Systematic Trader Index For August 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 Aug 2019 Min Inv Inception 162 DeltaHedge VIXVOX 1 -8.22 250k 8/1/2015 161 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy -7.74 1,000k 1/1/2015 160 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -6.28 5,000k 11/1/2012 159 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -6.21 100k 4/1/2014 158 Emil van Essen Long-Short Commodity Program - Accelerated -5.84 200k 5/1/2014 157 Pearl Capital Advisors, LLC Hedged VIX Program -5.32 500k 10/1/2015 156 DeltaHedge VIXVOX 2 -5.31 250k 8/1/2015 155 Cauldron Investments, LLC Cauldron Systematic -4.92 500k 1/1/2017 154 Future Trade AG Thales Swing Trading Programme -4.59 250k 6/1/2007 153 Leibniz Group SWARM (Return on Margin) -4.52 1,500k 9/1/2015 152 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -4.51 5,000k 9/1/2013 151 Emil van Essen Long-Short Commodity Program -4.46 1,000k 6/1/2013 150 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -4.20 250k 5/1/2013 149 Pinstripe Trading, LLC Standard -4.18 125k 8/1/2009 148 Kopis Capital Management, LLC Commodity Long Short Separate Account -4.05 1,000k 5/1/2015 147 Urban Tree Capital, LLC UTC Plus (Client) -3.71 100k 3/1/2013 146 Aquantum ACS Energies -3.60 5,000k 1/1/2017 145 W.G. Wealth Guardian Ltd. QT Program (QTP) -3.40 300k 6/1/2017 144 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) -2.98 1,500k 12/1/2014 143 Turk Capital LLC US Equity Long/Short Strategy -2.97 250k 4/1/2014 142 Superfund Group Superfund Red One SP I - Class A EUR -2.96 10k 1/1/2017 141 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.63 5,000k 6/1/2010 140 Superfund Group Superfund Red One SP I - Class A USD -2.56 10k 1/1/2017 139 Superfund Group Superfund Red EUR SICAV -2.27 10k 3/1/2013 138 Leibniz Group SWARM -2.26 100k 9/1/2015 137 Superfund Group Superfund Red USD SICAV -2.13 10k 3/1/2013 136 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program -2.05 100k 2/1/2017 135 Aquantum Aquantum Commodity Spread Program (ACS) -1.97 5,000k 7/1/2013 134 Crabel Capital Management WPD Crabel Futures Program -1.56 1,000k 7/1/2008 133 Turk Capital LLC US Market Hedge Strategy -1.46 250k 11/1/2015 132 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.42 100k 10/1/2011 131 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.37 3,000k 5/1/2010 130 Tom Capital AG Tom Capital Growth Fund -1.30 5,000k 12/1/2015 129 Emil van Essen Spread Trading Program Limited -1.25 5,000k 7/1/2013 128 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -1.23 100k 1/1/2014 127 ProfitScore Capital Management Long/Short US Treasury -1.18 10,000k 10/1/2015 126 Meliora Capital LLP Commodity Absolute Return (1x) -0.88 250k 11/1/2014 125 Leibniz Group Enhanced Intelligence Strategy -0.65 100k 1/1/2016 124 Blake Capital Management, Inc. SRD Short Equities -0.33 100k 1/1/2011 123 Leibniz Group Systematic Intelligence Vol 10 -0.27 3,000k 8/1/2011 122 Blake Capital Management, Inc. SRD Currencies -0.25 100k 3/1/2013 121 County Cork LLC County Cork Macro Equity Hedge -0.22 1,000k 2/1/2016 120 Asset Management by Windsor Securities Income 2 Strategy (MI2) -0.06 500k 9/1/2015 119 Jaguar Investments Ltd Aegir Capital Strategy -0.01 1,000k 1/1/2012 116 Alder Capital DAC CALM Eurozone Equity Program 0.00 100k 5/1/2015 114 Trigon Investment Advisors, LLC Foreign Exchange Program 0.00 5,000k 8/1/2000 115 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 117 Pawberry LLC MultiStrat Program 0.00 600k 6/1/2017 118 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.00 500k 1/1/2015 113 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.05 40k 1/1/2016 112 SpreadEdge Capital, LLC Diversified Seasonal Spreads 0.06 100k 12/1/2014 111 H2O AM LLP Arctic Blue Commodity Program (2x) 0.10 1,000k 6/1/2014 110 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.15 250k 10/1/2009 109 Bulkara Capital Bulkara Systematic Fund SP 0.18 250k 4/1/2014 108 Independent View IV Quantitative Futures Fund 0.32 100k 11/1/2012 107 H2O AM LLP Arctic Blue Inuvik 0.40 1,000k 5/1/2017 106 Global Sigma Group, LLC Global Sigma BondVOL LP 0.43 1,000k 4/1/2015 105 Strategic Capital Advisors LLC Global Contrarian Stock Index 0.55 1,000k 4/1/2017 104 Typhon Capital Management, LLC Helios Deutsche 0.55 250k 4/1/2014 103 DeltaHedge DH Styx 0.57 1,000k 9/1/2017 102 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.71 250k 7/1/2015 101 Automaton Trading LLC Diversified 0.71 500k 7/1/2014 100 Vivienne Investissement OUESSANT UCITS FUND (A) 0.74 100k 5/1/2012 99 Glendorn Capital Management LLC MultiWeek Trading Strategy 0.75 1,500k 10/1/2016 98 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 0.77 250k 11/1/1996 97 Linnis Linnis ONE, LP 0.78 100k 8/1/2014 96 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 0.82 250k 2/1/2016 95 Orion Asset Management Algorithmic Trading Program 0.87 10k 1/1/2013 94 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.95 500k 6/1/2007 93 R Best LLC R Best Private Client Program 1.02 50k 2/1/2010 92 NuWave Investment Management, LLC Commodity Value Portfolio 1.03 2,000k 10/1/2014 91 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.03 250k 10/1/2011 90 Vortex Currency Program 1.18 500k 1/1/2014 89 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.22 10,000k 3/1/2007 88 Buckingham Global Advisors, LLC Weekly Emini Program 1.27 200k 3/1/2015 87 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) 1.39 1,500k 5/1/2017 86 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 1.44 100k 4/1/2015 85 Certeza Asset Management Macro Vega 1.74 1,000k 1/1/2012 84 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.88 100k 2/1/2010 83 SpreadEdge Capital, LLC Agriculture Seasonal Spreads 2.03 100k 3/1/2017 82 FORT LP Fort Global Contrarian 2.14 2,000k 10/1/2002 81 Vivienne Investissement MACH 3 2.20 100k 6/1/2015 80 Certeza Asset Management 4x Omni 2.26 1,000k 11/1/2014 79 Emil van Essen Global Tactical Allocation Program (GTAP) 2.29 2,000k 4/1/2017 78 Covenant Capital Management Tactical Growth Program 2.36 100k 1/1/2017 77 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 2.37 5,000k 9/1/2009 76 NuWave Investment Management, LLC Short-Term Futures Portfolio 2.39 2,000k 7/1/2016 75 361 Capital LLC 361 Global Managed Futures Strategy Fund 2.39 2,000k 3/1/2014 74 John Locke Investments Cyril Systematic UCITS Fund 2.47 500k 7/1/2000 73 Tianyou Asset Management, LLC Tianyou Fund LP 2.48 100k 10/1/2012 72 O'Brien Investment Group Quantitative Global Macro Futures Program 2.50 3,000k 7/1/2017 71 dormouse Limited dormouse Fund A Shares 2.52 1,000k 1/1/2017 70 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 2.56 60k 9/1/2016 69 dormouse Limited dormouse - Managed Account 2.56 20,000k 7/1/2011 68 SEB Asset Management SEB Asset Selection Fund C (EUR) 2.59 1k 10/1/2006 67 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 2.60 5,000k 9/1/2009 66 GT CAPITAL CTA GT Systematic Day Trading Program 2.67 60k 8/1/2017 65 CTS Asset Management LLC Flagship Program - Client Accounts 2.81 1,000k 7/1/2017 64 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 2.82 2,000k 7/1/2016 63 R Best LLC World Select Program 2.83 2,000k 4/1/2016 62 dormouse Limited dormouse Fund B Shares 2.84 10,000k 8/1/2016 61 Seven Capital Management Seven Absolute Return 2.92 100k 6/1/2009 60 Schot Capital Multi Diversified Program 3.09 1,000k 1/1/2016 59 Metolius Capital LLC Metolius Diversified 3.12 100k 6/1/2010 58 QTS Capital Management, LLC QTS Partners, L.P. 3.37 100k 1/1/2011 57 FORT LP Fort Global Diversified 3.38 2,000k 10/1/1993 56 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 3.48 1,000k 5/1/2014 55 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 3.50 10,000k 3/1/2003 54 EMC Capital Advisors, LLC EMC Alpha Program 3.60 5,000k 6/1/2013 53 Eclipse Capital Management Alpha Asia 3.62 25,000k 1/1/2015 52 EMC Capital Advisors, LLC EMC Alpha Plus Program 3.65 3,000k 5/1/2014 51 Anderson Creek Trading Standard Diversified Strategy 3.68 250k 7/1/2014 50 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 3.70 500k 10/1/2014 49 Crabel Capital Management Crabel Multi-Product 3.72 1,000k 3/1/1998 48 NuWave Investment Management, LLC NuWave Matrix Portfolio 3.73 3,000k 9/1/2015 47 Superfund Group Superfund Red One SP I - Class A Gold 3.88 10k 1/1/2017 46 ISAM ISAM Systematic Trend (Levitas) 3.90 1,000k 5/1/2010 45 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 3.90 10,000k 2/1/2008 44 Chesapeake Capital Diversified Plus (HV) 3.91 100k 4/1/1994 43 Quantica Capital AG 1X Quantica Managed Futures Fund 4.00 100k 1/1/2014 42 Rivoli Fund Management Long/Short Bond Fund (Class P) 4.14 5,000k 12/1/2001 41 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) 4.16 1k 6/1/2009 40 Red Rock Capital, LLC Commodity Long-Short 4.38 500k 9/1/2013 39 FORT LP Global Futures Program (formerly Global Diversified Classic) 4.39 10,000k 10/1/1993 38 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 4.65 1,000k 1/1/2013 37 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.73 10,000k 3/1/2003 36 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 4.90 10,000k 4/1/2004 35 QTS Capital Management, LLC Tail Reaper 5.19 500k 8/1/2012 34 Alee Capital Management, LLC Mistral Program 5.29 2,500k 1/1/1999 33 514 Capital Partners 514 Fund 5.40 100k 11/1/2013 32 DUNN Capital Management DUNN WMA Institutional Program 5.47 100k 10/1/2011 31 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 5.82 50k 7/1/2011 30 ML Systems LLC Sledon Classic (Client) 5.86 300k 8/1/2014 29 Tomas Capital Pty Ltd GCAF | USD 6.07 1,500k 7/1/2011 28 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) 6.08 100k 5/1/2017 27 FTC Capital GmbH FTC Futures Fund Classic (USD) 6.32 250k 10/1/2010 26 Dixon Midland Company LLC Dixon Midland Diversified LLC 6.85 250k 5/1/2011 25 Eamon Capital Zephyr Program 6.94 600k 1/1/2016 24 Aspect Capital Aspect Diversified Fund - Class A (USD) 7.05 100k 12/1/1998 23 Sandpiper Asset Management Sandpiper Global Macro Program 7.23 1,000k 8/1/2012 22 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 7.28 1,000k 10/1/2016 21 Soaring Pelican, LLC S&P Multiday Hybrid Program 7.37 175k 5/1/2017 20 Soaring Pelican, LLC Diversified S&P Program 7.40 100k 1/1/2011 19 Superfund Group Superfund Green EUR SICAV 7.46 5k 1/1/2017 18 Superfund Group Superfund Green USD SICAV 7.58 5k 1/1/2017 17 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.69 20,000k 5/1/2013 16 Superfund Group Superfund Red One SP I - Class A Silver 7.77 10k 1/1/2017 15 Prolific Capital Markets, LLC Prolific Swiss System 7.78 10,000k 1/1/2014 14 Silicon Valley Quantitative Advisors UQP Large 7.85 500k 1/1/2009 13 Kaiser Trading Group Kaiser Global Diversified Program - Class A 8.01 10,000k 3/1/1998 12 Quantica Capital AG 2X Quantica Managed Futures Fund 8.10 100k 1/1/2014 11 Metolius Capital LLC Metolius Enhanced Fund 8.13 40k 6/1/2015 10 Melissinos Trading Eupatrid Global Trends 8.15 50k 1/1/2011 9 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 8.22 25k 2/1/2016 8 Candriam Investors Group Alternative Return Systemat 9.16 125k 1/1/2007 7 Estlander & Partners Freedom 9.24 20,000k 8/1/2010 6 Worldwide Capital Strategies Profit Quest Macro World 13.66 100k 1/1/2010 5 Superfund Group Superfund Green GOLD SICAV 14.33 20k 1/1/2017 4 Estlander & Partners Alpha Trend II - Class P 18.68 100k 12/1/2008 3 Superfund Group Superfund Green SILVER SICAV 19.09 20k 1/1/2017 2 Purple Valley Capital, Inc. Diversified Trend 1 24.84 100k 8/1/2008 1 Dreiss Research Corporation Diversified Program 26.01 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.