Systematic Trader Index For January 2020 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 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 10,000k 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 10,000k 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 10,000k 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.