Systematic Trader Index For January 2020

Monthly Rankings

Rank CTA/Program Jan 2020 Min Inv Inception
164 Dreiss Research Corporation
Diversified Program
-11.02 1,000k 5/1/1991
163 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-10.56 25k 2/1/2016
162 Kopis Capital Management, LLC
Commodity Long Short Separate Account
-9.00 1,000k 5/1/2015
161 Silicon Valley Quantitative Advisors
UQP Large
-8.59 500k 1/1/2009
160 Emil van Essen
Spread Trading Program Limited
-8.56 5,000k 7/1/2013
159 Sandpiper Asset Management
Sandpiper Global Macro Program
-8.53 1,000k 8/1/2012
158 Vortex
Currency Program
-6.43 500k 1/1/2014
157 AP Futures, LLC
Volatility Trading Program
-5.78 100k 2/1/2017
156 Bulkara Capital
Bulkara Systematic Fund SP
-5.61 250k 4/1/2014
155 Automaton Trading LLC
Diversified
-4.78 500k 7/1/2014
154 Orion Asset Management
Algorithmic Trading Program
-4.74 10k 1/1/2013
153 Eclipse Capital Management
Alpha Asia
-4.31 25,000k 1/1/2015
152 Covenant Capital Management
Total Volatility Program (P&C)
-3.91 100k 1/1/2018
151 J8 Capital Management LLP
J8 Global Absolute Return Strategy
-3.87 500k 1/1/2015
150 Independent View
IV Quantitative Futures Fund
-3.08 100k 11/1/2012
149 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-3.06 1k 6/1/2009
148 dormouse Limited
dormouse Fund B Shares
-2.94 10,000k 8/1/2016
147 dormouse Limited
dormouse Fund A Shares
-2.94 1,000k 1/1/2017
146 dormouse Limited
dormouse - Managed Account
-2.91 20,000k 7/1/2011
145 Pinstripe Trading, LLC
Standard
-2.47 125k 8/1/2009
144 Eagle Trading Systems Inc.
Eagle Customized Trend
-2.27 10,000k 4/1/2017
143 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-2.11 10,000k 4/1/2004
142 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-2.06 40k 1/1/2016
141 Meliora Capital LLP
Commodity Absolute Return (1x)
-1.85 250k 11/1/2014
140 Alder Capital DAC
CALM Eurozone Equity Program
-1.79 100k 5/1/2015
139 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.78 500k 10/1/2015
138 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-1.69 1k 10/1/2006
137 Typhon Capital Management, LLC
Helios Deutsche
-1.59 250k 4/1/2014
136 Anderson Creek Trading
Standard Diversified Strategy
-1.59 250k 7/1/2014
135 Covenant Capital Management
Tactical Growth Program
-1.56 100k 1/1/2017
134 361 Capital LLC
361 Global Managed Futures Strategy Fund
-1.45 2,000k 3/1/2014
133 Soaring Pelican, LLC
S&P Multiday Hybrid Program
-1.22 175k 5/1/2017
132 Crabel Capital Management
WPD Crabel Futures Program
-0.86 1,000k 7/1/2008
131 MarketCipher Partners LLC
MarketCipher Partners LLC
-0.80 1,000k 1/1/2018
130 Tomas Capital Pty Ltd
GCAF | USD
-0.78 1,500k 7/1/2011
129 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-0.73 3,000k 5/1/2014
128 Purple Valley Capital, Inc.
Diversified Trend 1
-0.69 100k 8/1/2008
127 Strategic Capital Advisors LLC
Multi-strategy Futures Program
-0.56 3,000k 5/1/2010
126 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-0.46 1,000k 5/1/2014
125 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.39 100k 2/1/2010
124 Future Trade AG
Thales Swing Trading Programme
-0.39 250k 6/1/2007
123 Emil van Essen
Long-Short Commodity Program
-0.36 1,000k 6/1/2013
122 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-0.36 100k 10/1/2011
121 Turk Capital LLC
US Equity Long/Short Strategy
-0.31 250k 4/1/2014
120 Tom Capital AG
Tom Capital Growth Fund
-0.20 5,000k 12/1/2015
119 Turk Capital LLC
US Market Hedge Strategy
-0.19 250k 11/1/2015
118 Certeza Asset Management
Macro Vega Fund
-0.18 100k 11/1/2017
117 O'Brien Investment Group
Quantitative Global Macro Futures Program
-0.18 3,000k 7/1/2017
116 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
-0.16 50k 7/1/2011
115 EMC Capital Advisors, LLC
EMC Alpha Program
-0.16 5,000k 6/1/2013
114 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-0.10 250k 5/1/2013
113 Helford Capital Partners LLP
Helford Diversified Systematic Alpha 1
-0.09 100k 4/1/2015
112 Certeza Asset Management
Macro Vega
-0.09 1,000k 1/1/2012
111 Soaring Pelican, LLC
Diversified S&P Program
-0.04 100k 1/1/2011
110 Superfund Group
Superfund Red EUR SICAV
-0.03 10k 3/1/2013
109 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.01 250k 7/1/2015
103 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
104 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.00 1,000k 6/1/2014
105 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
107 Leibniz Group
SWARM (Return on Margin)
0.00 1,500k 9/1/2015
108 Rivoli Fund Management
Long/Short Bond Fund (Class P)
0.00 5,000k 12/1/2001
99 Estlander & Partners
Alpha Trend II - Class P
0.00 100k 12/1/2008
98 Trigon Investment Advisors, LLC
Foreign Exchange Program
0.00 5,000k 8/1/2000
100 ML Systems LLC
Sledon Classic (Client)
0.00 300k 8/1/2014
101 QTS Capital Management, LLC
Tail Reaper
0.00 500k 8/1/2012
102 Glenhaven Capital LLC
Glenhaven Global II LP
0.00 25k 4/1/2012
106 FTC Capital GmbH
FTC Futures Fund Classic (USD)
0.00 250k 10/1/2010
97 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
0.01 60k 9/1/2016
96 Blake Capital Management, Inc.
SRD Short Equities
0.03 100k 1/1/2011
95 County Cork LLC
County Cork Macro Equity Hedge
0.03 1,000k 2/1/2016
94 NuWave Investment Management, LLC
Commodity Value Portfolio
0.05 2,000k 10/1/2014
93 Jaguar Investments Ltd
Aegir Capital Strategy
0.10 1,000k 1/1/2012
92 Blake Capital Management, Inc.
SRD Currencies
0.10 100k 3/1/2013
91 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
0.11 100k 5/1/2017
90 Emil van Essen
Long-Short Commodity Program - Accelerated
0.13 200k 5/1/2014
89 Tianyou Asset Management, LLC
Tianyou Fund LP
0.18 100k 10/1/2012
88 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
0.19 1,500k 12/1/2014
87 DUNN Capital Management
DUNN WMA Institutional Program
0.19 100k 10/1/2011
86 Metolius Capital LLC
Metolius Enhanced Fund
0.24 40k 6/1/2015
85 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.29 500k 10/1/2014
84 Superfund Group
Superfund Red USD SICAV
0.31 10k 3/1/2013
83 Aspect Capital
Aspect Diversified Fund - Class A (USD)
0.40 100k 12/1/1998
82 NuWave Investment Management, LLC
NuWave Stock Index Futures Portfolio
0.42 2,000k 2/1/2018
81 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
0.55 1,000k 10/1/2016
80 Cauldron Investments, LLC
Cauldron Systematic
0.60 500k 1/1/2017
79 DeltaHedge
DH Styx
0.61 1,000k 9/1/2017
78 Garraway Capital Management LLP
Garraway Financial Trends
0.61 100k 9/1/2012
77 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
0.62 10,000k 3/1/1998
76 Superfund Group
Superfund Red One SP I - Class A EUR
0.65 10k 1/1/2017
75 Robust Methods LLC
Macro Managed Account
0.68 5,000k 1/1/2005
74 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
0.75 5,000k 11/1/2012
73 Buckingham Global Advisors, LLC
Weekly Emini Program
0.78 200k 3/1/2015
72 Quantica Capital AG
1X Quantica Managed Futures Fund
0.80 100k 1/1/2014
71 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.84 1,000k 4/1/2015
70 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
1.04 2,000k 2/1/2018
69 Superfund Group
Superfund Red One SP I - Class A USD
1.06 10k 1/1/2017
68 W.G. Wealth Guardian Ltd.
QT Program (QTP)
1.07 300k 6/1/2017
67 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
1.27 250k 2/1/2016
66 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.35 1,000k 3/1/2007
65 Aquantum
Aquantum Commodity Spread Program (ACS)
1.38 5,000k 7/1/2013
64 Melissinos Trading
Eupatrid Global Trends
1.40 50k 1/1/2011
63 R Best LLC
World Select Program
1.43 2,000k 4/1/2016
62 R Best LLC
Private Client Plus
1.44 200k 11/1/2017
61 Emil van Essen
Global Tactical Allocation Program (GTAP)
1.49 2,000k 4/1/2017
60 Quantica Capital AG
2X Quantica Managed Futures Fund
1.50 100k 1/1/2014
59 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
1.58 250k 10/1/2011
58 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.60 1,500k 10/1/2016
57 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
1.61 5,000k 9/1/2013
56 Superfund Group
Superfund Red One SP I - Class A Silver
1.65 10k 1/1/2017
55 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
1.66 100k 1/1/2014
54 SYNERGIE CAPITAL MANAGEMENT LLC
Synergie Focused Strategy
1.67 1,000k 1/1/2015
53 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
1.76 100k 2/1/2017
52 Strategic Capital Advisors LLC
Global Contrarian Stock Index
1.79 1,000k 4/1/2017
51 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
1.79 250k 11/1/1996
50 QTS Capital Management, LLC
QTS Partners, L.P.
1.97 100k 1/1/2011
49 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
1.97 10,000k 2/1/2008
48 Aquantum
ACS Energies
2.03 5,000k 1/1/2017
47 Crabel Capital Management
Crabel Multi-Product
2.09 1,000k 3/1/1998
46 Vivienne Investissement
OUESSANT UCITS FUND (A)
2.17 100k 5/1/2012
45 Welton Investment Partners
Welton Trend
2.22 25,000k 10/1/2012
44 Schot Capital
Multi Diversified Program
2.22 1,000k 1/1/2016
43 Red Rock Capital, LLC
Commodity Long-Short
2.23 500k 9/1/2013
42 ISAM
ISAM Systematic Trend (Levitas)
2.42 1,000k 5/1/2010
41 Seven Capital Management
Seven Absolute Return
2.43 100k 6/1/2009
40 QMS Capital Management LP
QMS Diversified Global Macro Strategy
2.68 5,000k 6/1/2010
39 NuWave Investment Management, LLC
Short-Term Futures Portfolio
2.80 2,000k 7/1/2016
38 John Locke Investments
Cyril Systematic UCITS Fund
2.91 500k 7/1/2000
37 FORT LP
Fort Global Contrarian
2.98 2,000k 10/1/2002
36 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
3.09 100k 4/1/2014
35 FORT LP
Fort Global Diversified
3.12 2,000k 10/1/1993
34 Urban Tree Capital, LLC
UTC Plus (Client)
3.14 100k 3/1/2013
33 Chesapeake Capital
Diversified Plus (HV)
3.25 100k 4/1/1994
32 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
3.39 500k 6/1/2007
31 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
3.41 100k 3/1/2017
30 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
3.51 1,000k 3/1/2003
29 514 Capital Partners
514 Fund
3.57 100k 11/1/2013
28 Leibniz Group
Systematic Intelligence Vol 10
3.66 3,000k 8/1/2011
27 Worldwide Capital Strategies
Profit Quest Macro World
3.73 100k 1/1/2010
26 Estlander & Partners
Freedom
3.76 20,000k 8/1/2010
25 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.85 3,000k 9/1/2015
24 Dixon Midland Company LLC
Dixon Midland Diversified LLC
3.86 250k 5/1/2011
23 Prolific Capital Markets, LLC
Prolific Swiss System
3.94 10,000k 1/1/2014
22 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
4.00 5,000k 9/1/2009
21 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
4.08 5,000k 9/1/2009
20 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
4.15 2,000k 7/1/2016
19 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
4.17 1,000k 1/1/2013
18 FORT LP
Global Futures Program (formerly Global Diversified Classic)
4.29 10,000k 10/1/1993
17 ProfitScore Capital Management
Long/Short US Treasury
4.30 10,000k 10/1/2015
16 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
4.34 1,500k 5/1/2017
15 Leibniz Group
SWARM
4.39 100k 9/1/2015
14 Superfund Group
Superfund Green EUR SICAV
4.57 5k 1/1/2017
13 Superfund Group
Superfund Green USD SICAV
4.72 5k 1/1/2017
12 Superfund Group
Superfund Red One SP I - Class A Gold
4.97 10k 1/1/2017
11 Superfund Group
Superfund Green SILVER SICAV
5.22 20k 1/1/2017
10 SpreadEdge Capital, LLC
Diversified Seasonal Spreads
5.39 100k 12/1/2014
9 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
5.53 250k 10/1/2009
8 Vivienne Investissement
MACH 3
5.79 100k 6/1/2015
7 Eamon Capital
Zephyr Program
5.92 600k 1/1/2016
6 Leibniz Group
Enhanced Intelligence Strategy
6.37 100k 1/1/2016
5 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
7.02 1,000k 3/1/2003
4 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
7.53 20,000k 5/1/2013
3 R Best LLC
R Best Private Client Program
7.72 50k 2/1/2010
2 Linnis
Linnis ONE, LP
8.16 100k 8/1/2014
1 Superfund Group
Superfund Green GOLD SICAV
8.70 20k 1/1/2017

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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