Systematic Trader Index For December 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 Dec 2018 Min Inv Inception 156 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -15.89 500k 8/1/2007 155 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -14.49 25k 2/1/2016 154 Kopis Capital Management, LLC Commodity Long Only -14.30 500k 1/1/2014 153 ML Systems LLC Sledon Classic (Client) -8.08 300k 8/1/2014 152 LEVEX Capital Management Inc. 3636 DayTrading -7.92 36k 1/1/2017 151 DeltaHedge VIXVOX 1 -7.49 250k 8/1/2015 150 Chesapeake Capital Diversified Plus (HV) -6.79 100k 4/1/1994 149 Soaring Pelican, LLC Diversified S&P Program -6.60 100k 1/1/2011 148 Silicon Valley Quantitative Advisors UQP Large -6.55 500k 1/1/2009 147 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -5.88 100k 4/1/2014 146 Talenta Capital LLP S&P 500 Momentum -5.22 950k 2/1/2017 145 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -5.19 250k 2/1/2016 144 Emil van Essen Spread Trading Program Limited -4.85 5,000k 7/1/2013 143 Turk Capital LLC US Equity Long/Short Strategy -4.78 250k 4/1/2014 142 Talenta Capital LLP Diversified -4.08 950k 6/1/2014 141 Hartswell Capital Ltd MP-1 -3.42 250k 1/1/2014 140 DeltaHedge VIXVOX 2 -3.39 250k 8/1/2015 139 514 Capital Partners 514 Fund -3.31 100k 11/1/2013 138 R Best LLC R Best Private Client Program -3.18 50k 2/1/2010 137 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -3.06 500k 6/1/2007 136 Cauldron Investments, LLC Cauldron Systematic -3.04 500k 1/1/2017 135 FORT LP Fort Global Diversified -3.00 2,000k 10/1/1993 134 Emil van Essen EvE Systematic Commodity Opportunities -2.83 500k 5/1/2016 133 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -2.69 100k 4/1/2015 132 Alder Capital DAC CALM Eurozone Equity Program -2.59 100k 5/1/2015 131 Turk Capital LLC US Market Hedge Strategy -2.46 250k 11/1/2015 130 Red Rock Capital, LLC Commodity Long-Short -2.30 500k 9/1/2013 129 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.19 1,000k 1/1/2013 128 Independent View IV Quantitative Futures Fund -2.12 100k 11/1/2012 127 R Best LLC World Select Program -2.10 2,000k 4/1/2016 126 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -2.00 500k 10/1/2014 125 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.96 10,000k 10/1/1993 124 Blackwater Capital Management ForesightML -1.90 5,000k 7/1/2016 123 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.65 250k 5/1/2011 122 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -1.62 250k 10/1/2011 121 Buckingham Global Advisors, LLC Weekly Emini Program -1.38 200k 3/1/2015 120 Kopis Capital Management, LLC Commodity Long Short Separate Account -1.30 1,000k 5/1/2015 119 FORT LP Fort Global Contrarian -1.22 2,000k 10/1/2002 118 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -1.03 50k 7/1/2011 117 Pinstripe Trading, LLC Standard -0.99 125k 8/1/2009 116 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -0.89 250k 11/1/1996 115 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.88 100k 12/1/1998 114 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -0.81 1,500k 12/1/2014 113 Meliora Capital LLP Commodity Absolute Return (1x) -0.75 250k 11/1/2014 112 Typhon Capital Management, LLC Helios Deutsche -0.73 250k 4/1/2014 111 QTS Capital Management, LLC QTS Partners, L.P. -0.59 100k 1/1/2011 110 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.52 2,000k 7/1/2016 109 Future Trade AG Thales Swing Trading Programme -0.50 250k 6/1/2007 108 QTS Capital Management, LLC FX Managed Account -0.47 100k 1/1/2011 107 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.38 250k 3/1/2010 106 Typhon Capital Management, LLC Chiron Currency Program -0.32 250k 2/1/2008 105 Trigon Investment Advisors, LLC Foreign Exchange Program -0.23 5,000k 8/1/2000 104 QTS Capital Management, LLC Tail Reaper -0.22 500k 8/1/2012 103 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.21 100k 2/1/2010 102 Blake Capital Management, Inc. SRD Currencies -0.14 100k 3/1/2013 101 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -0.11 1,000k 3/1/2003 100 Blake Capital Management, Inc. SRD Short Equities -0.08 100k 1/1/2011 99 County Cork LLC County Cork Macro Equity Hedge -0.06 1,000k 2/1/2016 98 Glendorn Capital Management LLC MultiWeek Trading Strategy -0.04 1,500k 10/1/2016 88 ROW Asset Managment Row Diversified Fund, L.P. 0.00 1,000k 11/1/2011 85 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 86 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 87 Melissinos Trading Eupatrid Global Trends 0.00 50k 1/1/2011 82 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 84 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 83 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.00 3,000k 5/1/2010 90 Qbasis Invest Qbasis i Trend Fund 0.00 1k 1/1/2014 91 Ring Capital Management LLC S&P E-Mini Select 0.00 100k 1/1/2012 89 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 97 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 96 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.00 500k 1/1/2015 95 ProfitScore Capital Management Long/Short US Treasury 0.00 10,000k 10/1/2015 94 ROW Asset Managment ROW Diversified 2X Fund, LP 0.00 1,000k 8/1/2016 92 Qbasis Invest Qbasis All Trends UCITS Fund 0.00 100k 1/1/2016 93 Global Wealth Analytics, Inc. Triple M 0.00 1,000k 6/1/2014 81 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 0.01 1,000k 3/1/2003 80 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.10 60k 9/1/2016 79 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.10 40k 1/1/2016 78 Centurion Investment Management Inc. Zero Margin Program 0.11 1,000k 5/1/2016 77 Tomas Capital Pty Ltd GCAF | USD 0.12 1,500k 7/1/2011 76 Superfund Group Superfund Green EUR SICAV 0.15 5k 1/1/2017 75 Superfund Group Superfund Green USD SICAV 0.16 5k 1/1/2017 74 Aquantum Aquantum Commodity Spread Program (ACS) 0.18 5,000k 7/1/2013 73 Eamon Capital Zephyr Program 0.18 600k 1/1/2016 72 EMC Capital Advisors, LLC EMC Alpha Program 0.18 5,000k 6/1/2013 71 Enduring Investments LLC Enduring Commodity Alpha 0.18 500k 9/1/2015 70 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.29 1,000k 3/1/2007 69 NuWave Investment Management, LLC Commodity Value Portfolio 0.38 2,000k 10/1/2014 68 Aquantum ACS Energies 0.38 5,000k 1/1/2017 67 Vortex Currency Program 0.38 500k 1/1/2014 66 Centurion Investment Management Inc. Composite 0.41 10,000k 8/1/2012 65 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.54 250k 10/1/2009 64 Emil van Essen Long-Short Commodity Program 0.60 1,000k 6/1/2013 63 Prolific Capital Markets, LLC Prolific Swiss System 0.65 10,000k 1/1/2014 62 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.75 3,000k 5/1/2014 61 Global Sigma Group, LLC Global Sigma BondVOL LP 0.95 1,000k 4/1/2015 60 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 0.95 1,000k 1/1/2015 59 Automaton Trading LLC Diversified 0.98 500k 7/1/2014 58 Seven Capital Management Seven Absolute Return 0.99 100k 6/1/2009 57 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 1.00 100k 1/1/2014 56 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.00 5,000k 9/1/2009 55 Pearl Capital Advisors, LLC Hedged VIX Program 1.00 500k 10/1/2015 54 Jaguar Investments Ltd Aegir Capital Strategy 1.09 1,000k 1/1/2012 53 Asset Management by Windsor Securities Income 2 Strategy (MI2) 1.17 500k 9/1/2015 52 Covenant Capital Management Tactical Growth Program 1.19 100k 1/1/2017 51 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 1.21 250k 7/1/2015 50 Bulkara Capital Bulkara Systematic Fund SP 1.23 250k 4/1/2014 49 Alee Capital Management, LLC Mistral Program 1.66 2,500k 1/1/1999 48 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.70 250k 5/1/2013 47 Millburn Ridgefield Corporation Multi-Markets Program 1.84 25,000k 10/1/2004 46 Urban Tree Capital, LLC UTC Plus (Client) 1.91 100k 3/1/2013 45 Eclipse Capital Management Alpha Asia 2.00 25,000k 1/1/2015 44 DUNN Capital Management DUNN WMA Institutional Program 2.01 100k 10/1/2011 43 Linnis Linnis ONE, LP 2.43 100k 8/1/2014 42 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.48 1k 10/1/2006 41 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 2.51 100k 10/1/2011 40 dormouse Limited dormouse - Managed Account 2.56 20,000k 7/1/2011 39 Vivienne Investissement OUESSANT UCITS FUND (A) 2.65 100k 5/1/2012 38 Estlander & Partners Alpha Trend II - Class P 2.84 100k 12/1/2008 37 Metolius Capital LLC Metolius Diversified 2.89 100k 6/1/2010 36 Purple Valley Capital, Inc. Diversified Trend 1 2.97 100k 8/1/2008 35 Quantica Capital AG 1X Quantica Managed Futures Fund 3.10 100k 1/1/2014 34 Tom Capital AG Tom Capital Growth Fund 3.20 5,000k 12/1/2015 33 Emil van Essen Long-Short Commodity Program - Accelerated 3.36 200k 5/1/2014 32 dormouse Limited dormouse Fund A Shares 3.44 1,000k 1/1/2017 31 dormouse Limited dormouse Fund B Shares 3.45 10,000k 8/1/2016 30 Conquest Capital Group Conquest Select 3.55 250k 6/1/2004 29 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 3.68 1,000k 5/1/2014 28 Millburn Ridgefield Corporation Commodity Program 3.76 25,000k 3/1/2005 27 Tianyou Asset Management, LLC Tianyou Fund LP 4.20 100k 10/1/2012 26 Leibniz Group Systematic Intelligence Vol 10 4.23 3,000k 8/1/2011 25 Anderson Creek Trading Standard Diversified Strategy 4.25 250k 7/1/2014 24 Robust Methods LLC Macro Managed Account 4.31 5,000k 1/1/2005 23 NuWave Investment Management, LLC NuWave Matrix Portfolio 4.42 3,000k 9/1/2015 22 Superfund Group Superfund Green GOLD SICAV 4.63 20k 1/1/2017 21 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 4.78 5,000k 9/1/2013 20 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.83 5,000k 6/1/2010 19 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.84 1k 6/1/2009 18 Superfund Group Superfund Red USD SICAV 5.06 10k 3/1/2013 17 Superfund Group Superfund Red EUR SICAV 5.09 10k 3/1/2013 16 Garraway Capital Management LLP Garraway Financial Trends 5.15 100k 9/1/2012 15 Sandpiper Asset Management Sandpiper Global Macro Program 5.63 1,000k 8/1/2012 14 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 5.99 5,000k 11/1/2012 13 Quantica Capital AG 2X Quantica Managed Futures Fund 6.00 100k 1/1/2014 12 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 6.19 1,000k 10/1/2016 11 Kaiser Trading Group Kaiser Global Diversified Program - Class A 6.19 10,000k 3/1/1998 10 Superfund Group Superfund Red One SP I - Class A EUR 6.26 10k 1/1/2017 9 Estlander & Partners Freedom 6.65 20,000k 8/1/2010 8 Superfund Group Superfund Red One SP I - Class A USD 6.82 10k 1/1/2017 7 Worldwide Capital Strategies Profit Quest Macro World 7.33 100k 1/1/2010 6 Metolius Capital LLC Metolius Enhanced Fund 7.55 40k 6/1/2015 5 Vivienne Investissement MACH 3 9.27 100k 6/1/2015 4 Superfund Group Superfund Green SILVER SICAV 9.47 20k 1/1/2017 3 Superfund Group Superfund Red One SP I - Class A Gold 11.46 10k 1/1/2017 2 Quest Partners LLC AlphaQuest Short Bias (AQSB) 14.15 20,000k 5/1/2013 1 Superfund Group Superfund Red One SP I - Class A Silver 16.46 10k 1/1/2017 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.