Systematic Trader Index For June 2018 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 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 Jun 2018 Min Inv Inception 158 Future Trade AG Thales Swing Trading Programme -19.63 250k 6/1/2007 157 Estlander & Partners Alpha Trend II - Class P -8.12 100k 12/1/2008 156 Sandpiper Asset Management Sandpiper Global Macro Program -6.65 1,000k 8/1/2012 155 Pinstripe Trading, LLC Standard -4.89 125k 8/1/2009 154 Insch Capital Management SA Insch Kintore (Bidirectional Gold) -4.58 200k 2/1/2015 153 Metolius Capital LLC Metolius Enhanced Fund -4.14 40k 6/1/2015 152 Dreiss Research Corporation Diversified Program -3.96 1,000k 5/1/1991 151 DeltaHedge VIXVOX 1 -3.73 250k 8/1/2015 150 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -3.67 50k 7/1/2011 149 Aquantum Aquantum Global Systematic Program (AGS) -3.63 5,000k 7/1/2013 148 Tomas Capital Pty Ltd GCAF | USD -3.52 1,500k 7/1/2011 147 Vivienne Investissement MACH 3 -3.46 100k 6/1/2015 146 Melissinos Trading Eupatrid Global Trends -3.30 100k 1/1/2011 145 Hartswell Capital Ltd MP-1 -3.29 250k 1/1/2014 144 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -3.10 1,000k 1/1/2015 143 Centurion Investment Management Inc. Composite -2.83 10,000k 8/1/2012 142 Robust Methods LLC Macro Managed Account -2.63 5,000k 1/1/2005 141 Blackwater Capital Management ForesightML -2.23 5,000k 7/1/2016 140 Eclipse Capital Management Alpha Asia -2.21 25,000k 1/1/2015 139 Chesapeake Capital Diversified Plus (HV) -2.14 100k 4/1/1994 138 Estlander & Partners Freedom -2.04 20,000k 8/1/2010 137 Bulkara Capital Bulkara Systematic Fund SP -1.81 250k 4/1/2014 136 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.80 10,000k 3/1/2003 135 Silicon Valley Quantitative Advisors UQP Large -1.79 500k 1/1/2009 134 Meliora Capital LLP Commodity Absolute Return (1x) -1.79 250k 11/1/2014 133 Metolius Capital LLC Metolius Diversified -1.78 100k 6/1/2010 132 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.73 100k 10/1/2011 131 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.66 5,000k 11/1/2012 130 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.63 500k 6/1/2007 129 Global Wealth Analytics, Inc. Triple M -1.60 1,000k 6/1/2014 128 Vivienne Investissement OUESSANT UCITS FUND (A) -1.59 100k 5/1/2012 127 Soaring Pelican, LLC Diversified S&P Program -1.58 100k 1/1/2011 126 Crabel Capital Management WPD Crabel Futures Program -1.55 1,000k 7/1/2008 125 ISAM ISAM Systematic Trend Fund -1.42 1,000k 6/1/2001 124 Seven Capital Management Seven Absolute Return -1.32 100k 6/1/2009 123 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -1.24 10,000k 3/1/2007 122 Superfund Group Superfund Red EUR SICAV -1.23 10k 3/1/2013 121 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -1.23 25k 2/1/2016 120 Trigon Investment Advisors, LLC Foreign Exchange Program -1.11 5,000k 8/1/2000 119 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.09 100k 2/1/2010 118 Prolific Capital Markets, LLC Prolific Swiss System -1.04 10,000k 1/1/2014 117 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.95 3,000k 5/1/2014 116 ROW Asset Managment Row Currency Program -0.88 1,000k 11/1/2010 115 County Cork LLC County Cork Macro Equity Hedge -0.84 1,000k 2/1/2016 114 Conquest Capital Group Conquest Select -0.74 250k 6/1/2004 113 Leibniz Group Systematic Intelligence Vol 10 -0.72 3,000k 8/1/2011 112 Superfund Group Superfund Red USD SICAV -0.72 10k 3/1/2013 111 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -0.70 500k 1/1/2015 110 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.59 20,000k 5/1/2013 109 EMC Capital Advisors, LLC EMC Alpha Program -0.57 5,000k 6/1/2013 108 Independent View IV Quantitative Futures Fund -0.41 100k 11/1/2012 107 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -0.39 1,000k 1/1/2013 106 Crabel Capital Management Crabel Multi-Product -0.38 1,000k 3/1/1998 105 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.38 500k 9/1/2015 104 SMJ Capital Management Ltd. Systematic Currency FX Strategy -0.33 250k 9/1/2014 103 Urban Tree Capital, LLC UTC Plus (Client) -0.32 100k 3/1/2013 102 Jaguar Investments Ltd Aegir Capital Strategy -0.30 1,000k 1/1/2012 101 R Best LLC R Best Private Client Program -0.29 50k 2/1/2010 100 Centurion Investment Management Inc. Zero Margin Program -0.27 1,000k 5/1/2016 99 Alder Capital DAC CALM Eurozone Equity Program -0.26 100k 5/1/2015 98 QTS Capital Management, LLC QTS Partners, L.P. -0.25 100k 1/1/2011 97 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 96 Vortex Currency Program -0.19 500k 1/1/2014 95 Witter & Lester, Inc. Redstone -0.15 500k 9/1/1994 94 SandPointe SandPointe All-Seasons Strategy -0.12 5,000k 1/1/2015 93 Typhon Capital Management, LLC Helios Deutsche -0.11 250k 4/1/2014 92 Blake Capital Management, Inc. SRD Short Equities -0.08 100k 1/1/2011 91 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.04 1,000k 10/1/2016 87 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 0.00 500k 7/1/2013 85 Certeza Asset Management 4x Omni 0.00 1,000k 11/1/2014 86 Taaffeite Capital Management LLC TCM Global Index Fund (Growth) 0.00 250k 8/1/2015 89 ProfitScore Capital Management Long/Short US Treasury 0.00 10,000k 10/1/2015 90 H2O AM LLP Arctic Blue Commodity Program (2x) 0.00 1,000k 6/1/2014 83 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 81 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns 0.00 500k 9/1/2013 84 Certeza Asset Management Macro Vega 0.00 1,000k 1/1/2012 80 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.00 250k 3/1/2010 88 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 78 Aquantum Aquantum Commodity Spread Program (ACS) 0.00 5,000k 7/1/2013 82 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.00 250k 5/1/2013 79 Alee Capital Management, LLC Poniente Program 0.00 2,500k 1/1/1999 77 Insch Capital Management SA Interbank Currency Program - 3X Leverage 0.00 100k 1/1/2000 76 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.03 100k 4/1/2015 75 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.05 1,000k 5/1/2014 74 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.06 10,000k 3/1/1998 73 QTS Capital Management, LLC FX Managed Account 0.12 100k 1/1/2011 72 SandPointe SandPointe Opportunities Strategy 0.16 5,000k 5/1/2014 71 Eamon Capital Zephyr Program 0.17 300k 1/1/2016 70 QTS Capital Management, LLC Tail Reaper 0.18 500k 8/1/2012 69 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.23 250k 7/1/2015 68 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.23 40k 1/1/2016 67 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.23 3,000k 5/1/2010 66 Emil van Essen Spread Trading Program Limited 0.24 5,000k 7/1/2013 65 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.24 250k 11/1/1996 64 Typhon Capital Management, LLC Chiron Currency Program 0.25 250k 2/1/2008 63 Turk Capital LLC US Market Hedge Strategy 0.25 100k 11/1/2015 62 NuWave Investment Management, LLC Commodity Value Portfolio 0.26 2,000k 10/1/2014 61 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.28 250k 10/1/2011 60 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.28 250k 5/1/2011 59 Talenta Capital LLP S&P 500 Momentum 0.29 950k 2/1/2017 58 Talenta Capital LLP Diversified 0.36 950k 6/1/2014 57 QCM Alpha Financials Program 0.37 10,000k 6/1/2012 56 Qbasis Invest Qbasis i Trend Fund 0.43 1k 1/1/2014 55 Millburn Ridgefield Corporation Commodity Program 0.44 25,000k 3/1/2005 54 Orion Asset Management Algorithmic Trading Program 0.46 10k 1/1/2013 53 Qbasis Invest Qbasis All Trends UCITS Fund 0.48 100k 1/1/2016 52 Paradox Capital Management Sentiment Program (1X) 0.54 1,000k 1/1/2013 51 Global Sigma Group, LLC Global Sigma BondVOL LP 0.55 1,000k 4/1/2015 50 Angle Capital Management LLC AIP Program 0.60 100k 1/1/2010 49 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.64 2,000k 7/1/2016 48 DUNN Capital Management DUNN WMA Institutional Program 0.75 100k 10/1/2011 47 Emil van Essen EvE Systematic Commodity Opportunities 0.77 500k 5/1/2016 46 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.82 500k 10/1/2014 45 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.84 250k 10/1/2009 44 NordIX NordIX CTA - Government Bond Strategy (GBS) - USD 0.86 1,000k 1/1/2016 43 Pearl Capital Advisors, LLC Hedged VIX Program 0.88 500k 10/1/2015 42 Blackwater Capital Management Tactical Equity 0.90 500k 12/1/2013 41 Turk Capital LLC US Equity Long/Short Strategy 0.93 100k 4/1/2014 40 Quantica Capital AG 1X Quantica Managed Futures Fund 1.00 100k 1/1/2014 39 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.12 10,000k 3/1/2002 38 Garraway Capital Management LLP Garraway Financial Trends 1.12 100k 9/1/2012 37 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.13 10,000k 3/1/2003 36 FORT LP Fort Global Contrarian 1.14 2,000k 10/1/2002 35 ML Systems LLC Sledon Classic (Client) 1.20 300k 8/1/2014 34 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.23 2,000k 7/1/2013 33 Candriam Investors Group Alternative Return Systemat 1.37 125k 1/1/2007 32 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 1.48 5,000k 9/1/2009 31 Buckingham Global Advisors, LLC Weekly Emini Program 1.67 200k 3/1/2015 30 Quantica Capital AG 2X Quantica Managed Futures Fund 1.70 100k 1/1/2014 29 Millburn Ridgefield Corporation Multi-Markets Program 1.78 25,000k 10/1/2004 28 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 1.81 10,000k 2/1/2008 27 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.91 1k 10/1/2006 26 Tianyou Asset Management, LLC Tianyou Trading Strategy 2.02 100k 10/1/2012 25 Cauldron Investments, LLC Stock Index Plus 2.03 1,000k 10/1/2009 24 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 2.08 250k 2/1/2016 23 dormouse Limited dormouse - Managed Account 2.09 20,000k 7/1/2011 22 Aspect Capital Aspect Diversified Fund - Class A (USD) 2.10 100k 12/1/1998 21 Alee Capital Management, LLC Mistral Program 2.28 2,500k 1/1/1999 20 ROW Asset Managment Row Diversified Fund, L.P. 2.32 1,000k 11/1/2011 19 R Best LLC World Select Program 2.52 2,000k 4/1/2016 18 Tom Capital AG Tom Capital Growth Fund 2.60 5,000k 12/1/2015 17 FORT LP Fort Global Diversified 2.71 2,000k 3/1/2002 16 Ring Capital Management LLC S&P E-Mini Select 2.78 100k 1/1/2012 15 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.83 5,000k 6/1/2010 14 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.94 3,000k 9/1/2015 13 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 3.34 500k 8/1/2007 12 Emil van Essen Long-Short Commodity Program - Accelerated 3.44 200k 5/1/2014 11 Emil van Essen Long-Short Commodity Program 3.73 1,000k 6/1/2013 10 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.76 1k 6/1/2009 9 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 3.99 100k 4/1/2014 8 Red Rock Capital, LLC Commodity Long-Short 4.25 500k 9/1/2013 7 Purple Valley Capital, Inc. Diversified Trend 1 4.52 100k 8/1/2008 6 Linnis Linnis ONE, LP 5.75 100k 8/1/2014 5 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 5.84 10,000k 4/1/2004 4 Worldwide Capital Strategies Profit Quest Macro World 6.11 100k 1/1/2010 3 Kopis Capital Management, LLC Commodity Long Short Separate Account 6.34 1,000k 5/1/2015 2 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 7.28 100k 1/1/2014 1 Covenant Capital Management Optimal Program 9.29 10k 2/1/2014 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.