Systematic Trader Index For May 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 May 2019 Min Inv Inception 163 Covenant Capital Management Tactical Growth Program -11.51 100k 1/1/2017 162 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -9.64 50k 7/1/2011 161 Tomas Capital Pty Ltd GCAF | USD -9.45 1,500k 7/1/2011 160 Turk Capital LLC US Equity Long/Short Strategy -9.01 250k 4/1/2014 159 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -8.80 1,000k 1/1/2015 158 Tom Capital AG Tom Capital Growth Fund -7.90 5,000k 12/1/2015 157 QMS Capital Management LP QMS Diversified Global Macro Strategy -7.71 5,000k 6/1/2010 156 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -7.56 25k 2/1/2016 155 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -7.26 250k 11/1/1996 154 Superfund Group Superfund Green SILVER SICAV -6.95 20k 1/1/2017 153 Urban Tree Capital, LLC UTC Plus (Client) -6.53 100k 3/1/2013 152 Strategic Capital Advisors LLC Global Contrarian Stock Index -6.41 1,000k 4/1/2017 151 Emil van Essen Long-Short Commodity Program - Accelerated -6.33 200k 5/1/2014 150 Vivienne Investissement MACH 3 -6.03 100k 6/1/2015 149 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -5.59 100k 4/1/2014 148 Sandpiper Asset Management Sandpiper Global Macro Program -5.48 1,000k 8/1/2012 147 Emil van Essen Long-Short Commodity Program -5.29 1,000k 6/1/2013 146 Superfund Group Superfund Red One SP I - Class A Silver -5.18 10k 1/1/2017 145 QTS Capital Management, LLC Tail Reaper -5.16 100k 8/1/2012 144 Pawberry LLC MultiStrat Program -4.98 600k 6/1/2017 143 J8 Capital Management LLP J8 Global Absolute Return Strategy -4.95 500k 1/1/2015 142 Turk Capital LLC US Market Hedge Strategy -4.58 250k 11/1/2015 141 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -4.48 100k 1/1/2014 140 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program -4.48 100k 2/1/2017 139 Superfund Group Superfund Green EUR SICAV -4.46 5k 1/1/2017 138 County Cork LLC County Cork Macro Equity Hedge -4.33 1,000k 2/1/2016 137 Superfund Group Superfund Green USD SICAV -4.32 5k 1/1/2017 136 Cauldron Investments, LLC Cauldron Systematic -4.08 500k 1/1/2017 135 Independent View IV Quantitative Futures Fund -3.92 100k 11/1/2012 134 Emil van Essen Spread Trading Program Limited -3.77 5,000k 7/1/2013 133 Anderson Creek Trading Standard Diversified Strategy -3.56 250k 7/1/2014 132 Leibniz Group SWARM -3.55 100k 9/1/2015 131 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) -3.44 100k 5/1/2017 130 Alder Capital DAC CALM Eurozone Equity Program -3.43 100k 5/1/2015 129 Aspect Capital Aspect Diversified Fund - Class A (USD) -3.30 100k 12/1/1998 128 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -3.07 1,000k 3/1/2003 127 Estlander & Partners Freedom -2.90 20,000k 8/1/2010 126 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -2.86 5,000k 9/1/2013 125 ISAM ISAM Systematic Trend (Levitas) -2.84 1,000k 5/1/2010 124 Superfund Group Superfund Green GOLD SICAV -2.80 20k 1/1/2017 123 Quantica Capital AG 2X Quantica Managed Futures Fund -2.80 100k 1/1/2014 122 Vortex Currency Program -2.75 500k 1/1/2014 121 Superfund Group Superfund Red One SP I - Class A EUR -2.72 10k 1/1/2017 120 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -2.69 5,000k 11/1/2012 119 Millburn Ridgefield Corporation Multi-Markets Program -2.69 25,000k 10/1/2004 118 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -2.66 5,000k 9/1/2009 117 Buckingham Global Advisors, LLC Weekly Emini Program -2.64 200k 3/1/2015 116 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF -2.46 500k 1/1/2015 115 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite -2.45 5,000k 9/1/2009 114 Superfund Group Superfund Red One SP I - Class A USD -2.42 10k 1/1/2017 113 Aquantum Aquantum Commodity Spread Program (ACS) -2.30 5,000k 7/1/2013 112 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) -2.28 1,000k 5/1/2017 111 Silicon Valley Quantitative Advisors UQP Large -2.24 500k 1/1/2009 110 NuWave Investment Management, LLC NuWave Matrix Portfolio -2.14 3,000k 9/1/2015 109 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -2.12 100k 10/1/2011 108 Pinstripe Trading, LLC Standard -2.08 125k 8/1/2009 107 Superfund Group Superfund Red EUR SICAV -2.05 10k 3/1/2013 106 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -2.05 1,000k 12/1/2014 105 Vivienne Investissement OUESSANT UCITS FUND (A) -2.01 100k 5/1/2012 104 Superfund Group Superfund Red USD SICAV -1.94 10k 3/1/2013 103 SpreadEdge Capital, LLC Agriculture Seasonal Spreads -1.82 100k 3/1/2017 102 Crabel Capital Management Crabel Multi-Product -1.75 1,000k 3/1/1998 101 Asset Management by Windsor Securities Income 2 Strategy (MI2) -1.69 500k 9/1/2015 100 Quantica Capital AG 1X Quantica Managed Futures Fund -1.50 100k 1/1/2014 99 Emil van Essen Global Tactical Allocation Program (GTAP) -1.41 2,000k 4/1/2017 98 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -1.35 100k 4/1/2015 97 Robust Methods LLC Macro Managed Account -1.19 5,000k 1/1/2005 96 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.19 250k 10/1/2009 95 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.15 3,000k 5/1/2010 94 QTS Capital Management, LLC QTS Partners, L.P. -1.14 100k 1/1/2011 93 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.10 250k 5/1/2011 92 R Best LLC World Select Program -0.97 2,000k 4/1/2016 91 R Best LLC R Best Private Client Program -0.78 50k 2/1/2010 90 Bulkara Capital Bulkara Systematic Fund SP -0.78 250k 4/1/2014 89 FORT LP Fort Global Contrarian -0.76 2,000k 10/1/2002 88 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.73 1,000k 10/1/2016 87 Leibniz Group Systematic Intelligence Vol 10 -0.72 3,000k 8/1/2011 86 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.64 100k 2/1/2010 85 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.60 10,000k 3/1/1998 84 Soaring Pelican, LLC Diversified S&P Program -0.54 100k 1/1/2011 83 Superfund Group Superfund Red One SP I - Class A Gold -0.54 10k 1/1/2017 82 H2O AM LLP Arctic Blue Commodity Program (2x) -0.50 1,000k 6/1/2014 81 NuWave Investment Management, LLC Commodity Value Portfolio -0.48 2,000k 10/1/2014 80 Typhon Capital Management, LLC Helios Deutsche -0.45 250k 4/1/2014 79 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.37 1,000k 5/1/2014 78 SpreadEdge Capital, LLC Diversified Seasonal Spreads -0.32 100k 12/1/2014 77 H2O AM LLP Arctic Blue Inuvik -0.30 1,000k 5/1/2017 76 Blake Capital Management, Inc. SRD Short Equities -0.21 100k 1/1/2011 75 Dreiss Research Corporation Diversified Program -0.20 1,000k 5/1/1991 74 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -0.16 1k 6/1/2009 73 Pearl Capital Advisors, LLC Hedged VIX Program -0.08 500k 10/1/2015 72 Blake Capital Management, Inc. SRD Currencies -0.07 100k 3/1/2013 61 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 62 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 63 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.00 250k 3/1/2010 64 Crabel Capital Management WPD Crabel Futures Program 0.00 1,000k 7/1/2008 69 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 68 Certeza Asset Management 4x Omni 0.00 1,000k 11/1/2014 67 Certeza Asset Management Macro Vega 0.00 1,000k 1/1/2012 66 Candriam Investor Group Alternative Return Systemat 0.00 125k 1/1/2007 65 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 70 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 0.00 500k 8/1/2007 71 Enduring Investments LLC Enduring Commodity Alpha 0.00 500k 9/1/2015 60 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.02 1,000k 1/1/2013 59 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.13 40k 1/1/2016 58 514 Capital Partners 514 Fund 0.16 100k 11/1/2013 57 Metolius Capital LLC Metolius Diversified 0.19 100k 6/1/2010 56 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.23 1,000k 3/1/2007 55 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.27 60k 9/1/2016 54 Automaton Trading LLC Diversified 0.33 500k 7/1/2014 53 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.34 250k 10/1/2010 52 EMC Capital Advisors, LLC EMC Alpha Program 0.38 5,000k 6/1/2013 51 Orion Asset Management Algorithmic Trading Program 0.41 10k 1/1/2013 50 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.42 500k 10/1/2014 49 Jaguar Investments Ltd Aegir Capital Strategy 0.44 1,000k 1/1/2012 48 SEB Asset Management SEB Asset Selection Fund C (EUR) 0.47 1k 10/1/2006 47 Aquantum ACS Energies 0.48 5,000k 1/1/2017 46 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.49 250k 10/1/2011 45 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.56 250k 2/1/2016 44 NuWave Investment Management, LLC Short-Term Futures Portfolio 0.56 2,000k 7/1/2016 43 DUNN Capital Management DUNN WMA Institutional Program 0.57 100k 10/1/2011 42 EMC Capital Advisors, LLC EMC Alpha Plus Program 0.62 3,000k 5/1/2014 41 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.64 1,000k 3/1/2003 40 ML Systems LLC Sledon Classic (Client) 0.66 300k 8/1/2014 39 Witter & Lester, Inc. Redstone 0.68 500k 9/1/1994 38 Metolius Capital LLC Metolius Enhanced Fund 0.79 40k 6/1/2015 37 Future Trade AG Thales Swing Trading Programme 0.79 250k 6/1/2007 36 Global Sigma Group, LLC Global Sigma BondVOL LP 0.94 1,000k 4/1/2015 35 ROW Asset Managment Row Diversified Fund, L.P. 1.02 1,000k 11/1/2011 34 ProfitScore Capital Management Long/Short US Treasury 1.03 10,000k 10/1/2015 33 Centurion Investment Management Inc. Zero Margin Program 1.13 1,000k 5/1/2016 32 Millburn Ridgefield Corporation Commodity Program 1.24 25,000k 3/1/2005 31 dormouse Limited dormouse Fund A Shares 1.29 1,000k 1/1/2017 30 dormouse Limited dormouse Fund B Shares 1.37 10,000k 8/1/2016 29 dormouse Limited dormouse - Managed Account 1.37 10,000k 7/1/2011 28 Tianyou Asset Management, LLC Tianyou Fund LP 1.50 100k 10/1/2012 27 FORT LP Fort Global Diversified 1.51 2,000k 10/1/1993 26 W.G. Wealth Guardian Ltd. QT Program (QTP) 1.51 300k 6/1/2017 25 Glendorn Capital Management LLC MultiWeek Trading Strategy 1.61 1,500k 10/1/2016 24 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 1.64 250k 7/1/2015 23 Kopis Capital Management, LLC Commodity Long Short Separate Account 1.78 1,000k 5/1/2015 22 ROW Asset Managment ROW Diversified 2X Fund, LP 1.80 1,000k 8/1/2016 21 Meliora Capital LLP Commodity Absolute Return (1x) 1.85 250k 11/1/2014 20 Melissinos Trading Eupatrid Global Trends 2.17 50k 1/1/2011 19 FORT LP Global Futures Program (formerly Global Diversified Classic) 2.54 10,000k 10/1/1993 18 Leibniz Group Enhanced Intelligence Strategy 2.78 100k 1/1/2016 17 Worldwide Capital Strategies Profit Quest Macro World 2.91 100k 1/1/2010 16 Schot Capital Multi Diversified Program 3.35 1,000k 1/1/2016 15 Prolific Capital Markets, LLC Prolific Swiss System 3.62 10,000k 1/1/2014 14 Eclipse Capital Management Alpha Asia 3.86 25,000k 1/1/2015 13 Trigon Investment Advisors, LLC Foreign Exchange Program 4.00 5,000k 8/1/2000 12 Alee Capital Management, LLC Mistral Program 4.28 2,500k 1/1/1999 11 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 4.53 500k 6/1/2007 10 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 5.30 250k 5/1/2013 9 DeltaHedge VIXVOX 2 5.89 250k 8/1/2015 8 Purple Valley Capital, Inc. Diversified Trend 1 5.93 100k 8/1/2008 7 Linnis Linnis ONE, LP 6.22 100k 8/1/2014 6 DeltaHedge VIXVOX 1 6.86 250k 8/1/2015 5 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.85 20,000k 5/1/2013 4 Red Rock Capital, LLC Commodity Long-Short 8.12 500k 9/1/2013 3 Eamon Capital Zephyr Program 8.14 600k 1/1/2016 2 John Locke Investments Cyril Systematic UCITS Fund 8.72 8,000k 7/1/2000 1 Estlander & Partners Alpha Trend II - Class P 12.60 100k 12/1/2008 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.