Systematic Trader Index For September 2019

Monthly Rankings

Rank CTA/Program Sep 2019 Min Inv Inception
166 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-25.34 50k 7/1/2011
165 Tomas Capital Pty Ltd
GCAF | USD
-25.23 1,500k 7/1/2011
164 Purple Valley Capital, Inc.
Diversified Trend 1
-19.57 100k 8/1/2008
163 Estlander & Partners
Alpha Trend II - Class P
-17.44 100k 12/1/2008
162 Dreiss Research Corporation
Diversified Program
-14.94 1,000k 5/1/1991
161 Sandpiper Asset Management
Sandpiper Global Macro Program
-14.16 1,000k 8/1/2012
160 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-13.82 250k 11/1/1996
159 Superfund Group
Superfund Green SILVER SICAV
-12.77 20k 1/1/2017
158 Metolius Capital LLC
Metolius Enhanced Fund
-10.23 40k 6/1/2015
157 Superfund Group
Superfund Green GOLD SICAV
-9.30 20k 1/1/2017
156 Superfund Group
Superfund Red One SP I - Class A Silver
-8.92 10k 1/1/2017
155 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
-8.66 100k 12/1/2014
154 Emil van Essen
Long-Short Commodity Program
-8.57 1,000k 6/1/2013
153 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-8.57 250k 10/1/2010
152 Anderson Creek Trading
Standard Diversified Strategy
-7.20 250k 7/1/2014
151 Estlander & Partners
Freedom
-7.16 20,000k 8/1/2010
150 Red Rock Capital, LLC
Commodity Long-Short
-6.29 500k 9/1/2013
149 Aquantum
Aquantum Commodity Spread Program (ACS)
-6.18 5,000k 7/1/2013
148 Garraway Capital Management LLP
Garraway Financial Trends
-6.09 100k 9/1/2012
147 Glenhaven Capital LLC
Glenhaven Global II LP
-6.03 25k 4/1/2012
146 ISAM
ISAM Systematic Trend (Levitas)
-5.89 1,000k 5/1/2010
145 Alee Capital Management, LLC
Mistral Program
-5.81 2,500k 1/1/1999
144 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-5.68 1k 6/1/2009
143 Superfund Group
Superfund Green USD SICAV
-5.64 5k 1/1/2017
142 DUNN Capital Management
DUNN WMA Institutional Program
-5.63 100k 10/1/2011
141 Emil van Essen
Long-Short Commodity Program - Accelerated
-5.63 200k 5/1/2014
140 Superfund Group
Superfund Green EUR SICAV
-5.54 5k 1/1/2017
139 Superfund Group
Superfund Red One SP I - Class A Gold
-5.50 10k 1/1/2017
138 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-5.22 250k 5/1/2011
137 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-5.20 20,000k 5/1/2013
136 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-5.05 100k 3/1/2017
135 Trigon Investment Advisors, LLC
Foreign Exchange Program
-4.82 5,000k 8/1/2000
134 Silicon Valley Quantitative Advisors
UQP Large
-4.48 500k 1/1/2009
133 Eclipse Capital Management
Alpha Asia
-4.45 25,000k 1/1/2015
132 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
-4.41 1,000k 3/1/2003
131 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-4.25 1,000k 5/1/2014
130 Metolius Capital LLC
Metolius Diversified
-4.21 100k 6/1/2010
129 Pawberry LLC
MultiStrat Program
-4.15 600k 6/1/2017
128 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-4.11 1,000k 10/1/2016
127 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-4.11 10,000k 3/1/1998
126 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-4.10 25k 2/1/2016
125 Robust Methods LLC
Macro Managed Account
-3.96 5,000k 1/1/2005
124 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.92 500k 1/1/2015
123 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-3.87 100k 12/1/1998
122 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
-3.86 1,000k 3/1/2003
121 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-3.62 1,000k 1/1/2013
120 Vortex
Currency Program
-3.60 500k 1/1/2014
119 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-3.59 10,000k 10/1/1993
118 Welton Investment Partners
Welton Trend
-3.53 25,000k 10/1/2012
117 R Best LLC
World Select Program
-3.50 2,000k 4/1/2016
116 Melissinos Trading
Eupatrid Global Trends
-3.45 50k 1/1/2011
115 Worldwide Capital Strategies
Profit Quest Macro World
-3.29 100k 1/1/2010
114 514 Capital Partners
514 Fund
-3.28 100k 11/1/2013
113 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-3.26 1k 10/1/2006
112 Eamon Capital
Zephyr Program
-3.17 600k 1/1/2016
111 Meliora Capital LLP
Commodity Absolute Return (1x)
-3.14 250k 11/1/2014
110 Prolific Capital Markets, LLC
Prolific Swiss System
-3.03 10,000k 1/1/2014
109 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-2.89 250k 10/1/2009
108 FORT LP
Fort Global Diversified
-2.87 2,000k 10/1/1993
107 Seven Capital Management
Seven Absolute Return
-2.84 100k 6/1/2009
106 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-2.77 2,000k 7/1/2016
105 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.75 3,000k 5/1/2014
104 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
-2.71 1,000k 3/1/2007
103 EMC Capital Advisors, LLC
EMC Alpha Program
-2.65 5,000k 6/1/2013
102 R Best LLC
R Best Private Client Program
-2.45 50k 2/1/2010
101 Rivoli Fund Management
Long/Short Bond Fund (Class P)
-2.14 5,000k 12/1/2001
100 Superfund Group
Superfund Red One SP I - Class A EUR
-2.13 10k 1/1/2017
99 H2O AM LLP
Arctic Blue Inuvik
-2.10 1,000k 5/1/2017
98 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.06 100k 5/1/2017
97 QTS Capital Management, LLC
Tail Reaper
-2.01 100k 8/1/2012
96 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-1.97 5,000k 9/1/2009
95 Superfund Group
Superfund Red One SP I - Class A USD
-1.93 10k 1/1/2017
94 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-1.86 5,000k 9/1/2009
93 Quantica Capital AG
2X Quantica Managed Futures Fund
-1.80 100k 1/1/2014
92 R Best LLC
Private Client Plus
-1.71 200k 11/1/2017
91 O'Brien Investment Group
Quantitative Global Macro Futures Program
-1.67 3,000k 7/1/2017
90 Asset Management by Windsor Securities
Income 2 Strategy (MI2)
-1.64 500k 9/1/2015
89 ML Systems LLC
Sledon Classic (Client)
-1.63 300k 8/1/2014
88 H2O AM LLP
Arctic Blue Commodity Program (2x)
-1.60 1,000k 6/1/2014
87 Leibniz Group
Systematic Intelligence Vol 10
-1.60 3,000k 8/1/2011
86 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-1.55 2,000k 7/1/2016
85 Emil van Essen
Global Tactical Allocation Program (GTAP)
-1.15 2,000k 4/1/2017
84 FORT LP
Fort Global Contrarian
-1.02 2,000k 10/1/2002
83 Crabel Capital Management
Crabel Multi-Product
-0.99 1,000k 3/1/1998
82 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.98 3,000k 5/1/2010
81 Crabel Capital Management
WPD Crabel Futures Program
-0.95 1,000k 7/1/2008
80 Quantica Capital AG
1X Quantica Managed Futures Fund
-0.80 100k 1/1/2014
79 Soaring Pelican, LLC
Diversified S&P Program
-0.79 100k 1/1/2011
78 Schot Capital
Multi Diversified Program
-0.71 1,000k 1/1/2016
77 Vivienne Investissement
MACH 3
-0.69 100k 6/1/2015
76 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.67 2,000k 10/1/2014
75 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-0.65 10,000k 4/1/2004
74 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
-0.62 500k 6/1/2007
73 QTS Capital Management, LLC
QTS Partners, L.P.
-0.62 100k 1/1/2011
72 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.57 100k 2/1/2010
71 Chesapeake Capital
Diversified Plus (HV)
-0.46 100k 4/1/1994
70 Superfund Group
Superfund Red USD SICAV
-0.45 10k 3/1/2013
69 John Locke Investments
Cyril Systematic UCITS Fund
-0.44 8,000k 7/1/2000
68 Typhon Capital Management, LLC
Helios Deutsche
-0.41 250k 4/1/2014
67 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.41 100k 5/1/2012
66 Superfund Group
Superfund Red EUR SICAV
-0.37 10k 3/1/2013
65 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.26 100k 4/1/2015
64 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.25 250k 2/1/2016
63 NuWave Investment Management, LLC
NuWave Matrix Portfolio
-0.23 3,000k 9/1/2015
62 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
61 Blake Capital Management, Inc.
SRD Short Equities
-0.11 100k 1/1/2011
59 CTS Asset Management LLC
Flagship Program - Client Accounts
0.00 1,000k 7/1/2017
60 DeltaHedge
VIXVOX 2
0.00 250k 8/1/2015
58 Candriam Investor Group
Alternative Return Systemat
0.00 125k 1/1/2007
57 Strategic Capital Advisors LLC
Global Contrarian Stock Index
0.03 1,000k 4/1/2017
56 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
0.04 40k 1/1/2016
55 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.04 60k 9/1/2016
54 DeltaHedge
DH Styx
0.06 1,000k 9/1/2017
53 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.06 500k 10/1/2014
52 Blake Capital Management, Inc.
SRD Currencies
0.06 100k 3/1/2013
51 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
0.10 250k 5/1/2013
50 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
0.16 1,000k 5/1/2017
49 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.16 250k 7/1/2015
48 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.19 2,000k 3/1/2014
47 Emil van Essen
Spread Trading Program Limited
0.29 5,000k 7/1/2013
46 Cauldron Investments, LLC
Cauldron Systematic
0.43 500k 1/1/2017
45 Leibniz Group
SWARM
0.56 100k 9/1/2015
44 dormouse Limited
dormouse - Managed Account
0.63 10,000k 7/1/2011
43 County Cork LLC
County Cork Macro Equity Hedge
0.64 1,000k 2/1/2016
42 Soaring Pelican, LLC
S&P Multiday Hybrid Program
0.66 175k 5/1/2017
41 dormouse Limited
dormouse Fund A Shares
0.73 1,000k 1/1/2017
40 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.79 1,000k 4/1/2015
39 dormouse Limited
dormouse Fund B Shares
0.82 10,000k 8/1/2016
38 Automaton Trading LLC
Diversified
0.82 500k 7/1/2014
37 Urban Tree Capital, LLC
UTC Plus (Client)
0.87 100k 3/1/2013
36 Certeza Asset Management
Macro Vega
0.94 1,000k 1/1/2012
35 Orion Asset Management
Algorithmic Trading Program
0.94 10k 1/1/2013
34 Leibniz Group
Enhanced Intelligence Strategy
0.99 100k 1/1/2016
33 Jaguar Investments Ltd
Aegir Capital Strategy
0.99 1,000k 1/1/2012
32 ProfitScore Capital Management
Long/Short US Treasury
1.05 10,000k 10/1/2015
31 QMS Capital Management LP
QMS Diversified Global Macro Strategy
1.08 5,000k 6/1/2010
30 Pearl Capital Advisors, LLC
Hedged VIX Program
1.11 500k 10/1/2015
29 Leibniz Group
SWARM (Return on Margin)
1.12 1,500k 9/1/2015
28 Certeza Asset Management
4x Omni
1.19 1,000k 11/1/2014
27 Buckingham Global Advisors, LLC
Weekly Emini Program
1.20 200k 3/1/2015
26 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.23 1,000k 1/1/2015
25 Turk Capital LLC
US Market Hedge Strategy
1.24 250k 11/1/2015
24 Pinstripe Trading, LLC
Standard
1.64 125k 8/1/2009
23 Tianyou Asset Management, LLC
Tianyou Fund LP
1.70 100k 10/1/2012
22 Independent View
IV Quantitative Futures Fund
1.83 100k 11/1/2012
21 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
1.91 100k 4/1/2014
20 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
1.97 100k 10/1/2011
19 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
2.09 100k 1/1/2014
18 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
2.24 100k 2/1/2017
17 W.G. Wealth Guardian Ltd.
QT Program (QTP)
2.27 300k 6/1/2017
16 Certeza Asset Management
Macro Vega Fund
2.35 100k 11/1/2017
15 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
2.41 5,000k 11/1/2012
14 Glendorn Capital Management LLC
MultiWeek Trading Strategy
2.53 1,500k 10/1/2016
13 Turk Capital LLC
US Equity Long/Short Strategy
2.56 250k 4/1/2014
12 Kopis Capital Management, LLC
Commodity Long Short Separate Account
2.62 1,000k 5/1/2015
11 Alder Capital DAC
CALM Eurozone Equity Program
2.63 100k 5/1/2015
10 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
2.70 250k 10/1/2011
9 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
2.79 10,000k 2/1/2008
8 GT CAPITAL CTA
GT Systematic Day Trading Program
2.97 60k 8/1/2017
7 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
3.31 5,000k 9/1/2013
6 Aquantum
ACS Energies
3.31 5,000k 1/1/2017
5 Bulkara Capital
Bulkara Systematic Fund SP
4.22 250k 4/1/2014
4 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
4.92 1,000k 12/1/2014
3 Covenant Capital Management
Tactical Growth Program
5.14 100k 1/1/2017
2 Linnis
Linnis ONE, LP
5.22 100k 8/1/2014
1 Future Trade AG
Thales Swing Trading Programme
12.90 250k 6/1/2007

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.

Free Investment Plan Free CTA database