Systematic Trader Index For October 2020 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 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 300k 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 (MDP) -1.54 1,000k 1/1/2016 96 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program -1.46 1,000k 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 100k 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 4,000k 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 100k 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 3/1/2002 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 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 44 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 0.00 50k 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 45 dormouse Limited dormouse - Managed Account 0.00 20,000k 7/1/2011 48 514 Capital Partners 514 Fund 0.00 100k 11/1/2013 54 McMillan Asset Management Volatility Capture CTA 0.00 100k 5/1/2018 56 Lyons Trading Group LATS (Client) 0.00 100k 6/1/2018 52 H2O AM LLP Arctic Blue Commodity Program (2x) 0.00 1,000k 6/1/2014 53 H2O AM LLP Arctic Blue Inuvik 0.00 1,000k 5/1/2017 49 Asset Management by Windsor Securities Non-Correlated All-Class Growth Strategy (MAC) 0.00 500k 8/1/2007 50 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.00 500k 10/1/2014 42 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 0.00 500k 6/1/2007 47 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.00 10,000k 3/1/2002 55 Incline Investment Management, LLC Zephyr Cove Crypto 0.00 50k 4/1/2018 43 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.00 250k 10/1/2011 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. IS Trends Program - Series 1 (USD 10V) 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 3,000k 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 Trading Strategy 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 Macro 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.