (Client) 8.08 100k 3/1/2013 2 Ring Capital Management LLC S&P E-Mini Select 8.85 100k 1/1/2012 1 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 14.13 250k 10/1/2009 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.