Systematic Trader Index For September 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 Sep 2018 Min Inv Inception 152 Covenant Capital Management Optimal Program -18.09 10k 2/1/2014 151 Tomas Capital Pty Ltd GCAF | USD -10.45 1,500k 7/1/2011 150 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -10.27 50k 7/1/2011 149 Qbasis Invest Qbasis i Trend Fund -9.81 1k 1/1/2014 148 Hartswell Capital Ltd MP-1 -9.06 250k 1/1/2014 147 Qbasis Invest Qbasis All Trends UCITS Fund -7.11 100k 1/1/2016 146 ROW Asset Managment ROW Diversified 2X Fund, LP -5.38 1,000k 8/1/2016 145 Estlander & Partners Alpha Trend II - Class P -5.23 100k 12/1/2008 144 Garraway Capital Management LLP Garraway Financial Trends -5.13 100k 9/1/2012 143 Tom Capital AG Tom Capital Growth Fund -5.00 5,000k 12/1/2015 142 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -4.57 10,000k 2/1/2008 141 Linnis Linnis ONE, LP -3.82 100k 8/1/2014 140 Global Wealth Analytics, Inc. Triple M -3.82 1,000k 6/1/2014 139 Quantica Capital AG 2X Quantica Managed Futures Fund -3.80 100k 1/1/2014 138 Trigon Investment Advisors, LLC Foreign Exchange Program -3.54 5,000k 8/1/2000 137 ProfitScore Capital Management Long/Short US Treasury -2.91 10,000k 10/1/2015 136 ISAM ISAM Systematic Trend Fund -2.75 1,000k 6/1/2001 135 Estlander & Partners Freedom -2.71 20,000k 8/1/2010 134 ROW Asset Managment Row Diversified Fund, L.P. -2.64 1,000k 11/1/2011 133 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) -2.40 10,000k 3/1/2003 132 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -2.33 250k 2/1/2016 131 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.30 1k 6/1/2009 130 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -2.29 250k 10/1/2009 129 Eclipse Capital Management Alpha Asia -2.15 25,000k 1/1/2015 128 Strategic Capital Advisors LLC Multi-strategy Futures Program -2.08 3,000k 5/1/2010 127 Quest Partners LLC AlphaQuest Short Bias (AQSB) -1.95 20,000k 5/1/2013 126 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -1.95 1,000k 10/1/2016 125 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -1.92 500k 10/1/2014 124 FORT LP Global Futures Program (formerly Global Diversified Classic) -1.91 10,000k 3/1/2002 123 Kaiser Trading Group Kaiser Global Diversified Program - Class A -1.90 10,000k 3/1/1998 122 NuWave Investment Management, LLC Short-Term Futures Portfolio -1.82 2,000k 7/1/2016 121 Emil van Essen EvE Systematic Commodity Opportunities -1.77 500k 5/1/2016 120 Pearl Capital Advisors, LLC Hedged VIX Program -1.76 500k 10/1/2015 119 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -1.72 1,000k 1/1/2013 118 Quantica Capital AG 1X Quantica Managed Futures Fund -1.70 100k 1/1/2014 117 Blackwater Capital Management Tactical Equity -1.67 500k 12/1/2013 116 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.67 250k 11/1/1996 115 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -1.67 5,000k 11/1/2012 114 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program -1.57 10,000k 4/1/2004 113 Superfund Group Superfund Red USD SICAV -1.55 10k 3/1/2013 112 Eamon Capital Zephyr Program -1.54 300k 1/1/2016 111 Superfund Group Superfund Red EUR SICAV -1.46 10k 3/1/2013 110 Orion Asset Management Algorithmic Trading Program -1.44 10k 1/1/2013 109 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -1.40 100k 2/1/2010 108 Robust Methods LLC Macro Managed Account -1.38 5,000k 1/1/2005 107 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.35 1k 10/1/2006 106 Metolius Capital LLC Metolius Enhanced Fund -1.34 40k 6/1/2015 105 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -1.29 500k 8/1/2007 104 Kopis Capital Management, LLC Commodity Long Only -1.21 500k 1/1/2014 103 Automaton Trading LLC Diversified -1.18 500k 7/1/2014 102 Talenta Capital LLP Diversified -1.15 950k 6/1/2014 101 ROW Asset Managment Row Currency Program -1.12 1,000k 11/1/2010 100 Conquest Capital Group Conquest Select -1.08 250k 6/1/2004 99 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -1.07 1,000k 5/1/2014 98 Vortex Currency Program -1.04 500k 1/1/2014 97 Chesapeake Capital Diversified Plus (HV) -1.02 100k 4/1/1994 96 Urban Tree Capital, LLC UTC Plus (Client) -1.01 100k 3/1/2013 95 Aspect Capital Aspect Diversified Fund - Class A (USD) -0.95 100k 12/1/1998 94 Leibniz Group Systematic Intelligence Vol 10 -0.95 3,000k 8/1/2011 93 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.94 500k 9/1/2015 92 Melissinos Trading Eupatrid Global Trends -0.92 100k 1/1/2011 91 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.91 3,000k 5/1/2014 90 County Cork LLC County Cork Macro Equity Hedge -0.87 1,000k 2/1/2016 89 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -0.80 1,000k 1/1/2015 88 Dixon Midland Company LLC Dixon Midland Diversified LLC -0.72 250k 5/1/2011 87 Metolius Capital LLC Metolius Diversified -0.65 100k 6/1/2010 86 Future Trade AG Thales Swing Trading Programme -0.64 250k 6/1/2007 85 Independent View IV Quantitative Futures Fund -0.61 100k 11/1/2012 84 FORT LP Fort Global Diversified -0.60 2,000k 3/1/2002 83 Seven Capital Management Seven Absolute Return -0.56 100k 6/1/2009 82 Prolific Capital Markets, LLC Prolific Swiss System -0.54 10,000k 1/1/2014 81 Turning Wheel Capital, Inc. Pure Alpha -0.51 10,000k 1/1/2012 80 Dreiss Research Corporation Diversified Program -0.41 1,000k 5/1/1991 79 Blackwater Capital Management ForesightML -0.39 5,000k 7/1/2016 78 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.34 10,000k 3/1/2003 77 Jaguar Investments Ltd Aegir Capital Strategy -0.27 1,000k 1/1/2012 76 Crabel Capital Management Crabel Multi-Product -0.25 1,000k 3/1/1998 75 Blake Capital Management, Inc. SRD Currencies -0.25 100k 3/1/2013 74 EMC Capital Advisors, LLC EMC Alpha Program -0.23 5,000k 6/1/2013 73 NuWave Investment Management, LLC Commodity Value Portfolio -0.22 2,000k 10/1/2014 72 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 71 Ring Capital Management LLC S&P E-Mini Select -0.17 100k 1/1/2012 70 FORT LP Fort Global Contrarian -0.16 2,000k 10/1/2002 69 Typhon Capital Management, LLC Chiron Currency Program -0.13 250k 2/1/2008 68 Blake Capital Management, Inc. SRD Short Equities -0.09 100k 1/1/2011 67 ML Systems LLC Sledon Classic (Client) -0.09 300k 8/1/2014 66 QTS Capital Management, LLC QTS Partners, L.P. -0.06 100k 1/1/2011 63 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 64 QTS Capital Management, LLC Tail Reaper 0.00 500k 8/1/2012 65 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 0.00 200k 2/1/2015 62 Turk Capital LLC US Market Hedge Strategy 0.02 100k 11/1/2015 61 R Best LLC R Best Private Client Program 0.03 50k 2/1/2010 60 QTS Capital Management, LLC FX Managed Account 0.04 100k 1/1/2011 59 Silicon Valley Quantitative Advisors UQP Large 0.05 500k 1/1/2009 58 Typhon Capital Management, LLC Helios Deutsche 0.11 250k 4/1/2014 57 Centurion Investment Management Inc. Composite 0.13 10,000k 8/1/2012 56 Emil van Essen Long-Short Commodity Program 0.14 1,000k 6/1/2013 55 Turk Capital LLC US Equity Long/Short Strategy 0.14 100k 4/1/2014 54 Purple Valley Capital, Inc. Diversified Trend 1 0.20 100k 8/1/2008 53 Vivienne Investissement OUESSANT UCITS FUND (A) 0.21 100k 5/1/2012 52 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.22 100k 4/1/2015 51 Centurion Investment Management Inc. Zero Margin Program 0.25 1,000k 5/1/2016 50 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.25 250k 3/1/2010 49 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.28 500k 1/1/2015 48 R Best LLC World Select Program 0.29 2,000k 4/1/2016 47 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.31 250k 7/1/2015 46 Bulkara Capital Bulkara Systematic Fund SP 0.36 250k 4/1/2014 45 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.37 60k 9/1/2016 44 Alder Capital DAC CALM Eurozone Equity Program 0.39 100k 5/1/2015 43 Certeza Asset Management 4x Omni 0.44 1,000k 11/1/2014 42 Crabel Capital Management WPD Crabel Futures Program 0.44 1,000k 7/1/2008 41 Certeza Asset Management Macro Vega 0.46 1,000k 1/1/2012 40 Glendorn Capital Management LLC MultiWeek Trading Strategy 0.47 1,500k 10/1/2016 39 Witter & Lester, Inc. Redstone 0.48 500k 9/1/1994 38 Global Sigma Group, LLC Global Sigma BondVOL LP 0.63 1,000k 4/1/2015 37 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.64 250k 10/1/2011 36 H2O AM LLP Arctic Blue Commodity Program (2x) 0.70 1,000k 6/1/2014 35 dormouse Limited dormouse - Managed Account 0.72 20,000k 7/1/2011 34 DeltaHedge VIXVOX 2 0.76 250k 8/1/2015 33 Vivienne Investissement MACH 3 0.79 100k 6/1/2015 32 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.89 10,000k 3/1/2007 31 Emil van Essen Long-Short Commodity Program - Accelerated 0.89 200k 5/1/2014 30 dormouse Limited dormouse Fund B Shares 1.02 10,000k 8/1/2016 29 Soaring Pelican, LLC Diversified S&P Program 1.10 100k 1/1/2011 28 Talenta Capital LLP S&P 500 Momentum 1.11 950k 2/1/2017 27 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.14 100k 10/1/2011 26 Cauldron Investments, LLC Stock Index Plus 1.33 1,000k 10/1/2009 25 Emil van Essen Spread Trading Program Limited 1.34 5,000k 7/1/2013 24 DUNN Capital Management DUNN WMA Institutional Program 1.41 100k 10/1/2011 23 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 1.42 500k 6/1/2007 22 DeltaHedge VIXVOX 1 1.46 250k 8/1/2015 21 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.50 250k 5/1/2013 20 Meliora Capital LLP Commodity Absolute Return (1x) 1.51 250k 11/1/2014 19 Buckingham Global Advisors, LLC Weekly Emini Program 1.65 200k 3/1/2015 18 Alee Capital Management, LLC Mistral Program 1.73 2,500k 1/1/1999 17 Millburn Ridgefield Corporation Multi-Markets Program 1.85 25,000k 10/1/2004 16 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 1.93 1,500k 12/1/2014 15 Tianyou Asset Management, LLC Tianyou Trading Strategy 2.06 100k 10/1/2012 14 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 2.21 40k 1/1/2016 13 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.49 3,000k 9/1/2015 12 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.63 100k 4/1/2014 11 Candriam Investors Group Alternative Return Systemat 2.78 125k 1/1/2007 10 Worldwide Capital Strategies Profit Quest Macro World 2.81 100k 1/1/2010 9 Aquantum Aquantum Commodity Spread Program (ACS) 3.04 5,000k 7/1/2013 8 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 3.05 5,000k 9/1/2009 7 Sandpiper Asset Management Sandpiper Global Macro Program 3.67 1,000k 8/1/2012 6 Millburn Ridgefield Corporation Commodity Program 3.72 25,000k 3/1/2005 5 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 4.10 5,000k 9/1/2013 4 Red Rock Capital, LLC Commodity Long-Short 4.28 500k 9/1/2013 3 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.51 5,000k 6/1/2010 2 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 5.45 100k 1/1/2014 1 Kopis Capital Management, LLC Commodity Long Short Separate Account 5.64 1,000k 5/1/2015 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.