Systematic Trader Index For February 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 Feb 2020 Min Inv Inception 169 Tianyou Asset Management, LLC Tianyou Trading Strategy -38.52 100k 10/1/2012 168 McMillan Asset Management Volatility Capture CTA -33.73 100k 5/1/2018 167 Glenhaven Capital LLC Glenhaven Global II LP -19.59 100k 4/1/2012 166 Tom Capital AG Tom Capital Growth Fund -18.90 5,000k 12/1/2015 165 Future Trade AG Thales Swing Trading Programme -16.28 250k 6/1/2007 164 Superfund Group Superfund Red One SP I - Class A Silver -15.22 10k 1/1/2017 163 Incline Investment Management, LLC Zephyr Cove Crypto -12.93 50k 4/1/2018 162 361 Capital LLC 361 Global Managed Futures Strategy Fund -10.56 2,000k 3/1/2014 161 Buckingham Global Advisors, LLC Weekly Emini Program -10.37 200k 3/1/2015 160 Strategic Capital Advisors LLC Global Contrarian Stock Index -9.49 1,000k 4/1/2017 159 Superfund Group Superfund Green SILVER SICAV -8.91 20k 1/1/2017 158 Quantica Capital AG 2X Quantica Managed Futures Fund -8.90 100k 1/1/2014 157 Turk Capital LLC US Equity Long/Short Strategy -8.58 100k 4/1/2014 156 Superfund Group Superfund Red One SP I - Class A Gold -7.56 10k 1/1/2017 155 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -7.51 250k 11/1/1996 154 QMS Capital Management LP QMS Diversified Global Macro Strategy -7.45 5,000k 6/1/2010 153 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -7.36 500k 10/1/2014 152 AP Futures, LLC Volatility Trading Program -6.93 100k 2/1/2017 151 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -6.44 5,000k 9/1/2013 150 Superfund Group Superfund Red One SP I - Class A USD -6.23 10k 1/1/2017 149 Superfund Group Superfund Red One SP I - Class A EUR -6.16 10k 1/1/2017 148 Typhon Capital Management, LLC Helios Deutsche -5.70 250k 4/1/2014 147 Leibniz Group SWARM (Return on Margin) -5.30 1,500k 9/1/2015 146 Superfund Group Superfund Red EUR SICAV -4.89 10k 3/1/2013 145 Superfund Group Superfund Red USD SICAV -4.81 10k 3/1/2013 144 Eclipse Capital Management Alpha Asia -4.55 25,000k 1/1/2015 143 Melissinos Trading Eupatrid Global Trends -4.47 100k 1/1/2011 142 Emil van Essen Spread Trading Program Limited -4.37 5,000k 7/1/2013 141 Turk Capital LLC US Market Hedge Strategy -4.27 100k 11/1/2015 140 Quantica Capital AG 1X Quantica Managed Futures Fund -4.20 100k 1/1/2014 139 Estlander & Partners Freedom -4.06 20,000k 8/1/2010 138 Dixon Midland Company LLC Dixon Midland Diversified LLC -3.92 250k 5/1/2011 137 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -3.86 1k 6/1/2009 136 Pinstripe Trading, LLC Standard -3.78 125k 8/1/2009 135 Alder Capital DAC CALM Eurozone Equity Program -3.50 100k 5/1/2015 134 Chesapeake Capital Diversified Plus (HV) -3.26 100k 4/1/1994 133 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund -3.20 5,000k 11/1/2012 132 Sandpiper Asset Management Sandpiper Global Macro Program -3.05 1,000k 8/1/2012 131 County Cork LLC County Cork Macro Equity Hedge -2.93 1,000k 2/1/2016 130 Silicon Valley Quantitative Advisors UQP Large -2.84 500k 1/1/2009 129 R Best LLC Private Client Plus -2.83 200k 11/1/2017 128 Auspice Auspice Tactical Futures Program (ATFP) -2.80 5,000k 4/1/2018 127 NuWave Investment Management, LLC NuWave Stock Index Futures Portfolio -2.74 2,000k 2/1/2018 126 DUNN Capital Management DUNN WMA Institutional Program -2.71 100k 10/1/2011 125 Vivienne Investissement MACH 3 -2.62 100k 6/1/2015 124 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -2.49 1,000k 1/1/2013 123 R Best LLC R Best Private Client Program -2.39 50k 2/1/2010 122 Crabel Capital Management WPD Crabel Futures Program -2.16 1,000k 7/1/2008 121 FORT LP Fort Global Contrarian -2.11 2,000k 10/1/2002 120 Prolific Capital Markets, LLC Prolific Swiss System -2.03 10,000k 1/1/2014 119 MarketCipher Partners LLC MarketCipher Partners LLC -2.00 1,000k 1/1/2018 118 Leibniz Group SWARM -1.93 25,000k 9/1/2015 117 Soaring Pelican, LLC Diversified S&P Program -1.88 100k 1/1/2011 116 Robust Methods LLC Macro Managed Account -1.88 5,000k 1/1/2005 115 Pawberry LLC MultiStrat Program -1.69 500k 6/1/2017 114 Pearl Capital Advisors, LLC Hedged VIX Program -1.69 500k 10/1/2015 113 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.59 1k 10/1/2006 112 Urban Tree Capital, LLC UTC Plus (Client) -1.58 100k 3/1/2013 111 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 -1.52 100k 4/1/2015 110 FORT LP Fort Global Diversified -1.41 2,000k 3/1/2002 109 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -1.34 100k 10/1/2011 108 Emil van Essen Long-Short Commodity Program - Accelerated -1.17 200k 5/1/2014 107 Strategic Capital Advisors LLC Multi-strategy Futures Program -1.09 3,000k 5/1/2010 106 Garraway Capital Management LLP Garraway Financial Trends -1.06 100k 9/1/2012 105 Vivienne Investissement OUESSANT UCITS FUND (A) -1.00 100k 5/1/2012 104 Crabel Capital Management Crabel Multi-Product -0.98 1,000k 3/1/1998 103 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.82 1,000k 5/1/2014 102 Superfund Group Superfund Green GOLD SICAV -0.64 20k 1/1/2017 101 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) -0.61 60k 9/1/2016 100 EMC Capital Advisors, LLC EMC Alpha Plus Program -0.57 3,000k 5/1/2014 99 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -0.56 100k 1/1/2014 98 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -0.56 10,000k 3/1/2007 97 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program -0.52 100k 2/1/2017 96 Dreiss Research Corporation Diversified Program -0.33 1,000k 5/1/1991 95 Seven Capital Management Seven Absolute Return -0.33 100k 6/1/2009 94 Orion Asset Management Algorithmic Trading Program -0.31 10k 1/1/2013 93 Meliora Capital LLP Commodity Absolute Return (1x) -0.27 250k 11/1/2014 92 Automaton Trading LLC Diversified -0.26 500k 7/1/2014 91 Cauldron Investments, LLC Cauldron Systematic -0.16 500k 1/1/2017 90 Oceanic Investment Management Oceanic Systematic Program -0.15 500k 5/1/2018 89 Certeza Asset Management Macro Vega Fund -0.11 100k 11/1/2017 88 J8 Capital Management LLP J8 Global Absolute Return Strategy -0.02 3,000k 1/1/2015 85 Soaring Pelican, LLC S&P Multiday Hybrid Program 0.00 175k 5/1/2017 84 Emil van Essen Long-Short Commodity Program 0.00 1,000k 6/1/2013 83 Blake Capital Management, Inc. SRD Short Equities 0.00 100k 1/1/2011 86 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 0.00 1,000k 1/1/2015 87 H2O AM LLP Arctic Blue Inuvik 0.00 1,000k 5/1/2017 82 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 0.02 40k 1/1/2016 81 Certeza Asset Management Macro Vega 0.04 1,000k 1/1/2012 80 W.G. Wealth Guardian Ltd. Strategic Volatility Master Program (SVMP) 0.04 550k 11/1/2016 79 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.08 10,000k 3/1/2002 78 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.19 5,000k 9/1/2009 77 Welton Investment Partners Welton Trend 0.21 25,000k 10/1/2012 76 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.21 100k 12/1/1998 75 Macrocapital Limited Macrocapital Adaptive Volatility Strategy 0.23 250k 7/1/2015 74 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.25 100k 4/1/2014 73 DeltaHedge DH Styx 0.26 1,000k 9/1/2017 72 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.32 100k 2/1/2010 71 Leibniz Group Systematic Intelligence Vol 10 0.42 3,000k 8/1/2011 70 Superfund Group Superfund Green USD SICAV 0.44 5k 1/1/2017 69 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 0.45 5,000k 9/1/2009 68 O'Brien Investment Group Quantitative Global Macro Futures Program 0.53 3,000k 7/1/2017 67 Covenant Capital Management Total Volatility Program (P&C) 0.59 200k 1/1/2018 66 Independent View IV Quantitative Futures Fund 0.61 100k 11/1/2012 65 Blake Capital Management, Inc. SRD Currencies 0.61 100k 3/1/2013 64 EMC Capital Advisors, LLC EMC Alpha Program 0.63 5,000k 6/1/2013 63 Superfund Group Superfund Green EUR SICAV 0.65 5k 1/1/2017 62 NuWave Investment Management, LLC Commodity Value Portfolio 0.68 2,000k 10/1/2014 61 Linnis Linnis ONE, LP 0.69 100k 8/1/2014 60 FTC Capital GmbH FTC Futures Fund Classic (USD) 0.70 250k 10/1/2010 59 Covenant Capital Management Tactical Growth Program 0.71 100k 1/1/2017 58 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A 0.77 1,000k 10/1/2016 57 dormouse Limited dormouse - Managed Account 0.77 20,000k 7/1/2011 56 dormouse Limited dormouse Fund B Shares 0.78 10,000k 8/1/2016 55 dormouse Limited dormouse Fund A Shares 0.78 1,000k 1/1/2017 54 Kaiser Trading Group Kaiser Global Diversified Program - Class A 0.79 10,000k 3/1/1998 53 ISAM ISAM Systematic Trend (Levitas) 0.87 1,000k 5/1/2010 52 SpreadEdge Capital, LLC Agriculture Seasonal Spreads 0.88 100k 3/1/2017 51 Emil van Essen Global Tactical Allocation Program (GTAP) 0.95 4,000k 4/1/2017 50 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.97 250k 10/1/2009 49 Global Sigma Group, LLC Global Sigma BondVOL LP 1.00 1,000k 4/1/2015 48 SpreadEdge Capital, LLC Diversified Seasonal Spreads 1.16 100k 12/1/2014 47 H2O AM LLP Arctic Blue Commodity Program (2x) 1.30 1,000k 6/1/2014 46 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program 1.36 1,000k 7/1/2016 45 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 1.40 250k 5/1/2013 44 Jaguar Investments Ltd Aegir Capital Strategy 1.42 1,000k 1/1/2012 43 NuWave Investment Management, LLC Short-Term Futures Portfolio 1.50 2,000k 7/1/2016 42 Glendorn Capital Management LLC MultiWeek Trading Strategy 1.65 1,500k 10/1/2016 41 Vortex Currency Program 1.72 500k 1/1/2014 40 Leibniz Group Enhanced Intelligence Strategy 1.74 100k 1/1/2016 39 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 1.78 250k 10/1/2011 38 R Best LLC World Select Program 1.81 2,000k 4/1/2016 37 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 2.04 10,000k 3/1/2003 36 John Locke Investments Cyril Systematic UCITS Fund 2.42 500k 7/1/2000 35 Metolius Capital LLC Metolius Enhanced Fund 2.68 40k 6/1/2015 34 Leibniz Group EVEREST 2.72 100k 3/1/2016 33 Aquantum Aquantum Commodity Spread Program (ACS) 2.73 5,000k 7/1/2013 32 NuWave Investment Management, LLC NuWave Matrix Portfolio 2.94 3,000k 9/1/2015 31 Leibniz Group Total Intelligence Vol 10 2.99 100k 3/1/2016 30 Schot Capital Multi Diversified Program (MDP) 3.02 1,000k 1/1/2016 29 Aquantum ACS Energies 3.05 5,000k 1/1/2017 28 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 3.38 10,000k 4/1/2004 27 ProfitScore Capital Management Long/Short US Treasury 3.42 10,000k 10/1/2015 26 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy 3.54 500k 6/1/2007 25 Kopis Capital Management, LLC Commodity Long Short Separate Account 3.76 1,000k 5/1/2015 24 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 4.07 1,500k 12/1/2014 23 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 4.13 10,000k 3/1/2003 22 QTS Capital Management, LLC QTS Partners, L.P. 4.51 100k 1/1/2011 21 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) 4.70 1,500k 5/1/2017 20 Bulkara Capital Bulkara Systematic Fund SP 5.07 250k 4/1/2014 19 514 Capital Partners 514 Fund 5.39 100k 11/1/2013 18 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 5.59 2,000k 2/1/2018 17 Eagle Trading Systems Inc. Eagle Customized Trend 5.80 10,000k 4/1/2017 16 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) 6.01 250k 2/1/2016 15 Quest Partners LLC AlphaQuest Short Bias (AQSB) 7.19 20,000k 5/1/2013 14 Anderson Creek Trading Standard Diversified Strategy 7.94 250k 7/1/2014 13 Red Rock Capital, LLC Commodity Long-Short 8.18 500k 9/1/2013 12 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 8.20 10,000k 2/1/2008 11 QTS Capital Management, LLC Tail Reaper 8.66 500k 8/1/2012 10 Leibniz Group GRAB+ 10.42 100k 4/1/2016 9 Eamon Capital Zephyr Program 12.13 300k 1/1/2016 8 W.G. Wealth Guardian Ltd. QT Program (QTP) 12.14 300k 6/1/2017 7 GT CAPITAL CTA GT Systematic Day Trading Program 12.43 60k 8/1/2017 6 Worldwide Capital Strategies Profit Quest Macro World 17.11 100k 1/1/2010 5 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 17.56 25k 2/1/2016 4 Purple Valley Capital, Inc. Diversified Trend 1 17.65 100k 8/1/2008 3 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 20.19 50k 7/1/2011 2 Tomas Capital Pty Ltd GCAF | USD 20.94 1,500k 7/1/2011 1 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) 23.15 100k 5/1/2017 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.