Systematic Trader Index For May 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 May 2020 Min Inv Inception 157 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) -22.42 50k 7/1/2011 156 Tomas Capital Pty Ltd GCAF | USD -18.89 1,500k 7/1/2011 155 Emil van Essen Spread Trading Program Limited -9.42 5,000k 7/1/2013 154 Quest Partners LLC AlphaQuest Short Bias (AQSB) -6.22 20,000k 5/1/2013 153 NuWave Investment Management, LLC NuWave Stock Index Futures Portfolio -6.16 2,000k 2/1/2018 152 R Best LLC R Best Private Client Program -5.98 50k 2/1/2010 151 W.G. Wealth Guardian Ltd. QT Program (QTP) -5.68 300k 6/1/2017 150 Purple Valley Capital, Inc. Diversified Trend 1 -5.66 100k 8/1/2008 149 Kaiser Trading Group Kaiser Global Diversified Program - Class A -5.40 10,000k 3/1/1998 148 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -5.38 1,000k 10/1/2016 147 Dreiss Research Corporation Diversified Program -4.83 1,000k 5/1/1991 146 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) -4.79 10,000k 3/1/2003 145 NuWave Investment Management, LLC NuWave Matrix Portfolio -4.53 3,000k 9/1/2015 144 Silicon Valley Quantitative Advisors UQP Large -4.18 500k 1/1/2009 143 Strategic Capital Advisors LLC Multi-strategy Futures Program -4.10 3,000k 5/1/2010 142 Coloma Capital Futures(r), LLC Hedged Volatility Strategy -4.10 250k 5/1/2013 141 Sandpiper Asset Management Sandpiper Global Macro Program -3.95 1,000k 8/1/2012 140 FTC Capital GmbH FTC Futures Fund Classic (USD) -3.74 250k 10/1/2010 139 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) -3.45 10,000k 3/1/2007 138 Eamon Capital Zephyr Program -2.86 300k 1/1/2016 137 Dixon Midland Company LLC Dixon Midland Diversified LLC -2.67 250k 5/1/2011 136 QMS Capital Management LP QMS Diversified Global Macro Strategy -2.50 5,000k 6/1/2010 135 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.44 1k 6/1/2009 134 SpreadEdge Capital, LLC Agriculture Seasonal Spreads -2.39 100k 3/1/2017 133 Superfund Group Superfund Red EUR SICAV -2.22 10k 3/1/2013 132 Schot Capital Multi Diversified Program (MDP) -2.02 1,000k 1/1/2016 131 Superfund Group Superfund Red USD SICAV -2.02 10k 3/1/2013 130 W.G. Wealth Guardian Ltd. Trend Fix Portfolio (TFP) -1.92 250k 2/1/2016 129 W.G. Wealth Guardian Ltd. Gamma Volatility Ratio Program (GVRP) -1.85 60k 9/1/2016 128 514 Capital Partners 514 Fund -1.80 100k 11/1/2013 127 John Locke Investments Cyril Systematic UCITS Fund -1.69 500k 7/1/2000 126 Covenant Capital Management Tactical Growth Program -1.67 100k 1/1/2017 125 SinoPac Asset Management SinoPac Multi Strategy Quant Fund -1.67 250k 10/1/2009 124 Superfund Group Superfund Green EUR SICAV -1.63 5k 1/1/2017 123 O'Brien Investment Group Quantitative Global Macro Futures Program -1.56 3,000k 7/1/2017 122 Seven Capital Management Seven Absolute Return -1.51 100k 6/1/2009 121 Aspect Capital Aspect Diversified Fund - Class A (USD) -1.47 100k 12/1/1998 120 DUNN Capital Management DUNN WMA Institutional Program -1.42 100k 10/1/2011 119 Covenant Capital Management Total Volatility Program (P&C) -1.38 200k 1/1/2018 118 Superfund Group Superfund Green USD SICAV -1.35 5k 1/1/2017 117 Leibniz Group Systematic Intelligence Vol 10 -1.32 3,000k 8/1/2011 116 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) -1.32 1,000k 1/1/2013 115 Glendorn Capital Management LLC MultiWeek Trading Strategy -1.20 1,500k 10/1/2016 114 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.20 1k 10/1/2006 113 Quantica Capital AG 2X Quantica Managed Futures Fund -1.20 100k 1/1/2014 112 Typhon Capital Management, LLC Helios Deutsche -1.17 250k 4/1/2014 111 Welton Investment Partners Welton Trend -1.08 25,000k 10/1/2012 110 SMN Investment Services GmbH smn Diversified Futures Fund (i14) -1.07 250k 11/1/1996 109 Red Rock Capital, LLC Commodity Long-Short -0.99 500k 9/1/2013 108 QMS Capital Management LP QMS Financials-Only Global Macro Strategy -0.95 5,000k 9/1/2013 107 SpreadEdge Capital, LLC Diversified Seasonal Spreads -0.93 100k 12/1/2014 106 Meliora Capital LLP Commodity Absolute Return (1x) -0.90 250k 11/1/2014 105 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.90 100k 2/1/2010 104 H2O AM LLP Arctic Blue Commodity Program (2x) -0.90 1,000k 6/1/2014 103 ISAM ISAM Systematic Trend (Levitas) -0.90 1,000k 5/1/2010 102 Lyons Trading Group LATS (Client) -0.82 100k 6/1/2018 101 Jaguar Investments Ltd Aegir Capital Strategy -0.81 1,000k 1/1/2012 100 H2O AM LLP Arctic Blue Inuvik -0.70 1,000k 5/1/2017 99 Pearl Capital Advisors, LLC Hedged VIX Program -0.60 500k 10/1/2015 98 dormouse Limited dormouse Fund B Shares -0.59 10,000k 8/1/2016 97 dormouse Limited dormouse Fund A Shares -0.59 1,000k 1/1/2017 96 Typhon Capital Management, LLC Proteus Dynamic Volatility Program -0.57 250k 10/1/2011 95 Emil van Essen Global Tactical Allocation Program (GTAP) -0.53 4,000k 4/1/2017 94 Estlander & Partners Freedom -0.53 20,000k 8/1/2010 93 Quantica Capital AG 1X Quantica Managed Futures Fund -0.50 100k 1/1/2014 92 NuWave Investment Management, LLC Short-Term Futures Portfolio -0.47 2,000k 7/1/2016 91 Auspice Auspice Tactical Futures Program (ATFP) -0.46 5,000k 4/1/2018 90 dormouse Limited dormouse - Managed Account -0.42 20,000k 7/1/2011 89 FORT LP Fort Global Contrarian -0.39 2,000k 10/1/2002 88 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio -0.38 1,000k 5/1/2014 87 Macrocapital Limited Macrocapital Adaptive Volatility Strategy -0.32 250k 7/1/2015 86 Tom Capital AG Tom Capital Growth Fund -0.30 5,000k 12/1/2015 85 Blake Capital Management, Inc. SRD Currencies -0.28 100k 3/1/2013 84 Leibniz Group GRAB+ -0.20 100k 4/1/2016 83 Automaton Trading LLC Diversified -0.19 500k 7/1/2014 82 Incline Investment Management, LLC Zephyr Cove Crypto -0.17 50k 4/1/2018 81 Crabel Capital Management WPD Crabel Futures Program -0.15 1,000k 7/1/2008 80 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.12 500k 6/1/2007 79 Crabel Capital Management Crabel Multi-Product -0.06 1,000k 3/1/1998 64 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme 0.00 10,000k 2/1/2008 65 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.00 10,000k 4/1/2004 68 Melissinos Trading Eupatrid Global Trends 0.00 100k 1/1/2011 66 Worldwide Capital Strategies Profit Quest Macro World 0.00 100k 1/1/2010 73 Orion Asset Management Algorithmic Trading Program 0.00 10k 1/1/2013 67 Garraway Capital Management LLP Garraway Financial Trends 0.00 100k 9/1/2012 74 Asset Management by Windsor Securities Triple Advantage Strategy (MTAS) 0.00 500k 10/1/2014 69 R Best LLC Private Client Plus 0.00 200k 11/1/2017 75 Superfund Group Superfund Red One SP I - Class A EUR 0.00 10k 1/1/2017 76 Superfund Group Superfund Red One SP I - Class A USD 0.00 10k 1/1/2017 77 Superfund Group Superfund Red One SP I - Class A Gold 0.00 10k 1/1/2017 78 Superfund Group Superfund Red One SP I - Class A Silver 0.00 10k 1/1/2017 70 Mesirow Financial Investment Management, Inc. Systematic Macro Strategy 0.00 2,000k 2/1/2018 71 Eagle Trading Systems Inc. Eagle Customized Trend 0.00 10,000k 4/1/2017 72 Oceanic Investment Management Oceanic Systematic Program 0.00 500k 5/1/2018 63 Certeza Asset Management Macro Vega 0.05 1,000k 1/1/2012 62 DeltaHedge DH Styx 0.07 1,000k 9/1/2017 61 Urban Tree Capital, LLC UTC Plus (Client) 0.13 100k 3/1/2013 60 GT CAPITAL CTA GT Systematic Day Trading Program 0.22 60k 8/1/2017 59 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.23 10,000k 3/1/2002 58 QTS Capital Management, LLC Tail Reaper 0.25 500k 8/1/2012 57 Global Sigma Group, LLC Global Sigma BondVOL LP 0.29 1,000k 4/1/2015 56 Genio Capital Ltd. Genio PRIMO (2L) Systematic Macro Program 0.39 1,000k 7/1/2016 55 FORT LP Fort Global Diversified 0.45 2,000k 3/1/2002 54 Episteme Capital Partners (UK), LLP Episteme Systematic Quest TR (ESQTR) Composite 0.46 5,000k 9/1/2009 53 Deep Field Capital AG Systematic Volatility Arbitrage Program (VolArb) 0.46 1,500k 12/1/2014 52 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite 0.48 5,000k 9/1/2009 51 Bulkara Capital Bulkara Systematic Fund SP 0.51 250k 4/1/2014 50 Anderson Creek Trading Standard Diversified Strategy 0.53 250k 7/1/2014 49 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.54 10,000k 3/1/2003 48 Certeza Asset Management Macro Vega Fund 0.58 100k 11/1/2017 47 EMC Capital Advisors, LLC EMC Alpha Program 0.59 5,000k 6/1/2013 46 Global Sigma Group, LLC GSF - Mult-Strategy 0.66 1,000k 11/1/2015 45 Turk Capital LLC US Market Hedge Strategy 0.69 100k 11/1/2015 44 Vivienne Investissement OUESSANT UCITS FUND (A) 0.74 100k 5/1/2012 43 Metolius Capital LLC Metolius Enhanced Fund 0.78 40k 6/1/2015 42 Buckingham Global Advisors, LLC Weekly Emini Program 0.84 200k 3/1/2015 41 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy 0.86 100k 10/1/2011 40 Superfund Group Superfund Green GOLD SICAV 1.03 20k 1/1/2017 39 Tarpon Trading Altair FX Alpha Macro 1.06 5,000k 1/1/2016 38 Chesapeake Capital Diversified Plus (HV) 1.06 100k 4/1/1994 37 R Best LLC World Select Program 1.08 2,000k 4/1/2016 36 QTS Capital Management, LLC QTS Partners, L.P. 1.22 100k 1/1/2011 35 McMillan Asset Management Volatility Capture CTA 1.33 100k 5/1/2018 34 Future Trade AG Thales Swing Trading Programme 1.39 250k 6/1/2007 33 Alder Capital DAC CALM Eurozone Equity Program 1.49 100k 5/1/2015 32 Turk Capital LLC US Equity Long/Short Strategy 1.54 100k 4/1/2014 31 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.55 3,000k 5/1/2014 30 County Cork LLC County Cork Macro Equity Hedge 1.63 1,000k 2/1/2016 29 AP Futures, LLC Volatility Trading Program 1.69 100k 2/1/2017 28 Soaring Pelican, LLC Diversified S&P Program 1.74 100k 1/1/2011 27 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.78 100k 10/1/2012 26 MarketCipher Partners LLC MarketCipher Partners LLC 1.80 1,000k 1/1/2018 25 Plotinus Asset Management, LLC Plotinus 2π Index Hunter 1.89 1,000k 6/1/2018 24 Strategic Capital Advisors LLC Global Contrarian Stock Index 2.05 1,000k 4/1/2017 23 ProfitScore Capital Management Long/Short US Treasury 2.07 10,000k 10/1/2015 22 Aquantum ACS Energies 2.12 5,000k 1/1/2017 21 Aquantum Aquantum Commodity Spread Program (ACS) 2.20 5,000k 7/1/2013 20 NuWave Investment Management, LLC Commodity Value Portfolio 2.25 2,000k 10/1/2014 19 Deep Field Capital AG Intraday Crisis Alpha Program (ICA) 2.36 1,500k 5/1/2017 18 W.G. Wealth Guardian Ltd. Strategic Volatility Master Program (SVMP) 2.42 550k 11/1/2016 17 Prolific Capital Markets, LLC Prolific Swiss System 2.51 10,000k 1/1/2014 16 Linnis Linnis ONE, LP 2.72 100k 8/1/2014 15 361 Capital LLC 361 Global Managed Futures Strategy Fund 2.74 2,000k 3/1/2014 14 Vivienne Investissement MACH 3 2.81 100k 6/1/2015 13 Leibniz Group SWARM 3.07 25,000k 9/1/2015 12 Ramsey Quantitative Systems Inc RQSI Systematic Global Macro Fund 3.22 5,000k 11/1/2012 11 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 3.33 100k 4/1/2014 10 W.G. Wealth Guardian Ltd. Strategic Volatility Returns Program (SVRP) 3.51 40k 1/1/2016 9 Leibniz Group EVEREST 3.74 100k 3/1/2016 8 Kopis Capital Management, LLC Commodity Long Short Separate Account 4.52 1,000k 5/1/2015 7 Vortex Currency Program 4.80 500k 1/1/2014 6 Blue Bar Futures Trading Management LLC U.S. Commodity Diversified Program 4.96 100k 2/1/2017 5 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program 5.10 100k 1/1/2014 4 Robust Methods LLC Macro Managed Account 6.16 5,000k 1/1/2005 3 Pawberry LLC MultiStrat Program 6.70 500k 6/1/2017 2 Kinkopf Capital Management KCM S&P SELECT (Managed Client Accounts) 9.57 25k 2/1/2016 1 Superfund Group Superfund Green SILVER SICAV 21.75 20k 1/1/2017 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.