Systematic Trader Index For April 2020 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 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 Apr 2020 Min Inv Inception 159 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -19.88 50k 7/1/2011 158 Tomas Capital Pty Ltd GCAF | USD -16.27 1,500k 7/1/2011 157 NuWave Investment Management, LLC NuWave Stock Index Futures Portfolio -11.53 2,000k 2/1/2018 156 Purple Valley Capital, Inc. Diversified Trend 1 -11.45 100k 8/1/2008 155 Future Trade AG Thales Swing Trading Programme -10.82 250k 6/1/2007 154 Aquantum ACS Energies -10.80 5,000k 1/1/2017 153 Sandpiper Asset Management Sandpiper Global Macro Program -10.32 1,000k 8/1/2012 152 Aquantum Aquantum Commodity Spread Program (ACS) -8.42 5,000k 7/1/2013 151 Worldwide Capital Strategies Profit Quest Macro World -7.48 100k 1/1/2010 150 Quest Partners LLC AlphaQuest Short Bias (AQSB) -7.11 20,000k 5/1/2013 149 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -6.05 1k 6/1/2009 148 NuWave Investment Management, LLC NuWave Matrix Portfolio -5.99 3,000k 9/1/2015 147 Urban Tree Capital, LLC UTC Plus (Client) -5.40 100k 3/1/2013 146 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -5.00 250k 5/1/2013 145 W.G. Wealth Guardian Ltd. QT Program (QTP) -4.91 300k 6/1/2017 144 Garraway Capital Management LLP Garraway Financial Trends -4.58 100k 9/1/2012 143 AP Futures, LLC Volatility Trading Program -4.55 100k 2/1/2017 142 361 Capital LLC 361 Global Managed Futures Strategy Fund -4.33 2,000k 3/1/2014 141 514 Capital Partners 514 Fund -3.82 100k 11/1/2013 140 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program -3.77 100k 2/1/2017 139 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -3.45 250k 2/1/2016 138 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -3.43 100k 1/1/2014 137 Silicon Valley Quantitative Advisors UQP Large -3.15 500k 1/1/2009 136 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.10 1k 10/1/2006 135 Red Rock Capital, LLC Commodity Long-Short -2.97 500k 9/1/2013 134 Vortex Currency Program -2.81 500k 1/1/2014 133 Kaiser Trading Group Kaiser Global Diversified Program - Class A -2.52 10,000k 3/1/1998 132 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -2.51 1,000k 10/1/2016 131 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.30 250k 5/1/2011 130 R Best LLC R Best Private Client Program -2.23 50k 2/1/2010 129 Leibniz Group Systematic Intelligence Vol 10 -2.09 3,000k 8/1/2011 128 Leibniz Group EVEREST -2.00 100k 3/1/2016 127 Covenant Capital Management Total Volatility Program (P&C) -1.72 100k 1/1/2018 126 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -1.42 1,000k 3/1/2003 125 O'Brien Investment Group Quantitative Global Macro Futures Program -1.34 3,000k 7/1/2017 124 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.24 500k 6/1/2007 123 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.13 250k 11/1/1996 122 NuWave Investment Management, LLC Short-Term Futures Portfolio -1.10 2,000k 7/1/2016 121 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.04 100k 12/1/1998 120 NuWave Investment Management, LLC Commodity Value Portfolio -0.80 2,000k 10/1/2014 119 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.71 250k 10/1/2011 118 Seven Capital Management Seven Absolute Return -0.45 100k 6/1/2009 117 Welton Investment Partners Welton Trend -0.43 25,000k 10/1/2012 116 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.41 250k 7/1/2015 115 Superfund Group Superfund Red EUR SICAV -0.34 10k 3/1/2013 114 FTC Capital GmbH FTC Futures Fund Classic (USD) -0.31 250k 10/1/2010 113 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.28 100k 2/1/2010 112 QTS Capital Management, LLC Tail Reaper -0.23 100k 8/1/2012 111 Metolius Capital LLC Metolius Enhanced Fund -0.20 40k 6/1/2015 110 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.19 3,000k 5/1/2010 109 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 108 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) -0.17 500k 10/1/2014 107 Incline Investment Management, LLC Zephyr Cove Crypto -0.17 50k 4/1/2018 106 ISAM ISAM Systematic Trend (Levitas) -0.08 1,000k 5/1/2010 105 Crabel Capital Management Crabel Multi-Product -0.04 1,000k 3/1/1998 104 Glendorn Capital Management LLC MultiWeek Trading Strategy -0.01 1,500k 10/1/2016 103 Leibniz Group Enhanced Intelligence Strategy -0.01 100k 1/1/2016 95 Eclipse Capital Management Alpha Asia 0.00 25,000k 1/1/2015 101 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.00 500k 1/1/2015 94 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.00 100k 4/1/2015 100 R Best LLC Private Client Plus 0.00 200k 11/1/2017 102 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 0.00 2,000k 2/1/2018 98 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) 0.00 100k 5/1/2017 92 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 90 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 97 Glenhaven Capital LLC Glenhaven Global II LP 0.00 25k 4/1/2012 99 Anderson Creek Trading Standard Diversified Strategy 0.00 250k 7/1/2014 93 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.00 100k 4/1/2014 89 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 96 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 91 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 88 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.01 250k 10/1/2009 87 Certeza Asset Management Macro Vega 0.06 1,000k 1/1/2012 86 Leibniz Group Total Intelligence Vol 10 0.08 100k 3/1/2016 85 Soaring Pelican, LLC Diversified S&P Program 0.09 100k 1/1/2011 84 Eagle Trading Systems Inc. Eagle Customized Trend 0.09 10,000k 4/1/2017 83 Superfund Group Superfund Red USD SICAV 0.13 10k 3/1/2013 82 DUNN Capital Management DUNN WMA Institutional Program 0.22 100k 10/1/2011 81 dormouse Limited dormouse - Managed Account 0.22 10,000k 7/1/2011 80 Vivienne Investissement OUESSANT UCITS FUND (A) 0.26 100k 5/1/2012 79 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.26 5,000k 9/1/2009 78 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 0.32 5,000k 9/1/2009 77 dormouse Limited dormouse Fund A Shares 0.36 1,000k 1/1/2017 76 Global Sigma Group, LLC Global Sigma BondVOL LP 0.36 1,000k 4/1/2015 75 dormouse Limited dormouse Fund B Shares 0.36 10,000k 8/1/2016 74 Superfund Group Superfund Red One SP I - Class A EUR 0.37 10k 1/1/2017 73 Superfund Group Superfund Red One SP I - Class A USD 0.40 10k 1/1/2017 72 Blake Capital Management, Inc. SRD Currencies 0.41 100k 3/1/2013 71 W.G. Wealth Guardian Ltd. Strategic Volatility Master Program (SVMP) 0.41 550k 11/1/2016 70 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.45 1,000k 1/1/2013 69 Emil van Essen Global Tactical Allocation Program (GTAP) 0.45 2,000k 4/1/2017 68 Crabel Capital Management WPD Crabel Futures Program 0.50 1,000k 7/1/2008 67 R Best LLC World Select Program 0.51 2,000k 4/1/2016 66 Covenant Capital Management Tactical Growth Program 0.56 100k 1/1/2017 65 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.59 1,000k 5/1/2014 64 Automaton Trading LLC Diversified 0.73 500k 7/1/2014 63 Global Sigma Group, LLC GSF - Mult-Strategy 0.74 1,000k 11/1/2015 62 DeltaHedge DH Styx 0.74 1,000k 9/1/2017 61 John Locke Investments Cyril Systematic UCITS Fund 0.74 8,000k 7/1/2000 60 Schot Capital Multi Diversified Program 0.75 1,000k 1/1/2016 59 FORT LP Fort Global Contrarian 0.77 2,000k 10/1/2002 58 EMC Capital Advisors, LLC EMC Alpha Program 0.87 5,000k 6/1/2013 57 Buckingham Global Advisors, LLC Weekly Emini Program 0.89 200k 3/1/2015 56 FORT LP Fort Global Diversified 0.96 2,000k 10/1/1993 55 Meliora Capital LLP Commodity Absolute Return (1x) 0.97 250k 11/1/2014 54 Tom Capital AG Tom Capital Growth Fund 1.00 5,000k 12/1/2015 53 Auspice Capital Advisors Ltd Auspice Tactical Futures Program (ATFP) 1.05 5,000k 4/1/2018 52 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 1.10 2,000k 7/1/2016 51 ProfitScore Capital Management Long/Short US Treasury 1.11 10,000k 10/1/2015 50 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 1.17 40k 1/1/2016 49 Alder Capital DAC CALM Eurozone Equity Program 1.19 100k 5/1/2015 48 Superfund Group Superfund Green EUR SICAV 1.19 5k 1/1/2017 47 Vivienne Investissement MACH 3 1.23 100k 6/1/2015 46 Orion Asset Management Algorithmic Trading Program 1.24 10k 1/1/2013 45 McMillan Asset Management Volatility Capture CTA 1.28 100k 5/1/2018 44 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.39 1,000k 3/1/2003 43 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.44 5,000k 11/1/2012 42 FORT LP Global Futures Program (formerly Global Diversified Classic) 1.46 10,000k 10/1/1993 41 Certeza Asset Management Macro Vega Fund 1.50 100k 11/1/2017 40 Oceanic Investment Management Oceanic Systematic Program 1.55 500k 5/1/2018 39 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.61 3,000k 5/1/2014 38 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.62 1,000k 3/1/2007 37 Superfund Group Superfund Green USD SICAV 1.64 5k 1/1/2017 36 Tianyou Asset Management, LLC Tianyou Fund LP 1.67 100k 10/1/2012 35 Strategic Capital Advisors LLC Global Contrarian Stock Index 1.90 1,000k 4/1/2017 34 Turk Capital LLC US Market Hedge Strategy 1.91 250k 11/1/2015 33 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 1.93 5,000k 9/1/2013 32 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 2.12 60k 9/1/2016 31 Eamon Capital Zephyr Program 2.19 600k 1/1/2016 30 Prolific Capital Markets, LLC Prolific Swiss System 2.32 10,000k 1/1/2014 29 Typhon Capital Management, LLC Helios Deutsche 2.39 250k 4/1/2014 28 Leibniz Group SWARM 2.41 100k 9/1/2015 27 QTS Capital Management, LLC QTS Partners, L.P. 2.65 100k 1/1/2011 26 Melissinos Trading Eupatrid Global Trends 2.91 50k 1/1/2011 25 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.12 100k 10/1/2011 24 GT CAPITAL CTA GT Systematic Day Trading Program 3.22 60k 8/1/2017 23 Estlander & Partners Freedom 3.35 20,000k 8/1/2010 22 County Cork LLC County Cork Macro Equity Hedge 3.58 1,000k 2/1/2016 21 Quantica Capital AG 1X Quantica Managed Futures Fund 3.60 100k 1/1/2014 20 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.68 5,000k 6/1/2010 19 Leibniz Group GRAB+ 3.98 100k 4/1/2016 18 SpreadEdge Capital, LLC Diversified Seasonal Spreads 4.06 100k 12/1/2014 17 Turk Capital LLC US Equity Long/Short Strategy 4.09 250k 4/1/2014 16 SpreadEdge Capital, LLC Agriculture Seasonal Spreads 4.37 100k 3/1/2017 15 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) 4.38 1,000k 5/1/2017 14 Pearl Capital Advisors, LLC Hedged VIX Program 5.03 500k 10/1/2015 13 Robust Methods LLC Macro Managed Account 5.37 5,000k 1/1/2005 12 Superfund Group Superfund Red One SP I - Class A Silver 5.65 10k 1/1/2017 11 Emil van Essen Spread Trading Program Limited 6.06 5,000k 7/1/2013 10 Superfund Group Superfund Red One SP I - Class A Gold 6.86 10k 1/1/2017 9 Superfund Group Superfund Green SILVER SICAV 7.14 20k 1/1/2017 8 Linnis Linnis ONE, LP 7.19 100k 8/1/2014 7 Quantica Capital AG 2X Quantica Managed Futures Fund 7.20 100k 1/1/2014 6 Pawberry LLC MultiStrat Program 7.32 600k 6/1/2017 5 Bulkara Capital Bulkara Systematic Fund SP 7.34 250k 4/1/2014 4 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 7.52 1,000k 12/1/2014 3 Jaguar Investments Ltd Aegir Capital Strategy 8.22 1,000k 1/1/2012 2 Superfund Group Superfund Green GOLD SICAV 8.32 20k 1/1/2017 1 MarketCipher Partners LLC MarketCipher Partners LLC 11.37 1,000k 1/1/2018 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.