Systematic Trader Index For February 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 Feb 2018 Min Inv Inception 148 Covenant Capital Management Optimal Program -36.32 10k 2/1/2014 147 Glenhaven Capital LLC Glenhaven Global II LP -31.24 25k 4/1/2012 146 Tianyou Asset Management, LLC Tianyou Fund LP -25.46 100k 10/1/2012 145 Tomas Capital Pty Ltd GCAF | USD -21.35 1,500k 7/1/2011 144 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -20.98 50k 7/1/2011 143 Ring Capital Management LLC S&P E-Mini Select -19.41 100k 1/1/2012 142 Dreiss Research Corporation Diversified Program -18.83 1,000k 5/1/1991 141 Purple Valley Capital, Inc. Diversified Trend 1 -16.35 100k 8/1/2008 140 Estlander & Partners Alpha Trend II - Class P -13.77 100k 12/1/2008 139 ISAM ISAM Systematic Trend Fund -13.11 1,000k 6/1/2001 138 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -12.63 250k 11/1/1996 137 Cauldron Investments, LLC Stock Index Plus -11.83 1,000k 10/1/2009 136 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -11.59 1k 6/1/2009 135 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -10.52 1,000k 5/1/2014 134 Superfund Group Superfund Red EUR SICAV -10.46 10k 3/1/2013 133 Chesapeake Capital Diversified Plus (HV) -10.34 100k 4/1/1994 132 Aspect Capital Aspect Diversified Fund - Class A (USD) -9.86 100k 12/1/1998 131 Superfund Group Superfund Red USD SICAV -9.83 10k 3/1/2013 130 DUNN Capital Management DUNN WMA Institutional Program -9.63 100k 10/1/2011 129 Garraway Capital Management LLP Garraway Financial Trends -9.50 100k 9/1/2012 128 Qbasis Invest Qbasis i Trend Fund -9.46 1k 1/1/2014 127 Metolius Capital LLC Metolius Enhanced Fund -9.32 40k 6/1/2015 126 Talenta Capital LLP S&P 500 Momentum -9.12 950k 2/1/2017 125 Candriam Investor Group Alternative Return Systemat -9.02 125k 1/1/2007 124 Angle Capital Management LLC AIP Program -9.01 100k 1/1/2010 123 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -8.93 200k 2/1/2015 122 Quantica Capital AG 2X Quantica Managed Futures Fund -8.90 100k 1/1/2014 121 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy -8.60 2,000k 7/1/2013 120 NuWave Investment Management, LLC NuWave Matrix Portfolio -8.48 3,000k 9/1/2015 119 Conquest Capital Group Conquest Select -8.21 250k 6/1/2004 118 SandPointe SandPointe Opportunities Strategy -8.11 5,000k 5/1/2014 117 QCM Alpha Financials Program -7.99 10,000k 6/1/2012 116 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -7.50 1,000k 10/1/2016 115 Kaiser Trading Group Kaiser Global Diversified Program - Class A -7.39 10,000k 3/1/1998 114 Melissinos Trading Eupatrid Global Trends -7.15 50k 1/1/2011 113 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -7.09 1,000k 1/1/2013 112 Blackwater Capital Management Tactical Equity -6.93 500k 12/1/2013 111 Leibniz Group Systematic Intelligence Vol 10 -6.73 3,000k 8/1/2011 110 Pinstripe Trading, LLC Standard -6.63 125k 8/1/2009 109 Talenta Capital LLP Diversified -6.57 950k 6/1/2014 108 EMC Capital Advisors, LLC EMC Alpha Plus Program -6.49 3,000k 5/1/2014 107 Automaton Trading LLC Diversified -6.44 500k 7/1/2014 106 ROW Asset Managment Row Diversified Fund, L.P. -6.42 1,000k 11/1/2011 105 Dixon Midland Company LLC Dixon Midland Diversified LLC -6.13 250k 5/1/2011 104 Vivienne Investissement MACH 3 -5.99 100k 6/1/2015 103 SEB Asset Management SEB Asset Selection Fund C (EUR) -5.87 1k 10/1/2006 102 Glider Trading LLP Glider Trading Strategy (Class C) -5.71 500k 9/1/2013 101 Millburn Ridgefield Corporation Commodity Program -5.53 25,000k 3/1/2005 100 EMC Capital Advisors, LLC EMC Alpha Program -5.50 5,000k 6/1/2013 99 Millburn Ridgefield Corporation Multi-Markets Program -5.28 25,000k 10/1/2004 98 SandPointe SandPointe All-Seasons Strategy -5.22 5,000k 1/1/2015 97 Seven Capital Management Seven Absolute Return -5.21 100k 6/1/2009 96 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -5.17 1,000k 3/1/2003 95 Aquantum Aquantum Global Systematic Program (AGS) -5.10 5,000k 7/1/2013 94 Witter & Lester, Inc. Redstone -4.84 500k 9/1/1994 93 Buckingham Global Advisors, LLC Weekly Emini Program -4.75 200k 3/1/2015 92 Metolius Capital LLC Metolius Diversified -4.70 100k 6/1/2010 91 Trigon Investment Advisors, LLC Foreign Exchange Program -4.66 5,000k 8/1/2000 90 Quantica Capital AG 1X Quantica Managed Futures Fund -4.30 100k 1/1/2014 89 FORT LP Global Futures Program (formerly Global Diversified Classic) -4.11 10,000k 10/1/1993 88 Strategic Capital Advisors LLC Multi-strategy Futures Program -3.99 3,000k 5/1/2010 87 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -3.84 1,000k 3/1/2003 86 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -3.56 500k 1/1/2015 85 Qbasis Invest Qbasis All Trends UCITS Fund -3.51 100k 1/1/2016 84 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -3.39 100k 2/1/2010 83 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -2.91 100k 4/1/2015 82 Linnis Linnis ONE, LP -2.86 100k 8/1/2014 81 County Cork LLC County Cork Macro Equity Hedge -2.82 1,000k 2/1/2016 80 Robust Methods LLC Macro Managed Account -2.76 5,000k 1/1/2005 79 FORT LP Fort Global Contrarian -2.75 2,000k 10/1/2002 78 Estlander & Partners Freedom -2.71 20,000k 8/1/2010 77 H2O AM LLP Arctic Blue Commodity Program (2x) -2.70 1,000k 6/1/2014 76 ProfitScore Capital Management Long/Short US Treasury -2.50 10,000k 10/1/2015 75 Alee Capital Management, LLC Mistral Program -2.43 2,500k 1/1/1999 74 Typhon Capital Management, LLC Helios Deutsche -2.42 250k 4/1/2014 73 Crabel Capital Management Crabel Multi-Product -2.31 1,000k 3/1/1998 72 Vivienne Investissement OUESSANT UCITS FUND (A) -2.28 100k 5/1/2012 71 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -2.20 250k 10/1/2011 70 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -2.14 10,000k 4/1/2004 69 Blackwater Capital Management ForesightML -2.10 5,000k 7/1/2016 68 Red Rock Capital, LLC Commodity Long-Short -2.08 500k 9/1/2013 67 FORT LP Fort Global Diversified -2.07 2,000k 10/1/1993 66 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.85 500k 6/1/2007 65 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.42 5,000k 6/1/2010 64 Turk Capital LLC US Equity Long/Short Strategy -1.25 250k 4/1/2014 63 Global Sigma Group, LLC Global Sigma BondVOL LP -1.24 1,000k 4/1/2015 62 Sandpiper Asset Management Sandpiper Global Macro Program -1.16 1,000k 8/1/2012 61 ML Systems LLC Sledon Classic (Client) -1.14 300k 8/1/2014 60 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -1.10 250k 5/1/2013 59 Insch Capital Management SA Interbank Currency Program - 3X Leverage -0.93 100k 1/1/2000 58 Turk Capital LLC US Market Hedge Strategy -0.91 250k 11/1/2015 57 Eclipse Capital Management Alpha Asia -0.76 25,000k 1/1/2015 56 QTS Capital Management, LLC FX Managed Account -0.71 100k 1/1/2011 55 Future Trade AG Thales Swing Trading Programme -0.70 250k 6/1/2007 54 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.64 2,000k 7/1/2016 53 Jaguar Investments Ltd Aegir Capital Strategy -0.56 1,000k 1/1/2012 52 Meliora Capital LLP Commodity Absolute Return (1x) -0.51 250k 11/1/2014 51 Eamon Capital Zephyr Program -0.50 600k 1/1/2016 50 Certeza Asset Management 4x Omni -0.21 1,000k 11/1/2014 49 Certeza Asset Management Macro Vega -0.17 1,000k 1/1/2012 48 Paradox Capital Management Sentiment Program (1X) -0.16 1,000k 1/1/2013 47 Blake Capital Management, Inc. SRD Currencies -0.13 100k 3/1/2013 46 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) -0.08 40k 1/1/2016 45 Blake Capital Management, Inc. SRD Short Equities -0.07 100k 1/1/2011 44 Emil van Essen Long-Short Commodity Program 0.02 1,000k 6/1/2013 43 Typhon Capital Management, LLC Chiron Currency Program 0.04 250k 2/1/2008 42 dormouse Limited dormouse - Managed Account 0.09 10,000k 7/1/2011 41 Global Wealth Analytics, Inc. Triple M 0.14 1,000k 6/1/2014 40 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.24 250k 7/1/2015 39 Prolific Capital Markets, LLC Prolific Swiss System 0.24 10,000k 1/1/2014 38 Urban Tree Capital, LLC UTC Plus (Client) 0.43 100k 3/1/2013 37 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.49 100k 4/1/2014 36 R Best LLC World Select Program 0.64 2,000k 4/1/2016 35 ROW Asset Managment Row Currency Program 0.68 1,000k 11/1/2010 34 Crabel Capital Management WPD Crabel Futures Program 0.80 1,000k 7/1/2008 33 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.88 10,000k 2/1/2008 32 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.88 1,000k 5/1/2015 31 Emil van Essen Long-Short Commodity Program - Accelerated 0.97 200k 5/1/2014 30 NuWave Investment Management, LLC Commodity Value Portfolio 1.26 2,000k 10/1/2014 29 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.42 5,000k 9/1/2009 28 Emil van Essen Spread Trading Program Limited 1.68 5,000k 7/1/2013 27 Quest Partners LLC AlphaQuest Short Bias (AQSB) 1.70 20,000k 5/1/2013 26 Silicon Valley Quantitative Advisors UQP Large 1.86 500k 1/1/2009 25 Alee Capital Management, LLC Poniente Program 2.00 2,500k 1/1/1999 24 Worldwide Capital Strategies Profit Quest Macro World 2.20 100k 1/1/2010 23 Aquantum Aquantum Commodity Spread Program (ACS) 2.51 5,000k 7/1/2013 22 Hartswell Capital Ltd MP-1 2.54 250k 1/1/2014 21 Independent View IV Quantitative Futures Fund 2.80 100k 11/1/2012 20 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 2.91 1,000k 1/1/2015 19 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 3.02 250k 3/1/2010 18 QTS Capital Management, LLC QTS Partners, L.P. 3.13 100k 1/1/2011 17 Tom Capital AG Tom Capital Growth Fund 3.90 5,000k 12/1/2015 16 SMJ Capital Management Ltd. Systematic Currency FX Strategy 4.22 250k 9/1/2014 15 Emil van Essen EvE Systematic Commodity Opportunities 4.35 500k 5/1/2016 14 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 4.61 250k 10/1/2009 13 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 5.30 1,000k 3/1/2007 12 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 5.34 100k 10/1/2011 11 R Best LLC R Best Private Client Program 6.76 50k 2/1/2010 10 Turning Wheel Capital, Inc. Pure Alpha 7.14 10,000k 1/1/2012 9 Bulkara Capital Bulkara Systematic Fund SP 7.53 250k 4/1/2014 8 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 7.95 500k 7/1/2013 7 Soaring Pelican, LLC Diversified S&P Program 8.17 100k 1/1/2011 6 QTS Capital Management, LLC Tail Reaper 8.69 100k 8/1/2012 5 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 11.63 250k 2/1/2016 4 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) 12.80 250k 8/1/2015 3 Pearl Capital Advisors, LLC Hedged VIX Program 19.09 500k 10/1/2015 2 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 20.87 100k 12/1/2014 1 DeltaHedge VIXVOX 1 30.97 250k 8/1/2015 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.