Systematic Trader Index For July 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 Jul 2019 Min Inv Inception 162 Purple Valley Capital, Inc. Diversified Trend 1 -17.43 100k 8/1/2008 161 Worldwide Capital Strategies Profit Quest Macro World -10.54 100k 1/1/2010 160 W.G. Wealth Guardian Ltd. QT Program (QTP) -6.45 300k 6/1/2017 159 Eamon Capital Zephyr Program -5.53 300k 1/1/2016 158 Sandpiper Asset Management Sandpiper Global Macro Program -5.46 1,000k 8/1/2012 157 Silicon Valley Quantitative Advisors UQP Large -3.99 500k 1/1/2009 156 Aquantum Aquantum Commodity Spread Program (ACS) -3.67 5,000k 7/1/2013 155 Schot Capital Multi Diversified Program -3.01 1,000k 1/1/2016 154 Anderson Creek Trading Standard Diversified Strategy -2.32 250k 7/1/2014 153 H2O AM LLP Arctic Blue Inuvik -2.10 1,000k 5/1/2017 152 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) -2.08 1,500k 5/1/2017 151 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -2.04 500k 10/1/2014 150 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) -1.96 100k 5/1/2017 149 Leibniz Group Enhanced Intelligence Strategy -1.92 100k 1/1/2016 148 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -1.86 10,000k 3/1/2007 147 Trigon Investment Advisors, LLC Foreign Exchange Program -1.86 5,000k 8/1/2000 146 ProfitScore Capital Management Long/Short US Treasury -1.83 10,000k 10/1/2015 145 H2O AM LLP Arctic Blue Commodity Program (2x) -1.70 1,000k 6/1/2014 144 Leibniz Group SWARM (Return on Margin) -1.46 1,500k 9/1/2015 143 Emil van Essen Long-Short Commodity Program -1.28 1,000k 6/1/2013 142 Emil van Essen Long-Short Commodity Program - Accelerated -1.27 200k 5/1/2014 141 Superfund Group Superfund Red EUR SICAV -1.27 10k 3/1/2013 140 Kopis Capital Management, LLC Commodity Long Short Separate Account -1.24 1,000k 5/1/2015 139 Eclipse Capital Management Alpha Asia -1.21 25,000k 1/1/2015 138 Red Rock Capital, LLC Commodity Long-Short -1.15 500k 9/1/2013 137 R Best LLC R Best Private Client Program -1.15 50k 2/1/2010 136 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.02 250k 10/1/2009 135 Superfund Group Superfund Red One SP I - Class A EUR -0.95 10k 1/1/2017 134 Metolius Capital LLC Metolius Enhanced Fund -0.93 40k 6/1/2015 133 Leibniz Group Systematic Intelligence Vol 10 -0.85 3,000k 8/1/2011 132 Superfund Group Superfund Red One SP I - Class A USD -0.84 10k 1/1/2017 131 Superfund Group Superfund Red USD SICAV -0.83 10k 3/1/2013 130 Leibniz Group SWARM -0.73 100k 9/1/2015 129 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.61 500k 6/1/2007 128 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.56 2,000k 7/1/2016 127 Metolius Capital LLC Metolius Diversified -0.49 100k 6/1/2010 126 Prolific Capital Markets, LLC Prolific Swiss System -0.42 10,000k 1/1/2014 125 J8 Capital Management LLP J8 Global Absolute Return Strategy -0.38 3,000k 1/1/2015 124 Seven Capital Management Seven Absolute Return -0.37 100k 6/1/2009 123 NuWave Investment Management, LLC Commodity Value Portfolio -0.31 2,000k 10/1/2014 122 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -0.30 250k 5/1/2013 121 Linnis Linnis ONE, LP -0.28 100k 8/1/2014 120 ML Systems LLC Sledon Classic (Client) -0.23 300k 8/1/2014 119 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.17 500k 9/1/2015 118 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 117 Pawberry LLC MultiStrat Program -0.15 600k 6/1/2017 116 CTS Asset Management LLC Flagship Program - Client Accounts -0.15 1,000k 7/1/2017 115 Soaring Pelican, LLC S&P Multiday Hybrid Program -0.14 175k 5/1/2017 114 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -0.12 5,000k 11/1/2012 113 Blake Capital Management, Inc. SRD Currencies -0.07 100k 3/1/2013 112 Superfund Group Superfund Red One SP I - Class A Gold -0.07 10k 1/1/2017 111 R Best LLC World Select Program -0.05 2,000k 4/1/2016 110 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.04 250k 7/1/2015 107 QTS Capital Management, LLC Tail Reaper 0.00 500k 8/1/2012 102 Witter & Lester, Inc. Redstone 0.00 500k 9/1/1994 103 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 104 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 109 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 108 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.00 500k 1/1/2015 106 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.00 100k 4/1/2015 105 Candriam Investors Group Alternative Return Systemat 0.00 125k 1/1/2007 101 Emil van Essen Spread Trading Program Limited 0.01 5,000k 7/1/2013 100 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.06 40k 1/1/2016 99 Aquantum ACS Energies 0.08 5,000k 1/1/2017 98 Alder Capital DAC CALM Eurozone Equity Program 0.10 100k 5/1/2015 97 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.15 3,000k 5/1/2010 96 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 0.16 60k 9/1/2016 95 Crabel Capital Management Crabel Multi-Product 0.29 1,000k 3/1/1998 94 Pearl Capital Advisors, LLC Hedged VIX Program 0.34 500k 10/1/2015 93 Turk Capital LLC US Market Hedge Strategy 0.43 100k 11/1/2015 92 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.43 100k 4/1/2014 91 Rivoli Fund Management Long/Short Bond Fund (Class P) 0.43 5,000k 12/1/2001 90 Emil van Essen Global Tactical Allocation Program (GTAP) 0.49 2,000k 4/1/2017 89 Strategic Capital Advisors LLC Global Contrarian Stock Index 0.56 1,000k 4/1/2017 88 Pinstripe Trading, LLC Standard 0.58 125k 8/1/2009 87 Global Sigma Group, LLC Global Sigma BondVOL LP 0.62 1,000k 4/1/2015 86 Certeza Asset Management Macro Vega 0.69 1,000k 1/1/2012 85 Glendorn Capital Management LLC MultiWeek Trading Strategy 0.69 1,500k 10/1/2016 84 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.73 250k 2/1/2016 83 Tianyou Asset Management, LLC Tianyou Trading Strategy 0.81 100k 10/1/2012 82 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.81 10,000k 3/1/2003 81 Blake Capital Management, Inc. SRD Short Equities 0.81 100k 1/1/2011 80 Superfund Group Superfund Green EUR SICAV 0.84 5k 1/1/2017 79 Alee Capital Management, LLC Mistral Program 0.85 2,500k 1/1/1999 78 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 0.98 100k 1/1/2014 77 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.99 50k 7/1/2011 76 dormouse Limited dormouse Fund A Shares 1.00 1,000k 1/1/2017 75 Tom Capital AG Tom Capital Growth Fund 1.00 5,000k 12/1/2015 74 Turk Capital LLC US Equity Long/Short Strategy 1.00 100k 4/1/2014 73 Cauldron Investments, LLC Cauldron Systematic 1.01 500k 1/1/2017 72 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 1.02 100k 10/1/2011 71 dormouse Limited dormouse - Managed Account 1.03 20,000k 7/1/2011 70 Tomas Capital Pty Ltd GCAF | USD 1.06 1,500k 7/1/2011 69 dormouse Limited dormouse Fund B Shares 1.12 10,000k 8/1/2016 68 Automaton Trading LLC Diversified 1.21 500k 7/1/2014 67 Buckingham Global Advisors, LLC Weekly Emini Program 1.22 200k 3/1/2015 66 EMC Capital Advisors, LLC EMC Alpha Program 1.22 5,000k 6/1/2013 65 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 1.22 2,000k 7/1/2016 64 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 1.28 1,500k 12/1/2014 63 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.35 100k 2/1/2010 62 O'Brien Investment Group Quantitative Global Macro Futures Program 1.38 3,000k 7/1/2017 61 Crabel Capital Management WPD Crabel Futures Program 1.38 1,000k 7/1/2008 60 Superfund Group Superfund Green USD SICAV 1.40 5k 1/1/2017 59 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.41 3,000k 5/1/2014 58 Covenant Capital Management Tactical Growth Program 1.42 100k 1/1/2017 57 QTS Capital Management, LLC QTS Partners, L.P. 1.45 100k 1/1/2011 56 Certeza Asset Management 4x Omni 1.46 1,000k 11/1/2014 55 Bulkara Capital Bulkara Systematic Fund SP 1.47 250k 4/1/2014 54 County Cork LLC County Cork Macro Equity Hedge 1.50 1,000k 2/1/2016 53 FORT LP Fort Global Diversified 1.53 2,000k 3/1/2002 52 514 Capital Partners 514 Fund 1.65 100k 11/1/2013 51 Soaring Pelican, LLC Diversified S&P Program 1.72 100k 1/1/2011 50 Typhon Capital Management, LLC Helios Deutsche 1.72 250k 4/1/2014 49 Vivienne Investissement OUESSANT UCITS FUND (A) 1.73 100k 5/1/2012 48 Quest Partners LLC AlphaQuest Short Bias (AQSB) 1.78 20,000k 5/1/2013 47 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.79 10,000k 3/1/2002 46 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program 1.85 100k 2/1/2017 45 Meliora Capital LLP Commodity Absolute Return (1x) 2.08 250k 11/1/2014 44 Superfund Group Superfund Green GOLD SICAV 2.18 20k 1/1/2017 43 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 2.20 5,000k 9/1/2009 42 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 2.24 10,000k 3/1/2003 41 Jaguar Investments Ltd Aegir Capital Strategy 2.28 1,000k 1/1/2012 40 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 2.29 5,000k 9/1/2013 39 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 2.30 5,000k 9/1/2009 38 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.32 5,000k 6/1/2010 37 FORT LP Fort Global Contrarian 2.35 2,000k 10/1/2002 36 DUNN Capital Management DUNN WMA Institutional Program 2.50 100k 10/1/2011 35 FTC Capital GmbH FTC Futures Fund Classic (USD) 2.53 250k 10/1/2010 34 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 2.53 1,000k 5/1/2014 33 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 2.53 1,000k 10/1/2016 32 Chesapeake Capital Diversified Plus (HV) 2.54 100k 4/1/1994 31 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 2.58 250k 10/1/2011 30 SpreadEdge Capital, LLC Agriculture Seasonal Spreads 2.60 100k 3/1/2017 29 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.63 1k 10/1/2006 28 Future Trade AG Thales Swing Trading Programme 2.67 250k 6/1/2007 27 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 2.75 1,000k 1/1/2015 26 Kaiser Trading Group Kaiser Global Diversified Program - Class A 3.05 10,000k 3/1/1998 25 DeltaHedge VIXVOX 2 3.13 250k 8/1/2015 24 Urban Tree Capital, LLC UTC Plus (Client) 3.40 100k 3/1/2013 23 Robust Methods LLC Macro Managed Account 3.44 5,000k 1/1/2005 22 Estlander & Partners Alpha Trend II - Class P 3.45 100k 12/1/2008 21 Dixon Midland Company LLC Dixon Midland Diversified LLC 3.48 250k 5/1/2011 20 SpreadEdge Capital, LLC Diversified Seasonal Spreads 3.58 100k 12/1/2014 19 Quantica Capital AG 1X Quantica Managed Futures Fund 3.60 100k 1/1/2014 18 Independent View IV Quantitative Futures Fund 3.87 100k 11/1/2012 17 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 3.91 250k 11/1/1996 16 Vortex Currency Program 3.93 500k 1/1/2014 15 ISAM ISAM Systematic Trend (Levitas) 3.93 1,000k 5/1/2010 14 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 4.16 1,000k 1/1/2013 13 Melissinos Trading Eupatrid Global Trends 4.20 50k 1/1/2011 12 Aspect Capital Aspect Diversified Fund - Class A (USD) 4.30 100k 12/1/1998 11 Estlander & Partners Freedom 4.44 20,000k 8/1/2010 10 NuWave Investment Management, LLC NuWave Matrix Portfolio 4.63 3,000k 9/1/2015 9 DeltaHedge VIXVOX 1 4.81 250k 8/1/2015 8 Garraway Capital Management LLP Garraway Financial Trends 4.97 100k 9/1/2012 7 John Locke Investments Cyril Systematic UCITS Fund 5.09 500k 7/1/2000 6 Vivienne Investissement MACH 3 5.25 100k 6/1/2015 5 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 5.27 1k 6/1/2009 4 Superfund Group Superfund Red One SP I - Class A Silver 5.91 10k 1/1/2017 3 Quantica Capital AG 2X Quantica Managed Futures Fund 6.80 100k 1/1/2014 2 Superfund Group Superfund Green SILVER SICAV 8.39 20k 1/1/2017 1 Dreiss Research Corporation Diversified Program 9.82 1,000k 5/1/1991 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.