Systematic Trader Index For November 2020

Monthly Rankings

Rank CTA/Program Nov 2020 Min Inv Inception
162 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-13.56 20,000k 5/1/2013
161 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
-9.80 1,000k 10/1/2016
160 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
-9.80 10,000k 3/1/1998
159 Rosetta Analytics Inc.
DL One
-7.22 1,000k 9/1/2018
158 QDRA Pty Ltd
QDRA Dynamic Macro
-6.49 5,000k 11/1/2007
157 Robust Methods LLC
Macro Managed Account
-5.99 5,000k 1/1/2005
156 Leibniz Group
EVEREST
-5.18 100k 3/1/2016
155 Superfund Group
Superfund Green GOLD SICAV
-5.14 20k 1/1/2017
154 John Locke Investments
Cyril Systematic UCITS Fund
-4.08 500k 7/1/2000
153 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-3.73 250k 7/1/2015
152 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
-3.69 1,000k 6/1/2018
151 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-3.10 5,000k 9/1/2013
150 Global Sigma Group, LLC
GSF - Mult-Strategy
-3.06 1,000k 11/1/2015
149 R Best LLC
R Best Private Client Program
-2.70 50k 2/1/2010
148 O'Brien Investment Group
Quantitative Global Macro Futures Program
-2.66 3,000k 7/1/2017
147 QMS Capital Management LP
QMS Diversified Global Macro Strategy
-2.53 5,000k 6/1/2010
146 QTS Capital Management, LLC
Chimera
-2.38 100k 11/1/2018
145 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
-2.36 10,000k 2/1/2008
144 QTS Capital Management, LLC
Tail Reaper
-1.80 500k 8/1/2012
143 Red Rock Capital, LLC
Commodity Long-Short
-1.76 500k 9/1/2013
142 Prolific Capital Markets, LLC
Prolific Swiss System
-1.73 10,000k 1/1/2014
141 Pearl Capital Advisors, LLC
Hedged VIX Program
-1.69 500k 10/1/2015
140 Caerus Group
Oil Program
-1.48 200k 7/1/2018
139 Aspect Capital
Aspect Diversified Fund - Class A (USD)
-1.41 100k 12/1/1998
138 FTC Capital GmbH
FTC Futures Fund Classic (USD)
-1.39 250k 10/1/2010
137 Tendance Finance
Tendance Finance Fund
-1.39 100k 5/1/2012
136 Jaguar Investments Ltd
Aegir Capital Strategy
-1.37 1,000k 1/1/2012
135 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-1.31 1,500k 5/1/2017
134 Bensboro Advisors, LLC
Seasonal Spread Trading Program
-1.30 500k 1/1/2015
133 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-1.22 1,500k 12/1/2014
132 Auspice
Auspice Tactical Futures Program (ATFP)
-1.14 5,000k 4/1/2018
131 dormouse Limited
dormouse Fund A Shares
-1.12 1,000k 1/1/2017
130 dormouse Limited
dormouse Fund B Shares
-1.12 10,000k 8/1/2016
129 dormouse Limited
dormouse - Managed Account
-1.09 20,000k 7/1/2011
128 Schot Capital
Multi Diversified Program (MDP)
-1.03 1,000k 1/1/2016
127 Tarpon Trading
Altair FX Alpha Macro
-0.94 5,000k 1/1/2016
126 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-0.65 100k 2/1/2017
125 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-0.64 100k 1/1/2014
124 Vortex
Currency Program
-0.54 500k 1/1/2014
123 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-0.40 1,000k 9/1/1995
122 FORT LP
Global Futures Program (formerly Global Diversified Classic)
-0.39 10,000k 3/1/2002
121 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
-0.36 250k 11/1/1996
120 QTS Capital Management, LLC
QTS Partners, L.P.
-0.23 100k 1/1/2011
119 FORT LP
Fort Global Diversified
-0.21 2,000k 3/1/2002
118 Leibniz Group
GRAB+
-0.17 100k 4/1/2016
117 DUNN Capital Management
DUNN WMA Institutional Program
-0.16 100k 10/1/2011
116 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
115 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
90 Automaton Trading LLC
Diversified
0.00 500k 7/1/2014
91 HA
H
0.00 20k 9/1/2014
92 HA
G
0.00 200k 9/1/2013
93 HA
L
0.00 50k 9/1/2013
94 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
95 Persistent Capital Management
Global Diversified Program
0.00 500k 1/1/2003
96 HA
M
0.00 20k 6/1/2013
97 Future Trade AG
Thales Swing Trading Programme
0.00 250k 6/1/2007
98 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
99 HA
H
0.00 50k 5/1/2012
100 HA
F
0.00 20k 7/1/2012
101 NuWave Investment Management, LLC
NuWave Matrix Portfolio
0.00 3,000k 9/1/2015
102 Typhon Capital Management, LLC
Helios Deutsche
0.00 250k 4/1/2014
103 ProfitScore Capital Management
Long/Short US Treasury
0.00 10,000k 10/1/2015
104 GT CAPITAL CTA
GT Systematic Day Trading Program
0.00 60k 8/1/2017
105 H2O AM LLP
Arctic Blue Inuvik
0.00 1,000k 5/1/2017
106 Orion Asset Management
Algorithmic Trading Program
0.00 10k 1/1/2013
107 Dixon Midland Company LLC
Dixon Midland Diversified LLC
0.00 250k 5/1/2011
108 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
109 Rcube Asset Management
Walnut Singularity
0.00 500k 7/1/2017
110 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
0.00 2,500k 4/1/2017
111 Pawberry LLC
MultiStrat Program
0.00 500k 6/1/2017
112 Welton Investment Partners
Welton Trend
0.00 25,000k 10/1/2012
113 Superfund Group
Superfund Green USD SICAV
0.00 5k 1/1/2017
114 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
89 Certeza Asset Management
Macro Vega
0.04 1,000k 1/1/2012
88 Emil van Essen
Spread Trading Program Limited
0.07 5,000k 7/1/2013
87 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
0.17 250k 10/1/2011
86 Seven Capital Management
Seven Absolute Return
0.18 100k 6/1/2009
85 Superfund Group
Superfund Green EUR SICAV
0.25 5k 1/1/2017
84 Aquantum
Aquantum Commodity Spread Program (ACS)
0.33 5,000k 7/1/2013
83 361 Capital LLC
361 Managed Futures Strategy Fund
0.39 3k 1/1/2012
82 Tom Capital AG
Tom Capital Growth Fund
0.40 5,000k 12/1/2015
81 Tianyou Asset Management, LLC
Tianyou Trading Strategy
0.51 100k 10/1/2012
80 J8 Capital Management LLP
J8 Global Absolute Return Strategy
0.65 3,000k 1/1/2015
79 Eagle Trading Systems Inc.
Eagle Customized Trend
0.71 10,000k 4/1/2017
78 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.71 2,000k 7/1/2016
77 Soaring Pelican, LLC
Diversified S&P Program
0.79 100k 1/1/2011
76 Rcube Asset Management
AI for Capital Program
0.79 1,000k 9/1/2018
75 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
0.84 100k 3/1/2017
74 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
0.91 1,000k 7/1/2016
73 Blake Capital Management, Inc.
SRD Currencies
0.98 100k 3/1/2013
72 R Best LLC
World Select Program
1.00 2,000k 4/1/2016
71 McMillan Asset Management
Volatility Capture CTA
1.06 100k 5/1/2018
70 361 Capital LLC
361 Global Managed Futures Strategy Fund
1.09 2,000k 3/1/2014
69 Crabel Capital Management
Crabel Multi-Product
1.13 1,000k 3/1/1998
68 Crabel Capital Management
WPD Crabel Futures Program
1.13 1,000k 7/1/2008
67 DCM Systematic
Diversified Alpha
1.14 7,000k 2/1/2016
66 ISAM
ISAM Systematic Trend (Levitas)
1.15 1,000k 5/1/2010
65 Buckingham Global Advisors, LLC
Small Emini Program
1.32 60k 12/1/2018
64 Buckingham Global Advisors, LLC
Weekly Emini Program
1.38 200k 3/1/2015
63 Glendorn Capital Management LLC
MultiWeek Trading Strategy
1.39 1,500k 10/1/2016
62 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
1.44 100k 2/1/2010
61 Aquantum
ACS Energies
1.45 5,000k 1/1/2017
60 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
1.55 550k 11/1/2016
59 NuWave Investment Management, LLC
Commodity Value Portfolio
1.57 2,000k 10/1/2014
58 Panima Capital Management Limited
Panima Diversified Futures
1.60 1,000k 10/1/2018
57 FORT LP
Fort Global Contrarian
1.63 2,000k 10/1/2002
56 Certeza Asset Management
Macro Vega Fund
1.80 100k 11/1/2017
55 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
1.90 250k 5/1/2013
54 Rosetta Analytics Inc.
DL Two
1.90 1,000k 9/1/2018
53 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
2.14 5,000k 9/1/2009
52 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
2.15 5,000k 9/1/2009
51 Rcube Asset Management
Rcube Genio Capital Systematic Macro
2.46 1,000k 3/1/2017
50 Leibniz Group
SWARM
2.48 25,000k 9/1/2015
49 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
2.50 2,000k 2/1/2018
48 EMC Capital Advisors, LLC
EMC Alpha Program
2.73 5,000k 6/1/2013
47 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
2.92 500k 10/1/2014
46 Metolius Capital LLC
Metolius Enhanced Fund
2.96 40k 6/1/2015
45 Linnis
Linnis ONE, LP
2.99 100k 8/1/2014
44 Turk Capital LLC
US Market Hedge Strategy
3.18 100k 11/1/2015
43 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
3.34 250k 10/1/2009
42 Emil van Essen
Global Tactical Allocation Program (GTAP)
3.43 4,000k 4/1/2017
41 Volt Capital Management AB
Diversified Alpha Program
3.53 5,000k 3/1/2017
40 Lyons Trading Group
LATS (Client)
3.58 100k 6/1/2018
39 Vivienne Investissement
OUESSANT UCITS FUND (A)
3.83 100k 5/1/2012
38 514 Capital Partners
514 Fund
4.11 100k 11/1/2013
37 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
4.13 10,000k 4/1/2004
36 Eamon Capital
Zephyr Program
4.29 300k 1/1/2016
35 Estlander & Partners
Freedom
4.38 20,000k 8/1/2010
34 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
4.53 100k 10/1/2011
33 Quantica Capital AG
1X Quantica Managed Futures Fund
4.60 100k 1/1/2014
32 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
4.84 250k 2/1/2016
31 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
4.98 60k 9/1/2016
30 EMC Capital Advisors, LLC
EMC Balance Program
5.29 3,000k 8/1/2018
29 Candriam Investors Group
Alternative Return Systemat
5.53 125k 1/1/2007
28 Turk Capital LLC
US Equity Long/Short Strategy
5.54 100k 4/1/2014
27 Covenant Capital Management
Tactical Growth Program
5.78 100k 1/1/2017
26 SEB Asset Management
SEB Asset Selection Fund C (EUR)
6.04 1k 10/1/2006
25 EMC Capital Advisors, LLC
EMC Alpha Plus Program
6.08 3,000k 5/1/2014
24 Emil van Essen
Long-Short Commodity Program - Accelerated
6.19 200k 5/1/2014
23 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
6.51 40k 1/1/2016
22 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
6.91 1,000k 5/1/2014
21 Leibniz Group
Systematic Intelligence Vol 10
7.85 3,000k 8/1/2011
20 MarketCipher Partners LLC
MarketCipher Partners LLC
8.30 1,000k 1/1/2018
19 Sandpiper Asset Management
Sandpiper Global Macro Program
8.33 1,000k 8/1/2012
18 Silicon Valley Quantitative Advisors
UQP Large
8.35 500k 1/1/2009
17 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
8.42 500k 8/1/2007
16 County Cork LLC
County Cork Macro Equity Hedge
9.08 1,000k 2/1/2016
15 Chesapeake Capital
Diversified Plus (HV)
9.65 100k 4/1/1994
14 Quantica Capital AG
2X Quantica Managed Futures Fund
9.70 100k 1/1/2014
13 Melissinos Trading
Eupatrid Global Trends
9.70 100k 1/1/2011
12 Covenant Capital Management
Total Volatility Program (P&C)
9.71 200k 1/1/2018
11 Anderson Creek Trading
Standard Diversified Strategy
9.83 250k 7/1/2014
10 Dreiss Research Corporation
Diversified Program
10.05 1,000k 5/1/1991
9 W.G. Wealth Guardian Ltd.
QT Program (QTP)
10.24 300k 6/1/2017
8 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
10.57 5,000k 11/1/2012
7 Vivienne Investissement
MACH 3
12.24 100k 6/1/2015
6 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
12.27 1k 6/1/2009
5 Worldwide Capital Strategies
Profit Quest Macro World
16.34 100k 1/1/2010
4 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
16.85 25k 2/1/2016
3 Purple Valley Capital, Inc.
Diversified Trend 1
20.39 100k 8/1/2008
2 AP Futures, LLC
Volatility Trading Program
20.62 100k 2/1/2017
1 Glenhaven Capital LLC
Glenhaven Global II LP
26.41 100k 4/1/2012

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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