Systematic Trader Index For November 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 Nov 2018 Min Inv Inception 151 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -13.41 500k 8/1/2007 150 Enduring Investments LLC Enduring Commodity Alpha -9.76 500k 9/1/2015 149 Estlander & Partners Freedom -6.92 20,000k 8/1/2010 148 Tomas Capital Pty Ltd GCAF | USD -5.98 1,500k 7/1/2011 147 Vortex Currency Program -5.27 500k 1/1/2014 146 Alee Capital Management, LLC Mistral Program -4.91 2,500k 1/1/1999 145 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -4.90 50k 7/1/2011 144 Quest Partners LLC AlphaQuest Short Bias (AQSB) -4.29 20,000k 5/1/2013 143 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -4.11 1,000k 1/1/2015 142 Independent View IV Quantitative Futures Fund -4.10 100k 11/1/2012 141 Emil van Essen EvE Systematic Commodity Opportunities -3.91 500k 5/1/2016 140 DeltaHedge VIXVOX 1 -3.58 250k 8/1/2015 139 Worldwide Capital Strategies Profit Quest Macro World -3.53 100k 1/1/2010 138 Qbasis Invest Qbasis All Trends UCITS Fund -3.44 100k 1/1/2016 137 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -3.16 1,000k 1/1/2013 136 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.90 5,000k 6/1/2010 135 DUNN Capital Management DUNN WMA Institutional Program -2.87 100k 10/1/2011 134 Red Rock Capital, LLC Commodity Long-Short -2.71 500k 9/1/2013 133 Glendorn Capital Management LLC MultiWeek Trading Strategy -2.70 1,500k 10/1/2016 132 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.65 1k 6/1/2009 131 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -2.61 10,000k 2/1/2008 130 Aquantum Aquantum Commodity Spread Program (ACS) -2.40 5,000k 7/1/2013 129 Anderson Creek Trading Standard Diversified Strategy -2.15 250k 7/1/2014 128 Aspect Capital Aspect Diversified Fund - Class A (USD) -2.04 100k 12/1/1998 127 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.97 5,000k 11/1/2012 126 Chesapeake Capital Diversified Plus (HV) -1.90 100k 4/1/1994 125 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.88 250k 11/1/1996 124 Global Wealth Analytics, Inc. Triple M -1.58 1,000k 6/1/2014 123 Garraway Capital Management LLP Garraway Financial Trends -1.54 100k 9/1/2012 122 dormouse Limited dormouse Fund B Shares -1.52 10,000k 8/1/2016 121 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.34 1k 10/1/2006 120 DeltaHedge VIXVOX 2 -1.24 250k 8/1/2015 119 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -1.15 1,000k 3/1/2007 118 FORT LP Fort Global Contrarian -1.14 2,000k 10/1/2002 117 dormouse Limited dormouse - Managed Account -1.13 20,000k 7/1/2011 116 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.10 250k 5/1/2013 115 514 Capital Partners 514 Fund -1.08 100k 11/1/2013 114 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.08 500k 6/1/2007 113 NuWave Investment Management, LLC Commodity Value Portfolio -1.04 2,000k 10/1/2014 112 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -1.00 5,000k 9/1/2013 111 Centurion Investment Management Inc. Composite -0.97 10,000k 8/1/2012 110 Prolific Capital Markets, LLC Prolific Swiss System -0.76 10,000k 1/1/2014 109 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.65 1,000k 10/1/2016 108 Future Trade AG Thales Swing Trading Programme -0.63 250k 6/1/2007 107 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.57 100k 2/1/2010 106 Seven Capital Management Seven Absolute Return -0.56 100k 6/1/2009 105 Emil van Essen Spread Trading Program Limited -0.55 5,000k 7/1/2013 104 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.55 1,000k 3/1/2003 103 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.53 10,000k 3/1/1998 102 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.49 100k 10/1/2011 101 Soaring Pelican, LLC Diversified S&P Program -0.48 100k 1/1/2011 100 Typhon Capital Management, LLC Chiron Currency Program -0.48 250k 2/1/2008 99 Crabel Capital Management Crabel Multi-Product -0.46 1,000k 3/1/1998 98 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -0.42 100k 4/1/2015 97 Alder Capital DAC CALM Eurozone Equity Program -0.39 100k 5/1/2015 96 Robust Methods LLC Macro Managed Account -0.38 5,000k 1/1/2005 95 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.33 250k 5/1/2011 94 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.27 2,000k 7/1/2016 93 Blake Capital Management, Inc. SRD Currencies -0.22 100k 3/1/2013 92 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 91 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.13 1,000k 3/1/2003 90 Blake Capital Management, Inc. SRD Short Equities -0.09 100k 1/1/2011 89 Metolius Capital LLC Metolius Diversified -0.07 100k 6/1/2010 88 Eamon Capital Zephyr Program -0.01 600k 1/1/2016 85 Pearl Capital Advisors, LLC Hedged VIX Program 0.00 500k 10/1/2015 87 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 0.00 1,500k 12/1/2014 86 ProfitScore Capital Management Long/Short US Treasury 0.00 10,000k 10/1/2015 81 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 75 ISAM ISAM Systematic Trend Fund 0.00 1,000k 6/1/2001 72 Purple Valley Capital, Inc. Diversified Trend 1 0.00 100k 8/1/2008 73 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 71 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 74 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 76 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 77 Trigon Investment Advisors, LLC Foreign Exchange Program 0.00 5,000k 8/1/2000 78 ROW Asset Managment Row Currency Program 0.00 1,000k 11/1/2010 79 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 80 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.00 250k 10/1/2011 82 Certeza Asset Management Macro Vega 0.00 1,000k 1/1/2012 83 Certeza Asset Management 4x Omni 0.00 1,000k 11/1/2014 84 Blackwater Capital Management Tactical Equity 0.00 500k 12/1/2013 70 Centurion Investment Management Inc. Zero Margin Program 0.04 1,000k 5/1/2016 69 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.11 40k 1/1/2016 68 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.11 60k 9/1/2016 67 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.12 3,000k 5/1/2010 66 Metolius Capital LLC Metolius Enhanced Fund 0.13 40k 6/1/2015 65 QTS Capital Management, LLC FX Managed Account 0.16 100k 1/1/2011 64 Automaton Trading LLC Diversified 0.18 500k 7/1/2014 63 Pinstripe Trading, LLC Standard 0.21 125k 8/1/2009 62 Orion Asset Management Algorithmic Trading Program 0.33 10k 1/1/2013 61 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.38 250k 7/1/2015 60 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 0.47 100k 1/1/2014 59 Turk Capital LLC US Market Hedge Strategy 0.55 250k 11/1/2015 58 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.71 250k 2/1/2016 57 Qbasis Invest Qbasis i Trend Fund 0.78 1k 1/1/2014 56 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.86 500k 10/1/2014 55 Vivienne Investissement OUESSANT UCITS FUND (A) 0.94 100k 5/1/2012 54 ML Systems LLC Sledon Classic (Client) 0.99 300k 8/1/2014 53 Jaguar Investments Ltd Aegir Capital Strategy 1.00 1,000k 1/1/2012 52 Superfund Group Superfund Red EUR SICAV 1.05 10k 3/1/2013 51 Crabel Capital Management WPD Crabel Futures Program 1.06 1,000k 7/1/2008 50 Global Sigma Group, LLC Global Sigma BondVOL LP 1.08 1,000k 4/1/2015 49 County Cork LLC County Cork Macro Equity Hedge 1.09 1,000k 2/1/2016 48 EMC Capital Advisors, LLC EMC Alpha Program 1.17 5,000k 6/1/2013 47 QTS Capital Management, LLC Tail Reaper 1.19 500k 8/1/2012 46 R Best LLC World Select Program 1.20 2,000k 4/1/2016 45 Turk Capital LLC US Equity Long/Short Strategy 1.25 250k 4/1/2014 44 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.31 10,000k 10/1/1993 43 QTS Capital Management, LLC QTS Partners, L.P. 1.36 100k 1/1/2011 42 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.55 1,000k 5/1/2015 41 Buckingham Global Advisors, LLC Weekly Emini Program 1.56 200k 3/1/2015 40 Blackwater Capital Management ForesightML 1.56 5,000k 7/1/2016 39 Superfund Group Superfund Red USD SICAV 1.60 10k 3/1/2013 38 Asset Management by Windsor Securities Income 2 Strategy (MI2) 1.63 500k 9/1/2015 37 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 1.70 250k 10/1/2009 36 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.72 3,000k 5/1/2014 35 Millburn Ridgefield Corporation Multi-Markets Program 1.86 25,000k 10/1/2004 34 FORT LP Fort Global Diversified 1.90 2,000k 10/1/1993 33 Linnis Linnis ONE, LP 1.90 100k 8/1/2014 32 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 1.92 250k 3/1/2010 31 Quantica Capital AG 1X Quantica Managed Futures Fund 2.00 100k 1/1/2014 30 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.11 100k 4/1/2014 29 Typhon Capital Management, LLC Helios Deutsche 2.22 250k 4/1/2014 28 Talenta Capital LLP S&P 500 Momentum 2.35 950k 2/1/2017 27 Melissinos Trading Eupatrid Global Trends 2.35 50k 1/1/2011 26 Leibniz Group Systematic Intelligence Vol 10 2.41 3,000k 8/1/2011 25 Emil van Essen Long-Short Commodity Program - Accelerated 2.46 200k 5/1/2014 24 Tianyou Asset Management, LLC Tianyou Fund LP 2.49 100k 10/1/2012 23 Estlander & Partners Alpha Trend II - Class P 2.70 100k 12/1/2008 22 Sandpiper Asset Management Sandpiper Global Macro Program 2.82 1,000k 8/1/2012 21 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 3.04 25k 2/1/2016 20 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 3.05 1,000k 5/1/2014 19 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 3.06 500k 1/1/2015 18 Quantica Capital AG 2X Quantica Managed Futures Fund 3.90 100k 1/1/2014 17 Vivienne Investissement MACH 3 3.93 100k 6/1/2015 16 Tom Capital AG Tom Capital Growth Fund 4.00 5,000k 12/1/2015 15 Urban Tree Capital, LLC UTC Plus (Client) 4.17 100k 3/1/2013 14 ROW Asset Managment Row Diversified Fund, L.P. 4.53 1,000k 11/1/2011 13 Silicon Valley Quantitative Advisors UQP Large 4.68 500k 1/1/2009 12 R Best LLC R Best Private Client Program 4.78 50k 2/1/2010 11 Talenta Capital LLP Diversified 4.81 950k 6/1/2014 10 Bulkara Capital Bulkara Systematic Fund SP 5.03 250k 4/1/2014 9 Meliora Capital LLP Commodity Absolute Return (1x) 5.06 250k 11/1/2014 8 NuWave Investment Management, LLC NuWave Matrix Portfolio 5.22 3,000k 9/1/2015 7 Emil van Essen Long-Short Commodity Program 5.34 1,000k 6/1/2013 6 Hartswell Capital Ltd MP-1 6.17 250k 1/1/2014 5 Eclipse Capital Management Alpha Asia 6.57 25,000k 1/1/2015 4 Millburn Ridgefield Corporation Commodity Program 6.73 25,000k 3/1/2005 3 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 7.78 5,000k 9/1/2009 2 Kopis Capital Management, LLC Commodity Long Only 8.27 500k 1/1/2014 1 ROW Asset Managment ROW Diversified 2X Fund, LP 8.86 1,000k 8/1/2016 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.