Systematic Trader Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
175 Conquest Capital Group
Conquest Star UCITS Fund
-10.21 10,000k 3/1/2017
174 Glenhaven Capital LLC
Glenhaven Global II LP
-5.94 25k 4/1/2012
173 Eamon Capital
Zephyr Program
-4.68 600k 1/1/2016
172 Urban Tree Capital, LLC
UTC Plus (Client)
-4.47 100k 3/1/2013
171 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-4.31 20,000k 5/1/2013
170 HASAFUMA
FX Momentum
-4.09 20k 7/1/2012
169 Alee Capital Management, LLC
Mistral Program
-3.40 2,500k 1/1/1999
168 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-3.33 10,000k 4/1/2004
167 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-3.11 1,000k 5/1/2015
166 John Locke Investments
Cyril Systematic UCITS Fund
-2.88 500k 7/1/2000
165 Metolius Capital LLC
Metolius Enhanced Fund
-2.79 40k 6/1/2015
164 Vortex
Currency Program
-2.58 500k 1/1/2014
163 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.52 100k 5/1/2017
162 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-2.51 10,000k 2/1/2008
161 Crabel Capital Management
Crabel Multi-Product
-2.44 1,000k 3/1/1998
160 Emil van Essen
Spread Trading Program Limited
-2.39 5,000k 7/1/2013
159 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-2.24 3,000k 9/1/2015
158 Candriam Investor Group
Alternative Return Systemat
-2.17 125k 1/1/2007
157 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-2.16 500k 9/1/2015
156 514 Capital Partners
514 Fund
-2.15 100k 11/1/2013
155 Independent View
IV Quantitative Futures Fund
-2.08 100k 11/1/2012
154 QTS Capital Management, LLC
Tail Reaper
-1.93 500k 8/1/2012
153 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.84 1k 6/1/2009
152 Prolific Capital Markets, LLC
Prolific Swiss System
-1.74 10,000k 1/1/2014
151 Emil van Essen
Long-Short Commodity Program
-1.52 1,000k 6/1/2013
150 Leibniz Group
SWARM
-1.40 100k 9/1/2015
149 H2O AM LLP
Arctic Blue Inuvik
-1.40 1,000k 5/1/2017
148 Trigon Investment Advisors, LLC
Foreign Exchange Program
-1.34 5,000k 8/1/2000
147 H2O AM LLP
Arctic Blue Commodity Program (2x)
-1.30 1,000k 6/1/2014
146 Robust Methods LLC
Macro Managed Account
-1.29 5,000k 1/1/2005
145 Metolius Capital LLC
Metolius Diversified
-1.24 100k 6/1/2010
144 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.22 250k 10/1/2010
143 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-1.10 50k 7/1/2011
142 Seven Capital Management
Seven Absolute Return
-1.09 100k 6/1/2009
141 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.09 1k 10/1/2006
140 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.06 2,000k 7/1/2016
139 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-0.97 1,000k 3/1/2007
138 HASAFUMA
Micro Macro
-0.92 25k 6/1/2013
137 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.91 250k 10/1/2011
136 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.80 250k 5/1/2013
135 Certeza Asset Management
4x Omni
-0.69 1,000k 11/1/2014
134 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.68 250k 10/1/2009
133 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.68 500k 6/1/2007
132 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.64 100k 2/1/2010
131 Covenant Capital Management
Tactical Growth Program
-0.56 100k 1/1/2017
130 Certeza Asset Management
Macro Vega
-0.54 1,000k 1/1/2012
129 Typhon Capital Management, LLC
Chiron Currency Program
-0.52 250k 2/1/2008
128 Pearl Capital Advisors, LLC
Hedged VIX Program
-0.50 500k 10/1/2015
127 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.39 3,000k 5/1/2014
126 Sandpiper Asset Management
Sandpiper Global Macro Program
-0.39 1,000k 8/1/2012
125 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.35 250k 2/1/2016
124 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.34 250k 7/1/2015
123 Anderson Creek Trading
Standard Diversified Strategy
-0.32 250k 7/1/2014
122 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.31 2,000k 10/1/2014
121 Future Trade AG
Thales Swing Trading Programme
-0.29 250k 6/1/2007
120 EMC Capital Advisors, LLC
EMC Alpha Program
-0.28 5,000k 6/1/2013
119 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.28 100k 1/1/2014
118 Amplitude Capital International Limited
Adagio Strategy
-0.27 20,000k 10/1/2016
117 Jaguar Investments Ltd
Aegir Capital Strategy
-0.25 1,000k 1/1/2012
116 Garraway Capital Management LLP
Garraway Financial Trends
-0.22 100k 9/1/2012
115 County Cork LLC
County Cork Macro Equity Hedge
-0.21 1,000k 2/1/2016
114 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-0.20 100k 2/1/2017
113 Strategic Capital Advisors LLC
Contrarian S&P Stock Index LF
-0.17 500k 1/1/2015
112 QTS Capital Management, LLC
FX Managed Account
-0.17 100k 1/1/2011
111 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
110 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.16 1,500k 10/1/2016
109 Blake Capital Management, Inc.
SRD Currencies
-0.14 100k 3/1/2013
108 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-0.14 1,000k 3/1/2003
107 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-0.12 1,000k 10/1/2016
106 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-0.09 10,000k 3/1/1998
105 Estlander & Partners
Freedom
-0.08 20,000k 8/1/2010
100 Pinstripe Trading, LLC
Standard
0.00 125k 8/1/2009
99 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
101 Ring Capital Management LLC
S&P E-Mini Select
0.00 100k 1/1/2012
102 Kopis Capital Management, LLC
Commodity Long Only
0.00 500k 1/1/2014
103 Hartswell Capital Ltd
MP-1
0.00 250k 1/1/2014
104 Centurion Investment Management Inc.
Composite
0.00 10,000k 8/1/2012
98 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.03 100k 10/1/2011
97 Tomas Capital Pty Ltd
GCAF | USD
0.07 1,500k 7/1/2011
96 Quantica Capital AG
2X Quantica Managed Futures Fund
0.10 100k 1/1/2014
95 Worldwide Capital Strategies
Profit Quest Macro World
0.11 100k 1/1/2010
94 Emil van Essen
Global Tactical Allocation Program (GTAP)
0.14 2,000k 4/1/2017
93 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
92 Leibniz Group
Enhanced Intelligence Strategy
0.17 100k 1/1/2016
91 Quantica Capital AG
1X Quantica Managed Futures Fund
0.20 100k 1/1/2014
90 Emil van Essen
Long-Short Commodity Program - Accelerated
0.22 200k 5/1/2014
89 Meliora Capital LLP
Commodity Absolute Return (1x)
0.23 250k 11/1/2014
88 R Best LLC
World Select Program
0.23 2,000k 4/1/2016
87 Archsight Capital Partners LLC
Prometheus Trading Program
0.26 100k 10/1/2015
86 DeltaHedge
VIXVOX 2
0.26 250k 8/1/2015
85 Hehmeyer Capital Management, LLC
Hehmeyer Systematic Treasury & Equity Strategy
0.28 250k 3/1/2010
84 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.29 1,500k 12/1/2014
83 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
0.31 100k 4/1/2015
82 Bulkara Capital
Bulkara Systematic Fund SP
0.35 250k 4/1/2014
81 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.38 10,000k 10/1/1993
80 ProfitScore Capital Management
Long/Short US Treasury
0.39 10,000k 10/1/2015
79 Crabel Capital Management
WPD Crabel Futures Program
0.39 1,000k 7/1/2008
78 Superfund Group
Superfund Green SILVER SICAV
0.40 20k 1/1/2017
77 R Best LLC
R Best Private Client Program
0.41 50k 2/1/2010
76 Eclipse Capital Management
Alpha Asia
0.43 25,000k 1/1/2015
75 Witter & Lester, Inc.
Redstone
0.44 500k 9/1/1994
74 Strategic Capital Advisors LLC
Multi-strategy Futures Program
0.44 3,000k 5/1/2010
73 Vivienne Investissement
OUESSANT UCITS FUND (A)
0.58 100k 5/1/2012
72 ML Systems LLC
Sledon Classic (Client)
0.61 300k 8/1/2014
71 Centurion Investment Management Inc.
Zero Margin Program
0.61 1,000k 5/1/2016
70 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.70 250k 5/1/2011
69 Soaring Pelican, LLC
Diversified S&P Program
0.76 100k 1/1/2011
68 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.76 500k 10/1/2014
67 Strategic Capital Advisors LLC
Global Contrarian Stock Index
0.83 1,000k 4/1/2017
66 DUNN Capital Management
DUNN WMA Institutional Program
0.85 100k 10/1/2011
65 Leibniz Group
Systematic Intelligence Vol 10
0.91 3,000k 8/1/2011
64 Automaton Trading LLC
Diversified
0.93 500k 7/1/2014
63 Typhon Capital Management, LLC
Helios Deutsche
0.94 250k 4/1/2014
62 dormouse Limited
dormouse - Managed Account
0.97 20,000k 7/1/2011
61 Orion Asset Management
Algorithmic Trading Program
0.99 10k 1/1/2013
60 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
59 QTS Capital Management, LLC
QTS Partners, L.P.
1.01 100k 1/1/2011
58 dormouse Limited
dormouse Fund A Shares
1.02 1,000k 1/1/2017
57 FORT LP
Fort Global Diversified
1.04 2,000k 10/1/1993
56 Rosen Capital Advisors, LLC
Rosen V Master Fund, LP
1.05 500k 4/1/2013
55 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
1.06 5,000k 9/1/2009
54 dormouse Limited
dormouse Fund B Shares
1.12 10,000k 8/1/2016
53 ISAM
ISAM Systematic Trend (Levitas)
1.17 1,000k 5/1/2010
52 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
1.18 500k 8/1/2007
51 Millburn Ridgefield Corporation
Multi-Markets Program
1.22 25,000k 10/1/2004
50 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
1.24 5,000k 9/1/2009
49 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
1.25 1,000k 1/1/2013
48 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.25 250k 11/1/1996
47 Linnis
Linnis ONE, LP
1.27 100k 8/1/2014
46 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
1.30 5,000k 9/1/2013
45 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.42 5,000k 6/1/2010
44 Melissinos Trading
Eupatrid Global Trends
1.52 50k 1/1/2011
43 Turk Capital LLC
US Market Hedge Strategy
1.52 250k 11/1/2015
42 FORT LP
Fort Global Contrarian
1.55 2,000k 10/1/2002
41 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
1.56 1,000k 3/1/2003
40 Silicon Valley Quantitative Advisors
UQP Large
1.58 500k 1/1/2009
39 Vivienne Investissement
MACH 3
1.60 100k 6/1/2015
38 DeltaHedge
VIXVOX 1
1.60 250k 8/1/2015
37 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.71 1,000k 5/1/2014
36 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
35 ROW Asset Managment
Row Diversified Fund, L.P.
1.92 1,000k 11/1/2011
34 Superfund Group
Superfund Red One SP I - Class A Silver
2.24 10k 1/1/2017
33 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
2.26 1,000k 1/1/2015
32 Tom Capital AG
Tom Capital Growth Fund
2.60 5,000k 12/1/2015
31 HASAFUMA
La Cucaracha
2.64 300k 9/1/2013
30 Enduring Investments LLC
Enduring Commodity Alpha
2.72 500k 9/1/2015
29 Schot Capital
Multi Diversified Program
2.74 1,000k 1/1/2016
28 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
2.74 1,500k 5/1/2017
27 Turk Capital LLC
US Equity Long/Short Strategy
2.84 250k 4/1/2014
26 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
2.94 40k 1/1/2016
25 Alder Capital DAC
CALM Eurozone Equity Program
3.10 100k 5/1/2015
24 Superfund Group
Superfund Green GOLD SICAV
3.12 20k 1/1/2017
23 Aquantum
Aquantum Commodity Spread Program (ACS)
3.20 5,000k 7/1/2013
22 Aquantum
ACS Energies
3.24 5,000k 1/1/2017
21 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
3.37 60k 9/1/2016
20 ROW Asset Managment
ROW Diversified 2X Fund, LP
3.61 1,000k 8/1/2016
19 Superfund Group
Superfund Green EUR SICAV
3.88 5k 1/1/2017
18 Cauldron Investments, LLC
Cauldron Systematic
3.89 500k 1/1/2017
17 Superfund Group
Superfund Green USD SICAV
3.91 5k 1/1/2017
16 Aspect Capital
Aspect Diversified Fund - Class A (USD)
3.97 100k 12/1/1998
15 Red Rock Capital, LLC
Commodity Long-Short
4.29 500k 9/1/2013
14 Superfund Group
Superfund Red USD SICAV
4.51 10k 3/1/2013
13 Superfund Group
Superfund Red EUR SICAV
4.52 10k 3/1/2013
12 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
4.67 100k 4/1/2014
11 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.82 5,000k 11/1/2012
10 Superfund Group
Superfund Red One SP I - Class A Gold
5.04 10k 1/1/2017
9 Superfund Group
Superfund Red One SP I - Class A EUR
5.48 10k 1/1/2017
8 HASAFUMA
Heavy Metal
5.60 20k 9/1/2014
7 Chesapeake Capital
Diversified Plus (HV)
5.62 100k 4/1/1994
6 Superfund Group
Superfund Red One SP I - Class A USD
5.70 10k 1/1/2017
5 Millburn Ridgefield Corporation
Commodity Program
5.81 25,000k 3/1/2005
4 Dreiss Research Corporation
Diversified Program
5.93 1,000k 5/1/1991
3 Estlander & Partners
Alpha Trend II - Class P
6.81 100k 12/1/2008
2 Purple Valley Capital, Inc.
Diversified Trend 1
8.24 100k 8/1/2008
1 HASAFUMA
Hedgehog
29.83 60k 5/1/2012

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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