Systematic Trader Index For April 2018

Monthly Rankings

Rank CTA/Program Apr 2018 Min Inv Inception
159 Taaffeite Capital Management LLC
TCM Global Index Fund (Growth)
-10.00 250k 8/1/2015
158 Alee Capital Management, LLC
Mistral Program
-5.70 2,500k 1/1/1999
157 Eclipse Capital Management
Alpha Asia
-4.87 25,000k 1/1/2015
156 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-4.43 10,000k 4/1/2004
155 Vivienne Investissement
MACH 3
-4.33 100k 6/1/2015
154 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-4.26 1,000k 5/1/2015
153 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-3.91 10,000k 2/1/2008
152 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
-3.86 200k 2/1/2015
151 QTS Capital Management, LLC
Tail Reaper
-3.59 100k 8/1/2012
150 Taaffeite Capital Management LLC
TCM Global Index Fund (Flagship)
-3.30 500k 7/1/2013
149 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-3.22 250k 5/1/2011
148 Garraway Capital Management LLP
Garraway Financial Trends
-3.16 100k 9/1/2012
147 Metolius Capital LLC
Metolius Enhanced Fund
-2.74 40k 6/1/2015
146 Emil van Essen
EvE Systematic Commodity Opportunities
-2.71 500k 5/1/2016
145 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-2.66 20,000k 5/1/2013
144 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-2.59 1k 6/1/2009
143 Candriam Investor Group
Alternative Return Systemat
-2.53 125k 1/1/2007
142 Centurion Investment Management Inc.
Composite
-2.38 10,000k 8/1/2012
141 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-2.32 3,000k 5/1/2010
140 Red Rock Capital, LLC
Commodity Long-Short
-2.05 500k 9/1/2013
139 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-1.99 500k 6/1/2007
138 QTS Capital Management, LLC
QTS Partners, L.P.
-1.98 100k 1/1/2011
137 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-1.97 5,000k 11/1/2012
136 County Cork LLC
County Cork Macro Equity Hedge
-1.70 1,000k 2/1/2016
135 Soaring Pelican, LLC
Diversified S&P Program
-1.61 100k 1/1/2011
134 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-1.55 10,000k 10/1/1993
133 Conquest Capital Group
Conquest Select
-1.48 250k 6/1/2004
132 Vivienne Investissement
OUESSANT UCITS FUND (A)
-1.46 100k 5/1/2012
131 NordIX
NordIX CTA - Government Bond Strategy (GBS) - USD
-1.36 1,000k 1/1/2016
130 Qbasis Invest
Qbasis All Trends UCITS Fund
-1.32 100k 1/1/2016
129 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.30 1k 10/1/2006
128 Chesapeake Capital
Diversified Plus (HV)
-1.29 100k 4/1/1994
127 Metolius Capital LLC
Metolius Diversified
-1.22 100k 6/1/2010
126 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-1.19 1,000k 3/1/2003
125 QCM
Alpha Financials Program
-1.17 10,000k 6/1/2012
124 Typhon Capital Management, LLC
Helios Deutsche
-1.17 250k 4/1/2014
123 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-1.14 250k 10/1/2011
122 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-1.11 100k 2/1/2010
121 Tom Capital AG
Tom Capital Growth Fund
-1.10 5,000k 12/1/2015
120 Qbasis Invest
Qbasis i Trend Fund
-1.08 1k 1/1/2014
119 ROW Asset Managment
Row Currency Program
-1.04 1,000k 11/1/2010
118 Alee Capital Management, LLC
Poniente Program
-0.96 2,500k 1/1/1999
117 Automaton Trading LLC
Diversified
-0.92 500k 7/1/2014
116 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.90 1,000k 3/1/2007
115 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.84 250k 7/1/2015
114 Aquantum
Aquantum Global Systematic Program (AGS)
-0.79 5,000k 7/1/2013
113 Paradox Capital Management
Sentiment Program (1X)
-0.65 1,000k 1/1/2013
112 Purple Valley Capital, Inc.
Diversified Trend 1
-0.62 100k 8/1/2008
111 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.59 1,000k 10/1/2016
110 Orion Asset Management
Algorithmic Trading Program
-0.58 10k 1/1/2013
109 Emil van Essen
Long-Short Commodity Program
-0.56 1,000k 6/1/2013
108 Centurion Investment Management Inc.
Zero Margin Program
-0.53 1,000k 5/1/2016
107 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.51 10,000k 3/1/1998
106 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.49 25k 2/1/2016
105 Typhon Capital Management, LLC
Chiron Currency Program
-0.47 250k 2/1/2008
104 Turning Wheel Capital, Inc.
Pure Alpha
-0.43 10,000k 1/1/2012
103 Estlander & Partners
Freedom
-0.40 20,000k 8/1/2010
102 DeltaHedge
VIXVOX 1
-0.31 250k 8/1/2015
101 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.30 3,000k 5/1/2014
100 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.30 250k 5/1/2013
99 Quantica Capital AG
2X Quantica Managed Futures Fund
-0.30 100k 1/1/2014
98 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.28 2,000k 10/1/2014
97 Witter & Lester, Inc.
Redstone
-0.27 500k 9/1/1994
96 Melissinos Trading
Eupatrid Global Trends
-0.26 50k 1/1/2011
95 QTS Capital Management, LLC
FX Managed Account
-0.25 100k 1/1/2011
94 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.23 100k 10/1/2011
93 EMC Capital Advisors, LLC
EMC Alpha Program
-0.22 5,000k 6/1/2013
92 SMJ Capital Management Ltd.
Systematic Currency FX Strategy
-0.22 250k 9/1/2014
91 Blake Capital Management, Inc.
SRD Currencies
-0.20 100k 3/1/2013
90 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.19 3,000k 9/1/2015
89 SandPointe
SandPointe All-Seasons Strategy
-0.15 5,000k 1/1/2015
88 Ring Capital Management LLC
S&P E-Mini Select
-0.15 100k 1/1/2012
87 Robust Methods LLC
Macro Managed Account
-0.13 5,000k 1/1/2005
86 Talenta Capital LLP
Diversified
-0.12 950k 6/1/2014
85 Blackwater Capital Management
Tactical Equity
-0.09 500k 12/1/2013
84 Blake Capital Management, Inc.
SRD Short Equities
-0.08 100k 1/1/2011
83 Global Wealth Analytics, Inc.
Triple M
-0.01 1,000k 6/1/2014
82 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
0.00 250k 10/1/2009
81 Blackwater Capital Management
ForesightML
0.01 5,000k 7/1/2016
80 Turk Capital LLC
US Market Hedge Strategy
0.03 250k 11/1/2015
79 Leibniz Group
Systematic Intelligence Vol 10
0.06 3,000k 8/1/2011
78 Meliora Capital LLP
Commodity Absolute Return (1x)
0.07 250k 11/1/2014
77 Jaguar Investments Ltd
Aegir Capital Strategy
0.08 1,000k 1/1/2012
76 ProfitScore Capital Management
Long/Short US Treasury
0.10 10,000k 10/1/2015
75 Quantica Capital AG
1X Quantica Managed Futures Fund
0.10 100k 1/1/2014
74 R Best LLC
World Select Program
0.12 2,000k 4/1/2016
73 Pearl Capital Advisors, LLC
Hedged VIX Program
0.19 500k 10/1/2015
72 Pinstripe Trading, LLC
Standard
0.22 125k 8/1/2009
71 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
0.23 1,000k 5/1/2014
70 Turk Capital LLC
US Equity Long/Short Strategy
0.25 250k 4/1/2014
69 Superfund Group
Superfund Red EUR SICAV
0.26 10k 3/1/2013
68 FORT LP
Fort Global Diversified
0.29 2,000k 10/1/1993
67 Future Trade AG
Thales Swing Trading Programme
0.39 250k 6/1/2007
66 Crabel Capital Management
WPD Crabel Futures Program
0.42 1,000k 7/1/2008
65 Certeza Asset Management
Macro Vega
0.42 1,000k 1/1/2012
64 Emil van Essen
Spread Trading Program Limited
0.46 5,000k 7/1/2013
63 Superfund Group
Superfund Red USD SICAV
0.46 10k 3/1/2013
62 SandPointe
SandPointe Opportunities Strategy
0.48 5,000k 5/1/2014
61 Millburn Ridgefield Corporation
Multi-Markets Program
0.57 25,000k 10/1/2004
60 FORT LP
Fort Global Contrarian
0.59 2,000k 10/1/2002
59 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.59 1,000k 4/1/2015
58 Estlander & Partners
Alpha Trend II - Class P
0.59 100k 12/1/2008
57 Aquantum
Aquantum Commodity Spread Program (ACS)
0.61 5,000k 7/1/2013
56 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.62 2,000k 7/1/2016
55 ML Systems LLC
Sledon Classic (Client)
0.64 300k 8/1/2014
54 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.70 1,000k 6/1/2014
53 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.75 100k 4/1/2015
52 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.79 250k 3/1/2010
51 Vortex
Currency Program
0.80 500k 1/1/2014
50 Independent View
IV Quantitative Futures Fund
0.82 100k 11/1/2012
49 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.86 1,000k 1/1/2013
48 Bulkara Capital
Bulkara Systematic Fund SP
0.87 250k 4/1/2014
47 Certeza Asset Management
4x Omni
0.88 1,000k 11/1/2014
46 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
0.89 250k 11/1/1996
45 Seven Capital Management
Seven Absolute Return
0.91 100k 6/1/2009
44 Talenta Capital LLP
S&P 500 Momentum
1.02 950k 2/1/2017
43 Prolific Capital Markets, LLC
Prolific Swiss System
1.12 10,000k 1/1/2014
42 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.15 500k 8/1/2007
41 Glider Trading LLP
Glider Trading Strategy (Class C)
1.17 500k 9/1/2013
40 Cauldron Investments, LLC
Stock Index Plus
1.21 1,000k 10/1/2009
39 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.24 5,000k 9/1/2009
38 R Best LLC
R Best Private Client Program
1.26 50k 2/1/2010
37 Crabel Capital Management
Crabel Multi-Product
1.33 1,000k 3/1/1998
36 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
1.36 50k 7/1/2011
35 Emil van Essen
Long-Short Commodity Program - Accelerated
1.38 200k 5/1/2014
34 Systematic Absolute Return AG
SAR Volatility Arbitrage (VOLA)
1.41 100k 12/1/2014
33 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.44 1,000k 1/1/2015
32 Tomas Capital Pty Ltd
GCAF | USD
1.50 1,500k 7/1/2011
31 Silicon Valley Quantitative Advisors
UQP Large
1.55 500k 1/1/2009
30 Worldwide Capital Strategies
Profit Quest Macro World
1.58 100k 1/1/2010
29 Angle Capital Management LLC
AIP Program
1.61 100k 1/1/2010
28 ISAM
ISAM Systematic Trend Fund
1.61 1,000k 6/1/2001
27 Tianyou Asset Management, LLC
Tianyou Fund LP
1.65 100k 10/1/2012
26 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.65 500k 10/1/2014
25 Covenant Capital Management
Optimal Program
1.99 10k 2/1/2014
24 ROW Asset Managment
Row Diversified Fund, L.P.
2.05 1,000k 11/1/2011
23 dormouse Limited
dormouse - Managed Account
2.13 10,000k 7/1/2011
22 Strategic Capital Advisors LLC
Contrarian S&P Stock Index LF
2.18 500k 1/1/2015
21 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
2.19 100k 1/1/2000
20 Linnis
Linnis ONE, LP
2.26 100k 8/1/2014
19 Glendorn Capital Management LLC
Diversified Short-Term Trading Strategy
2.36 2,000k 7/1/2013
18 Dreiss Research Corporation
Diversified Program
2.37 1,000k 5/1/1991
17 Buckingham Global Advisors, LLC
Weekly Emini Program
2.48 200k 3/1/2015
16 Hartswell Capital Ltd
MP-1
2.63 250k 1/1/2014
15 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.68 1,000k 3/1/2003
14 DUNN Capital Management
DUNN WMA Institutional Program
2.81 100k 10/1/2011
13 Glenhaven Capital LLC
Glenhaven Global II LP
2.82 25k 4/1/2012
12 Urban Tree Capital, LLC
UTC Plus (Client)
2.85 100k 3/1/2013
11 Eamon Capital
Zephyr Program
2.88 600k 1/1/2016
10 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.93 5,000k 6/1/2010
9 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.13 100k 12/1/1998
8 Alder Capital DAC
CALM Eurozone Equity Program
3.21 100k 5/1/2015
7 Trigon Investment Advisors, LLC
Foreign Exchange Program
3.32 5,000k 8/1/2000
6 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.63 100k 4/1/2014
5 Sandpiper Asset Management
Sandpiper Global Macro Program
3.68 1,000k 8/1/2012
4 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
4.01 250k 2/1/2016
3 Millburn Ridgefield Corporation
Commodity Program
4.25 25,000k 3/1/2005
2 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
4.46 40k 1/1/2016
1 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
5.05 100k 1/1/2014

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.

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