Systematic Trader Index For April 2019 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 Apr 2019 Min Inv Inception 176 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program -7.08 100k 2/1/2017 175 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -5.83 100k 1/1/2014 174 Estlander & Partners Alpha Trend II - Class P -5.81 100k 12/1/2008 173 Linnis Linnis ONE, LP -5.73 100k 8/1/2014 172 Kopis Capital Management, LLC Commodity Long Short Separate Account -5.39 1,000k 5/1/2015 171 Urban Tree Capital, LLC UTC Plus (Client) -4.17 100k 3/1/2013 170 Quest Partners LLC AlphaQuest Short Bias (AQSB) -4.14 20,000k 5/1/2013 169 514 Capital Partners 514 Fund -3.24 100k 11/1/2013 168 ProfitScore Capital Management Long/Short US Treasury -2.11 10,000k 10/1/2015 167 Alee Capital Management, LLC Mistral Program -1.86 2,500k 1/1/1999 166 H2O AM LLP Arctic Blue Commodity Program (2x) -1.60 1,000k 6/1/2014 165 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.58 250k 5/1/2011 164 Glendorn Capital Management LLC MultiWeek Trading Strategy -1.52 1,500k 10/1/2016 163 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) -1.50 100k 5/1/2017 162 Bulkara Capital Bulkara Systematic Fund SP -1.47 250k 4/1/2014 161 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) -1.47 1,500k 5/1/2017 160 H2O AM LLP Arctic Blue Inuvik -1.40 1,000k 5/1/2017 159 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -1.22 1,000k 3/1/2007 158 Eclipse Capital Management Alpha Asia -0.95 25,000k 1/1/2015 157 Crabel Capital Management Crabel Multi-Product -0.83 1,000k 3/1/1998 156 Crabel Capital Management WPD Crabel Futures Program -0.76 1,000k 7/1/2008 155 Robust Methods LLC Macro Managed Account -0.73 5,000k 1/1/2005 154 dormouse Limited dormouse - Managed Account -0.71 20,000k 7/1/2011 153 SpreadEdge Capital, LLC Diversified Seasonal Spreads -0.67 100k 12/1/2014 152 dormouse Limited dormouse Fund A Shares -0.60 1,000k 1/1/2017 151 dormouse Limited dormouse Fund B Shares -0.60 10,000k 8/1/2016 150 Emil van Essen Long-Short Commodity Program -0.55 1,000k 6/1/2013 149 Garraway Capital Management LLP Garraway Financial Trends -0.53 100k 9/1/2012 148 W.G. Wealth Guardian Ltd. QT Program (QTP) -0.43 300k 6/1/2017 147 Trigon Investment Advisors, LLC Foreign Exchange Program -0.42 5,000k 8/1/2000 146 Vortex Currency Program -0.36 500k 1/1/2014 145 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.32 250k 7/1/2015 144 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -0.23 250k 2/1/2016 143 Blake Capital Management, Inc. SRD Currencies -0.21 100k 3/1/2013 142 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -0.17 500k 1/1/2015 141 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 140 Metolius Capital LLC Metolius Diversified -0.17 100k 6/1/2010 139 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.17 500k 6/1/2007 138 Future Trade AG Thales Swing Trading Programme -0.15 250k 6/1/2007 137 Archsight Capital Partners LLC Prometheus Trading Program -0.15 100k 10/1/2015 136 Metolius Capital LLC Metolius Enhanced Fund -0.12 40k 6/1/2015 135 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -0.12 1,500k 12/1/2014 134 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.10 500k 9/1/2015 133 Pearl Capital Advisors, LLC Hedged VIX Program -0.08 500k 10/1/2015 132 SpreadEdge Capital, LLC Agriculture Seasonal Spreads -0.07 100k 3/1/2017 131 ML Systems LLC Sledon Classic (Client) -0.02 300k 8/1/2014 130 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.02 3,000k 5/1/2010 129 Amplitude Capital International Limited Adagio Strategy 0.00 20,000k 10/1/2016 125 QTS Capital Management, LLC FX Managed Account 0.00 100k 1/1/2011 124 HASAFUMA Heavy Metal 0.00 20k 9/1/2014 122 HASAFUMA Micro Macro 0.00 25k 6/1/2013 123 HASAFUMA La Cucaracha 0.00 300k 9/1/2013 120 HASAFUMA Hedgehog 0.00 60k 5/1/2012 121 HASAFUMA FX Momentum 0.00 20k 7/1/2012 128 Conquest Capital Group Conquest Star UCITS Fund 0.00 10,000k 3/1/2017 127 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 126 QTS Capital Management, LLC Tail Reaper 0.00 500k 8/1/2012 119 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 118 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.04 60k 9/1/2016 117 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.09 10,000k 10/1/1993 116 Centurion Investment Management Inc. Zero Margin Program 0.12 1,000k 5/1/2016 115 Covenant Capital Management Tactical Growth Program 0.16 100k 1/1/2017 114 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 0.20 250k 5/1/2013 113 NuWave Investment Management, LLC NuWave Matrix Portfolio 0.22 3,000k 9/1/2015 112 FORT LP Fort Global Diversified 0.25 2,000k 10/1/1993 111 Soaring Pelican, LLC Diversified S&P Program 0.31 100k 1/1/2011 110 Typhon Capital Management, LLC Helios Deutsche 0.33 250k 4/1/2014 109 QTS Capital Management, LLC QTS Partners, L.P. 0.34 100k 1/1/2011 108 R Best LLC R Best Private Client Program 0.35 50k 2/1/2010 107 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.37 250k 3/1/2010 106 Certeza Asset Management Macro Vega 0.42 1,000k 1/1/2012 105 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.45 500k 1/1/2015 104 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.46 500k 10/1/2014 103 Melissinos Trading Eupatrid Global Trends 0.46 50k 1/1/2011 102 Jaguar Investments Ltd Aegir Capital Strategy 0.55 1,000k 1/1/2012 101 R Best LLC World Select Program 0.58 2,000k 4/1/2016 100 John Locke Investments Cyril Systematic UCITS Fund 0.58 500k 7/1/2000 99 NuWave Investment Management, LLC Commodity Value Portfolio 0.61 2,000k 10/1/2014 98 Aquantum Aquantum Commodity Spread Program (ACS) 0.66 5,000k 7/1/2013 97 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.69 1,000k 3/1/2003 96 Strategic Capital Advisors LLC Global Contrarian Stock Index 0.74 1,000k 4/1/2017 95 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.75 10,000k 2/1/2008 94 Certeza Asset Management 4x Omni 0.77 1,000k 11/1/2014 93 Global Sigma Group, LLC Global Sigma BondVOL LP 0.77 1,000k 4/1/2015 92 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.84 250k 10/1/2009 91 DUNN Capital Management DUNN WMA Institutional Program 0.85 100k 10/1/2011 90 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.86 100k 2/1/2010 89 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.87 2,000k 7/1/2016 88 Emil van Essen Global Tactical Allocation Program (GTAP) 0.87 2,000k 4/1/2017 87 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.95 10,000k 4/1/2004 86 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.97 100k 4/1/2015 85 Prolific Capital Markets, LLC Prolific Swiss System 0.98 10,000k 1/1/2014 84 Aquantum ACS Energies 1.05 5,000k 1/1/2017 83 Tianyou Asset Management, LLC Tianyou Fund LP 1.06 100k 10/1/2012 82 Automaton Trading LLC Diversified 1.06 500k 7/1/2014 81 Worldwide Capital Strategies Profit Quest Macro World 1.10 100k 1/1/2010 80 Witter & Lester, Inc. Redstone 1.13 500k 9/1/1994 79 Millburn Ridgefield Corporation Multi-Markets Program 1.15 25,000k 10/1/2004 78 Buckingham Global Advisors, LLC Weekly Emini Program 1.15 200k 3/1/2015 77 Leibniz Group SWARM 1.17 100k 9/1/2015 76 Orion Asset Management Algorithmic Trading Program 1.21 10k 1/1/2013 75 Emil van Essen Spread Trading Program Limited 1.26 5,000k 7/1/2013 74 Rosen Capital Advisors, LLC Rosen V Master Fund, LP 1.27 500k 4/1/2013 73 Millburn Ridgefield Corporation Commodity Program 1.28 25,000k 3/1/2005 72 FORT LP Fort Global Contrarian 1.33 2,000k 10/1/2002 71 EMC Capital Advisors, LLC EMC Alpha Program 1.37 5,000k 6/1/2013 70 Emil van Essen Long-Short Commodity Program - Accelerated 1.40 200k 5/1/2014 69 SEB Asset Management SEB Asset Selection Fund C (EUR) 1.40 1k 10/1/2006 68 Red Rock Capital, LLC Commodity Long-Short 1.40 500k 9/1/2013 67 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 1.41 1,000k 1/1/2013 66 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.43 100k 10/1/2011 65 Pinstripe Trading, LLC Standard 1.43 125k 8/1/2009 64 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 1.50 1,000k 10/1/2016 63 Vivienne Investissement OUESSANT UCITS FUND (A) 1.54 100k 5/1/2012 62 Kaiser Trading Group Kaiser Global Diversified Program - Class A 1.59 10,000k 3/1/1998 61 Turk Capital LLC US Market Hedge Strategy 1.59 250k 11/1/2015 60 Leibniz Group Systematic Intelligence Vol 10 1.64 3,000k 8/1/2011 59 DeltaHedge VIXVOX 1 1.66 250k 8/1/2015 58 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.68 250k 10/1/2011 57 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.70 3,000k 5/1/2014 56 Quantica Capital AG 1X Quantica Managed Futures Fund 1.70 100k 1/1/2014 55 Pawberry LLC MultiStrat Program 1.75 600k 6/1/2017 54 Estlander & Partners Freedom 1.89 20,000k 8/1/2010 53 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 1.91 500k 8/1/2007 52 Eamon Capital Zephyr Program 1.92 600k 1/1/2016 51 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 1.99 40k 1/1/2016 50 DeltaHedge VIXVOX 2 2.00 250k 8/1/2015 49 Superfund Group Superfund Red One SP I - Class A Silver 2.04 10k 1/1/2017 48 Meliora Capital LLP Commodity Absolute Return (1x) 2.08 250k 11/1/2014 47 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 2.08 250k 11/1/1996 46 Leibniz Group Enhanced Intelligence Strategy 2.11 100k 1/1/2016 45 CTS Asset Management LLC Flagship Program - Client Accounts 2.13 1,000k 7/1/2017 44 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 2.26 5,000k 9/1/2013 43 County Cork LLC County Cork Macro Equity Hedge 2.26 1,000k 2/1/2016 42 Anderson Creek Trading Standard Diversified Strategy 2.32 250k 7/1/2014 41 Tom Capital AG Tom Capital Growth Fund 2.40 5,000k 12/1/2015 40 Superfund Group Superfund Red One SP I - Class A Gold 2.40 10k 1/1/2017 39 O'Brien Investment Group Quantitative Global Macro Futures Program 2.42 3,000k 7/1/2017 38 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 2.49 100k 4/1/2014 37 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 2.50 1,000k 5/1/2014 36 ISAM ISAM Systematic Trend (Levitas) 2.59 1,000k 5/1/2010 35 Superfund Group Superfund Red USD SICAV 2.68 10k 3/1/2013 34 Schot Capital Multi Diversified Program 2.71 1,000k 1/1/2016 33 Superfund Group Superfund Red EUR SICAV 2.71 10k 3/1/2013 32 Chesapeake Capital Diversified Plus (HV) 2.96 100k 4/1/1994 31 Superfund Group Superfund Green SILVER SICAV 3.12 20k 1/1/2017 30 Sandpiper Asset Management Sandpiper Global Macro Program 3.21 1,000k 8/1/2012 29 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 3.22 5,000k 9/1/2009 28 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 3.22 1k 6/1/2009 27 Turk Capital LLC US Equity Long/Short Strategy 3.27 250k 4/1/2014 26 Superfund Group Superfund Red One SP I - Class A EUR 3.29 10k 1/1/2017 25 Enduring Investments LLC Enduring Commodity Alpha 3.32 500k 9/1/2015 24 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 3.38 5,000k 9/1/2009 23 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.42 1,000k 3/1/2003 22 Cauldron Investments, LLC Cauldron Systematic 3.42 500k 1/1/2017 21 Superfund Group Superfund Red One SP I - Class A USD 3.44 10k 1/1/2017 20 Superfund Group Superfund Green GOLD SICAV 3.52 20k 1/1/2017 19 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 3.59 1,000k 1/1/2015 18 Alder Capital DAC CALM Eurozone Equity Program 3.68 100k 5/1/2015 17 Candriam Investor Group Alternative Return Systemat 3.77 125k 1/1/2007 16 Quantica Capital AG 2X Quantica Managed Futures Fund 3.90 100k 1/1/2014 15 Independent View IV Quantitative Futures Fund 4.04 100k 11/1/2012 14 QMS Capital Management LP QMS Diversified Global Macro Strategy 4.34 5,000k 6/1/2010 13 FTC Capital GmbH FTC Futures Fund Classic (USD) 4.50 250k 10/1/2010 12 Superfund Group Superfund Green USD SICAV 4.53 5k 1/1/2017 11 Superfund Group Superfund Green EUR SICAV 4.55 5k 1/1/2017 10 Aspect Capital Aspect Diversified Fund - Class A (USD) 4.69 100k 12/1/1998 9 Vivienne Investissement MACH 3 4.74 100k 6/1/2015 8 Silicon Valley Quantitative Advisors UQP Large 4.99 500k 1/1/2009 7 Purple Valley Capital, Inc. Diversified Trend 1 5.09 100k 8/1/2008 6 ROW Asset Managment Row Diversified Fund, L.P. 5.35 1,000k 11/1/2011 5 Dreiss Research Corporation Diversified Program 6.28 1,000k 5/1/1991 4 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 6.39 5,000k 11/1/2012 3 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 8.60 50k 7/1/2011 2 Tomas Capital Pty Ltd GCAF | USD 9.07 1,500k 7/1/2011 1 ROW Asset Managment ROW Diversified 2X Fund, LP 11.19 1,000k 8/1/2016 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.