Systematic Trader Index For October 2020

Monthly Rankings

Rank CTA/Program Oct 2020 Min Inv Inception
144 Emil van Essen
Long-Short Commodity Program - Accelerated
-12.18 200k 5/1/2014
143 Eamon Capital
Zephyr Program
-10.09 600k 1/1/2016
142 Future Trade AG
Thales Swing Trading Programme
-8.84 250k 6/1/2007
141 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-8.36 25k 2/1/2016
140 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-7.55 1,500k 5/1/2017
139 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-6.12 1,500k 12/1/2014
138 QTS Capital Management, LLC
Chimera
-5.21 100k 11/1/2018
137 Sandpiper Asset Management
Sandpiper Global Macro Program
-4.87 1,000k 8/1/2012
136 Superfund Group
Superfund Green EUR SICAV
-4.01 5k 1/1/2017
135 QTS Capital Management, LLC
Tail Reaper
-3.99 500k 8/1/2012
134 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-3.90 1,000k 9/1/1995
133 Superfund Group
Superfund Green USD SICAV
-3.90 5k 1/1/2017
132 Metolius Capital LLC
Metolius Enhanced Fund
-3.79 40k 6/1/2015
131 Quantica Capital AG
2X Quantica Managed Futures Fund
-3.70 100k 1/1/2014
130 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
-3.49 5,000k 11/1/2012
129 MarketCipher Partners LLC
MarketCipher Partners LLC
-3.40 1,000k 1/1/2018
128 Covenant Capital Management
Total Volatility Program (P&C)
-3.39 200k 1/1/2018
127 Linnis
Linnis ONE, LP
-3.32 100k 8/1/2014
126 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
-2.99 1,000k 5/1/2014
125 John Locke Investments
Cyril Systematic UCITS Fund
-2.98 500k 7/1/2000
124 Eagle Trading Systems Inc.
Eagle Customized Trend
-2.86 10,000k 4/1/2017
123 Equidex Incorporated
Portfolio Enhancement Program
-2.81 500k 6/1/2018
122 Seven Capital Management
Seven Absolute Return
-2.80 100k 6/1/2009
121 Estlander & Partners
Freedom
-2.71 20,000k 8/1/2010
120 County Cork LLC
County Cork Macro Equity Hedge
-2.63 1,000k 2/1/2016
119 NuWave Investment Management, LLC
Commodity Value Portfolio
-2.56 2,000k 10/1/2014
118 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-2.41 550k 11/1/2016
117 Vortex
Currency Program
-2.31 500k 1/1/2014
116 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-2.27 250k 10/1/2010
115 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
-2.20 10,000k 4/1/2004
114 EMC Capital Advisors, LLC
EMC Alpha Plus Program
-2.15 3,000k 5/1/2014
113 Rosetta Analytics Inc.
DL Two
-2.09 1,000k 9/1/2018
112 dormouse Limited
dormouse Fund A Shares
-2.06 1,000k 1/1/2017
111 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
-2.03 100k 10/1/2011
110 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-2.01 500k 1/1/2015
109 Crabel Capital Management
WPD Crabel Futures Program
-1.99 1,000k 7/1/2008
108 AP Futures, LLC
Volatility Trading Program
-1.98 100k 2/1/2017
107 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
-1.96 2,000k 2/1/2018
106 ProfitScore Capital Management
Long/Short US Treasury
-1.92 10,000k 10/1/2015
105 Orion Asset Management
Algorithmic Trading Program
-1.84 10k 1/1/2013
104 FORT LP
Fort Global Contrarian
-1.84 2,000k 10/1/2002
103 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
-1.80 1k 6/1/2009
102 R Best LLC
World Select Program
-1.76 2,000k 4/1/2016
101 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-1.70 250k 5/1/2013
100 Quantica Capital AG
1X Quantica Managed Futures Fund
-1.70 100k 1/1/2014
99 QTS Capital Management, LLC
QTS Partners, L.P.
-1.69 100k 1/1/2011
98 Typhon Capital Management, LLC
Helios Deutsche
-1.68 250k 4/1/2014
97 Schot Capital
Multi Diversified Program
-1.54 1,000k 1/1/2016
96 Genio Capital Ltd.
Genio PRIMO Systematic Macro Program
-1.46 2,000k 7/1/2016
95 Rosetta Analytics Inc.
DL One
-1.45 1,000k 9/1/2018
94 Turk Capital LLC
US Equity Long/Short Strategy
-1.42 250k 4/1/2014
93 Dixon Midland Company LLC
Dixon Midland Diversified LLC
-1.37 250k 5/1/2011
92 Automaton Trading LLC
Diversified
-1.35 500k 7/1/2014
91 Covenant Capital Management
Tactical Growth Program
-1.28 100k 1/1/2017
90 EMC Capital Advisors, LLC
EMC Balance Program
-1.10 3,000k 8/1/2018
89 Emil van Essen
Global Tactical Allocation Program (GTAP)
-0.99 2,000k 4/1/2017
88 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
-0.91 100k 3/1/2017
87 Tendance Finance
Tendance Finance Fund
-0.91 100k 5/1/2012
86 SEB Asset Management
SEB Asset Selection Fund C (EUR)
-0.90 1k 10/1/2006
85 Emil van Essen
Spread Trading Program Limited
-0.89 5,000k 7/1/2013
84 Turk Capital LLC
US Market Hedge Strategy
-0.87 250k 11/1/2015
83 Welton Investment Partners
Welton Trend
-0.86 25,000k 10/1/2012
82 EMC Capital Advisors, LLC
EMC Alpha Program
-0.83 5,000k 6/1/2013
81 FORT LP
Fort Global Diversified
-0.73 2,000k 10/1/1993
80 Crabel Capital Management
Crabel Multi-Product
-0.69 1,000k 3/1/1998
79 Chesapeake Capital
Diversified Plus (HV)
-0.63 100k 4/1/1994
78 Buckingham Global Advisors, LLC
Weekly Emini Program
-0.62 200k 3/1/2015
77 Aquantum
Aquantum Commodity Spread Program (ACS)
-0.56 5,000k 7/1/2013
76 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
-0.54 5,000k 9/1/2009
75 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
-0.53 5,000k 9/1/2009
74 Robust Methods LLC
Macro Managed Account
-0.50 5,000k 1/1/2005
73 361 Capital LLC
361 Managed Futures Strategy Fund
-0.48 3k 1/1/2012
72 361 Capital LLC
361 Global Managed Futures Strategy Fund
-0.39 2,000k 3/1/2014
71 Tom Capital AG
Tom Capital Growth Fund
-0.30 5,000k 12/1/2015
70 Auspice Capital Advisors Ltd
Auspice Tactical Futures Program (ATFP)
-0.28 5,000k 4/1/2018
69 NuWave Investment Management, LLC
Short-Term Futures Portfolio
-0.24 2,000k 7/1/2016
68 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-0.20 100k 12/1/1998
67 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
-0.19 100k 2/1/2010
66 Leibniz Group
SWARM
-0.18 100k 9/1/2015
65 Red Rock Capital, LLC
Commodity Long-Short
-0.16 500k 9/1/2013
64 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
63 Aquantum
ACS Energies
-0.14 5,000k 1/1/2017
62 Leibniz Group
Systematic Intelligence Vol 10
-0.09 3,000k 8/1/2011
61 DUNN Capital Management
DUNN WMA Institutional Program
-0.08 100k 10/1/2011
60 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-0.07 40k 1/1/2016
59 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-0.07 60k 9/1/2016
58 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
57 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.03 100k 5/1/2012
42 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
48 514 Capital Partners
514 Fund
0.00 100k 11/1/2013
50 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
0.00 500k 10/1/2014
54 McMillan Asset Management
Volatility Capture CTA
0.00 100k 5/1/2018
49 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
0.00 500k 8/1/2007
53 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
52 H2O AM LLP
Arctic Blue Commodity Program (2x)
0.00 1,000k 6/1/2014
55 Incline Investment Management, LLC
Zephyr Cove Crypto
0.00 50k 4/1/2018
44 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
0.00 50k 7/1/2011
56 Lyons Trading Group
LATS (Client)
0.00 100k 6/1/2018
43 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.00 250k 10/1/2011
47 FORT LP
Global Futures Program (formerly Global Diversified Classic)
0.00 10,000k 10/1/1993
45 dormouse Limited
dormouse - Managed Account
0.00 20,000k 7/1/2011
51 Tomas Capital Pty Ltd
GCAF | USD
0.00 1,500k 7/1/2011
46 dormouse Limited
dormouse Fund B Shares
0.00 10,000k 8/1/2016
41 Blake Capital Management, Inc.
SRD Currencies
0.03 100k 3/1/2013
40 Certeza Asset Management
Macro Vega
0.08 1,000k 1/1/2012
39 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
0.12 5,000k 9/1/2013
38 Vivienne Investissement
MACH 3
0.14 100k 6/1/2015
37 Capital Fund Management S.A.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
0.15 1,000k 1/1/2013
36 Rcube Asset Management
AI for Capital Program
0.29 1,000k 9/1/2018
35 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
0.34 250k 7/1/2015
34 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
0.37 10,000k 2/1/2008
33 Certeza Asset Management
Macro Vega Fund
0.51 100k 11/1/2017
32 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.54 5,000k 6/1/2010
31 Global Sigma Group, LLC
GSF - Mult-Strategy
0.93 1,000k 11/1/2015
30 Prolific Capital Markets, LLC
Prolific Swiss System
0.96 10,000k 1/1/2014
29 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.97 100k 4/1/2014
28 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
0.99 100k 2/1/2017
27 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
0.99 100k 1/1/2014
26 ISAM
ISAM Systematic Trend (Levitas)
1.05 1,000k 5/1/2010
25 J8 Capital Management LLP
J8 Global Absolute Return Strategy
1.20 500k 1/1/2015
24 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
1.24 1,000k 6/1/2018
23 Rcube Asset Management
Walnut Singularity
1.32 500k 7/1/2017
22 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.45 250k 10/1/2009
21 Soaring Pelican, LLC
Diversified S&P Program
1.48 100k 1/1/2011
20 Jaguar Investments Ltd
Aegir Capital Strategy
1.67 1,000k 1/1/2012
19 Silicon Valley Quantitative Advisors
UQP Large
1.76 500k 1/1/2009
18 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.83 1,500k 10/1/2016
17 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.90 3,000k 7/1/2017
16 Caerus Group
Oil Program
2.05 200k 7/1/2018
15 Anderson Creek Trading
Standard Diversified Strategy
2.27 250k 7/1/2014
14 Tianyou Asset Management, LLC
Tianyou Fund LP
2.34 100k 10/1/2012
13 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
2.46 1,000k 10/1/2016
12 Dreiss Research Corporation
Diversified Program
3.15 1,000k 5/1/1991
11 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
3.15 20,000k 5/1/2013
10 Leibniz Group
EVEREST
3.36 100k 3/1/2016
9 R Best LLC
R Best Private Client Program
3.37 50k 2/1/2010
8 NuWave Investment Management, LLC
NuWave Matrix Portfolio
3.66 3,000k 9/1/2015
7 Tarpon Trading
Altair FX Alpha
3.89 5,000k 1/1/2016
6 Leibniz Group
GRAB+
4.52 100k 4/1/2016
5 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
5.87 250k 2/1/2016
4 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
6.19 250k 11/1/1996
3 Worldwide Capital Strategies
Profit Quest Macro World
6.38 100k 1/1/2010
2 Purple Valley Capital, Inc.
Diversified Trend 1
10.32 100k 8/1/2008
1 W.G. Wealth Guardian Ltd.
QT Program (QTP)
12.33 300k 6/1/2017

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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