Systematic Trader Index For April 2019

Monthly Rankings

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 1,000k 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 10,000k 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 1,000k 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
125 QTS Capital Management, LLC
FX Managed Account
0.00 100k 1/1/2011
119 Blake Capital Management, Inc.
SRD Short Equities
0.00 100k 1/1/2011
126 QTS Capital Management, LLC
Tail Reaper
0.00 100k 8/1/2012
127 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
120 HASAFUMA
Börstjänaren Hedgehog
0.00 60k 5/1/2012
121 HASAFUMA
FX Momentum
0.00 20k 7/1/2012
123 HASAFUMA
La Cucaracha
0.00 300k 9/1/2013
122 HASAFUMA
Micro Macro
0.00 50k 6/1/2013
124 HASAFUMA
Heavy Metal
0.00 20k 9/1/2014
128 Conquest Capital Group
Conquest Star UCITS Fund
0.00 10,000k 3/1/2017
129 Amplitude Capital International Limited
Adagio Strategy
0.00 20,000k 10/1/2016
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 8,000k 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.

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