Systematic Trader Index For February 2020

Monthly Rankings

Rank CTA/Program Feb 2020 Min Inv Inception
169 Tianyou Asset Management, LLC
Tianyou Fund LP
-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 25k 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 250k 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 50k 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 250k 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 Capital Advisors Ltd
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.
CFM IS Trends Fund LP Series 1 (USD 10% Volatility)
-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 100k 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 600k 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 10/1/1993
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 1,000k 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 500k 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 10/1/1993
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 100k 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 2,000k 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 Systematic Macro Program
1.36 2,000k 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 1,000k 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
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 1,000k 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 600k 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.

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