Systematic Trader Index For March 2019 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 Mar 2019 Min Inv Inception 165 HASAFUMA Hedgehog -32.26 50k 5/1/2012 164 HASAFUMA La Cucaracha -16.28 50k 9/1/2013 163 Purple Valley Capital, Inc. Diversified Trend 1 -12.08 100k 8/1/2008 162 HASAFUMA FX Momentum -7.85 20k 7/1/2012 161 Eclipse Capital Management Alpha Asia -4.21 25,000k 1/1/2015 160 Sandpiper Asset Management Sandpiper Global Macro Program -4.05 1,000k 8/1/2012 159 Trigon Investment Advisors, LLC Foreign Exchange Program -3.90 5,000k 8/1/2000 158 Alee Capital Management, LLC Mistral Program -3.79 2,500k 1/1/1999 157 Silicon Valley Quantitative Advisors UQP Large -3.67 500k 1/1/2009 156 514 Capital Partners 514 Fund -3.55 100k 11/1/2013 155 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -3.35 10,000k 3/1/2007 154 Red Rock Capital, LLC Commodity Long-Short -3.07 500k 9/1/2013 153 Anderson Creek Trading Standard Diversified Strategy -3.00 250k 7/1/2014 152 Robust Methods LLC Macro Managed Account -2.89 5,000k 1/1/2005 151 HASAFUMA Heavy Metal -2.82 20k 9/1/2014 150 DeltaHedge VIXVOX 1 -2.81 250k 8/1/2015 149 DeltaHedge VIXVOX 2 -2.62 250k 8/1/2015 148 Pearl Capital Advisors, LLC Hedged VIX Program -2.53 500k 10/1/2015 147 Enduring Investments LLC Enduring Commodity Alpha -2.00 500k 9/1/2015 146 Estlander & Partners Alpha Trend II - Class P -1.93 100k 12/1/2008 145 QMS Capital Management LP QMS Diversified Global Macro Strategy -1.91 5,000k 6/1/2010 144 H2O AM LLP Arctic Blue Commodity Program (2x) -1.90 1,000k 6/1/2014 143 Eamon Capital Zephyr Program -1.83 300k 1/1/2016 142 Typhon Capital Management, LLC Helios Deutsche -1.56 250k 4/1/2014 141 Meliora Capital LLP Commodity Absolute Return (1x) -1.44 250k 11/1/2014 140 Emil van Essen Long-Short Commodity Program -1.35 1,000k 6/1/2013 139 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -1.32 5,000k 9/1/2013 138 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -1.24 5,000k 9/1/2009 137 Centurion Investment Management Inc. Zero Margin Program -1.20 1,000k 5/1/2016 136 R Best LLC R Best Private Client Program -1.19 50k 2/1/2010 135 Soaring Pelican, LLC Diversified S&P Program -1.11 100k 1/1/2011 134 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -0.98 5,000k 9/1/2009 133 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -0.97 10,000k 3/1/2003 132 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy -0.92 250k 3/1/2010 131 Typhon Capital Management, LLC Chiron Currency Program -0.91 250k 2/1/2008 130 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) -0.83 60k 9/1/2016 129 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.74 2,000k 7/1/2016 128 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.70 250k 5/1/2013 127 Superfund Group Superfund Red One SP I - Class A Silver -0.46 10k 1/1/2017 126 Superfund Group Superfund Green SILVER SICAV -0.34 20k 1/1/2017 125 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.32 25k 2/1/2016 124 Jaguar Investments Ltd Aegir Capital Strategy -0.31 1,000k 1/1/2012 123 Future Trade AG Thales Swing Trading Programme -0.24 250k 6/1/2007 122 Pinstripe Trading, LLC Standard -0.23 125k 8/1/2009 121 NuWave Investment Management, LLC Commodity Value Portfolio -0.23 2,000k 10/1/2014 120 Tom Capital AG Tom Capital Growth Fund -0.20 5,000k 12/1/2015 119 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) -0.20 500k 8/1/2007 118 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -0.14 500k 10/1/2014 117 HASAFUMA Micro Macro -0.05 20k 6/1/2013 116 QTS Capital Management, LLC FX Managed Account -0.05 100k 1/1/2011 115 Independent View IV Quantitative Futures Fund -0.04 100k 11/1/2012 114 Blake Capital Management, Inc. SRD Currencies -0.04 100k 3/1/2013 107 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 103 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 108 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 105 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 113 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.00 250k 10/1/2010 106 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.00 100k 10/1/2011 109 Linnis Linnis ONE, LP 0.00 100k 8/1/2014 111 Leibniz Group SWARM 0.00 100k 9/1/2015 110 Conquest Capital Group Conquest Star UCITS Fund 0.00 10,000k 3/1/2017 112 Leibniz Group Enhanced Intelligence Strategy 0.00 100k 1/1/2016 102 Crabel Capital Management Crabel Multi-Product 0.00 1,000k 3/1/1998 104 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 101 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 100 Dixon Midland Company LLC Dixon Midland Diversified LLC 0.11 250k 5/1/2011 99 QTS Capital Management, LLC QTS Partners, L.P. 0.18 100k 1/1/2011 98 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.19 250k 7/1/2015 97 Aquantum ACS Energies 0.20 5,000k 1/1/2017 96 ML Systems LLC Sledon Classic (Client) 0.21 300k 8/1/2014 95 Rosen Capital Advisors, LLC Rosen V Master Fund, LP 0.22 500k 4/1/2013 94 QTS Capital Management, LLC Tail Reaper 0.29 500k 8/1/2012 93 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.32 250k 10/1/2009 92 Vortex Currency Program 0.35 500k 1/1/2014 91 Cauldron Investments, LLC Cauldron Systematic 0.39 500k 1/1/2017 90 Strategic Capital Advisors LLC Global Contrarian Stock Index 0.41 1,000k 4/1/2017 89 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 0.50 1,000k 1/1/2015 88 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 0.55 1,500k 12/1/2014 87 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.57 3,000k 5/1/2010 86 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.61 250k 10/1/2011 85 Prolific Capital Markets, LLC Prolific Swiss System 0.62 10,000k 1/1/2014 84 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.62 250k 2/1/2016 83 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.70 100k 4/1/2015 82 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.74 40k 1/1/2016 81 Turk Capital LLC US Market Hedge Strategy 0.79 100k 11/1/2015 80 Global Sigma Group, LLC Global Sigma BondVOL LP 0.83 1,000k 4/1/2015 79 Certeza Asset Management Macro Vega 0.86 1,000k 1/1/2012 78 Metolius Capital LLC Metolius Diversified 0.88 100k 6/1/2010 77 Archsight Capital Partners LLC Prometheus Trading Program 0.98 100k 10/1/2015 76 Emil van Essen Long-Short Commodity Program - Accelerated 1.01 200k 5/1/2014 75 Superfund Group Superfund Red One SP I - Class A Gold 1.06 10k 1/1/2017 74 Certeza Asset Management 4x Omni 1.07 1,000k 11/1/2014 73 Seven Capital Management Seven Absolute Return 1.09 100k 6/1/2009 72 Alder Capital DAC CALM Eurozone Equity Program 1.10 100k 5/1/2015 71 Bulkara Capital Bulkara Systematic Fund SP 1.12 250k 4/1/2014 70 Superfund Group Superfund Green GOLD SICAV 1.19 20k 1/1/2017 69 Automaton Trading LLC Diversified 1.22 500k 7/1/2014 68 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.26 100k 10/1/2012 67 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 1.36 500k 1/1/2015 66 Glendorn Capital Management LLC MultiWeek Trading Strategy 1.36 1,500k 10/1/2016 65 Chesapeake Capital Diversified Plus (HV) 1.44 100k 4/1/1994 64 County Cork LLC County Cork Macro Equity Hedge 1.45 1,000k 2/1/2016 63 Estlander & Partners Freedom 1.50 20,000k 8/1/2010 62 Buckingham Global Advisors, LLC Weekly Emini Program 1.53 200k 3/1/2015 61 R Best LLC World Select Program 1.56 2,000k 4/1/2016 60 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 1.65 500k 6/1/2007 59 Turk Capital LLC US Equity Long/Short Strategy 1.86 100k 4/1/2014 58 Superfund Group Superfund Red EUR SICAV 1.95 10k 3/1/2013 57 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.09 3,000k 9/1/2015 56 ISAM ISAM Systematic Trend (Levitas) 2.12 1,000k 5/1/2010 55 Superfund Group Superfund Red USD SICAV 2.14 10k 3/1/2013 54 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 2.15 100k 1/1/2014 53 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program 2.22 100k 2/1/2017 52 Emil van Essen Spread Trading Program Limited 2.38 5,000k 7/1/2013 51 Millburn Ridgefield Corporation Commodity Program 2.46 25,000k 3/1/2005 50 Metolius Capital LLC Metolius Enhanced Fund 2.51 40k 6/1/2015 49 Millburn Ridgefield Corporation Multi-Markets Program 2.59 25,000k 10/1/2004 48 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 2.60 250k 11/1/1996 47 Superfund Group Superfund Red One SP I - Class A EUR 2.61 10k 1/1/2017 46 dormouse Limited dormouse - Managed Account 2.67 20,000k 7/1/2011 45 Superfund Group Superfund Green EUR SICAV 2.77 5k 1/1/2017 44 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.81 100k 4/1/2014 43 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 2.96 1,000k 1/1/2013 42 Superfund Group Superfund Red One SP I - Class A USD 2.97 10k 1/1/2017 41 Emil van Essen Global Tactical Allocation Program (GTAP) 3.05 2,000k 4/1/2017 40 Superfund Group Superfund Green USD SICAV 3.05 5k 1/1/2017 39 dormouse Limited dormouse Fund A Shares 3.05 1,000k 1/1/2017 38 Asset Management by Windsor Securities Income 2 Strategy (MI2) 3.42 500k 9/1/2015 37 Leibniz Group Systematic Intelligence Vol 10 3.42 3,000k 8/1/2011 36 dormouse Limited dormouse Fund B Shares 3.44 10,000k 8/1/2016 35 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 3.50 100k 2/1/2010 34 Quest Partners LLC AlphaQuest Short Bias (AQSB) 3.57 20,000k 5/1/2013 33 ROW Asset Managment Row Diversified Fund, L.P. 3.65 1,000k 11/1/2011 32 ProfitScore Capital Management Long/Short US Treasury 3.88 10,000k 10/1/2015 31 EMC Capital Advisors, LLC EMC Alpha Program 3.93 5,000k 6/1/2013 30 Vivienne Investissement OUESSANT UCITS FUND (A) 4.06 100k 5/1/2012 29 Aquantum Aquantum Commodity Spread Program (ACS) 4.13 5,000k 7/1/2013 28 Covenant Capital Management Tactical Growth Program 4.19 100k 1/1/2017 27 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 4.24 5,000k 11/1/2012 26 Aspect Capital Aspect Diversified Fund - Class A (USD) 4.35 100k 12/1/1998 25 SEB Asset Management SEB Asset Selection Fund C (EUR) 4.42 1k 10/1/2006 24 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 4.51 1,000k 5/1/2014 23 Schot Capital Multi Diversified Program (MDP) 4.56 1,000k 1/1/2016 22 FORT LP Fort Global Contrarian 4.69 2,000k 10/1/2002 21 EMC Capital Advisors, LLC EMC Alpha Plus Program 4.72 3,000k 5/1/2014 20 Melissinos Trading Eupatrid Global Trends 4.96 100k 1/1/2011 19 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 5.24 1,000k 10/1/2016 18 Worldwide Capital Strategies Profit Quest Macro World 5.27 100k 1/1/2010 17 FORT LP Fort Global Diversified 5.33 2,000k 3/1/2002 16 Kaiser Trading Group Kaiser Global Diversified Program - Class A 5.37 10,000k 3/1/1998 15 DUNN Capital Management DUNN WMA Institutional Program 5.38 100k 10/1/2011 14 Urban Tree Capital, LLC UTC Plus (Client) 5.38 100k 3/1/2013 13 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 5.52 10,000k 3/1/2003 12 John Locke Investments Cyril Systematic UCITS Fund 6.71 500k 7/1/2000 11 Amplitude Capital International Limited Adagio Strategy 6.71 20,000k 10/1/2016 10 Quantica Capital AG 1X Quantica Managed Futures Fund 6.80 100k 1/1/2014 9 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 7.71 1k 6/1/2009 8 FORT LP Global Futures Program (formerly Global Diversified Classic) 8.46 10,000k 3/1/2002 7 ROW Asset Managment ROW Diversified 2X Fund, LP 8.87 1,000k 8/1/2016 6 Vivienne Investissement MACH 3 10.90 100k 6/1/2015 5 Kopis Capital Management, LLC Commodity Long Short Separate Account 13.30 1,000k 5/1/2015 4 Quantica Capital AG 2X Quantica Managed Futures Fund 13.50 100k 1/1/2014 3 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 13.74 50k 7/1/2011 2 Tomas Capital Pty Ltd GCAF | USD 13.84 1,500k 7/1/2011 1 Glenhaven Capital LLC Glenhaven Global II LP 20.30 25k 4/1/2012 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.