Systematic Trader Index For September 2018

Monthly Rankings

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 1,000k 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 10/1/1993
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.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-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 600k 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 50k 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 10/1/1993
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 1,000k 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
65 Insch Capital Management SA
Insch Kintore (Bidirectional Gold)
0.00 200k 2/1/2015
64 QTS Capital Management, LLC
Tail Reaper
0.00 500k 8/1/2012
63 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
62 Turk Capital LLC
US Market Hedge Strategy
0.02 250k 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 250k 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 1,000k 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 Fund LP
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 Investor 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.

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