Systematic Trader Index For August 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 Aug 2018 Min Inv Inception 152 Vivienne Investissement MACH 3 -6.54 100k 6/1/2015 151 Bulkara Capital Bulkara Systematic Fund SP -5.92 250k 4/1/2014 150 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -5.37 100k 1/1/2014 149 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -5.33 5,000k 11/1/2012 148 Global Wealth Analytics, Inc. Triple M -4.61 1,000k 6/1/2014 147 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -3.73 5,000k 9/1/2013 146 Alder Capital DAC CALM Eurozone Equity Program -3.45 100k 5/1/2015 145 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -3.30 250k 5/1/2013 144 Pearl Capital Advisors, LLC Hedged VIX Program -3.17 500k 10/1/2015 143 Linnis Linnis ONE, LP -3.17 100k 8/1/2014 142 Future Trade AG Thales Swing Trading Programme -3.16 250k 6/1/2007 141 Metolius Capital LLC Metolius Enhanced Fund -3.12 40k 6/1/2015 140 Robust Methods LLC Macro Managed Account -2.54 5,000k 1/1/2005 139 Vivienne Investissement OUESSANT UCITS FUND (A) -2.21 100k 5/1/2012 138 ROW Asset Managment Row Currency Program -2.14 1,000k 11/1/2010 137 Leibniz Group Systematic Intelligence Vol 10 -1.93 3,000k 8/1/2011 136 Sandpiper Asset Management Sandpiper Global Macro Program -1.86 1,000k 8/1/2012 135 Blackwater Capital Management ForesightML -1.37 5,000k 7/1/2016 134 Metolius Capital LLC Metolius Diversified -1.37 100k 6/1/2010 133 H2O AM LLP Arctic Blue Commodity Program (2x) -1.30 1,000k 6/1/2014 132 Emil van Essen Spread Trading Program Limited -1.27 5,000k 7/1/2013 131 Typhon Capital Management, LLC Chiron Currency Program -1.17 250k 2/1/2008 130 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.09 10,000k 10/1/1993 129 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -1.03 250k 3/1/2010 128 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.95 500k 6/1/2007 127 DeltaHedge VIXVOX 1 -0.93 250k 8/1/2015 126 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -0.87 5,000k 9/1/2009 125 Blackwater Capital Management Tactical Equity -0.77 500k 12/1/2013 124 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.59 1,000k 3/1/2003 123 Emil van Essen Long-Short Commodity Program -0.59 1,000k 6/1/2013 122 QMS Capital Management LP QMS Diversified Global Macro Strategy -0.57 5,000k 6/1/2010 121 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.53 2,000k 7/1/2016 120 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.50 100k 2/1/2010 119 Seven Capital Management Seven Absolute Return -0.38 100k 6/1/2009 118 Emil van Essen EvE Systematic Commodity Opportunities -0.31 500k 5/1/2016 117 DeltaHedge VIXVOX 2 -0.19 250k 8/1/2015 116 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.17 1,000k 3/1/2007 115 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 114 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 113 QTS Capital Management, LLC Tail Reaper -0.14 500k 8/1/2012 112 FORT LP Fort Global Contrarian -0.12 2,000k 10/1/2002 111 QTS Capital Management, LLC QTS Partners, L.P. -0.12 100k 1/1/2011 110 Vortex Currency Program -0.09 500k 1/1/2014 109 Candriam Investor Group Alternative Return Systemat -0.09 125k 1/1/2007 108 ML Systems LLC Sledon Classic (Client) -0.09 300k 8/1/2014 107 Blake Capital Management, Inc. SRD Short Equities -0.08 100k 1/1/2011 106 QTS Capital Management, LLC FX Managed Account -0.02 100k 1/1/2011 100 SandPointe SandPointe All-Seasons Strategy 0.00 5,000k 1/1/2015 99 SandPointe SandPointe Opportunities Strategy 0.00 5,000k 5/1/2014 98 Turk Capital LLC US Market Hedge Strategy 0.00 250k 11/1/2015 95 Certeza Asset Management Macro Vega 0.00 1,000k 1/1/2012 96 Certeza Asset Management 4x Omni 0.00 1,000k 11/1/2014 94 Automaton Trading LLC Diversified 0.00 500k 7/1/2014 97 R Best LLC R Best Private Client Program 0.00 50k 2/1/2010 102 R Best LLC World Select Program 0.00 2,000k 4/1/2016 101 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 0.00 200k 2/1/2015 103 Hartswell Capital Ltd MP-1 0.00 250k 1/1/2014 90 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 91 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 92 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 93 Turk Capital LLC US Equity Long/Short Strategy 0.00 250k 4/1/2014 105 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 0.00 1,500k 12/1/2014 104 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 89 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.04 250k 7/1/2015 88 FORT LP Fort Global Diversified 0.06 2,000k 10/1/1993 87 Blake Capital Management, Inc. SRD Currencies 0.08 100k 3/1/2013 86 Soaring Pelican, LLC Diversified S&P Program 0.09 100k 1/1/2011 85 dormouse Limited dormouse Fund B Shares 0.12 10,000k 8/1/2016 84 Typhon Capital Management, LLC Helios Deutsche 0.15 250k 4/1/2014 83 EMC Capital Advisors, LLC EMC Alpha Program 0.19 5,000k 6/1/2013 82 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.22 60k 9/1/2016 81 Crabel Capital Management WPD Crabel Futures Program 0.25 1,000k 7/1/2008 80 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.26 1,000k 3/1/2003 79 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.26 100k 4/1/2014 78 Witter & Lester, Inc. Redstone 0.28 500k 9/1/1994 77 Jaguar Investments Ltd Aegir Capital Strategy 0.33 1,000k 1/1/2012 76 Centurion Investment Management Inc. Zero Margin Program 0.36 1,000k 5/1/2016 75 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.43 500k 10/1/2014 74 Global Sigma Group, LLC Global Sigma BondVOL LP 0.51 1,000k 4/1/2015 73 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.53 3,000k 5/1/2014 72 NuWave Investment Management, LLC Commodity Value Portfolio 0.60 2,000k 10/1/2014 71 dormouse Limited dormouse - Managed Account 0.61 20,000k 7/1/2011 70 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.62 250k 10/1/2011 69 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.71 1k 10/1/2006 68 Centurion Investment Management Inc. Composite 0.71 10,000k 8/1/2012 67 ROW Asset Managment Row Diversified Fund, L.P. 0.71 1,000k 11/1/2011 66 Eamon Capital Zephyr Program 0.79 600k 1/1/2016 65 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.86 100k 4/1/2015 64 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.92 40k 1/1/2016 63 Talenta Capital LLP Diversified 0.96 950k 6/1/2014 62 Asset Management by Windsor Securities Income 2 Strategy (MI2) 0.99 500k 9/1/2015 61 Meliora Capital LLP Commodity Absolute Return (1x) 0.99 250k 11/1/2014 60 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 1.05 500k 1/1/2015 59 ProfitScore Capital Management Long/Short US Treasury 1.17 10,000k 10/1/2015 58 Cauldron Investments, LLC Stock Index Plus 1.20 1,000k 10/1/2009 57 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 1.20 1k 6/1/2009 56 Crabel Capital Management Crabel Multi-Product 1.22 1,000k 3/1/1998 55 ROW Asset Managment ROW Diversified 2X Fund, LP 1.24 1,000k 8/1/2016 54 Aquantum Aquantum Commodity Spread Program (ACS) 1.30 5,000k 7/1/2013 53 Pinstripe Trading, LLC Standard 1.35 125k 8/1/2009 52 County Cork LLC County Cork Macro Equity Hedge 1.37 1,000k 2/1/2016 51 Trigon Investment Advisors, LLC Foreign Exchange Program 1.48 5,000k 8/1/2000 50 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 1.60 1,000k 1/1/2015 49 Quest Partners LLC AlphaQuest Short Bias (AQSB) 1.71 20,000k 5/1/2013 48 Buckingham Global Advisors, LLC Weekly Emini Program 1.75 200k 3/1/2015 47 DUNN Capital Management DUNN WMA Institutional Program 1.85 100k 10/1/2011 46 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.87 1,000k 5/1/2014 45 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.17 250k 10/1/2009 44 Garraway Capital Management LLP Garraway Financial Trends 2.24 100k 9/1/2012 43 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 2.26 500k 8/1/2007 42 Prolific Capital Markets, LLC Prolific Swiss System 2.27 10,000k 1/1/2014 41 Estlander & Partners Freedom 2.35 20,000k 8/1/2010 40 Tianyou Asset Management, LLC Tianyou Fund LP 2.47 100k 10/1/2012 39 Superfund Group Superfund Red EUR SICAV 2.58 10k 3/1/2013 38 Qbasis Invest Qbasis All Trends UCITS Fund 2.59 100k 1/1/2016 37 Strategic Capital Advisors LLC Multi-strategy Futures Program 2.72 3,000k 5/1/2010 36 Talenta Capital LLP S&P 500 Momentum 2.79 950k 2/1/2017 35 Quantica Capital AG 1X Quantica Managed Futures Fund 2.90 100k 1/1/2014 34 Worldwide Capital Strategies Profit Quest Macro World 3.11 100k 1/1/2010 33 Superfund Group Superfund Red USD SICAV 3.14 10k 3/1/2013 32 Aspect Capital Aspect Diversified Fund - Class A (USD) 3.14 100k 12/1/1998 31 Melissinos Trading Eupatrid Global Trends 3.20 50k 1/1/2011 30 Independent View IV Quantitative Futures Fund 3.30 100k 11/1/2012 29 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 3.35 1,000k 10/1/2016 28 Kaiser Trading Group Kaiser Global Diversified Program - Class A 3.44 10,000k 3/1/1998 27 Millburn Ridgefield Corporation Commodity Program 3.44 25,000k 3/1/2005 26 Alee Capital Management, LLC Mistral Program 3.52 2,500k 1/1/1999 25 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.54 100k 10/1/2011 24 Eclipse Capital Management Alpha Asia 3.65 25,000k 1/1/2015 23 Qbasis Invest Qbasis i Trend Fund 3.65 1k 1/1/2014 22 Kopis Capital Management, LLC Commodity Long Short Separate Account 3.74 1,000k 5/1/2015 21 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.79 250k 5/1/2011 20 Tom Capital AG Tom Capital Growth Fund 4.00 5,000k 12/1/2015 19 Millburn Ridgefield Corporation Multi-Markets Program 4.11 25,000k 10/1/2004 18 Emil van Essen Long-Short Commodity Program - Accelerated 4.35 200k 5/1/2014 17 Covenant Capital Management Optimal Program 4.49 10k 2/1/2014 16 Red Rock Capital, LLC Commodity Long-Short 4.65 500k 9/1/2013 15 Angle Capital Management LLC AIP Program 4.84 100k 1/1/2010 14 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.88 1,000k 1/1/2013 13 Urban Tree Capital, LLC UTC Plus (Client) 5.03 100k 3/1/2013 12 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 5.38 250k 11/1/1996 11 Silicon Valley Quantitative Advisors UQP Large 6.05 500k 1/1/2009 10 Quantica Capital AG 2X Quantica Managed Futures Fund 6.10 100k 1/1/2014 9 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 6.80 250k 2/1/2016 8 ISAM ISAM Systematic Trend Fund 8.48 1,000k 6/1/2001 7 Estlander & Partners Alpha Trend II - Class P 8.52 100k 12/1/2008 6 NuWave Investment Management, LLC NuWave Matrix Portfolio 8.74 3,000k 9/1/2015 5 Chesapeake Capital Diversified Plus (HV) 10.11 100k 4/1/1994 4 Dreiss Research Corporation Diversified Program 10.97 1,000k 5/1/1991 3 Purple Valley Capital, Inc. Diversified Trend 1 14.22 100k 8/1/2008 2 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 15.02 50k 7/1/2011 1 Tomas Capital Pty Ltd GCAF | USD 15.72 1,500k 7/1/2011 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.