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 160 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -19.88 50k 7/1/2011 159 Tomas Capital Pty Ltd GCAF | USD -16.27 1,500k 7/1/2011 158 Tomas Capital Pty Ltd GCAF | USD -16.27 1,500k 7/1/2011 158 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) -15.05 100k 5/1/2017 157 Kopis Capital Management, LLC Commodity Long Short Separate Account -11.87 1,000k 5/1/2015 156 NuWave Investment Management, LLC NuWave Stock Index Futures Portfolio -11.53 2,000k 2/1/2018 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 Purple Valley Capital, Inc. Diversified Trend 1 -11.45 100k 8/1/2008 154 Future Trade AG Thales Swing Trading Programme -10.82 250k 6/1/2007 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 Aquantum ACS Energies -10.80 5,000k 1/1/2017 152 Sandpiper Asset Management Sandpiper Global Macro Program -10.32 1,000k 8/1/2012 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 Aquantum Aquantum Commodity Spread Program (ACS) -8.42 5,000k 7/1/2013 150 Worldwide Capital Strategies Profit Quest Macro World -7.48 100k 1/1/2010 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 Quest Partners LLC AlphaQuest Short Bias (AQSB) -7.10 20,000k 5/1/2013 148 Dreiss Research Corporation Diversified Program -6.31 1,000k 5/1/1991 147 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -6.05 1k 6/1/2009 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 146 NuWave Investment Management, LLC NuWave Matrix Portfolio -5.99 3,000k 9/1/2015 145 Urban Tree Capital, LLC UTC Plus (Client) -5.40 100k 3/1/2013 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 144 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -5.00 250k 5/1/2013 143 W.G. Wealth Guardian Ltd. QT Program (QTP) -4.91 300k 6/1/2017 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 142 Garraway Capital Management LLP Garraway Financial Trends -4.58 100k 9/1/2012 141 AP Futures, LLC Volatility Trading Program -4.55 100k 2/1/2017 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 140 361 Capital LLC 361 Global Managed Futures Strategy Fund -4.33 2,000k 3/1/2014 139 514 Capital Partners 514 Fund -3.82 100k 11/1/2013 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 138 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program -3.77 100k 2/1/2017 137 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -3.45 250k 2/1/2016 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 136 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -3.43 100k 1/1/2014 135 Silicon Valley Quantitative Advisors UQP Large -3.15 500k 1/1/2009 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 134 SEB Asset Management SEB Asset Selection Fund C (EUR) -3.10 1k 10/1/2006 133 Red Rock Capital, LLC Commodity Long-Short -2.97 500k 9/1/2013 135 Red Rock Capital, LLC Commodity Long-Short -2.97 500k 9/1/2013 134 Vortex Currency Program -2.81 500k 1/1/2014 132 Vortex Currency Program -2.81 500k 1/1/2014 131 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -2.55 1,000k 10/1/2016 130 Kaiser Trading Group Kaiser Global Diversified Program - Class A -2.52 10,000k 3/1/1998 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 129 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.30 250k 5/1/2011 128 R Best LLC R Best Private Client Program -2.23 50k 2/1/2010 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 127 Leibniz Group Systematic Intelligence Vol 10 -2.09 3,000k 8/1/2011 126 R Best LLC Private Client Plus -2.00 200k 11/1/2017 125 Leibniz Group EVEREST -2.00 100k 3/1/2016 128 Leibniz Group EVEREST -2.00 100k 3/1/2016 124 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -1.95 10,000k 2/1/2008 123 Covenant Capital Management Total Volatility Program (P&C) -1.72 100k 1/1/2018 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 122 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 121 O'Brien Investment Group Quantitative Global Macro Futures Program -1.33 3,000k 7/1/2017 120 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.24 500k 6/1/2007 124 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -1.24 500k 6/1/2007 119 Chesapeake Capital Diversified Plus (HV) -1.16 100k 4/1/1994 118 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.13 250k 11/1/1996 123 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.13 250k 11/1/1996 117 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.11 100k 12/1/1998 116 NuWave Investment Management, LLC Short-Term Futures Portfolio -1.10 2,000k 7/1/2016 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 115 NuWave Investment Management, LLC Commodity Value Portfolio -0.76 2,000k 10/1/2014 114 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.71 250k 10/1/2011 119 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.71 250k 10/1/2011 113 H2O AM LLP Arctic Blue Commodity Program (2x) -0.60 1,000k 6/1/2014 112 Seven Capital Management Seven Absolute Return -0.45 100k 6/1/2009 118 Seven Capital Management Seven Absolute Return -0.45 100k 6/1/2009 111 Lyons Trading Group LATS (Client) -0.44 100k 6/1/2018 117 Welton Investment Partners Welton Trend -0.43 25,000k 10/1/2012 110 Welton Investment Partners Welton Trend -0.41 25,000k 10/1/2012 109 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.41 250k 7/1/2015 116 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.41 250k 7/1/2015 108 H2O AM LLP Arctic Blue Inuvik -0.40 1,000k 5/1/2017 107 Superfund Group Superfund Red EUR SICAV -0.34 10k 3/1/2013 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 106 FTC Capital GmbH FTC Futures Fund Classic (USD) -0.31 250k 10/1/2010 105 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.28 100k 2/1/2010 113 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.28 100k 2/1/2010 104 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha -0.24 100k 4/1/2014 112 QTS Capital Management, LLC Tail Reaper -0.23 500k 8/1/2012 103 QTS Capital Management, LLC Tail Reaper -0.23 500k 8/1/2012 102 Metolius Capital LLC Metolius Enhanced Fund -0.20 40k 6/1/2015 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 101 Strategic Capital Advisors LLC Multi-strategy Futures Program -0.19 3,000k 5/1/2010 100 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) -0.17 25k 2/1/2016 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 99 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 98 ISAM ISAM Systematic Trend (Levitas) -0.07 1,000k 5/1/2010 97 Crabel Capital Management Crabel Multi-Product -0.04 1,000k 3/1/1998 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 96 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 90 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 91 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 89 Dreiss Research Corporation Diversified Program 0.00 1,000k 5/1/1991 92 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 94 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.00 100k 4/1/2015 93 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 0.00 100k 4/1/2014 95 Eclipse Capital Management Alpha Asia 0.00 25,000k 1/1/2015 96 Chesapeake Capital Diversified Plus (HV) 0.00 100k 4/1/1994 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 98 Orion Capital Advisors Orion Beta Opportunity Strategy (Client) 0.00 100k 5/1/2017 100 R Best LLC Private Client Plus 0.00 200k 11/1/2017 101 J8 Capital Management LLP J8 Global Absolute Return Strategy 0.00 500k 1/1/2015 102 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 0.00 2,000k 2/1/2018 94 Anderson Creek Trading Standard Diversified Strategy 0.00 250k 7/1/2014 95 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.00 500k 10/1/2014 93 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 0.01 250k 10/1/2009 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 92 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 91 Soaring Pelican, LLC Diversified S&P Program 0.09 100k 1/1/2011 90 Eagle Trading Systems Inc. Eagle Customized Trend 0.09 10,000k 4/1/2017 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 89 Superfund Group Superfund Red USD SICAV 0.13 10k 3/1/2013 88 DUNN Capital Management DUNN WMA Institutional Program 0.22 100k 10/1/2011 82 DUNN Capital Management DUNN WMA Institutional Program 0.22 100k 10/1/2011 81 dormouse Limited dormouse - Managed Account 0.22 20,000k 7/1/2011 87 dormouse Limited dormouse - Managed Account 0.22 20,000k 7/1/2011 86 Vivienne Investissement OUESSANT UCITS FUND (A) 0.26 100k 5/1/2012 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 85 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.27 5,000k 9/1/2009 84 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 0.32 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 83 dormouse Limited dormouse Fund A Shares 0.36 1,000k 1/1/2017 82 Global Sigma Group, LLC Global Sigma BondVOL LP 0.36 1,000k 4/1/2015 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 81 dormouse Limited dormouse Fund B Shares 0.36 10,000k 8/1/2016 80 Superfund Group Superfund Red One SP I - Class A EUR 0.37 10k 1/1/2017 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 79 Superfund Group Superfund Red One SP I - Class A USD 0.40 10k 1/1/2017 78 Blake Capital Management, Inc. SRD Currencies 0.41 100k 3/1/2013 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 77 W.G. Wealth Guardian Ltd. Strategic Volatility Master Program (SVMP) 0.41 550k 11/1/2016 76 Capital Fund Management S.A. CFM IS Trends Fund LP Series 1 (USD 10% Volatility) 0.45 1,000k 1/1/2013 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 75 Emil van Essen Global Tactical Allocation Program (GTAP) 0.45 2,000k 4/1/2017 74 Crabel Capital Management WPD Crabel Futures Program 0.50 1,000k 7/1/2008 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 73 R Best LLC World Select Program 0.51 2,000k 4/1/2016 72 Covenant Capital Management Tactical Growth Program 0.56 100k 1/1/2017 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 71 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 0.59 1,000k 5/1/2014 70 Automaton Trading LLC Diversified 0.73 500k 7/1/2014 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 69 Global Sigma Group, LLC GSF - Mult-Strategy 0.74 1,000k 11/1/2015 68 DeltaHedge DH Styx 0.74 1,000k 9/1/2017 62 DeltaHedge DH Styx 0.74 1,000k 9/1/2017 61 John Locke Investments Cyril Systematic UCITS Fund 0.74 500k 7/1/2000 67 John Locke Investments Cyril Systematic UCITS Fund 0.74 500k 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 66 FORT LP Fort Global Contrarian 0.77 2,000k 10/1/2002 65 EMC Capital Advisors, LLC EMC Alpha Program 0.87 5,000k 6/1/2013 58 EMC Capital Advisors, LLC EMC Alpha Program 0.87 5,000k 6/1/2013 64 Schot Capital Multi Diversified Program 0.89 1,000k 1/1/2016 63 Buckingham Global Advisors, LLC Weekly Emini Program 0.89 200k 3/1/2015 57 Buckingham Global Advisors, LLC Weekly Emini Program 0.89 200k 3/1/2015 62 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 0.90 2,000k 2/1/2018 61 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.92 10,000k 4/1/2004 60 FORT LP Fort Global Diversified 0.96 2,000k 10/1/1993 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 59 Meliora Capital LLP Commodity Absolute Return (1x) 0.97 250k 11/1/2014 58 Tom Capital AG Tom Capital Growth Fund 1.00 5,000k 12/1/2015 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 57 Auspice Capital Advisors Ltd Auspice Tactical Futures Program (ATFP) 1.05 5,000k 4/1/2018 56 Genio Capital Ltd. Genio PRIMO Systematic Macro Program 1.10 2,000k 7/1/2016 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 55 ProfitScore Capital Management Long/Short US Treasury 1.11 10,000k 10/1/2015 54 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 1.17 40k 1/1/2016 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 53 Alder Capital DAC CALM Eurozone Equity Program 1.19 100k 5/1/2015 52 Superfund Group Superfund Green EUR SICAV 1.19 5k 1/1/2017 48 Superfund Group Superfund Green EUR SICAV 1.19 5k 1/1/2017 47 Vivienne Investissement MACH 3 1.23 100k 6/1/2015 51 Vivienne Investissement MACH 3 1.23 100k 6/1/2015 50 Orion Asset Management Algorithmic Trading Program 1.24 10k 1/1/2013 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 49 McMillan Asset Management Volatility Capture CTA 1.28 100k 5/1/2018 48 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.39 1,000k 3/1/2003 44 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 1.39 1,000k 3/1/2003 47 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 1.43 5,000k 11/1/2012 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 46 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 45 Certeza Asset Management Macro Vega Fund 1.52 100k 11/1/2017 44 Tarpon Trading Altair FX Alpha 1.53 5,000k 1/1/2016 43 Oceanic Investment Management Oceanic Systematic Program 1.55 500k 5/1/2018 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 42 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.61 3,000k 5/1/2014 41 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 1.62 1,000k 3/1/2007 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 40 Superfund Group Superfund Green USD SICAV 1.64 5k 1/1/2017 39 Tianyou Asset Management, LLC Tianyou Fund LP 1.67 100k 10/1/2012 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 38 Strategic Capital Advisors LLC Global Contrarian Stock Index 1.90 1,000k 4/1/2017 37 Turk Capital LLC US Market Hedge Strategy 1.91 250k 11/1/2015 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 36 QMS Capital Management LP QMS Financials-Only Global Macro Strategy 1.93 5,000k 9/1/2013 35 Plotinus Asset Management, LLC Plotinus 2π Index Hunter 2.01 1,000k 6/1/2018 34 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) 2.12 60k 9/1/2016 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 33 Eamon Capital Zephyr Program 2.19 600k 1/1/2016 32 Prolific Capital Markets, LLC Prolific Swiss System 2.32 10,000k 1/1/2014 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 31 Typhon Capital Management, LLC Helios Deutsche 2.39 250k 4/1/2014 30 Leibniz Group SWARM 2.41 100k 9/1/2015 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 29 QTS Capital Management, LLC QTS Partners, L.P. 2.65 100k 1/1/2011 28 Melissinos Trading Eupatrid Global Trends 2.91 50k 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 27 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 3.12 100k 10/1/2011 26 GT CAPITAL CTA GT Systematic Day Trading Program 3.22 60k 8/1/2017 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 25 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 24 County Cork LLC County Cork Macro Equity Hedge 3.58 1,000k 2/1/2016 23 Quantica Capital AG 1X Quantica Managed Futures Fund 3.60 100k 1/1/2014 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 22 QMS Capital Management LP QMS Diversified Global Macro Strategy 3.68 5,000k 6/1/2010 21 Leibniz Group GRAB+ 3.98 100k 4/1/2016 19 Leibniz Group GRAB+ 3.98 100k 4/1/2016 18 SpreadEdge Capital, LLC Diversified Seasonal Spreads 4.06 100k 12/1/2014 20 SpreadEdge Capital, LLC Diversified Seasonal Spreads 4.06 100k 12/1/2014 19 Turk Capital LLC US Equity Long/Short Strategy 4.09 250k 4/1/2014 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 18 SpreadEdge Capital, LLC Agriculture Seasonal Spreads 4.37 100k 3/1/2017 17 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) 4.38 1,500k 5/1/2017 15 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) 4.38 1,500k 5/1/2017 14 Pearl Capital Advisors, LLC Hedged VIX Program 5.03 500k 10/1/2015 16 Pearl Capital Advisors, LLC Hedged VIX Program 5.03 500k 10/1/2015 15 Robust Methods LLC Macro Managed Account 5.37 5,000k 1/1/2005 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 14 Superfund Group Superfund Red One SP I - Class A Silver 5.65 10k 1/1/2017 13 Emil van Essen Spread Trading Program Limited 6.06 5,000k 7/1/2013 11 Emil van Essen Spread Trading Program Limited 6.06 5,000k 7/1/2013 12 Caerus Group Oil Program 6.16 200k 7/1/2018 11 Superfund Group Superfund Red One SP I - Class A Gold 6.86 10k 1/1/2017 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 10 Superfund Group Superfund Green SILVER SICAV 7.14 20k 1/1/2017 9 Linnis Linnis ONE, LP 7.19 100k 8/1/2014 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 8 Quantica Capital AG 2X Quantica Managed Futures Fund 7.20 100k 1/1/2014 7 Emil van Essen Long-Short Commodity Program - Accelerated 7.28 200k 5/1/2014 6 Pawberry LLC MultiStrat Program 7.32 600k 6/1/2017 6 Pawberry LLC MultiStrat Program 7.32 600k 6/1/2017 5 Bulkara Capital Bulkara Systematic Fund SP 7.34 250k 4/1/2014 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 1,500k 12/1/2014 4 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 7.52 1,500k 12/1/2014 3 Jaguar Investments Ltd Aegir Capital Strategy 8.22 1,000k 1/1/2012 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 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 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.