Systematic Trader Index For December 2020

Monthly Rankings

Rank CTA/Program Dec 2020 Min Inv Inception
178 GT CAPITAL CTA
GT Systematic Day Trading Program
-6.89 60k 8/1/2017
177 Future Trade AG
Thales Swing Trading Programme
-6.11 250k 6/1/2007
176 W.G. Wealth Guardian Ltd.
Gamma Volatility Ratio Program (GVRP)
-4.91 60k 9/1/2016
175 W.G. Wealth Guardian Ltd.
Strategic Volatility Master Program (SVMP)
-4.51 550k 11/1/2016
174 QDRA Pty Ltd
QDRA Dynamic Macro
-4.39 5,000k 11/1/2007
173 Rcube Asset Management
Walnut Singularity
-4.32 500k 7/1/2017
172 Pearl Capital Advisors, LLC
Hedged VIX Program
-4.30 500k 10/1/2015
171 Quest Partners LLC
AlphaQuest Short Bias (AQSB)
-3.97 20,000k 5/1/2013
170 Quantitative Investment Management
Global Fund (3x)
-3.93 1,000k 6/1/2005
169 Emil van Essen
Spread Trading Program Limited
-3.88 5,000k 7/1/2013
168 Eamon Capital
Zephyr Program
-3.15 300k 1/1/2016
167 Covenant Capital Management
Tactical Growth Program
-3.10 100k 1/1/2017
166 Deep Field Capital AG
Systematic Volatility Arbitrage Program (VolArb)
-3.03 1,500k 12/1/2014
165 Lyons Trading Group
LATS (Client)
-2.97 100k 6/1/2018
164 ProfitScore Capital Management
Long/Short US Treasury
-2.42 10,000k 10/1/2015
163 HA
H
-2.27 20k 9/1/2014
162 Deep Field Capital AG
Intraday Crisis Alpha Program (ICA)
-2.20 1,500k 5/1/2017
161 Coloma Capital Futures(r), LLC
Hedged Volatility Strategy
-2.20 250k 5/1/2013
160 Covenant Capital Management
Total Volatility Program (P&C)
-2.08 200k 1/1/2018
159 W.G. Wealth Guardian Ltd.
Strategic Volatility Returns Program (SVRP)
-1.87 40k 1/1/2016
158 Leibniz Group
GRAB+
-1.84 100k 4/1/2016
157 QMS Capital Management LP
QMS Financials-Only Global Macro Strategy
-1.81 5,000k 9/1/2013
156 R Best LLC
R Best Private Client Program
-1.75 50k 2/1/2010
155 QTS Capital Management, LLC
Chimera
-1.68 100k 11/1/2018
154 Plotinus Asset Management, LLC
Plotinus 2π Index Hunter
-1.57 1,000k 6/1/2018
153 R. G. Niederhoffer Capital Management, Inc.
Diversified Program
-1.50 1,000k 9/1/1995
152 Blue Bar Futures Trading Management LLC
Blue Bar Prime Ag Program
-1.39 100k 1/1/2014
151 Blue Bar Futures Trading Management LLC
U.S. Commodity Diversified Program
-1.37 100k 2/1/2017
150 Caerus Group
Oil Program
-1.35 200k 7/1/2018
149 Quantitative Investment Management
Global Fund (1x)
-1.31 1,000k 5/1/2006
148 QTS Capital Management, LLC
Tail Reaper
-1.26 500k 8/1/2012
147 H2O AM LLP
Force 10 (USD)
-0.76 1,000k 3/1/2011
146 Blake Capital Management, Inc.
SRD Currencies
-0.49 100k 3/1/2013
145 Rcube Asset Management
AI for Capital Program
-0.49 1,000k 9/1/2018
144 NuWave Investment Management, LLC
Commodity Value Portfolio
-0.47 2,000k 10/1/2014
143 Tendance Finance
Tendance Finance Fund
-0.46 100k 5/1/2012
142 Glendorn Capital Management LLC
MultiWeek Trading Strategy
-0.41 1,500k 10/1/2016
141 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
-0.36 250k 10/1/2009
140 H2O AM LLP
Arctic Blue Inuvik
-0.35 1,000k 5/1/2017
139 Vivienne Investissement
MACH 3
-0.35 100k 6/1/2015
138 Vivienne Investissement
OUESSANT UCITS FUND (A)
-0.32 100k 5/1/2012
137 Cayler Capital LLC
Systematic Energy Diversified
-0.28 250k 1/1/2019
136 Macrocapital Limited
Macrocapital Adaptive Volatility Strategy
-0.24 250k 7/1/2015
135 W.G. Wealth Guardian Ltd.
Trend Fix Portfolio (TFP)
-0.21 250k 2/1/2016
134 Kinkopf Capital Management
KCM S&P SELECT (Managed Client Accounts)
-0.17 25k 2/1/2016
133 QTS Capital Management, LLC
VIX Timer
-0.16 100k 11/1/2018
132 HA
L
-0.05 50k 9/1/2013
131 DeltaHedge
DH Styx
-0.04 1,000k 9/1/2017
130 Typhon Capital Management, LLC
Proteus Dynamic Volatility Program
-0.03 250k 10/1/2011
119 SEB Asset Management
SEB Asset Selection Opportunistic Fund C (EUR)
0.00 1k 6/1/2009
120 SEB Asset Management
SEB Asset Selection Fund C (EUR)
0.00 1k 10/1/2006
121 T24 Capital
T24 Capital II
0.00 5,000k 8/1/2015
122 Rcube Asset Management
Rcube Genio Capital Systematic Macro
0.00 1,000k 3/1/2017
123 Equidex Incorporated
Portfolio Enhancement Program
0.00 500k 6/1/2018
124 McMillan Asset Management
Volatility Capture CTA
0.00 100k 5/1/2018
125 ATP CAPITAL MANAGEMENT, LLC
Granularity Alpha
0.00 100k 4/1/2014
126 Kessler Investment Advisors, Inc.
Kessler Cornerstone Absolute Return Strategy
0.00 500k 6/1/2007
127 Candriam Investors Group
Alternative Return Systemat
0.00 125k 1/1/2007
128 Capital Fund Management S.A.
IS Trends Program - Series 1 (USD 10V)
0.00 1,000k 1/1/2013
129 T24 Capital
T24 Capital I
0.00 100k 12/1/2014
118 Blue Diamond Asset Management
Blue Diamond Non-Directional Strategy
0.02 100k 10/1/2011
117 Leibniz Group
SWARM
0.09 25,000k 9/1/2015
116 MarketCipher Partners LLC
MarketCipher Partners LLC
0.10 1,000k 1/1/2018
115 Quantumrock
Quantumrock VSOP
0.20 250k 7/1/2016
114 NuWave Investment Management, LLC
Short-Term Futures Portfolio
0.26 2,000k 7/1/2016
113 Certeza Asset Management
Macro Vega
0.28 1,000k 1/1/2012
112 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest (ESQ) Composite
0.32 5,000k 9/1/2009
111 Leibniz Group
EVEREST
0.32 100k 3/1/2016
110 QTS Capital Management, LLC
QTS Partners, L.P.
0.33 100k 1/1/2011
109 514 Capital Partners
514 Fund
0.34 100k 11/1/2013
108 Jaguar Investments Ltd
Aegir Capital Strategy
0.34 1,000k 1/1/2012
107 Episteme Capital Partners (UK), LLP
Episteme Systematic Quest TR (ESQTR) Composite
0.35 5,000k 9/1/2009
106 361 Capital LLC
361 Managed Futures Strategy Fund
0.39 3k 1/1/2012
105 Crabel Capital Management
WPD Crabel Futures Program
0.55 1,000k 7/1/2008
104 Tom Capital AG
Tom Capital Growth Fund
0.60 5,000k 12/1/2015
103 TRYCON G.C.M. AG
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)
0.62 100k 2/1/2010
102 HA
G
0.64 200k 9/1/2013
101 HA
M
0.69 20k 6/1/2013
100 FORT LP
Fort Global Diversified
0.75 2,000k 3/1/2002
99 DCM Systematic
Diversified Alpha
0.79 7,000k 2/1/2016
98 QMS Capital Management LP
QMS Diversified Global Macro Strategy
0.81 5,000k 6/1/2010
97 Tarpon Trading
Altair FX Alpha Macro
0.82 5,000k 1/1/2016
96 Orion Asset Management
Algorithmic Trading Program
0.87 10k 1/1/2013
95 361 Capital LLC
361 Global Managed Futures Strategy Fund
0.88 2,000k 3/1/2014
94 Prolific Capital Markets, LLC
Prolific Swiss System
0.89 10,000k 1/1/2014
93 Bensboro Advisors, LLC
Seasonal Spread Trading Program
1.02 500k 1/1/2015
92 Genio Capital Ltd.
Genio PRIMO (2L) Systematic Macro Program
1.08 1,000k 7/1/2016
91 Turk Capital LLC
US Market Hedge Strategy
1.09 100k 11/1/2015
90 FORT LP
Global Futures Program (formerly Global Diversified Classic)
1.15 10,000k 3/1/2002
89 Superfund Group
Superfund Red USD SICAV
1.15 10k 3/1/2013
88 Crabel Capital Management
Crabel Multi-Product
1.18 1,000k 3/1/1998
87 Global Sigma Group, LLC
GSF - Mult-Strategy
1.20 1,000k 11/1/2015
86 Salus Alpha Capital Ltd
Salus Alpha Commodity Arbitrage (CAX)
1.23 10,000k 3/1/2007
85 Automaton Trading LLC
Diversified
1.25 500k 7/1/2014
84 Aquantum
ACS Energies
1.29 5,000k 1/1/2017
83 Soaring Pelican, LLC
Diversified S&P Program
1.33 100k 1/1/2011
82 Candriam Investors Group
Candriam Diversified Futures I (Part C)
1.39 250k 12/1/2009
81 Buckingham Global Advisors, LLC
Weekly Emini Program
1.42 200k 3/1/2015
80 Spring Valley Asset Management (SVAM)
SVAM Tactical Trend Portfolio
1.48 1,000k 5/1/2014
79 O'Brien Investment Group
Quantitative Global Macro Futures Program
1.59 3,000k 7/1/2017
78 Trident Capital Management LLC
Trident Futures Strategy
1.60 1,000k 1/1/2019
77 W.G. Wealth Guardian Ltd.
QT Program (QTP)
1.71 300k 6/1/2017
76 Aquantum
Aquantum Commodity Spread Program (ACS)
1.74 5,000k 7/1/2013
75 Asset Management by Windsor Securities
Triple Advantage Strategy (MTAS)
1.86 500k 10/1/2014
74 Superfund Group
Superfund Red EUR SICAV
1.86 10k 3/1/2013
73 Buckingham Global Advisors, LLC
Small Emini Program
1.91 60k 12/1/2018
72 Tianyou Asset Management, LLC
Tianyou Trading Strategy
1.91 100k 10/1/2012
71 FORT LP
Fort Global Contrarian
1.96 2,000k 10/1/2002
70 Certeza Asset Management
Macro Vega Fund
2.05 100k 11/1/2017
69 Turk Capital LLC
US Equity Long/Short Strategy
2.08 100k 4/1/2014
68 Panima Capital Management Limited
Panima Diversified Futures
2.10 1,000k 10/1/2018
67 Salus Alpha Capital Ltd
Salus Alpha Global Alpha (GAX)
2.17 10,000k 3/1/2003
66 HA
F
2.30 20k 7/1/2012
65 Emil van Essen
Global Tactical Allocation Program (GTAP)
2.40 4,000k 4/1/2017
64 Estlander & Partners
Freedom
2.45 20,000k 8/1/2010
63 Rosetta Analytics Inc.
DL One
2.55 1,000k 9/1/2018
62 EMC Capital Advisors, LLC
EMC Balance Program
2.82 3,000k 8/1/2018
61 Leibniz Group
Systematic Intelligence Vol 10
2.88 3,000k 8/1/2011
60 Candriam Investors Group
Absolute Return Equity Market Neutral C
3.14 250k 5/1/2016
59 Rosetta Analytics Inc.
DL Two
3.18 1,000k 9/1/2018
58 SMN Investment Services GmbH
Structural Alpha Trend
3.19 5,000k 6/1/2016
57 Mesirow Financial Investment Management, Inc.
Emerging Markets Currency Alpha Programme
3.29 10,000k 2/1/2008
56 AP Futures, LLC
Volatility Trading Program
3.45 100k 2/1/2017
55 HA
H
3.46 50k 5/1/2012
54 Red Rock Capital, LLC
Commodity Long-Short
3.49 500k 9/1/2013
53 R Best LLC
World Select Program
3.52 2,000k 4/1/2016
52 dormouse Limited
dormouse Fund A Shares
3.61 1,000k 1/1/2017
51 dormouse Limited
dormouse Fund B Shares
3.61 10,000k 8/1/2016
50 Pawberry LLC
MultiStrat Program
3.61 500k 6/1/2017
49 dormouse Limited
dormouse - Managed Account
3.75 20,000k 7/1/2011
48 EMC Capital Advisors, LLC
EMC Alpha Program
3.78 5,000k 6/1/2013
47 Superfund Group
Superfund Green EUR SICAV
3.87 5k 1/1/2017
46 DUNN Capital Management
DUNN WMA Institutional Program
3.92 100k 10/1/2011
45 Superfund Group
Superfund Green USD SICAV
3.95 5k 1/1/2017
44 Welton Investment Partners
Welton Trend
3.98 25,000k 10/1/2012
43 Schot Capital
Multi Diversified Program (MDP)
4.19 1,000k 1/1/2016
42 Mesirow Financial Investment Management, Inc.
Systematic Macro Strategy
4.19 2,000k 2/1/2018
41 County Cork LLC
County Cork Macro Equity Hedge
4.31 1,000k 2/1/2016
40 J8 Capital Management LLP
J8 Global Absolute Return Strategy
4.32 3,000k 1/1/2015
39 Volt Capital Management AB
Diversified Alpha Program
4.61 5,000k 3/1/2017
38 John Locke Investments
Cyril Systematic UCITS Fund
4.69 500k 7/1/2000
37 Eagle Trading Systems Inc.
Eagle Customized Trend
4.81 10,000k 4/1/2017
36 Kaiser Trading Group
Kaiser Global Diversified Program - Class A
4.87 10,000k 3/1/1998
35 Kaiser Trading Group
Kaiser Trading Fund 2X SPC - Share Class A
4.87 1,000k 10/1/2016
34 Ramsey Quantitative Systems Inc
RQSI Systematic Global Macro Fund
4.91 5,000k 11/1/2012
33 Mesirow Financial Investment Management, Inc.
Extended Markets Alpha Program
4.97 10,000k 4/1/2004
32 Vortex
Currency Program
5.19 500k 1/1/2014
31 ISAM
ISAM Systematic Trend (Levitas)
5.27 1,000k 5/1/2010
30 Auspice
Auspice Tactical Futures Program (ATFP)
5.35 5,000k 4/1/2018
29 Quantica Capital AG
1X Quantica Managed Futures Fund
5.50 100k 1/1/2014
28 SpreadEdge Capital, LLC
Agriculture Seasonal Spreads
5.72 100k 3/1/2017
27 Linnis
Linnis ONE, LP
6.78 100k 8/1/2014
26 Asset Management by Windsor Securities
Non-Correlated All-Class Growth Strategy (MAC)
6.82 500k 8/1/2007
25 EMC Capital Advisors, LLC
EMC Alpha Plus Program
7.01 3,000k 5/1/2014
24 Sandpiper Asset Management
Sandpiper Global Macro Program
7.35 1,000k 8/1/2012
23 Persistent Capital Management
Global Diversified Program
7.48 500k 1/1/2003
22 Aspect Capital
Aspect Diversified Fund - Class A (USD)
7.68 100k 12/1/1998
21 Seven Capital Management
Seven Absolute Return
7.78 100k 6/1/2009
20 FTC Capital GmbH
FTC Futures Fund Classic (USD)
9.18 250k 10/1/2010
19 Metolius Capital LLC
Metolius Enhanced Fund
9.49 40k 6/1/2015
18 Emil van Essen
Long-Short Commodity Program - Accelerated
9.74 200k 5/1/2014
17 Chesapeake Capital
Diversified Plus (HV)
10.03 100k 4/1/1994
16 SMN Investment Services GmbH
smn Diversified Futures Fund (i14)
10.10 250k 11/1/1996
15 Silicon Valley Quantitative Advisors
UQP Large
10.37 500k 1/1/2009
14 Salus Alpha Capital Ltd
Salus Alpha Directional Markets (DMX)
10.41 10,000k 3/1/2003
13 ReSolve Asset Management Inc.
Adaptive Asset Allocation 20V
10.45 2,500k 4/1/2017
12 Superfund Group
Superfund Green GOLD SICAV
10.60 20k 1/1/2017
11 Quantica Capital AG
2X Quantica Managed Futures Fund
12.40 100k 1/1/2014
10 Robust Methods LLC
Macro Managed Account
12.63 5,000k 1/1/2005
9 Melissinos Trading
Eupatrid Global Trends
13.54 100k 1/1/2011
8 Dreiss Research Corporation
Diversified Program
13.68 1,000k 5/1/1991
7 Worldwide Capital Strategies
Profit Quest Macro World
14.12 100k 1/1/2010
6 Anderson Creek Trading
Standard Diversified Strategy
15.51 250k 7/1/2014
5 Superfund Group
Superfund Green SILVER SICAV
21.45 20k 1/1/2017
4 Tomas Capital Pty Ltd
GCAF | AUD (managed by Tomas Capital Australia Pty Ltd)
24.29 50k 7/1/2011
3 Tomas Capital Pty Ltd
GCAF | USD
24.83 1,500k 7/1/2011
2 Glenhaven Capital LLC
Glenhaven Global II LP
27.34 100k 4/1/2012
1 Purple Valley Capital, Inc.
Diversified Trend 1
51.50 100k 8/1/2008

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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